CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 19,380: 8,076 3,984 434 10,870 14,962 19,380 19,380: -0 -0
Old : 19,380: 8,076 3,984 434 10,870 14,962 19,380 19,380: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 439: 116 635 -651 974 455 439 439: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 20.6 2.2 56.1 77.2 100.0 100.0: -0.0 -0.0
Old : 100.0: 41.7 20.6 2.2 56.1 77.2 100.0 100.0: -0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 8 3 2 9 7 17 12:
Old : 23: 8 3 2 9 7 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 91.1 92.7 98.7 75.9 86.8 87.4 90.0
Old : 79.3 91.1 92.7 98.7 75.9 86.8 87.4 90.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,910,528: 1,031,233 135,462 1,142,187 2,705,950 3,615,235 4,879,370 4,892,884: 31,158 17,644
Old : 4,910,528: 1,031,233 135,462 1,142,187 2,705,950 3,615,235 4,879,370 4,892,884: 31,158 17,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -125,885: -25,082 6,331 -28,453 -71,966 -102,887 -125,501 -125,009: -384 -876
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 2.8 23.3 55.1 73.6 99.4 99.6: 0.6 0.4
Old : 100.0: 21.0 2.8 23.3 55.1 73.6 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 209: 40 24 59 132 118 198 178:
Old : 209: 40 24 59 132 118 198 178:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.7 23.6 39.1 38.2 19.5 19.9 26.3 29.7
Old : 25.7 23.6 39.1 38.2 19.5 19.9 26.3 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,178,058: 31,556 37,711 890,525 1,254,785 1,249,649 2,176,866 2,177,885: 1,192 173
Old : 2,178,058: 31,556 37,711 890,525 1,254,785 1,249,649 2,176,866 2,177,885: 1,192 173
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -108,503: -12,066 -5,783 -77,033 -19,938 -25,144 -109,037 -107,959: 534 -543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.7 40.9 57.6 57.4 99.9 100.0: 0.1 0.0
Old : 100.0: 1.4 1.7 40.9 57.6 57.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 91: 17 17 32 52 56 84 90:
Old : 91: 17 17 32 52 56 84 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 39.7 64.5 62.9 4.7 3.1 5.4 4.3
Old : 40.5 39.7 64.5 62.9 4.7 3.1 5.4 4.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 252,833: 32,547 2,118 9,717 193,925 231,597 236,189 243,432: 16,644 9,401
Old : 252,833: 32,547 2,118 9,717 193,925 231,597 236,189 243,432: 16,644 9,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -867: -230 -1,299 -392 -2,957 -1,655 -3,579 -3,346: 2,712 2,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.8 3.8 76.7 91.6 93.4 96.3: 6.6 3.7
Old : 100.0: 12.9 0.8 3.8 76.7 91.6 93.4 96.3: 6.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 2 6 28 30 36 36:
Old : 43: 6 2 6 28 30 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 59.0 64.0 72.8 38.0 54.9 54.9 63.1
Old : 43.1 59.0 64.0 72.8 38.0 54.9 54.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 138,933: 4,123 2,604 1,537 124,556 131,682 130,216 135,823: 8,717 3,110
Old : 138,933: 4,123 2,604 1,537 124,556 131,682 130,216 135,823: 8,717 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 3,564: 74 651 -1,014 5,425 3,961 4,485 3,598: -921 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.9 1.1 89.7 94.8 93.7 97.8: 6.3 2.2
Old : 100.0: 3.0 1.9 1.1 89.7 94.8 93.7 97.8: 6.3 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 : 39: 3 2 2 33 28 36 32:
Old : 39: 3 2 2 33 28 36 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 : 59.9 53.1 73.7 72.4 51.1 48.4 62.9 65.5
Old : 59.9 53.1 73.7 72.4 51.1 48.4 62.9 65.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 209,794: 28,056 2,779 4,202 168,107 193,556 200,365 200,537: 9,429 9,257
Old : 209,794: 28,056 2,779 4,202 168,107 193,556 200,365 200,537: 9,429 9,257
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,767: 890 -2,143 -626 942 2,862 1,206 93: 561 1,674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.3 2.0 80.1 92.3 95.5 95.6: 4.5 4.4
Old : 100.0: 13.4 1.3 2.0 80.1 92.3 95.5 95.6: 4.5 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 : 37: 4 2 2 23 25 28 28:
Old : 37: 4 2 2 23 25 28 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 : 55.0 47.1 73.0 67.0 52.6 46.4 62.1 63.1
Old : 55.0 47.1 73.0 67.0 52.6 46.4 62.1 63.1
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 800,529: 70,979 2,863 12,626 713,293 777,189 796,898 792,678: 3,631 7,851
Old : 800,529: 70,979 2,863 12,626 713,293 777,189 796,898 792,678: 3,631 7,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 6,207: -286 -162 729 6,056 5,756 6,499 6,323: -292 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.4 1.6 89.1 97.1 99.5 99.0: 0.5 1.0
Old : 100.0: 8.9 0.4 1.6 89.1 97.1 99.5 99.0: 0.5 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 : 63: 3 4 5 53 42 59 48:
Old : 63: 3 4 5 53 42 59 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 46.2 61.1 68.1 39.1 42.8 57.1 61.9
Old : 42.8 46.2 61.1 68.1 39.1 42.8 57.1 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 230,793: 22,112 15,142 1,452 193,671 208,102 217,235 224,696: 13,558 6,097
Old : 230,793: 22,112 15,142 1,452 193,671 208,102 217,235 224,696: 13,558 6,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 2,312: -2,291 0 952 5,016 1,329 3,677 2,281: -1,365 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 6.6 0.6 83.9 90.2 94.1 97.4: 5.9 2.6
Old : 100.0: 9.6 6.6 0.6 83.9 90.2 94.1 97.4: 5.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 2 25 24 28 27:
Old : 36: 3 1 2 25 24 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 50.9 61.9 71.4 31.2 39.9 47.4 56.0
Old : 38.1 50.9 61.9 71.4 31.2 39.9 47.4 56.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 224,332: 702 0 3,282 215,356 214,107 219,340 217,389: 4,992 6,943
Old : 224,332: 702 0 3,282 215,356 214,107 219,340 217,389: 4,992 6,943
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 4,621: 98 0 506 4,441 4,933 5,045 5,439: -424 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 1.5 96.0 95.4 97.8 96.9: 2.2 3.1
Old : 100.0: 0.3 0.0 1.5 96.0 95.4 97.8 96.9: 2.2 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 0 2 36 36 38 38:
Old : 49: 2 0 2 36 36 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 45.5 69.6 67.5 50.8 44.7 67.8 64.9
Old : 51.9 45.5 69.6 67.5 50.8 44.7 67.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,743: 8,831 1,532 3,014 87,587 86,866 99,432 91,412: 4,311 12,331
Old : 103,743: 8,831 1,532 3,014 87,587 86,866 99,432 91,412: 4,311 12,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 3,747: -2,488 0 2,043 3,982 2,353 3,537 4,396: 210 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 1.5 2.9 84.4 83.7 95.8 88.1: 4.2 11.9
Old : 100.0: 8.5 1.5 2.9 84.4 83.7 95.8 88.1: 4.2 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 1 21 18 24 20:
Old : 30: 3 1 1 21 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 46.6 73.5 68.3 53.2 46.3 70.5 64.3
Old : 54.0 46.6 73.5 68.3 53.2 46.3 70.5 64.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 127,825: 7,732 7,543 12,477 99,050 101,450 119,259 121,470: 8,566 6,355
Old : 127,825: 7,732 7,543 12,477 99,050 101,450 119,259 121,470: 8,566 6,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 80: -212 -541 -213 113 1,318 -312 564: 392 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.9 9.8 77.5 79.4 93.3 95.0: 6.7 5.0
