CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 10,257: 2,641 1,068 2,120 5,462 7,002 10,223 10,190: 34 67
Old : 10,257: 2,641 1,068 2,120 5,462 7,002 10,223 10,190: 34 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 52: 4 -30 30 7 22 41 22: 11 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 10.4 20.7 53.2 68.3 99.7 99.3: 0.3 0.7
Old : 100.0: 25.8 10.4 20.7 53.2 68.3 99.7 99.3: 0.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 3 5 10 3 17 10:
Old : 20: 5 3 5 10 3 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 78.0 86.7 96.9 45.0 56.7 58.7 62.2
Old : 56.4 78.0 86.7 96.9 45.0 56.7 58.7 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 23,239: 10,352 5,494 1,358 11,529 16,387 23,239 23,239: -0 0
Old : 23,239: 10,352 5,494 1,358 11,529 16,387 23,239 23,239: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -32: 4 0 -4 -32 -28 -32 -32: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 23.6 5.8 49.6 70.5 100.0 100.0: -0.0 0.0
Old : 100.0: 44.5 23.6 5.8 49.6 70.5 100.0 100.0: -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 : 25: 8 4 3 9 7 19 13:
Old : 25: 8 4 3 9 7 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 80.8 88.1 98.2 69.3 77.2 79.9 81.7
Old : 70.6 80.8 88.1 98.2 69.3 77.2 79.9 81.7
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,295,618: 571,051 249,351 962,277 2,735,711 3,071,611 4,269,039 4,283,239: 26,579 12,379
Old : 4,295,618: 571,051 249,351 962,277 2,735,711 3,071,611 4,269,039 4,283,239: 26,579 12,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 48,502: -54,457 -28,225 51,901 51,221 25,218 48,665 48,894: -163 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 5.8 22.4 63.7 71.5 99.4 99.7: 0.6 0.3
Old : 100.0: 13.3 5.8 22.4 63.7 71.5 99.4 99.7: 0.6 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 : 219: 34 32 55 146 125 209 183:
Old : 219: 34 32 55 146 125 209 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 23.4 33.3 37.3 14.6 17.3 23.2 26.2
Old : 21.0 23.4 33.3 37.3 14.6 17.3 23.2 26.2
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,996,231: 54,228 43,271 856,602 1,085,091 1,096,164 1,995,921 1,996,037: 310 194
Old : 1,996,231: 54,228 43,271 856,602 1,085,091 1,096,164 1,995,921 1,996,037: 310 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 14,842: -1,250 1,978 9,231 7,145 4,277 15,127 15,486: -284 -644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.2 42.9 54.4 54.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 2.2 42.9 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 : 99: 22 21 39 53 55 94 96:
Old : 99: 22 21 39 53 55 94 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 38.5 62.4 61.8 4.5 4.9 5.7 6.0
Old : 40.2 38.5 62.4 61.8 4.5 4.9 5.7 6.0
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, August 12, 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 : 217,133: 27,981 3,031 7,582 167,794 198,630 203,357 209,243: 13,776 7,890
Old : 217,133: 27,981 3,031 7,582 167,794 198,630 203,357 209,243: 13,776 7,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,767: -1,185 849 794 2,426 757 2,035 2,400: 732 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.4 3.5 77.3 91.5 93.7 96.4: 6.3 3.6
Old : 100.0: 12.9 1.4 3.5 77.3 91.5 93.7 96.4: 6.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 6 4 5 30 30 39 36:
Old : 47: 6 4 5 30 30 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 51.7 63.8 69.0 36.7 45.8 52.9 55.1
Old : 45.2 51.7 63.8 69.0 36.7 45.8 52.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 113,818: 3,781 1,463 1,402 104,183 107,914 109,366 110,779: 4,452 3,039
Old : 113,818: 3,781 1,463 1,402 104,183 107,914 109,366 110,779: 4,452 3,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -2: 1,452 30 -258 -111 215 1,083 -13: -1,085 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.3 1.2 91.5 94.8 96.1 97.3: 3.9 2.7
Old : 100.0: 3.3 1.3 1.2 91.5 94.8 96.1 97.3: 3.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 54.6 44.5 72.5 67.6 44.6 39.5 51.4 49.0
