CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 23,720: 10,479 5,019 1,731 11,510 16,970 23,720 23,720: -0 -0
Old : 23,720: 10,479 5,019 1,731 11,510 16,970 23,720 23,720: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -45: 5 0 -5 -45 -40 -45 -45: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 21.2 7.3 48.5 71.5 100.0 100.0: -0.0 -0.0
Old : 100.0: 44.2 21.2 7.3 48.5 71.5 100.0 100.0: -0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 3 3 9 7 20 13:
Old : 26: 10 3 3 9 7 20 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 : 69.1 81.6 86.2 98.3 67.9 78.1 78.2 80.7
Old : 69.1 81.6 86.2 98.3 67.9 78.1 78.2 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 Regional Greenhouse Gas Initiative :
: : :
All : 12,481: 2,990 700 556 8,685 10,976 12,231 12,231: 250 250
Old : 12,481: 2,990 700 556 8,685 10,976 12,231 12,231: 250 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 142: -1 0 -0 -107 -108 -108 -108: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.6 4.5 69.6 87.9 98.0 98.0: 2.0 2.0
Old : 100.0: 24.0 5.6 4.5 69.6 87.9 98.0 98.0: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 3 1 10 10 14 14:
Old : 20: 4 3 1 10 10 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 : 58.8 72.3 89.4 89.6 42.9 47.3 51.3 53.0
Old : 58.8 72.3 89.4 89.6 42.9 47.3 51.3 53.0
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,539,598: 722,886 237,949 1,037,433 2,749,767 3,249,333 4,510,086 4,524,715: 29,512 14,883
Old : 4,539,598: 722,886 237,949 1,037,433 2,749,767 3,249,333 4,510,086 4,524,715: 29,512 14,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 19,687: -34,618 1,697 31,985 26,370 -16,755 23,737 16,927: -4,050 2,760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.2 22.9 60.6 71.6 99.3 99.7: 0.7 0.3
Old : 100.0: 15.9 5.2 22.9 60.6 71.6 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 36 28 52 140 121 199 178:
Old : 212: 36 28 52 140 121 199 178:
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 : 22.5 23.3 34.7 37.8 15.8 17.9 24.6 26.5
Old : 22.5 23.3 34.7 37.8 15.8 17.9 24.6 26.5
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,088,074: 47,919 36,427 904,241 1,135,377 1,146,617 2,087,537 2,087,285: 537 788
Old : 2,088,074: 47,919 36,427 904,241 1,135,377 1,146,617 2,087,537 2,087,285: 537 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -6,236: 15,212 14,314 -6,445 -15,008 -14,221 -6,242 -6,352: 6 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.7 43.3 54.4 54.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 1.7 43.3 54.4 54.9 100.0 100.0: 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 : 103: 20 25 39 54 56 95 99:
Old : 103: 20 25 39 54 56 95 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 39.5 63.7 63.0 4.1 4.4 5.1 5.6
Old : 40.4 39.5 63.7 63.0 4.1 4.4 5.1 5.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 223,318: 30,894 0 8,287 167,220 206,802 206,401 215,089: 16,917 8,229
Old : 223,318: 30,894 0 8,287 167,220 206,802 206,401 215,089: 16,917 8,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,617: 700 -3 292 4 1,334 996 1,623: 621 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 0.0 3.7 74.9 92.6 92.4 96.3: 7.6 3.7
Old : 100.0: 13.8 0.0 3.7 74.9 92.6 92.4 96.3: 7.6 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 : 42: 6 0 2 28 30 34 32:
Old : 42: 6 0 2 28 30 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 : 43.2 53.6 61.9 69.7 35.8 48.0 52.5 57.8
Old : 43.2 53.6 61.9 69.7 35.8 48.0 52.5 57.8
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, July 15, 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 : 118,926: 5,240 1,651 744 108,356 112,728 114,340 115,123: 4,586 3,803
Old : 118,926: 5,240 1,651 744 108,356 112,728 114,340 115,123: 4,586 3,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 4,872: 901 0 -57 5,968 5,184 6,812 5,127: -1,940 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.4 0.6 91.1 94.8 96.1 96.8: 3.9 3.2
Old : 100.0: 4.4 1.4 0.6 91.1 94.8 96.1 96.8: 3.9 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 : 35: 2 2 1 27 26 29 29:
Old : 35: 2 2 1 27 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 45.4 71.9 69.3 41.4 39.3 51.5 51.9
Old : 53.0 45.4 71.9 69.3 41.4 39.3 51.5 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 197,464: 19,407 11,628 1,735 168,666 174,915 189,808 188,278: 7,656 9,186
Old : 197,464: 19,407 11,628 1,735 168,666 174,915 189,808 188,278: 7,656 9,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -326: 270 676 -64 -1,123 -2,417 -917 -1,805: 591 1,479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.9 0.9 85.4 88.6 96.1 95.3: 3.9 4.7
Old : 100.0: 9.8 5.9 0.9 85.4 88.6 96.1 95.3: 3.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 3 1 24 27 27 30:
Old : 37: 2 3 1 24 27 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 43.9 72.1 61.1 41.1 40.2 51.9 53.1
Old : 47.3 43.9 72.1 61.1 41.1 40.2 51.9 53.1
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, July 15, 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 : 740,801: 60,689 3,128 11,717 665,179 722,543 737,585 737,388: 3,216 3,413
Old : 740,801: 60,689 3,128 11,717 665,179 722,543 737,585 737,388: 3,216 3,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,878: 4,947 556 -129 -6,728 -2,426 -1,910 -1,999: 32 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.4 1.6 89.8 97.5 99.6 99.5: 0.4 0.5
Old : 100.0: 8.2 0.4 1.6 89.8 97.5 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 2 3 57 40 61 44:
Old : 63: 3 2 3 57 40 61 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 41.7 59.2 65.8 35.2 38.9 49.5 54.6
Old : 39.5 41.7 59.2 65.8 35.2 38.9 49.5 54.6
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, July 15, 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 : 225,972: 21,392 15,416 1,458 197,232 202,520 220,082 219,394: 5,890 6,578
Old : 225,972: 21,392 15,416 1,458 197,232 202,520 220,082 219,394: 5,890 6,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 6,022: -885 0 1,110 8,081 5,573 8,306 6,683: -2,284 -661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 6.8 0.6 87.3 89.6 97.4 97.1: 2.6 2.9
Old : 100.0: 9.5 6.8 0.6 87.3 89.6 97.4 97.1: 2.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 1 2 27 23 32 26:
Old : 40: 5 1 2 27 23 32 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 : 38.0 38.7 61.3 61.5 28.3 36.2 45.8 53.6
Old : 38.0 38.7 61.3 61.5 28.3 36.2 45.8 53.6
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, July 15, 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 : 210,940: 256 248 3,176 204,495 201,230 207,927 204,654: 3,013 6,286
Old : 210,940: 256 248 3,176 204,495 201,230 207,927 204,654: 3,013 6,286
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 365: 246 -489 -179 141 1,089 208 421: 157 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 1.5 96.9 95.4 98.6 97.0: 1.4 3.0