Old : 100.0: 6.0 5.9 9.8 77.5 79.4 93.3 95.0: 6.7 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 1 4 21 24 26 28:
Old : 36: 4 1 4 21 24 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 42.4 71.0 66.0 48.6 36.1 59.9 55.0
Old : 52.7 42.4 71.0 66.0 48.6 36.1 59.9 55.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,237: 0 5,517 2,515 64,050 58,821 66,565 66,853: 9,672 9,384
Old : 76,237: 0 5,517 2,515 64,050 58,821 66,565 66,853: 9,672 9,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 6,849: 0 788 -327 6,464 6,326 6,137 6,787: 712 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 3.3 84.0 77.2 87.3 87.7: 12.7 12.3
Old : 100.0: 0.0 7.2 3.3 84.0 77.2 87.3 87.7: 12.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 15 17 17 19:
Old : 24: 0 2 2 15 17 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 : 51.2 41.9 70.4 70.6 50.5 40.1 66.5 64.0
Old : 51.2 41.9 70.4 70.6 50.5 40.1 66.5 64.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 182,566: 1,336 0 360 171,753 176,984 173,449 177,344: 9,117 5,222
Old : 182,566: 1,336 0 360 171,753 176,984 173,449 177,344: 9,117 5,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 4,580: -32 0 -28 4,601 4,447 4,541 4,419: 39 161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.2 94.1 96.9 95.0 97.1: 5.0 2.9
Old : 100.0: 0.7 0.0 0.2 94.1 96.9 95.0 97.1: 5.0 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 : 38: 2 0 1 28 24 30 25:
Old : 38: 2 0 1 28 24 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 55.9 75.4 81.7 59.4 55.9 74.6 81.3
Old : 60.2 55.9 75.4 81.7 59.4 55.9 74.6 81.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,591: 0 0 0 80,247 85,999 80,247 85,999: 10,344 4,592
Old : 90,591: 0 0 0 80,247 85,999 80,247 85,999: 10,344 4,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 279: 0 0 0 -62 93 -62 93: 341 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.6 94.9 88.6 94.9: 11.4 5.1
Old : 100.0: 0.0 0.0 0.0 88.6 94.9 88.6 94.9: 11.4 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 : 27: 0 0 0 21 19 21 19:
Old : 27: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 61.8 66.2 78.0 41.4 60.3 58.6 72.8
Old : 44.4 61.8 66.2 78.0 41.4 60.3 58.6 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 14,928: 1,128 880 186 13,224 12,712 14,538 13,778: 390 1,150
Old : 14,928: 1,128 880 186 13,224 12,712 14,538 13,778: 390 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,331: 248 310 186 1,047 556 1,481 1,052: -150 279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 5.9 1.2 88.6 85.2 97.4 92.3: 2.6 7.7
Old : 100.0: 7.6 5.9 1.2 88.6 85.2 97.4 92.3: 2.6 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 : 22: 1 2 1 12 12 14 14:
Old : 22: 1 2 1 12 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 53.3 87.6 79.3 67.3 50.5 80.6 70.6
Old : 68.9 53.3 87.6 79.3 67.3 50.5 80.6 70.6
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 306,768: 5,275 3,960 0 293,507 294,914 298,782 298,874: 7,986 7,894
Old : 306,768: 5,275 3,960 0 293,507 294,914 298,782 298,874: 7,986 7,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 8,294: -33 248 0 7,561 8,136 7,528 8,384: 766 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.3 0.0 95.7 96.1 97.4 97.4: 2.6 2.6
Old : 100.0: 1.7 1.3 0.0 95.7 96.1 97.4 97.4: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 3 0 43 38 44 41:
Old : 57: 1 3 0 43 38 44 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 48.8 52.1 70.2 25.1 46.5 41.9 62.0
Old : 34.2 48.8 52.1 70.2 25.1 46.5 41.9 62.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,780: 2,813 17,103 1,402 71,977 55,109 76,192 73,614: 6,588 9,166
Old : 82,780: 2,813 17,103 1,402 71,977 55,109 76,192 73,614: 6,588 9,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 213: 31 -118 126 -655 329 -498 337: 711 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 20.7 1.7 86.9 66.6 92.0 88.9: 8.0 11.1
Old : 100.0: 3.4 20.7 1.7 86.9 66.6 92.0 88.9: 8.0 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 3 16 16 20 21:
Old : 30: 2 4 3 16 16 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 37.3 75.2 63.0 49.2 34.9 70.6 55.9
Old : 51.4 37.3 75.2 63.0 49.2 34.9 70.6 55.9
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,029: 2,029 0 2,303 64,600 68,925 68,932 71,228: 9,097 6,801
Old : 78,029: 2,029 0 2,303 64,600 68,925 68,932 71,228: 9,097 6,801
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,703: -103 0 84 1,436 1,506 1,417 1,590: 286 113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 3.0 82.8 88.3 88.3 91.3: 11.7 8.7
Old : 100.0: 2.6 0.0 3.0 82.8 88.3 88.3 91.3: 11.7 8.7
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 : 23: 2 0 1 15 15 17 16:
Old : 23: 2 0 1 15 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 65.4 77.5 82.4 58.9 62.6 70.9 79.4
Old : 61.0 65.4 77.5 82.4 58.9 62.6 70.9 79.4
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,078: 15,221 5,318 918 106,099 113,382 122,238 119,618: 1,840 4,460
Old : 124,078: 15,221 5,318 918 106,099 113,382 122,238 119,618: 1,840 4,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 23,561: 11,253 1,550 -806 13,784 22,823 24,231 23,567: -670 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 4.3 0.7 85.5 91.4 98.5 96.4: 1.5 3.6
Old : 100.0: 12.3 4.3 0.7 85.5 91.4 98.5 96.4: 1.5 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 : 52: 7 5 1 21 24 29 29:
Old : 52: 7 5 1 21 24 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 50.7 82.8 73.1 60.4 45.1 72.6 63.5
Old : 69.7 50.7 82.8 73.1 60.4 45.1 72.6 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,228: 23,062 14,685 4,341 59,007 65,449 86,410 84,475: 818 2,753
Old : 87,228: 23,062 14,685 4,341 59,007 65,449 86,410 84,475: 818 2,753
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 22,435: 9,810 147 907 11,916 20,914 22,633 21,968: -198 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 16.8 5.0 67.6 75.0 99.1 96.8: 0.9 3.2
Old : 100.0: 26.4 16.8 5.0 67.6 75.0 99.1 96.8: 0.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 9 6 5 34 32 46 40:
Old : 65: 9 6 5 34 32 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 44.0 61.2 61.5 37.6 37.3 52.3 51.2
Old : 41.8 44.0 61.2 61.5 37.6 37.3 52.3 51.2
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,053: 0 210 0 42,424 42,853 42,424 43,063: 2,629 1,990
Old : 45,053: 0 210 0 42,424 42,853 42,424 43,063: 2,629 1,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 4,704: 0 0 0 4,425 5,541 4,425 5,541: 279 -837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 94.2 95.1 94.2 95.6: 5.8 4.4
Old : 100.0: 0.0 0.5 0.0 94.2 95.1 94.2 95.6: 5.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 15 22 15 23:
Old : 32: 0 1 0 15 22 15 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 : 75.2 61.1 88.2 77.7 74.2 61.1 87.3 77.4
Old : 75.2 61.1 88.2 77.7 74.2 61.1 87.3 77.4
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 118,424: 0 1,838 0 105,092 106,764 105,092 108,602: 13,332 9,822
Old : 118,424: 0 1,838 0 105,092 106,764 105,092 108,602: 13,332 9,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 9,383: 0 -186 0 10,317 9,631 10,317 9,445: -934 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 88.7 90.2 88.7 91.7: 11.3 8.3