Old : 54.6 44.5 72.5 67.6 44.6 39.5 51.4 49.0
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, August 12, 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 : 187,418: 16,306 8,560 2,256 160,383 166,948 178,945 177,764: 8,473 9,654
Old : 187,418: 16,306 8,560 2,256 160,383 166,948 178,945 177,764: 8,473 9,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 133: 291 0 -90 -518 -1,556 -317 -1,646: 450 1,779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 4.6 1.2 85.6 89.1 95.5 94.8: 4.5 5.2
Old : 100.0: 8.7 4.6 1.2 85.6 89.1 95.5 94.8: 4.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 1 1 25 28 29 30:
Old : 37: 4 1 1 25 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 44.6 70.9 63.8 39.0 40.2 51.9 53.3
Old : 44.0 44.6 70.9 63.8 39.0 40.2 51.9 53.3
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, August 12, 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 : 697,916: 61,383 3,105 9,812 623,836 682,952 695,031 695,869: 2,885 2,047
Old : 697,916: 61,383 3,105 9,812 623,836 682,952 695,031 695,869: 2,885 2,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -6,599: 2,648 10 -788 -9,430 -5,911 -7,570 -6,689: 971 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.4 1.4 89.4 97.9 99.6 99.7: 0.4 0.3
Old : 100.0: 8.8 0.4 1.4 89.4 97.9 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 3 2 3 59 41 63 45:
Old : 65: 3 2 3 59 41 63 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 41.8 57.6 64.8 34.8 38.4 49.9 53.7
Old : 38.3 41.8 57.6 64.8 34.8 38.4 49.9 53.7
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, August 12, 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 : 220,571: 19,018 14,974 443 194,384 195,534 213,845 210,951: 6,726 9,620
Old : 220,571: 19,018 14,974 443 194,384 195,534 213,845 210,951: 6,726 9,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 5,418: -267 -152 151 4,257 3,778 4,141 3,777: 1,277 1,641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 6.8 0.2 88.1 88.6 97.0 95.6: 3.0 4.4
Old : 100.0: 8.6 6.8 0.2 88.1 88.6 97.0 95.6: 3.0 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 : 41: 5 1 2 26 25 31 28:
Old : 41: 5 1 2 26 25 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 38.9 62.2 63.2 36.0 36.3 50.0 54.1
Old : 43.6 38.9 62.2 63.2 36.0 36.3 50.0 54.1
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, August 12, 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 : 229,129: 2,844 1,112 2,659 220,214 218,932 225,717 222,703: 3,412 6,426
Old : 229,129: 2,844 1,112 2,659 220,214 218,932 225,717 222,703: 3,412 6,426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 8,357: 2,211 58 -378 5,550 8,619 7,383 8,299: 974 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.5 1.2 96.1 95.5 98.5 97.2: 1.5 2.8
Old : 100.0: 1.2 0.5 1.2 96.1 95.5 98.5 97.2: 1.5 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 : 49: 1 2 2 36 36 38 39:
Old : 49: 1 2 2 36 36 38 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 : 51.5 36.2 70.7 55.3 48.3 35.5 63.0 50.9
Old : 51.5 36.2 70.7 55.3 48.3 35.5 63.0 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 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 : 86,812: 4,113 702 1,743 76,548 74,272 82,404 76,717: 4,408 10,095
Old : 86,812: 4,113 702 1,743 76,548 74,272 82,404 76,717: 4,408 10,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,949: -230 0 503 2,676 2,874 2,949 3,377: 0 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.8 2.0 88.2 85.6 94.9 88.4: 5.1 11.6
Old : 100.0: 4.7 0.8 2.0 88.2 85.6 94.9 88.4: 5.1 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 20 20 22 23:
Old : 30: 2 1 2 20 20 22 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 : 48.4 48.6 71.1 70.2 48.0 47.3 68.0 65.1
Old : 48.4 48.6 71.1 70.2 48.0 47.3 68.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 96,146: 1,431 13,159 4,557 80,331 73,473 86,319 91,189: 9,827 4,957