Old : 100.0: 0.1 0.1 1.5 96.9 95.4 98.6 97.0: 1.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 1 2 35 39 37 41:
Old : 49: 1 1 2 35 39 37 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 : 54.3 38.2 72.2 58.1 52.5 37.7 69.4 55.2
Old : 54.3 38.2 72.2 58.1 52.5 37.7 69.4 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 93,186: 5,241 1,072 1,555 81,957 79,787 88,753 82,414: 4,433 10,772
Old : 93,186: 5,241 1,072 1,555 81,957 79,787 88,753 82,414: 4,433 10,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 290: 100 -406 -109 1,348 575 1,339 60: -1,049 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.2 1.7 87.9 85.6 95.2 88.4: 4.8 11.6
Old : 100.0: 5.6 1.2 1.7 87.9 85.6 95.2 88.4: 4.8 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 2 23 20 25 23:
Old : 30: 2 1 2 23 20 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 46.0 75.8 68.6 52.5 44.8 73.4 64.9
Old : 52.5 46.0 75.8 68.6 52.5 44.8 73.4 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,099: 372 16,151 4,024 82,930 75,384 87,326 95,559: 12,773 4,540
Old : 100,099: 372 16,151 4,024 82,930 75,384 87,326 95,559: 12,773 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 2,960: 31 1,432 -91 1,907 1,449 1,847 2,790: 1,113 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 16.1 4.0 82.8 75.3 87.2 95.5: 12.8 4.5
Old : 100.0: 0.4 16.1 4.0 82.8 75.3 87.2 95.5: 12.8 4.5
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 : 37: 1 4 3 23 25 27 29:
Old : 37: 1 4 3 23 25 27 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 : 63.1 40.6 74.6 62.8 56.5 36.6 65.8 54.5
Old : 63.1 40.6 74.6 62.8 56.5 36.6 65.8 54.5
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,747: 0 1,911 567 59,064 58,953 59,631 61,431: 11,116 9,316
Old : 70,747: 0 1,911 567 59,064 58,953 59,631 61,431: 11,116 9,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,183: -465 439 66 1,231 2,039 832 2,544: 351 -1,361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.8 83.5 83.3 84.3 86.8: 15.7 13.2
Old : 100.0: 0.0 2.7 0.8 83.5 83.3 84.3 86.8: 15.7 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 1 18 16 19 18:
Old : 25: 0 2 1 18 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 41.4 69.6 68.9 50.2 41.2 67.8 60.7
Old : 50.5 41.4 69.6 68.9 50.2 41.2 67.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 206,285: 916 0 0 197,727 201,620 198,643 201,620: 7,642 4,665
Old : 206,285: 916 0 0 197,727 201,620 198,643 201,620: 7,642 4,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 2,143: 0 0 0 2,693 2,143 2,693 2,143: -550 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 95.9 97.7 96.3 97.7: 3.7 2.3
Old : 100.0: 0.4 0.0 0.0 95.9 97.7 96.3 97.7: 3.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 0 0 30 24 31 24:
Old : 38: 1 0 0 30 24 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 48.4 77.2 79.3 57.4 46.2 74.0 77.0
Old : 59.7 48.4 77.2 79.3 57.4 46.2 74.0 77.0
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 91,311: 0 0 0 83,492 88,737 83,492 88,737: 7,819 2,574
Old : 91,311: 0 0 0 83,492 88,737 83,492 88,737: 7,819 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,500: 0 0 0 3,331 1,650 3,331 1,650: -1,831 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.4 97.2 91.4 97.2: 8.6 2.8
Old : 100.0: 0.0 0.0 0.0 91.4 97.2 91.4 97.2: 8.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 25 26 25 26:
Old : 33: 0 0 0 25 26 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 55.8 67.9 76.5 48.9 53.4 65.2 70.3
Old : 51.6 55.8 67.9 76.5 48.9 53.4 65.2 70.3
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 279,739: 1,608 1,472 214 269,430 271,849 271,252 273,535: 8,487 6,204
Old : 279,739: 1,608 1,472 214 269,430 271,849 271,252 273,535: 8,487 6,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 885: -2,253 0 214 2,163 1,110 124 1,324: 761 -439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.5 0.1 96.3 97.2 97.0 97.8: 3.0 2.2
Old : 100.0: 0.6 0.5 0.1 96.3 97.2 97.0 97.8: 3.0 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 : 55: 1 1 1 45 37 46 39:
Old : 55: 1 1 1 45 37 46 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.5 54.3 51.8 75.4 28.6 53.9 44.9 67.9
Old : 35.5 54.3 51.8 75.4 28.6 53.9 44.9 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,963: 1,875 3,411 4,399 57,545 53,633 63,819 61,443: 5,144 7,520
Old : 68,963: 1,875 3,411 4,399 57,545 53,633 63,819 61,443: 5,144 7,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 687: 197 -718 195 18 1,054 410 531: 277 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.9 6.4 83.4 77.8 92.5 89.1: 7.5 10.9
Old : 100.0: 2.7 4.9 6.4 83.4 77.8 92.5 89.1: 7.5 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 4 19 19 23 23:
Old : 29: 2 2 4 19 19 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 36.3 70.7 60.1 45.7 34.7 59.5 54.4
Old : 47.9 36.3 70.7 60.1 45.7 34.7 59.5 54.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,576: 2,745 310 3,296 65,054 65,401 71,095 69,007: 4,481 6,569
Old : 75,576: 2,745 310 3,296 65,054 65,401 71,095 69,007: 4,481 6,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 4,486: 1,464 310 -252 4,468 3,876 5,680 3,934: -1,194 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.4 4.4 86.1 86.5 94.1 91.3: 5.9 8.7
Old : 100.0: 3.6 0.4 4.4 86.1 86.5 94.1 91.3: 5.9 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 : 25: 2 1 2 17 15 19 18:
Old : 25: 2 1 2 17 15 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 64.1 76.8 80.2 48.7 60.7 65.8 70.7
Old : 56.2 64.1 76.8 80.2 48.7 60.7 65.8 70.7
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,966: 0 3,100 552 91,855 84,097 92,407 87,749: 1,559 6,217
Old : 93,966: 0 3,100 552 91,855 84,097 92,407 87,749: 1,559 6,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,221: 0 0 0 551 1,221 551 1,221: 670 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.6 97.8 89.5 98.3 93.4: 1.7 6.6
Old : 100.0: 0.0 3.3 0.6 97.8 89.5 98.3 93.4: 1.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 1 12 13 13 15:
Old : 22: 0 2 1 12 13 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 57.4 91.7 82.4 70.0 56.7 82.9 75.6
Old : 75.6 57.4 91.7 82.4 70.0 56.7 82.9 75.6
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,732: 14,477 2,575 2,069 48,195 59,457 64,741 64,101: 991 1,631
Old : 65,732: 14,477 2,575 2,069 48,195 59,457 64,741 64,101: 991 1,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 917: 0 0 0 856 917 856 917: 61 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 3.9 3.1 73.3 90.5 98.5 97.5: 1.5 2.5
Old : 100.0: 22.0 3.9 3.1 73.3 90.5 98.5 97.5: 1.5 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 : 54: 6 3 2 23 28 31 31:
Old : 54: 6 3 2 23 28 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 60.4 62.6 71.6 39.6 57.1 60.6 67.3
Old : 40.7 60.4 62.6 71.6 39.6 57.1 60.6 67.3