Old : 100.0: 0.0 1.6 0.0 88.7 90.2 88.7 91.7: 11.3 8.3
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 : 30: 0 1 0 28 22 28 23:
Old : 30: 0 1 0 28 22 28 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 : 43.4 46.0 59.5 68.8 25.5 33.0 32.7 39.6
Old : 43.4 46.0 59.5 68.8 25.5 33.0 32.7 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 17,923: 7,086 510 0 9,250 16,499 16,336 17,009: 1,587 914
Old : 17,923: 7,086 510 0 9,250 16,499 16,336 17,009: 1,587 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 2.8 0.0 51.6 92.1 91.1 94.9: 8.9 5.1
Old : 100.0: 39.5 2.8 0.0 51.6 92.1 91.1 94.9: 8.9 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 : 22: 2 2 0 7 11 9 13:
Old : 22: 2 2 0 7 11 9 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 60.8 89.2 86.7 70.1 60.8 89.2 86.7
Old : 70.1 60.8 89.2 86.7 70.1 60.8 89.2 86.7
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,012: 1,967 0 1,926 53,549 56,612 57,442 58,538: 7,570 6,474
Old : 65,012: 1,967 0 1,926 53,549 56,612 57,442 58,538: 7,570 6,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 3.0 82.4 87.1 88.4 90.0: 11.6 10.0
Old : 100.0: 3.0 0.0 3.0 82.4 87.1 88.4 90.0: 11.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 14 16 16 18:
Old : 23: 2 0 2 14 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 63.8 78.3 79.6 54.7 61.7 64.5 71.1
Old : 63.4 63.8 78.3 79.6 54.7 61.7 64.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,308: 0 4,952 1,654 93,270 86,122 94,924 92,728: 8,384 10,580
Old : 103,308: 0 4,952 1,654 93,270 86,122 94,924 92,728: 8,384 10,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 2,346: 0 1,821 7 2,246 766 2,253 2,594: 93 -248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 1.6 90.3 83.4 91.9 89.8: 8.1 10.2
Old : 100.0: 0.0 4.8 1.6 90.3 83.4 91.9 89.8: 8.1 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 19 19 20 21:
Old : 27: 0 2 1 19 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 45.8 73.1 69.1 45.8 44.8 57.9 54.3
Old : 54.0 45.8 73.1 69.1 45.8 44.8 57.9 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,865: 1,067 6,405 1,682 73,195 69,428 75,944 77,515: 5,921 4,350
Old : 81,865: 1,067 6,405 1,682 73,195 69,428 75,944 77,515: 5,921 4,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 7.8 2.1 89.4 84.8 92.8 94.7: 7.2 5.3
Old : 100.0: 1.3 7.8 2.1 89.4 84.8 92.8 94.7: 7.2 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 3 16 13 19 16:
Old : 21: 2 1 3 16 13 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 : 62.0 70.1 77.2 89.7 60.0 62.3 71.9 75.5
Old : 62.0 70.1 77.2 89.7 60.0 62.3 71.9 75.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,907: 3,920 240 0 18,198 21,447 22,118 21,687: 789 1,220
Old : 22,907: 3,920 240 0 18,198 21,447 22,118 21,687: 789 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,147: 372 0 0 558 1,116 930 1,116: 217 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 1.0 0.0 79.4 93.6 96.6 94.7: 3.4 5.3
Old : 100.0: 17.1 1.0 0.0 79.4 93.6 96.6 94.7: 3.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 0 9 14 13 15:
Old : 21: 4 1 0 9 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 45.5 87.0 75.7 63.2 42.7 80.3 68.2
Old : 67.2 45.5 87.0 75.7 63.2 42.7 80.3 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,839: 0 10,455 1,057 111,347 103,360 112,404 114,872: 5,435 2,967
Old : 117,839: 0 10,455 1,057 111,347 103,360 112,404 114,872: 5,435 2,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 117: 0 1,004 107 2,051 -1,908 2,158 -797: -2,041 914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 0.9 94.5 87.7 95.4 97.5: 4.6 2.5
Old : 100.0: 0.0 8.9 0.9 94.5 87.7 95.4 97.5: 4.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 1 16 14 17 17:
Old : 24: 0 3 1 16 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 72.9 80.7 85.7 56.5 63.9 74.1 76.7
Old : 58.7 72.9 80.7 85.7 56.5 63.9 74.1 76.7
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 279,360: 1,929 53,820 5,958 252,317 208,499 260,204 268,277: 19,156 11,083
Old : 279,360: 1,929 53,820 5,958 252,317 208,499 260,204 268,277: 19,156 11,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,716: 1,929 2,080 -1,558 64 1,405 435 1,927: 1,281 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 19.3 2.1 90.3 74.6 93.1 96.0: 6.9 4.0
Old : 100.0: 0.7 19.3 2.1 90.3 74.6 93.1 96.0: 6.9 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 : 44: 2 2 3 33 24 37 27:
Old : 44: 2 2 3 33 24 37 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 : 49.0 49.3 65.6 70.5 45.8 47.9 58.7 68.0
Old : 49.0 49.3 65.6 70.5 45.8 47.9 58.7 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,235: 2,525 4,353 0 24,424 24,392 26,949 28,745: 2,286 490
Old : 29,235: 2,525 4,353 0 24,424 24,392 26,949 28,745: 2,286 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 14.9 0.0 83.5 83.4 92.2 98.3: 7.8 1.7
Old : 100.0: 8.6 14.9 0.0 83.5 83.4 92.2 98.3: 7.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 12 12 13 13:
Old : 20: 1 1 0 12 12 13 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 : 75.6 85.1 86.4 94.6 75.0 84.6 83.2 93.6
Old : 75.6 85.1 86.4 94.6 75.0 84.6 83.2 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,433: 8,767 620 0 26,696 35,085 35,463 35,705: 970 728
Old : 36,433: 8,767 620 0 26,696 35,085 35,463 35,705: 970 728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 3,275: 1,137 0 -62 2,499 3,823 3,574 3,761: -299 -486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 1.7 0.0 73.3 96.3 97.3 98.0: 2.7 2.0
Old : 100.0: 24.1 1.7 0.0 73.3 96.3 97.3 98.0: 2.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 0 13 13 18 14:
Old : 27: 5 1 0 13 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 72.9 81.9 88.9 54.4 72.4 77.5 86.5
Old : 55.3 72.9 81.9 88.9 54.4 72.4 77.5 86.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,638: 5,918 0 0 34,638 42,599 40,556 42,599: 3,082 1,039
Old : 43,638: 5,918 0 0 34,638 42,599 40,556 42,599: 3,082 1,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,612: 1,147 0 0 93 1,457 1,240 1,457: 372 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 0.0 79.4 97.6 92.9 97.6: 7.1 2.4
Old : 100.0: 13.6 0.0 0.0 79.4 97.6 92.9 97.6: 7.1 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 : 23: 2 0 0 14 14 16 14:
Old : 23: 2 0 0 14 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 : 74.5 63.5 87.6 85.8 73.1 60.3 82.5 82.5
Old : 74.5 63.5 87.6 85.8 73.1 60.3 82.5 82.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 274,090: 4,759 39,240 5,811 252,387 223,938 262,957 268,989: 11,133 5,101
Old : 274,090: 4,759 39,240 5,811 252,387 223,938 262,957 268,989: 11,133 5,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 7,371: 699 -2,413 2,353 6,250 7,992 9,302 7,932: -1,931 -561
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.3 2.1 92.1 81.7 95.9 98.1: 4.1 1.9
Old : 100.0: 1.7 14.3 2.1 92.1 81.7 95.9 98.1: 4.1 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 : 56: 4 5 7 40 35 49 42:
Old : 56: 4 5 7 40 35 49 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 : 34.1 51.6 51.9 70.6 32.9 51.0 49.1 67.3
Old : 34.1 51.6 51.9 70.6 32.9 51.0 49.1 67.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 81,758: 8,484 0 0 68,264 78,568 76,748 78,568: 5,010 3,190