Old : 96,146: 1,431 13,159 4,557 80,331 73,473 86,319 91,189: 9,827 4,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -292: 0 -2,564 -55 -330 2,206 -385 -413: 93 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.7 4.7 83.6 76.4 89.8 94.8: 10.2 5.2
Old : 100.0: 1.5 13.7 4.7 83.6 76.4 89.8 94.8: 10.2 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 3 3 27 26 32 29:
Old : 39: 2 3 3 27 26 32 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 : 62.4 42.9 74.0 65.7 57.4 37.7 65.9 56.6
Old : 62.4 42.9 74.0 65.7 57.4 37.7 65.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 17,424: 1,209 0 0 15,721 17,122 16,930 17,122: 494 302
Old : 17,424: 1,209 0 0 15,721 17,122 16,930 17,122: 494 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,480: 0 0 0 2,480 2,480 2,480 2,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 90.2 98.3 97.2 98.3: 2.8 1.7
Old : 100.0: 6.9 0.0 0.0 90.2 98.3 97.2 98.3: 2.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 14 10 15 10:
Old : 20: 1 0 0 14 10 15 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 : 48.4 84.4 77.9 96.1 40.2 64.6 62.5 70.3
Old : 48.4 84.4 77.9 96.1 40.2 64.6 62.5 70.3
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,633: 0 2,104 889 61,032 61,951 61,921 64,944: 10,712 7,689
Old : 72,633: 0 2,104 889 61,032 61,951 61,921 64,944: 10,712 7,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,587: 0 -260 -572 2,347 2,711 1,775 1,879: 812 708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 1.2 84.0 85.3 85.3 89.4: 14.7 10.6
Old : 100.0: 0.0 2.9 1.2 84.0 85.3 85.3 89.4: 14.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.9 48.2 73.6 71.7 53.6 45.3 70.5 66.3
Old : 53.9 48.2 73.6 71.7 53.6 45.3 70.5 66.3
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, August 12, 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 : 197,498: 854 0 0 189,828 192,701 190,682 192,701: 6,816 4,797
Old : 197,498: 854 0 0 189,828 192,701 190,682 192,701: 6,816 4,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -504: 0 0 0 -324 -473 -324 -473: -180 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.1 97.6 96.5 97.6: 3.5 2.4
Old : 100.0: 0.4 0.0 0.0 96.1 97.6 96.5 97.6: 3.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 0 0 31 29 32 29:
Old : 43: 1 0 0 31 29 32 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 : 59.8 45.2 76.9 73.1 56.6 44.5 71.3 71.4
Old : 59.8 45.2 76.9 73.1 56.6 44.5 71.3 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,348: 0 0 0 79,162 84,694 79,162 84,694: 8,186 2,654
Old : 87,348: 0 0 0 79,162 84,694 79,162 84,694: 8,186 2,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,537: 0 0 0 1,537 1,177 1,537 1,177: 0 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 97.0 90.6 97.0: 9.4 3.0
Old : 100.0: 0.0 0.0 0.0 90.6 97.0 90.6 97.0: 9.4 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 : 31: 0 0 0 24 24 24 24:
Old : 31: 0 0 0 24 24 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 58.5 69.4 79.1 52.7 56.1 67.5 73.8
Old : 52.8 58.5 69.4 79.1 52.7 56.1 67.5 73.8
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 275,862: 0 1,159 512 266,957 268,339 267,469 270,010: 8,393 5,852
Old : 275,862: 0 1,159 512 266,957 268,339 267,469 270,010: 8,393 5,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 7,958: -87 183 57 6,953 7,808 6,923 8,048: 1,035 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.2 96.8 97.3 97.0 97.9: 3.0 2.1
Old : 100.0: 0.0 0.4 0.2 96.8 97.3 97.0 97.9: 3.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 0 2 1 45 38 46 40:
Old : 56: 0 2 1 45 38 46 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.2 57.5 51.9 76.5 30.9 56.2 45.5 69.7
Old : 37.2 57.5 51.9 76.5 30.9 56.2 45.5 69.7
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,416: 2,453 1,098 4,138 53,331 51,288 59,922 56,524: 4,494 7,892
Old : 64,416: 2,453 1,098 4,138 53,331 51,288 59,922 56,524: 4,494 7,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 395: 868 -937 -597 631 1,537 902 3: -507 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.7 6.4 82.8 79.6 93.0 87.7: 7.0 12.3