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 39,756: 0 0 0 39,292 38,859 39,292 38,859: 464 897
Old : 39,756: 0 0 0 39,292 38,859 39,292 38,859: 464 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 4,270: 0 0 0 4,239 4,115 4,239 4,115: 31 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 97.7 98.8 97.7: 1.2 2.3
Old : 100.0: 0.0 0.0 0.0 98.8 97.7 98.8 97.7: 1.2 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 : 30: 0 0 0 12 22 12 22:
Old : 30: 0 0 0 12 22 12 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 53.8 94.1 74.5 72.2 52.5 86.5 71.0
Old : 73.1 53.8 94.1 74.5 72.2 52.5 86.5 71.0
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 150,949: 870 1,012 760 136,845 138,238 138,475 140,010: 12,474 10,939
Old : 150,949: 870 1,012 760 136,845 138,238 138,475 140,010: 12,474 10,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,110: -202 0 -198 2,646 1,128 2,246 930: -1,136 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.7 0.5 90.7 91.6 91.7 92.8: 8.3 7.2
Old : 100.0: 0.6 0.7 0.5 90.7 91.6 91.7 92.8: 8.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 1 28 25 30 27:
Old : 34: 2 1 1 28 25 30 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 52.9 67.7 72.6 30.6 33.1 39.3 40.6
Old : 47.9 52.9 67.7 72.6 30.6 33.1 39.3 40.6
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 57,520: 209 0 1,066 51,364 49,738 52,639 50,804: 4,881 6,716
Old : 57,520: 209 0 1,066 51,364 49,738 52,639 50,804: 4,881 6,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,326: -1,222 0 172 3,294 848 2,244 1,020: -918 306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.9 89.3 86.5 91.5 88.3: 8.5 11.7
Old : 100.0: 0.4 0.0 1.9 89.3 86.5 91.5 88.3: 8.5 11.7
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 0 1 13 16 14 17:
Old : 20: 1 0 1 13 16 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 65.7 84.8 78.2 63.5 61.5 72.2 69.2
Old : 68.1 65.7 84.8 78.2 63.5 61.5 72.2 69.2
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 96,200: 175 291 3,002 89,219 84,021 92,396 87,314: 3,804 8,886
Old : 96,200: 175 291 3,002 89,219 84,021 92,396 87,314: 3,804 8,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 876: -527 -124 148 1,063 345 684 369: 192 507
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 3.1 92.7 87.3 96.0 90.8: 4.0 9.2
Old : 100.0: 0.2 0.3 3.1 92.7 87.3 96.0 90.8: 4.0 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 20 20 22 22:
Old : 27: 1 1 2 20 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 46.0 77.8 66.7 49.9 42.3 65.0 54.9
Old : 59.2 46.0 77.8 66.7 49.9 42.3 65.0 54.9
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 127,578: 372 18,763 1,237 120,483 103,969 122,092 123,969: 5,486 3,609
Old : 127,578: 372 18,763 1,237 120,483 103,969 122,092 123,969: 5,486 3,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 2,890: 0 1,410 186 2,704 1,355 2,890 2,951: 0 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 14.7 1.0 94.4 81.5 95.7 97.2: 4.3 2.8
Old : 100.0: 0.3 14.7 1.0 94.4 81.5 95.7 97.2: 4.3 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 : 25: 1 3 1 16 17 18 20:
Old : 25: 1 3 1 16 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 73.5 84.4 87.2 57.3 71.4 75.2 78.8
Old : 64.8 73.5 84.4 87.2 57.3 71.4 75.2 78.8
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 248,340: 198 33,402 5,599 229,945 197,295 235,742 236,296: 12,598 12,044
Old : 248,340: 198 33,402 5,599 229,945 197,295 235,742 236,296: 12,598 12,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,306: -2,496 -954 693 489 -1,879 -1,314 -2,140: 8 834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 13.5 2.3 92.6 79.4 94.9 95.2: 5.1 4.8
Old : 100.0: 0.1 13.5 2.3 92.6 79.4 94.9 95.2: 5.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 3 3 33 29 36 33:
Old : 45: 1 3 3 33 29 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 47.5 62.9 70.9 46.8 47.1 60.9 67.3
Old : 48.7 47.5 62.9 70.9 46.8 47.1 60.9 67.3
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,289: 3,407 1,891 0 22,003 25,150 25,410 27,041: 1,879 248
Old : 27,289: 3,407 1,891 0 22,003 25,150 25,410 27,041: 1,879 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 2,389: 248 0 0 2,141 2,389 2,389 2,389: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 6.9 0.0 80.6 92.2 93.1 99.1: 6.9 0.9
Old : 100.0: 12.5 6.9 0.0 80.6 92.2 93.1 99.1: 6.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 0 16 17 18 19:
Old : 29: 2 2 0 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 58.0 75.9 77.2 49.0 57.7 69.5 74.4
Old : 54.8 58.0 75.9 77.2 49.0 57.7 69.5 74.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 52,107: 2,615 186 62 46,822 50,962 49,499 51,210: 2,608 897
Old : 52,107: 2,615 186 62 46,822 50,962 49,499 51,210: 2,608 897
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 2,160: 0 186 62 1,855 1,912 1,917 2,160: 243 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.4 0.1 89.9 97.8 95.0 98.3: 5.0 1.7
Old : 100.0: 5.0 0.4 0.1 89.9 97.8 95.0 98.3: 5.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 17 14 20 15:
Old : 27: 2 1 1 17 14 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 76.6 78.6 91.2 66.5 73.4 77.1 86.0
Old : 67.2 76.6 78.6 91.2 66.5 73.4 77.1 86.0
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, July 15, 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 : 257,439: 2,062 36,366 3,820 243,450 212,094 249,332 252,280: 8,107 5,159
Old : 257,439: 2,062 36,366 3,820 243,450 212,094 249,332 252,280: 8,107 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 4,719: 0 4,135 -59 5,221 949 5,162 5,025: -443 -306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 14.1 1.5 94.6 82.4 96.9 98.0: 3.1 2.0
Old : 100.0: 0.8 14.1 1.5 94.6 82.4 96.9 98.0: 3.1 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 : 57: 2 6 3 42 34 47 40:
Old : 57: 2 6 3 42 34 47 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 : 38.1 52.7 57.9 69.5 36.8 50.5 54.9 62.1
Old : 38.1 52.7 57.9 69.5 36.8 50.5 54.9 62.1
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 58,419: 6,734 0 0 47,602 55,465 54,336 55,465: 4,083 2,954
Old : 58,419: 6,734 0 0 47,602 55,465 54,336 55,465: 4,083 2,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,117: 0 0 0 755 1,119 755 1,119: 362 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 0.0 0.0 81.5 94.9 93.0 94.9: 7.0 5.1
Old : 100.0: 11.5 0.0 0.0 81.5 94.9 93.0 94.9: 7.0 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 : 28: 1 0 0 16 18 17 18:
Old : 28: 1 0 0 16 18 17 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 : 38.6 42.3 65.2 67.9 35.4 36.5 56.7 57.2
Old : 38.6 42.3 65.2 67.9 35.4 36.5 56.7 57.2
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, July 15, 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 : 78,422: 0 736 0 74,231 76,277 74,231 77,013: 4,191 1,409