Old : 81,758: 8,484 0 0 68,264 78,568 76,748 78,568: 5,010 3,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 2,602: 151 0 0 3,004 2,629 3,155 2,629: -553 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.0 83.5 96.1 93.9 96.1: 6.1 3.9
Old : 100.0: 10.4 0.0 0.0 83.5 96.1 93.9 96.1: 6.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 17 18 18 18:
Old : 28: 1 0 0 17 18 18 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 : 44.5 44.0 67.0 69.6 29.3 35.0 50.6 54.8
Old : 44.5 44.0 67.0 69.6 29.3 35.0 50.6 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 89,162: 0 1,472 0 83,507 84,934 83,507 86,406: 5,655 2,756
Old : 89,162: 0 1,472 0 83,507 84,934 83,507 86,406: 5,655 2,756
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,594: 0 0 0 1,166 1,594 1,166 1,594: 428 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 93.7 95.3 93.7 96.9: 6.3 3.1
Old : 100.0: 0.0 1.7 0.0 93.7 95.3 93.7 96.9: 6.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 21 18 21 19:
Old : 26: 0 1 0 21 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 49.1 57.7 75.1 34.3 39.6 52.9 62.0
Old : 35.9 49.1 57.7 75.1 34.3 39.6 52.9 62.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 74,970: 0 5,239 1,254 64,112 66,765 65,366 73,258: 9,604 1,712
Old : 74,970: 0 5,239 1,254 64,112 66,765 65,366 73,258: 9,604 1,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 3,190: 0 2,729 -186 3,655 3,107 3,469 5,650: -279 -2,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 1.7 85.5 89.1 87.2 97.7: 12.8 2.3
Old : 100.0: 0.0 7.0 1.7 85.5 89.1 87.2 97.7: 12.8 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 : 26: 0 2 2 19 18 21 20:
Old : 26: 0 2 2 19 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 60.3 69.2 83.3 54.5 53.8 65.5 72.7
Old : 54.8 60.3 69.2 83.3 54.5 53.8 65.5 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 153,827: 14,125 8,418 17,526 120,094 126,019 151,745 151,963: 2,082 1,864
Old : 153,827: 14,125 8,418 17,526 120,094 126,019 151,745 151,963: 2,082 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,718: -614 600 948 414 -1,029 748 519: 970 1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.5 11.4 78.1 81.9 98.6 98.8: 1.4 1.2
Old : 100.0: 9.2 5.5 11.4 78.1 81.9 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 10 10 16 53 55 69 75:
Old : 79: 10 10 16 53 55 69 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 27.5 48.6 43.2 15.7 18.1 27.5 28.7
Old : 29.6 27.5 48.6 43.2 15.7 18.1 27.5 28.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 53,493: 6,333 418 1,541 45,619 51,534 53,493 53,493: 0 0
Old : 53,493: 6,333 418 1,541 45,619 51,534 53,493 53,493: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 837: 124 -54 104 609 787 837 837: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.8 2.9 85.3 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 11.8 0.8 2.9 85.3 96.3 100.0 100.0: 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 : 34: 4 1 3 26 20 31 23:
Old : 34: 4 1 3 26 20 31 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 50.6 88.2 75.6 65.3 47.8 76.4 68.8
Old : 69.2 50.6 88.2 75.6 65.3 47.8 76.4 68.8
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 455,988: 28,236 1,288 24,799 402,953 429,901 455,988 455,988: 0 0
Old : 455,988: 28,236 1,288 24,799 402,953 429,901 455,988 455,988: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 9,040: 336 0 0 8,704 9,040 9,040 9,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.3 5.4 88.4 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 0.3 5.4 88.4 94.3 100.0 100.0: 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 : 34: 4 1 2 22 23 26 26:
Old : 34: 4 1 2 22 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 56.4 78.6 78.2 45.4 46.1 63.7 61.6
Old : 52.4 56.4 78.6 78.2 45.4 46.1 63.7 61.6
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,553,843: 47,965 13,118 68,949 1,433,136 1,449,327 1,550,050 1,531,394: 3,793 22,449
Old : 1,553,843: 47,965 13,118 68,949 1,433,136 1,449,327 1,550,050 1,531,394: 3,793 22,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 45,032: 3,946 1,184 0 38,429 41,191 42,375 42,375: 2,657 2,657
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.8 4.4 92.2 93.3 99.8 98.6: 0.2 1.4
Old : 100.0: 3.1 0.8 4.4 92.2 93.3 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 3 5 44 43 51 50:
Old : 60: 6 3 5 44 43 51 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 40.6 64.4 56.2 38.6 36.0 48.5 47.0
Old : 44.4 40.6 64.4 56.2 38.6 36.0 48.5 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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,837: 587 8,555 4,599 47,651 39,682 52,837 52,837: -0 -0
Old : 52,837: 587 8,555 4,599 47,651 39,682 52,837 52,837: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 877: 105 262 -536 1,308 1,151 877 877: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 16.2 8.7 90.2 75.1 100.0 100.0: -0.0 -0.0
Old : 100.0: 1.1 16.2 8.7 90.2 75.1 100.0 100.0: -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 : 35: 2 6 4 24 20 28 28:
Old : 35: 2 6 4 24 20 28 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 : 46.9 54.4 71.1 77.5 35.5 40.4 52.2 54.4
Old : 46.9 54.4 71.1 77.5 35.5 40.4 52.2 54.4
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 309,599: 1,088 19,096 32,171 276,340 258,332 309,599 309,599: 0 0
Old : 309,599: 1,088 19,096 32,171 276,340 258,332 309,599 309,599: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 1,312: -328 1,303 -647 2,287 656 1,312 1,312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.2 10.4 89.3 83.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 6.2 10.4 89.3 83.4 100.0 100.0: 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 : 28: 2 2 3 17 16 20 20:
Old : 28: 2 2 3 17 16 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 : 64.2 68.1 86.5 90.8 55.1 53.4 69.4 69.9
Old : 64.2 68.1 86.5 90.8 55.1 53.4 69.4 69.9
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 671,706: 33,789 0 12,001 625,916 659,705 671,706 671,706: 0 0
Old : 671,706: 33,789 0 12,001 625,916 659,705 671,706 671,706: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 25,825: 0 0 0 25,825 25,825 25,825 25,825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 1.8 93.2 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.0 0.0 1.8 93.2 98.2 100.0 100.0: 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 : 36: 3 0 1 27 27 30 28:
Old : 36: 3 0 1 27 27 30 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 : 45.9 45.2 71.3 68.6 32.5 27.4 45.0 44.7
Old : 45.9 45.2 71.3 68.6 32.5 27.4 45.0 44.7
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 59,988: 8,734 0 2,304 48,335 56,026 59,373 58,330: 615 1,658
Old : 59,988: 8,734 0 2,304 48,335 56,026 59,373 58,330: 615 1,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 939: -210 0 -194 1,087 962 683 768: 256 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 0.0 3.8 80.6 93.4 99.0 97.2: 1.0 2.8
Old : 100.0: 14.6 0.0 3.8 80.6 93.4 99.0 97.2: 1.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 7 0 3 27 28 34 31:
Old : 39: 7 0 3 27 28 34 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 : 48.5 50.4 74.0 66.7 33.4 44.3 52.8 54.3