Old : 78,422: 0 736 0 74,231 76,277 74,231 77,013: 4,191 1,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 665: 0 0 0 374 665 374 665: 291 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 94.7 97.3 94.7 98.2: 5.3 1.8
Old : 100.0: 0.0 0.9 0.0 94.7 97.3 94.7 98.2: 5.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 22 17 22 18:
Old : 27: 0 1 0 22 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 55.3 62.1 82.4 37.3 48.2 53.5 68.5
Old : 39.2 55.3 62.1 82.4 37.3 48.2 53.5 68.5
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, July 15, 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 : 64,439: 0 5,680 0 56,179 56,513 56,179 62,193: 8,260 2,246
Old : 64,439: 0 5,680 0 56,179 56,513 56,179 62,193: 8,260 2,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 610: 0 522 0 1,291 128 1,291 650: -681 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.0 87.2 87.7 87.2 96.5: 12.8 3.5
Old : 100.0: 0.0 8.8 0.0 87.2 87.7 87.2 96.5: 12.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 20 16 20 17:
Old : 26: 0 1 0 20 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 59.5 68.8 84.6 51.8 53.7 66.7 73.7
Old : 51.9 59.5 68.8 84.6 51.8 53.7 66.7 73.7
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, July 15, 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 : 169,077: 27,082 8,031 17,035 124,180 143,191 168,297 168,257: 780 820
Old : 169,077: 27,082 8,031 17,035 124,180 143,191 168,297 168,257: 780 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,309: 4,028 -177 -446 -2,357 2,019 1,225 1,396: 84 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.7 10.1 73.4 84.7 99.5 99.5: 0.5 0.5
Old : 100.0: 16.0 4.7 10.1 73.4 84.7 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 13 8 17 52 55 72 73:
Old : 79: 13 8 17 52 55 72 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 29.7 50.8 47.4 19.2 15.7 30.3 26.8
Old : 33.8 29.7 50.8 47.4 19.2 15.7 30.3 26.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 50,613: 10,234 232 1,055 39,324 49,326 50,613 50,613: 0 0
Old : 50,613: 10,234 232 1,055 39,324 49,326 50,613 50,613: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -135: 560 78 0 -695 -213 -135 -135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 0.5 2.1 77.7 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.2 0.5 2.1 77.7 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 2 21 22 24 26:
Old : 32: 3 2 2 21 22 24 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 : 78.2 52.7 90.3 78.7 75.0 50.7 83.8 75.8
Old : 78.2 52.7 90.3 78.7 75.0 50.7 83.8 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 391,787: 27,606 328 27,943 336,238 363,516 391,787 391,787: 0 0
Old : 391,787: 27,606 328 27,943 336,238 363,516 391,787 391,787: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 9,253: 2,568 0 0 6,685 9,253 9,253 9,253: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.1 7.1 85.8 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.0 0.1 7.1 85.8 92.8 100.0 100.0: 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 : 30: 3 1 2 21 20 25 22:
Old : 30: 3 1 2 21 20 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 61.6 83.5 86.4 48.3 54.6 69.6 71.9
Old : 57.6 61.6 83.5 86.4 48.3 54.6 69.6 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 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 : 1,495,000: 57,921 22,927 66,223 1,370,856 1,405,850 1,495,000 1,495,000: -0 -0
Old : 1,495,000: 57,921 22,927 66,223 1,370,856 1,405,850 1,495,000 1,495,000: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -14,097: 2,697 12,064 -5,094 -11,700 -21,067 -14,097 -14,097: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.5 4.4 91.7 94.0 100.0 100.0: -0.0 -0.0
Old : 100.0: 3.9 1.5 4.4 91.7 94.0 100.0 100.0: -0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 2 5 40 44 47 49:
Old : 58: 5 2 5 40 44 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 36.9 62.2 53.0 32.4 30.4 42.3 38.4
Old : 43.0 36.9 62.2 53.0 32.4 30.4 42.3 38.4
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, July 15, 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 : 45,619: 1,309 4,879 4,992 39,319 35,749 45,619 45,619: 0 0
Old : 45,619: 1,309 4,879 4,992 39,319 35,749 45,619 45,619: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -3,570: -411 -1,621 -74 -3,085 -1,874 -3,570 -3,570: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 10.7 10.9 86.2 78.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 10.7 10.9 86.2 78.4 100.0 100.0: 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 : 36: 3 5 3 24 20 29 26:
Old : 36: 3 5 3 24 20 29 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 : 48.8 55.1 70.4 79.2 34.8 38.4 48.4 50.9
Old : 48.8 55.1 70.4 79.2 34.8 38.4 48.4 50.9
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, July 15, 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 : 299,465: 1,304 49,566 14,182 283,979 235,717 299,465 299,465: 0 0
Old : 299,465: 1,304 49,566 14,182 283,979 235,717 299,465 299,465: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -15,360: 0 -336 -640 -14,720 -14,384 -15,360 -15,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 16.6 4.7 94.8 78.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 16.6 4.7 94.8 78.7 100.0 100.0: 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: 1 3 2 15 15 18 18:
Old : 29: 1 3 2 15 15 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 : 65.1 61.9 86.3 89.6 58.6 49.6 74.5 73.5
Old : 65.1 61.9 86.3 89.6 58.6 49.6 74.5 73.5
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 621,597: 41,847 0 6,220 573,530 615,377 621,597 621,597: 0 0
Old : 621,597: 41,847 0 6,220 573,530 615,377 621,597 621,597: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 193: 14,734 0 -5,853 -8,688 6,046 193 193: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 1.0 92.3 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.7 0.0 1.0 92.3 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 0 1 23 29 27 30:
Old : 38: 4 0 1 23 29 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 50.7 66.6 70.8 28.9 34.5 42.3 48.6
Old : 42.0 50.7 66.6 70.8 28.9 34.5 42.3 48.6
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 53,533: 6,386 3,874 2,008 44,417 46,971 52,811 52,853: 722 680
Old : 53,533: 6,386 3,874 2,008 44,417 46,971 52,811 52,853: 722 680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 591: -804 1,370 -342 1,715 -437 569 591: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 7.2 3.8 83.0 87.7 98.7 98.7: 1.3 1.3
Old : 100.0: 11.9 7.2 3.8 83.0 87.7 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 2 5 27 28 35 33:
Old : 40: 6 2 5 27 28 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 54.6 70.1 73.2 41.1 50.5 56.9 61.1
Old : 46.2 54.6 70.1 73.2 41.1 50.5 56.9 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,210: 150 0 0 38,820 39,180 38,970 39,180: 240 30
Old : 39,210: 150 0 0 38,820 39,180 38,970 39,180: 240 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 550: 0 0 0 490 550 490 550: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 99.0 99.9 99.4 99.9: 0.6 0.1
Old : 100.0: 0.4 0.0 0.0 99.0 99.9 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 21 14 22 14:
Old : 29: 1 0 0 21 14 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 86.6 77.5 96.9 57.5 83.7 74.0 87.4
Old : 58.9 86.6 77.5 96.9 57.5 83.7 74.0 87.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,980: 200 450 50 53,610 53,480 53,860 53,980: 120 0
Old : 53,980: 200 450 50 53,610 53,480 53,860 53,980: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,130: 100 -50 50 920 1,160 1,070 1,160: 60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 0.1 99.3 99.1 99.8 100.0: 0.2 0.0
Old : 100.0: 0.4 0.8 0.1 99.3 99.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 1 1 29 15 33 16:
Old : 38: 3 1 1 29 15 33 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 88.4 73.6 95.0 56.8 85.6 70.0 90.5
Old : 57.7 88.4 73.6 95.0 56.8 85.6 70.0 90.5
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,380: 0 700 0 9,380 8,680 9,380 9,380: 0 0
Old : 9,380: 0 700 0 9,380 8,680 9,380 9,380: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -2,200: 0 -500 0 -2,200 -1,700 -2,200 -2,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 0 17 18 17 20:
Old : 31: 0 2 0 17 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 47.0 80.0 71.2 54.4 41.7 68.9 61.9
Old : 57.6 47.0 80.0 71.2 54.4 41.7 68.9 61.9
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 265,024: 9,272 3,456 2,384 253,368 259,184 265,024 265,024: 0 0
Old : 265,024: 9,272 3,456 2,384 253,368 259,184 265,024 265,024: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -6,104: -1,952 1,136 424 -4,576 -6,512 -6,104 -4,952: 0 -1,152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 1.3 0.9 95.6 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 1.3 0.9 95.6 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 4 1 22 20 23 25:
Old : 34: 1 4 1 22 20 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 : 41.4 65.7 64.9 83.0 31.1 52.5 45.9 58.4
Old : 41.4 65.7 64.9 83.0 31.1 52.5 45.9 58.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,817: 1,878 1,115 320 9,317 10,253 11,515 11,689: 302 128
Old : 11,817: 1,878 1,115 320 9,317 10,253 11,515 11,689: 302 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,254: -397 -367 0 -814 -632 -1,211 -999: -43 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 9.4 2.7 78.8 86.8 97.4 98.9: 2.6 1.1
Old : 100.0: 15.9 9.4 2.7 78.8 86.8 97.4 98.9: 2.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 2 16 16 20 20:
Old : 27: 3 3 2 16 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 : 48.4 50.9 76.2 74.7 40.9 47.1 63.8 66.8
Old : 48.4 50.9 76.2 74.7 40.9 47.1 63.8 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,550: 2,950 250 400 15,200 17,900 18,550 18,550: 0 0
Old : 18,550: 2,950 250 400 15,200 17,900 18,550 18,550: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,300: -300 0 -300 -700 -1,000 -1,300 -1,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 1.3 2.2 81.9 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 1.3 2.2 81.9 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 15 12 17 15:
Old : 23: 2 1 2 15 12 17 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 : 52.3 66.0 78.4 90.6 50.9 62.0 72.8 78.7
Old : 52.3 66.0 78.4 90.6 50.9 62.0 72.8 78.7
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,760: 1,310 1,000 0 15,450 15,700 16,760 16,700: 0 60
Old : 16,760: 1,310 1,000 0 15,450 15,700 16,760 16,700: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -3,105: -50 -650 0 -3,055 -2,505 -3,105 -3,155: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.0 0.0 92.2 93.7 100.0 99.6: 0.0 0.4
Old : 100.0: 7.8 6.0 0.0 92.2 93.7 100.0 99.6: 0.0 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 : 33: 3 1 0 17 20 20 21:
Old : 33: 3 1 0 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 : 54.4 52.2 79.5 70.1 44.4 41.2 61.5 57.7
Old : 54.4 52.2 79.5 70.1 44.4 41.2 61.5 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,387: 0 535 375 10,772 10,457 11,147 11,367: 240 20
Old : 11,387: 0 535 375 10,772 10,457 11,147 11,367: 240 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 103: 0 350 0 533 -127 533 223: -430 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 3.3 94.6 91.8 97.9 99.8: 2.1 0.2
Old : 100.0: 0.0 4.7 3.3 94.6 91.8 97.9 99.8: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 24 16 25 18:
Old : 28: 0 2 1 24 16 25 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 : 45.4 51.9 68.7 79.1 42.8 45.8 61.0 64.7
Old : 45.4 51.9 68.7 79.1 42.8 45.8 61.0 64.7
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 20,246: 1,718 152 620 17,290 18,323 19,628 19,095: 618 1,151
Old : 20,246: 1,718 152 620 17,290 18,323 19,628 19,095: 618 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,268: -30 86 -41 -1,177 -1,250 -1,248 -1,205: -20 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.8 3.1 85.4 90.5 96.9 94.3: 3.1 5.7
Old : 100.0: 8.5 0.8 3.1 85.4 90.5 96.9 94.3: 3.1 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 1 25 22 28 25:
Old : 35: 3 2 1 25 22 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 55.7 54.5 71.4 23.3 40.8 36.6 46.7
Old : 34.2 55.7 54.5 71.4 23.3 40.8 36.6 46.7
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,775: 0 5,486 1,604 31,006 25,575 32,610 32,665: 165 110
Old : 32,775: 0 5,486 1,604 31,006 25,575 32,610 32,665: 165 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,340: 0 260 10 -1,350 -1,610 -1,340 -1,340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 4.9 94.6 78.0 99.5 99.7: 0.5 0.3
Old : 100.0: 0.0 16.7 4.9 94.6 78.0 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 4 3 33 30 36 34:
Old : 41: 0 4 3 33 30 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 50.2 54.7 68.4 29.4 36.9 46.3 52.4
Old : 33.5 50.2 54.7 68.4 29.4 36.9 46.3 52.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,854: 800 3,010 4,085 35,839 33,744 40,724 40,839: 130 15
Old : 40,854: 800 3,010 4,085 35,839 33,744 40,724 40,839: 130 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -403: 0 205 205 -608 -813 -403 -403: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.4 10.0 87.7 82.6 99.7 100.0: 0.3 0.0
Old : 100.0: 2.0 7.4 10.0 87.7 82.6 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 : 48: 5 3 3 37 36 45 39:
Old : 48: 5 3 3 37 36 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 38.7 63.7 60.1 33.9 29.4 54.1 47.7
Old : 38.6 38.7 63.7 60.1 33.9 29.4 54.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,160: 600 0 0 33,320 34,160 33,920 34,160: 240 0