Old : 48.5 50.4 74.0 66.7 33.4 44.3 52.8 54.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,630: 100 0 0 38,350 38,630 38,450 38,630: 180 0
Old : 38,630: 100 0 0 38,350 38,630 38,450 38,630: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-2,721,082: -7,820 0 0 -2,713,442 -2,721,082 -2,721,262 -2,721,082: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.3 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.3 0.0 0.0 99.3 100.0 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 : 33: 1 0 0 23 16 24 16:
Old : 33: 1 0 0 23 16 24 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 90.8 81.6 97.0 58.4 90.8 79.8 94.4
Old : 60.2 90.8 81.6 97.0 58.4 90.8 79.8 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 5,400: 0 50 250 5,000 4,900 5,250 5,200: 150 200
Old : 5,400: 0 50 250 5,000 4,900 5,250 5,200: 150 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -1,850: -150 -250 250 -1,950 -1,700 -1,850 -1,700: 0 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 4.6 92.6 90.7 97.2 96.3: 2.8 3.7
Old : 100.0: 0.0 0.9 4.6 92.6 90.7 97.2 96.3: 2.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 9 14 10 15:
Old : 21: 0 1 1 9 14 10 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 : 81.5 60.2 94.4 82.4 81.5 56.5 87.0 75.9
Old : 81.5 60.2 94.4 82.4 81.5 56.5 87.0 75.9
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,960: 700 0 100 58,160 58,860 58,960 58,960: 0 0
Old : 58,960: 700 0 100 58,160 58,860 58,960 58,960: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-1,088,120: 700 -100 -2,000 -1,086,820 -1,086,020 -1,088,120 -1,088,120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.2 98.6 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.2 98.6 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 0 1 29 15 30 16:
Old : 36: 1 0 1 29 15 30 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 90.2 77.1 96.4 57.0 86.8 74.8 91.9
Old : 58.1 90.2 77.1 96.4 57.0 86.8 74.8 91.9
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,625: 50 700 0 10,575 9,925 10,625 10,625: 0 0
Old : 10,625: 50 700 0 10,575 9,925 10,625 10,625: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -780,855: 50 -50,340 0 -780,905 -730,515 -780,855 -780,855: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 6.6 0.0 99.5 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 6.6 0.0 99.5 93.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 17 16 18 17:
Old : 29: 1 1 0 17 16 18 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 : 61.2 56.0 86.1 81.4 55.1 56.0 80.0 79.1
Old : 61.2 56.0 86.1 81.4 55.1 56.0 80.0 79.1
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 268,944: 14,488 1,152 3,488 250,968 264,304 268,944 268,944: 0 0
Old : 268,944: 14,488 1,152 3,488 250,968 264,304 268,944 268,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -3,472: 1,600 384 0 -5,072 -3,856 -3,472 -3,472: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.4 1.3 93.3 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.4 0.4 1.3 93.3 98.3 100.0 100.0: 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 : 33: 2 2 2 21 18 24 21:
Old : 33: 2 2 2 21 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 60.2 69.4 81.1 36.5 49.8 51.2 63.1
Old : 45.3 60.2 69.4 81.1 36.5 49.8 51.2 63.1
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,637: 2,899 451 172 8,141 10,609 11,212 11,232: 425 405
Old : 11,637: 2,899 451 172 8,141 10,609 11,212 11,232: 425 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 210: 147 62 0 44 126 191 188: 19 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 3.9 1.5 70.0 91.2 96.3 96.5: 3.7 3.5
Old : 100.0: 24.9 3.9 1.5 70.0 91.2 96.3 96.5: 3.7 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 3 3 13 13 18 18:
Old : 27: 4 3 3 13 13 18 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 : 51.7 54.3 76.1 80.7 49.3 51.5 67.8 70.0
Old : 51.7 54.3 76.1 80.7 49.3 51.5 67.8 70.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,750: 2,750 300 550 12,450 14,900 15,750 15,750: 0 0
Old : 15,750: 2,750 300 550 12,450 14,900 15,750 15,750: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-1,201,240: -182,040 -13,540 -45,780 -973,420 -1,141,920 -1,201,240 -1,201,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.9 3.5 79.0 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 17.5 1.9 3.5 79.0 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 11 12 13 15:
Old : 21: 1 2 2 11 12 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 62.2 87.3 85.4 60.0 60.3 79.7 78.4
Old : 62.2 62.2 87.3 85.4 60.0 60.3 79.7 78.4
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,235: 750 1,500 0 14,475 13,735 15,225 15,235: 10 0
Old : 15,235: 750 1,500 0 14,475 13,735 15,225 15,235: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -291,975: -12,050 -30,400 0 -279,935 -261,575 -291,985 -291,975: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 9.8 0.0 95.0 90.2 99.9 100.0: 0.1 0.0
Old : 100.0: 4.9 9.8 0.0 95.0 90.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 1 0 21 18 24 19:
Old : 36: 3 1 0 21 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 60.1 75.3 80.4 56.6 60.1 72.0 76.3
Old : 58.7 60.1 75.3 80.4 56.6 60.1 72.0 76.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,836: 65 0 60 9,131 9,456 9,256 9,516: 580 320
Old : 9,836: 65 0 60 9,131 9,456 9,256 9,516: 580 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -193,444: -1,290 0 -1,210 -191,524 -192,554 -194,024 -193,764: 580 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.6 92.8 96.1 94.1 96.7: 5.9 3.3
Old : 100.0: 0.7 0.0 0.6 92.8 96.1 94.1 96.7: 5.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 22 16 23 17:
Old : 26: 1 0 1 22 16 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 58.1 68.8 86.8 43.1 39.2 56.6 61.3
Old : 48.9 58.1 68.8 86.8 43.1 39.2 56.6 61.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,867: 1,445 149 578 20,546 20,667 22,569 21,394: 298 1,473
Old : 22,867: 1,445 149 578 20,546 20,667 22,569 21,394: 298 1,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 170: 190 -44 1 -21 86 170 43: 0 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.7 2.5 89.9 90.4 98.7 93.6: 1.3 6.4
Old : 100.0: 6.3 0.7 2.5 89.9 90.4 98.7 93.6: 1.3 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 1 25 23 27 26:
Old : 33: 2 2 1 25 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 53.1 57.1 74.1 26.1 46.1 41.9 55.0
Old : 35.0 53.1 57.1 74.1 26.1 46.1 41.9 55.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,600: 0 3,535 3,555 33,940 30,510 37,495 37,600: 105 0
Old : 37,600: 0 3,535 3,555 33,940 30,510 37,495 37,600: 105 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-2,835,269: -5,600 -238,295 -279,483 -2,550,291 -2,317,491 -2,835,374 -2,835,269: 105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 9.5 90.3 81.1 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 9.4 9.5 90.3 81.1 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 4 2 32 28 34 32:
Old : 39: 0 4 2 32 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 : 41.0 47.2 61.4 67.1 37.6 28.9 52.2 45.5
Old : 41.0 47.2 61.4 67.1 37.6 28.9 52.2 45.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,178: 975 2,726 4,097 37,897 36,355 42,969 43,178: 209 0