Old : 34,160: 600 0 0 33,320 34,160 33,920 34,160: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 550: 0 0 0 310 550 310 550: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 97.5 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 1.8 0.0 0.0 97.5 100.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 22 10 23 10:
Old : 26: 1 0 0 22 10 23 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 91.8 74.6 99.2 57.8 83.1 73.5 86.2
Old : 57.8 91.8 74.6 99.2 57.8 83.1 73.5 86.2
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,114: 450 0 0 38,604 39,114 39,054 39,114: 60 0
Old : 39,114: 450 0 0 38,604 39,114 39,054 39,114: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.7 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 1.2 0.0 0.0 98.7 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 27 15 28 15:
Old : 33: 1 0 0 27 15 28 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 : 52.3 89.5 70.6 95.8 52.3 82.0 69.3 86.1
Old : 52.3 89.5 70.6 95.8 52.3 82.0 69.3 86.1
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 440,503: 60,320 3,287 26,112 354,071 411,104 440,503 440,503: 0 0
Old : 440,503: 60,320 3,287 26,112 354,071 411,104 440,503 440,503: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 2,656: 1,144 376 0 1,512 2,280 2,656 2,656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 0.7 5.9 80.4 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 13.7 0.7 5.9 80.4 93.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 1 3 28 28 32 31:
Old : 40: 3 1 3 28 28 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 47.5 68.4 68.6 41.0 44.0 57.1 57.5
Old : 47.0 47.5 68.4 68.6 41.0 44.0 57.1 57.5
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 31,881: 5,835 1,217 1,207 23,628 29,370 30,670 31,794: 1,211 87
Old : 31,881: 5,835 1,217 1,207 23,628 29,370 30,670 31,794: 1,211 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1: -208 0 -118 345 372 19 254: -20 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.8 3.8 74.1 92.1 96.2 99.7: 3.8 0.3
Old : 100.0: 18.3 3.8 3.8 74.1 92.1 96.2 99.7: 3.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 3 4 29 33 34 40:
Old : 43: 5 3 4 29 33 34 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 : 42.8 35.5 68.4 57.6 37.2 31.2 52.6 49.0
Old : 42.8 35.5 68.4 57.6 37.2 31.2 52.6 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 14,936: 1,209 255 1,972 11,755 12,709 14,936 14,936: 0 0
Old : 14,936: 1,209 255 1,972 11,755 12,709 14,936 14,936: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -3,032: -827 50 77 -2,257 -3,159 -3,007 -3,032: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.7 13.2 78.7 85.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.1 1.7 13.2 78.7 85.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 18 8 22 10:
Old : 25: 3 1 2 18 8 22 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 89.0 75.5 98.8 43.0 77.0 62.3 80.1
Old : 55.4 89.0 75.5 98.8 43.0 77.0 62.3 80.1
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 245,872: 72,078 0 7,712 166,082 238,160 245,872 245,872: 0 0
Old : 245,872: 72,078 0 7,712 166,082 238,160 245,872 245,872: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -22,400: -9,280 0 0 -13,120 -22,400 -22,400 -22,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 0.0 3.1 67.5 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 29.3 0.0 3.1 67.5 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 1 13 5 16 6:
Old : 20: 3 0 1 13 5 16 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 98.9 92.1 100.0 68.0 90.6 82.6 90.6
Old : 77.4 98.9 92.1 100.0 68.0 90.6 82.6 90.6
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 509,864: 2,369 12,663 12,832 494,663 484,369 509,864 509,864: 0 0
Old : 509,864: 2,369 12,663 12,832 494,663 484,369 509,864 509,864: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -2,192: 0 2,278 -760 -1,432 -3,710 -2,192 -2,192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.5 2.5 97.0 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 2.5 2.5 97.0 95.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 1 23 17 25 20:
Old : 32: 1 3 1 23 17 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 : 54.9 78.8 74.3 93.7 53.2 69.4 70.3 80.2
Old : 54.9 78.8 74.3 93.7 53.2 69.4 70.3 80.2
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 43,857: 8,760 132 1,018 33,440 42,260 43,218 43,410: 639 447
Old : 43,857: 8,760 132 1,018 33,440 42,260 43,218 43,410: 639 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,519: 1,412 0 -63 191 1,561 1,540 1,498: -21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.3 2.3 76.2 96.4 98.5 99.0: 1.5 1.0
Old : 100.0: 20.0 0.3 2.3 76.2 96.4 98.5 99.0: 1.5 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 : 29: 3 1 1 19 18 22 20:
Old : 29: 3 1 1 19 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 86.9 76.7 93.2 52.8 79.8 72.9 84.2
Old : 53.3 86.9 76.7 93.2 52.8 79.8 72.9 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 5,953: 123 1,088 0 5,406 4,672 5,529 5,760: 424 193
Old : 5,953: 123 1,088 0 5,406 4,672 5,529 5,760: 424 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 18.3 0.0 90.8 78.5 92.9 96.8: 7.1 3.2
Old : 100.0: 2.1 18.3 0.0 90.8 78.5 92.9 96.8: 7.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 0 13 11 14 13:
Old : 20: 1 2 0 13 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 77.5 77.8 90.0 56.1 75.4 73.9 85.0
Old : 57.2 77.5 77.8 90.0 56.1 75.4 73.9 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 75,754: 0 3,904 0 75,754 71,850 75,754 75,754: 0 0
Old : 75,754: 0 3,904 0 75,754 71,850 75,754 75,754: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -440: 0 0 0 -440 -440 -440 -440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 12 12 12 13:
Old : 21: 0 1 0 12 12 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 74.4 90.2 92.8 59.4 74.3 84.5 87.7
Old : 64.5 74.4 90.2 92.8 59.4 74.3 84.5 87.7
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,546: 2,233 379 329 11,920 14,153 14,482 14,861: 1,064 685
Old : 15,546: 2,233 379 329 11,920 14,153 14,482 14,861: 1,064 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -136: 428 44 0 -585 -161 -157 -117: 21 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.4 2.1 76.7 91.0 93.2 95.6: 6.8 4.4
Old : 100.0: 14.4 2.4 2.1 76.7 91.0 93.2 95.6: 6.8 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 : 27: 4 1 2 18 19 23 21:
Old : 27: 4 1 2 18 19 23 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 : 39.2 48.2 61.3 71.2 29.0 39.0 48.2 51.4
Old : 39.2 48.2 61.3 71.2 29.0 39.0 48.2 51.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 206,420: 36,522 325 2,019 167,879 204,076 206,420 206,420: 0 0
Old : 206,420: 36,522 325 2,019 167,879 204,076 206,420 206,420: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -8,553: 0 -1,545 417 -8,970 -7,425 -8,553 -8,553: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.2 1.0 81.3 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 17.7 0.2 1.0 81.3 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 17 22 20 23:
Old : 32: 2 1 1 17 22 20 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 : 61.5 62.1 83.2 79.8 56.6 58.5 71.6 68.0
Old : 61.5 62.1 83.2 79.8 56.6 58.5 71.6 68.0
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,586: 1,505 223 487 9,420 10,705 11,412 11,415: 174 171
Old : 11,586: 1,505 223 487 9,420 10,705 11,412 11,415: 174 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -474: -65 -300 252 -704 -362 -517 -410: 43 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 1.9 4.2 81.3 92.4 98.5 98.5: 1.5 1.5
Old : 100.0: 13.0 1.9 4.2 81.3 92.4 98.5 98.5: 1.5 1.5
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 : 31: 4 1 2 18 23 23 25:
Old : 31: 4 1 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 : 44.0 54.6 67.8 75.8 39.1 53.0 58.7 68.9
Old : 44.0 54.6 67.8 75.8 39.1 53.0 58.7 68.9
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 131,089: 11,506 0 2,352 117,231 128,737 131,089 131,089: 0 0
Old : 131,089: 11,506 0 2,352 117,231 128,737 131,089 131,089: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -753: 1,224 0 -816 -1,161 63 -753 -753: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 1.8 89.4 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 8.8 0.0 1.8 89.4 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 : 29: 3 0 1 21 17 24 18:
Old : 29: 3 0 1 21 17 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 69.8 78.3 84.5 50.6 66.2 67.5 76.4
Old : 52.9 69.8 78.3 84.5 50.6 66.2 67.5 76.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,520: 52 2,245 1,812 18,656 16,463 20,520 20,520: 0 0
Old : 20,520: 52 2,245 1,812 18,656 16,463 20,520 20,520: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 78: 0 0 0 78 78 78 78: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.9 8.8 90.9 80.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 10.9 8.8 90.9 80.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 18 14 20 15:
Old : 25: 1 1 1 18 14 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 63.9 82.9 85.7 54.3 46.9 68.8 68.6
Old : 59.8 63.9 82.9 85.7 54.3 46.9 68.8 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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 148,596: 0 656 3,856 144,740 144,084 148,596 148,596: 0 0
Old : 148,596: 0 656 3,856 144,740 144,084 148,596 148,596: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 328: 0 328 0 328 0 328 328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 2.6 97.4 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 2.6 97.4 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 15 12 16 13:
Old : 24: 0 1 1 15 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 65.1 85.2 90.9 39.5 53.1 61.0 68.8
Old : 54.6 65.1 85.2 90.9 39.5 53.1 61.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 127,509: 1,832 1,854 1,814 12,126 12,090 15,773 15,757: 111,736 111,751
Old : 127,509: 1,832 1,854 1,814 12,126 12,090 15,773 15,757: 111,736 111,751
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.5 1.4 9.5 9.5 12.4 12.4: 87.6 87.6
Old : 100.0: 1.4 1.5 1.4 9.5 9.5 12.4 12.4: 87.6 87.6
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 : 23: 1 4 4 16 16 20 21:
Old : 23: 1 4 4 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 : 6.3 6.2 9.6 9.4 4.2 4.4 5.5 5.4
Old : 6.3 6.2 9.6 9.4 4.2 4.4 5.5 5.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,170: 0 875 75 22,740 22,220 22,815 23,170: 355 0
Old : 23,170: 0 875 75 22,740 22,220 22,815 23,170: 355 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -600: 0 0 0 -600 -600 -600 -600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.3 98.1 95.9 98.5 100.0: 1.5 0.0
Old : 100.0: 0.0 3.8 0.3 98.1 95.9 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 1 19 12 20 14:
Old : 29: 0 2 1 19 12 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 73.1 80.4 92.1 52.4 70.9 75.0 83.5
Old : 52.7 73.1 80.4 92.1 52.4 70.9 75.0 83.5
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,265: 0 900 0 18,770 18,365 18,770 19,265: 495 0
Old : 19,265: 0 900 0 18,770 18,365 18,770 19,265: 495 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -1,320: 0 0 0 -1,340 -1,320 -1,340 -1,320: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.0 97.4 95.3 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 4.7 0.0 97.4 95.3 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 15 8 15 9:
Old : 22: 0 1 0 15 8 15 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 : 49.8 79.0 77.9 96.7 46.3 75.8 69.0 86.4
Old : 49.8 79.0 77.9 96.7 46.3 75.8 69.0 86.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,840: 0 0 0 9,585 9,780 9,585 9,780: 255 60
Old : 9,840: 0 0 0 9,585 9,780 9,585 9,780: 255 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 99.4 97.4 99.4: 2.6 0.6
Old : 100.0: 0.0 0.0 0.0 97.4 99.4 97.4 99.4: 2.6 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 : 26: 0 0 0 20 13 20 13:
Old : 26: 0 0 0 20 13 20 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 : 50.2 73.7 70.3 94.1 49.6 67.7 65.5 78.7
Old : 50.2 73.7 70.3 94.1 49.6 67.7 65.5 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,935: 0 300 0 21,680 21,635 21,680 21,935: 255 0
Old : 21,935: 0 300 0 21,680 21,635 21,680 21,935: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -40: 0 0 0 -40 -40 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 98.8 98.6 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 1.4 0.0 98.8 98.6 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 16 10 16 11:
Old : 21: 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 : 75.7 84.7 89.7 98.6 62.3 76.6 75.7 83.3
Old : 75.7 84.7 89.7 98.6 62.3 76.6 75.7 83.3
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,685: 0 0 0 20,200 20,685 20,200 20,685: 485 0
Old : 20,685: 0 0 0 20,200 20,685 20,200 20,685: 485 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -400: 0 0 0 -400 -400 -400 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 100.0 97.7 100.0: 2.3 0.0
Old : 100.0: 0.0 0.0 0.0 97.7 100.0 97.7 100.0: 2.3 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 : 20: 0 0 0 18 8 18 8:
Old : 20: 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 : 75.7 96.1 88.2 100.0 72.1 93.9 84.6 93.9
Old : 75.7 96.1 88.2 100.0 72.1 93.9 84.6 93.9
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,680: 0 0 0 23,125 23,680 23,125 23,680: 555 0
Old : 23,680: 0 0 0 23,125 23,680 23,125 23,680: 555 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -275: 0 0 0 -275 -275 -275 -275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 100.0 97.7 100.0: 2.3 0.0
Old : 100.0: 0.0 0.0 0.0 97.7 100.0 97.7 100.0: 2.3 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 : 24: 0 0 0 21 12 21 12:
Old : 24: 0 0 0 21 12 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 91.2 84.9 99.3 68.2 89.5 81.6 94.1