Old : 43,178: 975 2,726 4,097 37,897 36,355 42,969 43,178: 209 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -852,423: -16,785 -54,903 -82,056 -753,749 -715,422 -852,590 -852,381: 167 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 6.3 9.5 87.8 84.2 99.5 100.0: 0.5 0.0
Old : 100.0: 2.3 6.3 9.5 87.8 84.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 3 4 35 32 42 37:
Old : 47: 5 3 4 35 32 42 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 : 37.2 41.3 59.2 61.6 36.2 29.3 52.9 46.5
Old : 37.2 41.3 59.2 61.6 36.2 29.3 52.9 46.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,875: 150 0 0 32,725 32,565 32,875 32,565: 0 310
Old : 32,875: 150 0 0 32,725 32,565 32,875 32,565: 0 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-2,399,974: 150 0 0 -2,400,124 -2,400,284 -2,399,974 -2,400,284: 0 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 99.1 100.0 99.1: 0.0 0.9
Old : 100.0: 0.5 0.0 0.0 99.5 99.1 100.0 99.1: 0.0 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 19 9 20 9:
Old : 25: 1 0 0 19 9 20 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 : 71.7 95.9 87.5 98.9 70.9 91.8 86.6 93.5
Old : 71.7 95.9 87.5 98.9 70.9 91.8 86.6 93.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,800: 50 50 0 35,750 35,750 35,800 35,800: 0 0
Old : 35,800: 50 50 0 35,750 35,750 35,800 35,800: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -674,930: 50 -1,050 0 -674,980 -673,880 -674,930 -674,930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.1 0.0 99.9 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 24 15 25 16:
Old : 31: 1 1 0 24 15 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 91.6 80.4 96.5 64.4 87.5 76.8 89.7
Old : 65.5 91.6 80.4 96.5 64.4 87.5 76.8 89.7
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 494,151: 63,425 4,240 39,904 390,822 450,007 494,151 494,151: 0 0
Old : 494,151: 63,425 4,240 39,904 390,822 450,007 494,151 494,151: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 7,667: -7,215 816 4,870 10,012 1,981 7,667 7,667: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.9 8.1 79.1 91.1 100.0 100.0: 0.0 0.0
Old : 100.0: 12.8 0.9 8.1 79.1 91.1 100.0 100.0: 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 : 41: 3 2 4 28 27 32 32:
Old : 41: 3 2 4 28 27 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 : 46.9 46.3 67.0 69.3 39.0 41.9 54.3 56.7
Old : 46.9 46.3 67.0 69.3 39.0 41.9 54.3 56.7
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 35,038: 4,473 1,726 2,222 27,366 31,027 34,061 34,975: 977 63
Old : 35,038: 4,473 1,726 2,222 27,366 31,027 34,061 34,975: 977 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 911: 150 -55 133 586 833 869 911: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.9 6.3 78.1 88.6 97.2 99.8: 2.8 0.2
Old : 100.0: 12.8 4.9 6.3 78.1 88.6 97.2 99.8: 2.8 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 : 45: 5 3 5 30 30 36 37:
Old : 45: 5 3 5 30 30 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 : 41.2 35.8 63.1 57.5 34.0 29.7 48.9 46.7
Old : 41.2 35.8 63.1 57.5 34.0 29.7 48.9 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,743: 4,486 0 1,228 14,029 18,515 19,743 19,743: 0 0
Old : 19,743: 4,486 0 1,228 14,029 18,515 19,743 19,743: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -3: -183 0 0 180 -3 -3 -3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 0.0 6.2 71.1 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 22.7 0.0 6.2 71.1 93.8 100.0 100.0: 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 : 28: 2 0 1 19 13 21 14:
Old : 28: 2 0 1 19 13 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 88.0 80.5 97.1 53.7 78.4 69.7 82.3
Old : 61.1 88.0 80.5 97.1 53.7 78.4 69.7 82.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 207,280: 88,702 0 2,736 115,842 204,544 207,280 207,280: 0 0
Old : 207,280: 88,702 0 2,736 115,842 204,544 207,280 207,280: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -328: 2,929 0 0 -3,257 -328 -328 -328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 0.0 1.3 55.9 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 42.8 0.0 1.3 55.9 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 2 15 10 18 12:
Old : 25: 3 0 2 15 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 : 73.9 93.2 87.7 98.8 70.5 86.6 81.8 90.7
Old : 73.9 93.2 87.7 98.8 70.5 86.6 81.8 90.7
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 473,678: 3,529 10,504 17,049 453,100 446,125 473,678 473,678: 0 0
Old : 473,678: 3,529 10,504 17,049 453,100 446,125 473,678 473,678: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 7,396: 0 -1,600 0 7,396 8,996 7,396 7,396: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.2 3.6 95.7 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 2.2 3.6 95.7 94.2 100.0 100.0: 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 : 29: 1 1 1 23 19 25 20:
Old : 29: 1 1 1 23 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 76.7 70.7 90.9 50.8 70.0 62.8 77.9
Old : 54.7 76.7 70.7 90.9 50.8 70.0 62.8 77.9
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 26,450: 5,084 0 428 20,405 25,468 25,917 25,896: 533 554
Old : 26,450: 5,084 0 428 20,405 25,468 25,917 25,896: 533 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 58: -361 0 0 440 79 79 79: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.0 1.6 77.1 96.3 98.0 97.9: 2.0 2.1
Old : 100.0: 19.2 0.0 1.6 77.1 96.3 98.0 97.9: 2.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 40.8 69.7 67.6 84.9 35.9 52.0 51.3 62.2
Old : 40.8 69.7 67.6 84.9 35.9 52.0 51.3 62.2
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 18,132: 2,105 1,043 43 15,514 16,493 17,662 17,579: 470 553
Old : 18,132: 2,105 1,043 43 15,514 16,493 17,662 17,579: 470 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 571: 170 252 -43 423 383 550 592: 21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 5.8 0.2 85.6 91.0 97.4 97.0: 2.6 3.0
Old : 100.0: 11.6 5.8 0.2 85.6 91.0 97.4 97.0: 2.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 1 20 18 24 20:
Old : 28: 4 1 1 20 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 47.8 64.1 73.3 32.6 39.6 46.8 53.8
Old : 42.6 47.8 64.1 73.3 32.6 39.6 46.8 53.8
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 241,424: 39,622 392 384 201,418 240,648 241,424 241,424: 0 0
Old : 241,424: 39,622 392 384 201,418 240,648 241,424 241,424: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 768: -408 0 0 1,176 768 768 768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 0.2 0.2 83.4 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 16.4 0.2 0.2 83.4 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: 2 1 1 17 20 20 21:
Old : 29: 2 1 1 17 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 67.8 83.0 84.3 60.0 62.6 75.2 74.6
Old : 61.9 67.8 83.0 84.3 60.0 62.6 75.2 74.6
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,036: 1,987 0 424 10,365 12,313 12,776 12,737: 260 299
Old : 13,036: 1,987 0 424 10,365 12,313 12,776 12,737: 260 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 37: 129 -39 -27 -88 103 14 37: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 3.3 79.5 94.5 98.0 97.7: 2.0 2.3
Old : 100.0: 15.2 0.0 3.3 79.5 94.5 98.0 97.7: 2.0 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 : 31: 5 0 2 18 23 23 25:
Old : 31: 5 0 2 18 23 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.9 52.5 60.8 69.9 32.9 50.6 49.8 65.2
Old : 36.9 52.5 60.8 69.9 32.9 50.6 49.8 65.2
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 155,009: 13,278 0 0 141,731 155,009 155,009 155,009: 0 0
Old : 155,009: 13,278 0 0 141,731 155,009 155,009 155,009: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -417: 0 0 0 -417 -417 -417 -417: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 91.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.6 0.0 0.0 91.4 100.0 100.0 100.0: 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 : 31: 3 0 0 21 20 24 20:
Old : 31: 3 0 0 21 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 71.0 79.3 85.6 56.3 69.2 72.3 78.3
Old : 58.8 71.0 79.3 85.6 56.3 69.2 72.3 78.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,385: 0 2,642 2,233 19,152 16,510 21,385 21,385: 0 0
Old : 21,385: 0 2,642 2,233 19,152 16,510 21,385 21,385: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -103: 0 0 0 -103 -103 -103 -103: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 10.4 89.6 77.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 12.4 10.4 89.6 77.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 16 20 17:
Old : 24: 0 1 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 64.4 87.3 88.5 58.2 46.1 69.5 68.6
Old : 66.9 64.4 87.3 88.5 58.2 46.1 69.5 68.6
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 147,976: 8,320 0 0 139,656 147,976 147,976 147,976: 0 0
Old : 147,976: 8,320 0 0 139,656 147,976 147,976 147,976: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: 648: 0 0 0 648 648 648 648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 94.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 0.0 0.0 94.4 100.0 100.0 100.0: 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 : 20: 1 0 0 12 10 13 10:
Old : 20: 1 0 0 12 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 70.4 89.7 95.5 59.3 55.6 75.6 78.2
Old : 68.3 70.4 89.7 95.5 59.3 55.6 75.6 78.2
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,115: 200 200 0 8,260 8,895 8,460 9,095: 655 20
Old : 9,115: 200 200 0 8,260 8,895 8,460 9,095: 655 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -684,187: 200 -15,320 0 -685,042 -668,887 -684,842 -684,207: 655 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.2 0.0 90.6 97.6 92.8 99.8: 7.2 0.2
Old : 100.0: 2.2 2.2 0.0 90.6 97.6 92.8 99.8: 7.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 15 15 16 16:
Old : 22: 1 1 0 15 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 : 73.8 71.1 85.4 90.1 69.5 67.1 78.5 82.2
Old : 73.8 71.1 85.4 90.1 69.5 67.1 78.5 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,970: 100 75 0 9,120 9,835 9,220 9,910: 750 60
Old : 9,970: 100 75 0 9,120 9,835 9,220 9,910: 750 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -198,965: -2,050 -1,575 0 -197,665 -197,450 -199,715 -199,025: 750 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.8 0.0 91.5 98.6 92.5 99.4: 7.5 0.6
Old : 100.0: 1.0 0.8 0.0 91.5 98.6 92.5 99.4: 7.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 13 13 14 14:
Old : 21: 1 1 0 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 70.8 85.3 92.8 65.8 69.7 77.7 86.2
Old : 70.5 70.8 85.3 92.8 65.8 69.7 77.7 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,660: 0 1,050 0 24,410 23,610 24,410 24,660: 250 0
Old : 24,660: 0 1,050 0 24,410 23,610 24,410 24,660: 250 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -431,515: 0 -21,400 0 -431,765 -410,115 -431,765 -431,515: 250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 99.0 95.7 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 4.3 0.0 99.0 95.7 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 19 13 19 15:
Old : 28: 0 2 0 19 13 19 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 : 47.3 73.3 75.3 91.8 47.1 70.9 72.3 83.4
Old : 47.3 73.3 75.3 91.8 47.1 70.9 72.3 83.4
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,815: 0 900 0 20,425 19,915 20,425 20,815: 390 0
Old : 20,815: 0 900 0 20,425 19,915 20,425 20,815: 390 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-1,506,239: 0 -69,180 0 -1,506,629 -1,437,059 -1,506,629 -1,506,239: 390 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 98.1 95.7 98.1 100.0: 1.9 0.0
Old : 100.0: 0.0 4.3 0.0 98.1 95.7 98.1 100.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 16 10 16 11:
Old : 23: 0 1 0 16 10 16 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 : 43.9 80.2 69.8 96.4 40.0 77.3 64.2 88.3
Old : 43.9 80.2 69.8 96.4 40.0 77.3 64.2 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,070: 0 0 0 9,740 9,980 9,740 9,980: 330 90
Old : 10,070: 0 0 0 9,740 9,980 9,740 9,980: 330 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -190,640: 0 0 0 -190,970 -190,730 -190,970 -190,730: 330 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 99.1 96.7 99.1: 3.3 0.9
Old : 100.0: 0.0 0.0 0.0 96.7 99.1 96.7 99.1: 3.3 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 : 23: 0 0 0 19 14 19 14:
Old : 23: 0 0 0 19 14 19 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 : 52.6 71.0 70.4 93.5 51.2 66.7 67.3 80.8
Old : 52.6 71.0 70.4 93.5 51.2 66.7 67.3 80.8
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,645: 0 200 0 24,420 24,445 24,420 24,645: 225 0
Old : 24,645: 0 200 0 24,420 24,445 24,420 24,645: 225 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -498,135: 0 -4,100 0 -498,360 -494,035 -498,360 -498,135: 225 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 99.1 99.2 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 0.8 0.0 99.1 99.2 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 21 14 21 15:
Old : 25: 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 : 70.6 82.9 87.9 97.3 58.0 73.0 72.6 79.9
Old : 70.6 82.9 87.9 97.3 58.0 73.0 72.6 79.9
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,770: 0 0 0 21,055 21,740 21,055 21,740: 715 30
Old : 21,770: 0 0 0 21,055 21,740 21,055 21,740: 715 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-1,675,349: 0 0 0 -1,676,064 -1,675,379 -1,676,064 -1,675,379: 715 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 99.9 96.7 99.9: 3.3 0.1
Old : 100.0: 0.0 0.0 0.0 96.7 99.9 96.7 99.9: 3.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 12 17 12:
Old : 20: 0 0 0 17 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 84.0 90.0 97.9 66.2 73.1 72.1 77.3
Old : 74.2 84.0 90.0 97.9 66.2 73.1 72.1 77.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,440: 0 0 0 22,865 23,190 22,865 23,190: 575 250
Old : 23,440: 0 0 0 22,865 23,190 22,865 23,190: 575 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-1,745,365: 0 0 0 -1,745,940 -1,745,615 -1,745,940 -1,745,615: 575 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.5 98.9 97.5 98.9: 2.5 1.1
Old : 100.0: 0.0 0.0 0.0 97.5 98.9 97.5 98.9: 2.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 8 18 8:
Old : 22: 0 0 0 18 8 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 94.1 84.7 98.9 68.8 92.4 80.2 93.3
Old : 72.4 94.1 84.7 98.9 68.8 92.4 80.2 93.3
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,975: 0 0 0 23,335 23,725 23,335 23,725: 640 250
Old : 23,975: 0 0 0 23,335 23,725 23,335 23,725: 640 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -466,635: 0 0 0 -467,275 -466,885 -467,275 -466,885: 640 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 99.0 97.3 99.0: 2.7 1.0
Old : 100.0: 0.0 0.0 0.0 97.3 99.0 97.3 99.0: 2.7 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 : 24: 0 0 0 19 10 19 10:
Old : 24: 0 0 0 19 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 : 71.3 92.3 83.5 98.3 68.6 90.8 79.9 93.1
Old : 71.3 92.3 83.5 98.3 68.6 90.8 79.9 93.1
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 129,165: 2,465 200 0 126,525 128,865 128,990 129,065: 175 100
Old : 129,165: 2,465 200 0 126,525 128,865 128,990 129,065: 175 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-9,683,069: -177,358 200 0 -9,505,886 -9,683,369 -9,683,244 -9,683,169: 175 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.2 0.0 98.0 99.8 99.9 99.9: 0.1 0.1
Old : 100.0: 1.9 0.2 0.0 98.0 99.8 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 1 0 40 33 43 34:
Old : 48: 3 1 0 40 33 43 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 : 34.0 60.9 52.9 81.4 27.3 57.2 41.5 69.4
Old : 34.0 60.9 52.9 81.4 27.3 57.2 41.5 69.4
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 166,936: 2,250 460 815 163,711 165,661 166,776 166,936: 160 0
Old : 166,936: 2,250 460 815 163,711 165,661 166,776 166,936: 160 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-3,311,288: -48,670 460 -11,735 -3,248,843 -3,297,813 -3,309,248 -3,309,088: -2,040 -2,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 0.5 98.1 99.2 99.9 100.0: 0.1 0.0
Old : 100.0: 1.3 0.3 0.5 98.1 99.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 1 2 39 34 43 36:
Old : 51: 3 1 2 39 34 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.6 62.6 51.3 81.2 27.3 59.2 44.2 70.7
Old : 32.6 62.6 51.3 81.2 27.3 59.2 44.2 70.7
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 152,536: 22,664 6,246 8,295 121,175 137,545 152,134 152,086: 402 450
Old : 152,536: 22,664 6,246 8,295 121,175 137,545 152,134 152,086: 402 450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-3,049,311: -473,016 -133,968 -159,118 -2,417,475 -2,756,570 -3,049,609 -3,049,656: 297 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 4.1 5.4 79.4 90.2 99.7 99.7: 0.3 0.3
Old : 100.0: 14.9 4.1 5.4 79.4 90.2 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 9 6 10 42 41 55 53:
Old : 65: 9 6 10 42 41 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 61.4 62.7 73.6 46.3 59.3 61.5 69.5
Old : 46.3 61.4 62.7 73.6 46.3 59.3 61.5 69.5
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 99,075: 3,275 2,520 1,655 94,050 94,900 98,980 99,075: 95 0
Old : 99,075: 3,275 2,520 1,655 94,050 94,900 98,980 99,075: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-7,430,794: -253,313 -194,388 -127,970 -7,049,606 -7,108,436 -7,430,889 -7,430,794: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.5 1.7 94.9 95.8 99.9 100.0: 0.1 0.0
Old : 100.0: 3.3 2.5 1.7 94.9 95.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 5 2 3 34 32 39 37:
Old : 46: 5 2 3 34 32 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 71.3 64.7 81.1 42.5 67.8 56.2 74.6
Old : 46.4 71.3 64.7 81.1 42.5 67.8 56.2 74.6
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,920: 0 875 0 27,375 27,045 27,375 27,920: 545 0
Old : 27,920: 0 875 0 27,375 27,045 27,375 27,920: 545 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -558,525: 0 -17,775 0 -559,070 -540,750 -559,070 -558,525: 545 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 98.0 96.9 98.0 100.0: 2.0 0.0
Old : 100.0: 0.0 3.1 0.0 98.0 96.9 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 0 26 15 26 17:
Old : 30: 0 2 0 26 15 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 73.4 70.7 91.1 50.4 67.5 69.3 83.0
Old : 51.3 73.4 70.7 91.1 50.4 67.5 69.3 83.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,800: 0 400 0 25,560 25,110 25,560 25,510: 240 290
Old : 25,800: 0 400 0 25,560 25,110 25,560 25,510: 240 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
:-1,960,564: 0 -30,720 0 -1,960,804 -1,930,134 -1,960,804 -1,960,854: 240 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 99.1 97.3 99.1 98.9: 0.9 1.1
Old : 100.0: 0.0 1.6 0.0 99.1 97.3 99.1 98.9: 0.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 28 13 28 14:
Old : 31: 0 1 0 28 13 28 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 : 48.4 76.4 68.1 94.4 48.2 66.4 66.9 80.0
Old : 48.4 76.4 68.1 94.4 48.2 66.4 66.9 80.0
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,101: 1,328 450 100 8,457 9,551 9,885 10,101: 216 0
Old : 10,101: 1,328 450 100 8,457 9,551 9,885 10,101: 216 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -210,107: -27,012 -9,150 -2,035 -180,751 -198,922 -209,798 -210,107: -309 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.5 1.0 83.7 94.6 97.9 100.0: 2.1 0.0
Old : 100.0: 13.1 4.5 1.0 83.7 94.6 97.9 100.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 2 22 21 25 24:
Old : 29: 3 1 2 22 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 : 54.2 54.2 71.6 73.0 48.7 49.6 64.4 65.2
Old : 54.2 54.2 71.6 73.0 48.7 49.6 64.4 65.2
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,731: 149 1,620 125 11,274 9,941 11,548 11,686: 183 45
Old : 11,731: 149 1,620 125 11,274 9,941 11,548 11,686: 183 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -213,978: -4,754 -33,955 125 -209,532 -180,193 -214,161 -214,023: 183 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 13.8 1.1 96.1 84.7 98.4 99.6: 1.6 0.4
Old : 100.0: 1.3 13.8 1.1 96.1 84.7 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 2 23 19 26 23:
Old : 30: 1 4 2 23 19 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 55.2 67.3 77.0 35.2 50.9 52.1 63.6
Old : 43.1 55.2 67.3 77.0 35.2 50.9 52.1 63.6
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, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,030: 0 0 0 8,550 8,900 8,550 8,900: 480 130
Old : 9,030: 0 0 0 8,550 8,900 8,550 8,900: 480 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -673,221: -736 0 0 -672,965 -673,351 -673,701 -673,351: 480 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 98.6 94.7 98.6: 5.3 1.4
Old : 100.0: 0.0 0.0 0.0 94.7 98.6 94.7 98.6: 5.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 18 18 18:
Old : 23: 0 0 0 18 18 18 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 : 55.6 62.7 80.5 85.7 45.6 52.0 59.5 63.0
Old : 55.6 62.7 80.5 85.7 45.6 52.0 59.5 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 29, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,764: 0 400 0 6,349 6,319 6,349 6,719: 415 45
Old : 6,764: 0 400 0 6,349 6,319 6,349 6,719: 415 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 22, 2014 :
: -119,608: -2,880 -8,200 0 -117,143 -111,453 -120,023 -119,653: 415 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 93.9 93.4 93.9 99.3: 6.1 0.7
Old : 100.0: 0.0 5.9 0.0 93.9 93.4 93.9 99.3: 6.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 13 11 13 13:
Old : 20: 0 2 0 13 11 13 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 : 62.3 65.2 85.1 94.5 60.5 55.6 69.0 72.7
Old : 62.3 65.2 85.1 94.5 60.5 55.6 69.0 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 2, 2014