Old : 71.4 91.2 84.9 99.3 68.2 89.5 81.6 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 122,035: 1,910 225 0 119,945 121,810 121,855 122,035: 180 0
Old : 122,035: 1,910 225 0 119,945 121,810 121,855 122,035: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.2 0.0 98.3 99.8 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 0.2 0.0 98.3 99.8 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 : 45: 3 2 0 35 30 38 32:
Old : 45: 3 2 0 35 30 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 64.3 62.3 80.7 36.0 64.0 52.4 73.3
Old : 42.3 64.3 62.3 80.7 36.0 64.0 52.4 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 157,001: 2,795 50 0 154,146 156,951 156,941 157,001: 60 0
Old : 157,001: 2,795 50 0 154,146 156,951 156,941 157,001: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -35: 0 0 0 -35 -35 -35 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 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 : 52: 4 1 0 39 33 43 34:
Old : 52: 4 1 0 39 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 : 41.1 64.4 61.0 83.7 34.6 62.9 53.5 77.0
Old : 41.1 64.4 61.0 83.7 34.6 62.9 53.5 77.0
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 151,067: 19,583 1,861 9,025 122,008 139,611 150,616 150,497: 451 570
Old : 151,067: 19,583 1,861 9,025 122,008 139,611 150,616 150,497: 451 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 1,108: 35 -754 -200 1,049 1,837 883 883: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 1.2 6.0 80.8 92.4 99.7 99.6: 0.3 0.4
Old : 100.0: 13.0 1.2 6.0 80.8 92.4 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 7 6 10 44 39 55 51:
Old : 63: 7 6 10 44 39 55 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 63.6 63.3 74.5 44.2 60.8 61.4 69.3
Old : 44.9 63.6 63.3 74.5 44.2 60.8 61.4 69.3
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 95,100: 2,350 1,870 1,930 90,690 91,120 94,970 94,920: 130 180
Old : 95,100: 2,350 1,870 1,930 90,690 91,120 94,970 94,920: 130 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -100: 280 -100 120 -515 -120 -115 -100: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.0 2.0 95.4 95.8 99.9 99.8: 0.1 0.2
Old : 100.0: 2.5 2.0 2.0 95.4 95.8 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 2 3 33 31 39 35:
Old : 47: 5 2 3 33 31 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 72.2 66.9 81.6 45.0 71.2 60.4 78.3
Old : 50.0 72.2 66.9 81.6 45.0 71.2 60.4 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,520: 0 650 0 22,880 22,870 22,880 23,520: 640 0
Old : 23,520: 0 650 0 22,880 22,870 22,880 23,520: 640 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -525: 0 0 0 -525 -525 -525 -525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 97.3 97.2 97.3 100.0: 2.7 0.0
Old : 100.0: 0.0 2.8 0.0 97.3 97.2 97.3 100.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 0 22 13 22 15:
Old : 29: 0 2 0 22 13 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 75.3 77.3 95.3 58.7 72.6 77.0 90.3
Old : 58.7 75.3 77.3 95.3 58.7 72.6 77.0 90.3
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,045: 0 300 0 20,720 20,740 20,720 21,040: 325 5
Old : 21,045: 0 300 0 20,720 20,740 20,720 21,040: 325 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 0: 0 0 0 0 280 0 280: 0 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 98.5 98.6 98.5 100.0: 1.5 0.0
Old : 100.0: 0.0 1.4 0.0 98.5 98.6 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 22 10 22 11:
Old : 27: 0 1 0 22 10 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 83.1 74.4 98.4 52.9 77.1 73.0 91.1
Old : 52.9 83.1 74.4 98.4 52.9 77.1 73.0 91.1
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,293: 1,738 300 415 11,779 13,518 13,932 14,233: 361 60
Old : 14,293: 1,738 300 415 11,779 13,518 13,932 14,233: 361 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -50: 0 0 0 -110 -110 -110 -110: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.1 2.9 82.4 94.6 97.5 99.6: 2.5 0.4
Old : 100.0: 12.2 2.1 2.9 82.4 94.6 97.5 99.6: 2.5 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 : 32: 4 1 1 24 22 28 24:
Old : 32: 4 1 1 24 22 28 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 : 57.6 57.0 75.1 75.9 48.7 52.0 59.4 64.6
Old : 57.6 57.0 75.1 75.9 48.7 52.0 59.4 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,078: 2,015 0 225 8,904 11,781 11,144 12,006: 934 72
Old : 12,078: 2,015 0 225 8,904 11,781 11,144 12,006: 934 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 282: 0 0 0 320 210 320 210: -38 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 0.0 1.9 73.7 97.5 92.3 99.4: 7.7 0.6
Old : 100.0: 16.7 0.0 1.9 73.7 97.5 92.3 99.4: 7.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 14 16 16 18:
Old : 22: 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 : 59.5 57.0 80.7 78.3 43.7 39.2 58.6 58.7
Old : 59.5 57.0 80.7 78.3 43.7 39.2 58.6 58.7
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,997: 0 1,070 600 12,021 11,297 12,621 12,967: 376 30
Old : 12,997: 0 1,070 600 12,021 11,297 12,621 12,967: 376 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: 275: 0 275 0 335 30 335 305: -60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 4.6 92.5 86.9 97.1 99.8: 2.9 0.2
Old : 100.0: 0.0 8.2 4.6 92.5 86.9 97.1 99.8: 2.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 4 1 22 18 23 22:
Old : 30: 0 4 1 22 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 61.0 70.5 84.6 38.7 57.8 57.3 71.4
Old : 49.2 61.0 70.5 84.6 38.7 57.8 57.3 71.4
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, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,379: 165 0 75 8,845 9,099 9,085 9,174: 294 205
Old : 9,379: 165 0 75 8,845 9,099 9,085 9,174: 294 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: -110: -50 0 0 -55 -250 -105 -250: -5 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.8 94.3 97.0 96.9 97.8: 3.1 2.2
Old : 100.0: 1.8 0.0 0.8 94.3 97.0 96.9 97.8: 3.1 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 : 26: 1 0 1 18 20 19 21:
Old : 26: 1 0 1 18 20 19 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 : 57.2 68.1 81.8 83.5 50.3 60.2 67.5 70.2
Old : 57.2 68.1 81.8 83.5 50.3 60.2 67.5 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 15, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 4,515: 310 0 75 4,030 3,555 4,415 3,630: 100 885
Old : 4,515: 310 0 75 4,030 3,555 4,415 3,630: 100 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 8, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 1.7 89.3 78.7 97.8 80.4: 2.2 19.6
Old : 100.0: 6.9 0.0 1.7 89.3 78.7 97.8 80.4: 2.2 19.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 14 16 15 17:
Old : 20: 1 0 1 14 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 44.3 76.9 64.9 42.5 30.8 55.8 39.2
Old : 50.8 44.3 76.9 64.9 42.5 30.8 55.8 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 18, 2014