Old : 100.0: 3.8 1.7 6.4 82.8 79.6 93.0 87.7: 7.0 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 3 21 19 25 22:
Old : 30: 2 2 3 21 19 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 : 48.3 36.5 70.0 61.7 42.9 33.3 54.6 54.0
Old : 48.3 36.5 70.0 61.7 42.9 33.3 54.6 54.0
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,455: 2,665 1,054 2,080 59,658 61,989 64,403 65,123: 6,052 5,332
Old : 70,455: 2,665 1,054 2,080 59,658 61,989 64,403 65,123: 6,052 5,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,234: 359 0 -219 666 1,247 806 1,028: 428 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.5 3.0 84.7 88.0 91.4 92.4: 8.6 7.6
Old : 100.0: 3.8 1.5 3.0 84.7 88.0 91.4 92.4: 8.6 7.6
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 : 25: 2 1 2 15 16 17 19:
Old : 25: 2 1 2 15 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 64.5 75.9 80.7 48.1 61.2 66.5 70.6
Old : 55.0 64.5 75.9 80.7 48.1 61.2 66.5 70.6
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,054: 9,238 1,446 1,586 89,196 91,923 100,020 94,955: 1,034 6,099
Old : 101,054: 9,238 1,446 1,586 89,196 91,923 100,020 94,955: 1,034 6,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 61: 2,898 0 0 -2,959 0 -61 0: 122 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.4 1.6 88.3 91.0 99.0 94.0: 1.0 6.0
Old : 100.0: 9.1 1.4 1.6 88.3 91.0 99.0 94.0: 1.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 11 14 13 16:
Old : 21: 1 1 2 11 14 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 56.2 94.1 81.1 69.7 55.9 79.2 73.3
Old : 73.3 56.2 94.1 81.1 69.7 55.9 79.2 73.3
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,916: 13,091 2,779 1,772 38,434 47,053 53,297 51,604: 619 2,312
Old : 53,916: 13,091 2,779 1,772 38,434 47,053 53,297 51,604: 619 2,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,936: 3,020 0 0 -1,053 1,936 1,967 1,936: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 5.2 3.3 71.3 87.3 98.9 95.7: 1.1 4.3
Old : 100.0: 24.3 5.2 3.3 71.3 87.3 98.9 95.7: 1.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 3 2 23 20 27 24:
Old : 42: 3 3 2 23 20 27 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 : 51.8 56.1 67.9 71.4 45.0 53.0 60.4 64.9
Old : 51.8 56.1 67.9 71.4 45.0 53.0 60.4 64.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,429: 217 0 0 33,810 33,782 34,027 33,782: 402 647
Old : 34,429: 217 0 0 33,810 33,782 34,027 33,782: 402 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -60: 0 0 0 -60 -60 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 98.2 98.1 98.8 98.1: 1.2 1.9
Old : 100.0: 0.6 0.0 0.0 98.2 98.1 98.8 98.1: 1.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 13 23 14 23:
Old : 33: 1 0 0 13 23 14 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 52.5 93.5 71.5 77.1 51.8 91.1 70.7
Old : 77.6 52.5 93.5 71.5 77.1 51.8 91.1 70.7
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 136,230: 489 679 768 120,029 125,291 121,286 126,738: 14,944 9,492
Old : 136,230: 489 679 768 120,029 125,291 121,286 126,738: 14,944 9,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -2,018: 0 -158 -269 -2,579 -1,615 -2,848 -2,042: 830 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.5 0.6 88.1 92.0 89.0 93.0: 11.0 7.0
Old : 100.0: 0.4 0.5 0.6 88.1 92.0 89.0 93.0: 11.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 1 28 27 30 29:
Old : 36: 1 2 1 28 27 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 48.9 66.0 69.4 36.4 32.2 44.4 43.4
Old : 51.3 48.9 66.0 69.4 36.4 32.2 44.4 43.4
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,469: 97 0 1,047 48,644 47,174 49,788 48,221: 3,681 5,248
Old : 53,469: 97 0 1,047 48,644 47,174 49,788 48,221: 3,681 5,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -47: -453 0 255 151 -302 -47 -47: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 2.0 91.0 88.2 93.1 90.2: 6.9 9.8
Old : 100.0: 0.2 0.0 2.0 91.0 88.2 93.1 90.2: 6.9 9.8
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 : 21: 1 0 1 13 15 14 16:
Old : 21: 1 0 1 13 15 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 66.9 86.7 80.2 68.1 65.4 77.0 73.2
Old : 72.4 66.9 86.7 80.2 68.1 65.4 77.0 73.2
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,519: 60 1,456 2,714 91,563 86,125 94,337 90,295: 3,182 7,224
Old : 97,519: 60 1,456 2,714 91,563 86,125 94,337 90,295: 3,182 7,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 593: -980 1,214 590 921 -1,271 531 533: 62 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.5 2.8 93.9 88.3 96.7 92.6: 3.3 7.4
Old : 100.0: 0.1 1.5 2.8 93.9 88.3 96.7 92.6: 3.3 7.4
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 : 28: 1 1 2 20 22 22 24:
Old : 28: 1 1 2 20 22 22 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 : 62.5 47.2 80.3 66.4 51.3 40.4 65.3 54.9
Old : 62.5 47.2 80.3 66.4 51.3 40.4 65.3 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,296: 4,109 964 561 54,076 62,982 58,746 64,507: 10,550 4,789
Old : 69,296: 4,109 964 561 54,076 62,982 58,746 64,507: 10,550 4,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,531: 0 -88 90 2,181 2,907 2,271 2,909: -740 -1,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.4 0.8 78.0 90.9 84.8 93.1: 15.2 6.9
Old : 100.0: 5.9 1.4 0.8 78.0 90.9 84.8 93.1: 15.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 16 15 19 16:
Old : 23: 2 1 1 16 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 52.4 66.3 80.3 36.7 45.5 51.6 62.0
Old : 44.3 52.4 66.3 80.3 36.7 45.5 51.6 62.0
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 123,033: 372 20,475 1,703 116,183 99,347 118,258 121,525: 4,775 1,508
Old : 123,033: 372 20,475 1,703 116,183 99,347 118,258 121,525: 4,775 1,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -4,690: -870 2,153 534 -4,354 -7,347 -4,690 -4,660: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 16.6 1.4 94.4 80.7 96.1 98.8: 3.9 1.2
Old : 100.0: 0.3 16.6 1.4 94.4 80.7 96.1 98.8: 3.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 1 17 18 19 21:
Old : 26: 1 3 1 17 18 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 : 69.4 75.9 84.7 87.8 64.9 75.4 79.2 83.1
Old : 69.4 75.9 84.7 87.8 64.9 75.4 79.2 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 236,007: 27 25,406 5,395 223,356 195,924 228,778 226,725: 7,229 9,282
Old : 236,007: 27 25,406 5,395 223,356 195,924 228,778 226,725: 7,229 9,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 4,395: 27 -1,493 493 3,783 5,330 4,303 4,330: 92 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 2.3 94.6 83.0 96.9 96.1: 3.1 3.9
Old : 100.0: 0.0 10.8 2.3 94.6 83.0 96.9 96.1: 3.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 2 3 35 29 38 32:
Old : 44: 1 2 3 35 29 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 : 46.7 40.8 60.2 67.0 41.7 37.0 54.7 60.3
Old : 46.7 40.8 60.2 67.0 41.7 37.0 54.7 60.3
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,458: 2,436 0 0 22,546 25,932 24,982 25,932: 1,476 526
Old : 26,458: 2,436 0 0 22,546 25,932 24,982 25,932: 1,476 526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,820: 300 0 0 2,702 2,912 3,002 2,912: -182 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 85.2 98.0 94.4 98.0: 5.6 2.0
Old : 100.0: 9.2 0.0 0.0 85.2 98.0 94.4 98.0: 5.6 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 : 26: 3 0 0 15 14 18 14:
Old : 26: 3 0 0 15 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 65.5 77.0 85.4 42.3 65.2 67.4 82.5
Old : 51.8 65.5 77.0 85.4 42.3 65.2 67.4 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,182: 1,468 0 0 42,585 44,378 44,053 44,378: 1,129 804
Old : 45,182: 1,468 0 0 42,585 44,378 44,053 44,378: 1,129 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 360: 0 0 0 360 360 360 360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 94.3 98.2 97.5 98.2: 2.5 1.8
Old : 100.0: 3.2 0.0 0.0 94.3 98.2 97.5 98.2: 2.5 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 : 26: 1 0 0 16 14 17 14:
Old : 26: 1 0 0 16 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 76.4 84.2 90.4 72.3 73.4 84.0 87.2
Old : 72.3 76.4 84.2 90.4 72.3 73.4 84.0 87.2
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, August 12, 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 : 246,815: 2,878 32,669 4,401 231,470 204,221 238,749 241,291: 8,066 5,524
Old : 246,815: 2,878 32,669 4,401 231,470 204,221 238,749 241,291: 8,066 5,524
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 3,060: 1,096 -373 603 2,143 3,526 3,842 3,756: -782 -696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 13.2 1.8 93.8 82.7 96.7 97.8: 3.3 2.2
Old : 100.0: 1.2 13.2 1.8 93.8 82.7 96.7 97.8: 3.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 5 4 43 34 48 41:
Old : 57: 3 5 4 43 34 48 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 : 40.1 55.4 59.0 70.6 38.5 52.4 57.1 63.2
Old : 40.1 55.4 59.0 70.6 38.5 52.4 57.1 63.2
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 55,068: 4,908 0 0 46,066 53,303 50,974 53,303: 4,094 1,765
Old : 55,068: 4,908 0 0 46,066 53,303 50,974 53,303: 4,094 1,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,066: 0 0 0 883 2,333 883 2,333: 183 -1,267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 0.0 83.7 96.8 92.6 96.8: 7.4 3.2
Old : 100.0: 8.9 0.0 0.0 83.7 96.8 92.6 96.8: 7.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 16 21 17 21:
Old : 30: 1 0 0 16 21 17 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 : 39.4 43.2 65.9 66.8 36.8 38.4 62.0 59.4
Old : 39.4 43.2 65.9 66.8 36.8 38.4 62.0 59.4
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, August 12, 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 : 77,098: 0 488 0 73,737 75,356 73,737 75,844: 3,361 1,254
Old : 77,098: 0 488 0 73,737 75,356 73,737 75,844: 3,361 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,216: 0 0 0 2,343 1,216 2,343 1,216: -1,127 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.6 97.7 95.6 98.4: 4.4 1.6
Old : 100.0: 0.0 0.6 0.0 95.6 97.7 95.6 98.4: 4.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 23 17 23 18:
Old : 28: 0 1 0 23 17 23 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 : 40.6 55.9 62.4 84.0 38.7 49.0 56.5 67.9
Old : 40.6 55.9 62.4 84.0 38.7 49.0 56.5 67.9
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, August 12, 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 : 58,783: 0 4,999 0 51,448 51,700 51,448 56,699: 7,335 2,084
Old : 58,783: 0 4,999 0 51,448 51,700 51,448 56,699: 7,335 2,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 901: 0 -151 0 1,050 992 1,050 841: -149 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.5 0.0 87.5 88.0 87.5 96.5: 12.5 3.5
Old : 100.0: 0.0 8.5 0.0 87.5 88.0 87.5 96.5: 12.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 15 21 16:
Old : 27: 0 1 0 21 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 55.5 68.5 83.0 50.7 48.3 64.7 71.2
Old : 50.7 55.5 68.5 83.0 50.7 48.3 64.7 71.2
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, August 12, 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 : 155,736: 25,711 5,892 15,951 113,264 133,452 154,926 155,295: 810 441
Old : 155,736: 25,711 5,892 15,951 113,264 133,452 154,926 155,295: 810 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,952: -2,401 -604 414 3,894 2,485 1,907 2,295: 45 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 3.8 10.2 72.7 85.7 99.5 99.7: 0.5 0.3
Old : 100.0: 16.5 3.8 10.2 72.7 85.7 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 : 81: 13 7 15 53 57 72 73:
Old : 81: 13 7 15 53 57 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 : 34.6 30.8 52.5 49.9 21.6 19.7 33.0 32.1
Old : 34.6 30.8 52.5 49.9 21.6 19.7 33.0 32.1
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, August 12, 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 : 48,561: 7,280 464 1,742 39,539 46,355 48,561 48,561: 0 -0
Old : 48,561: 7,280 464 1,742 39,539 46,355 48,561 48,561: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -442: -1,731 77 382 907 -900 -442 -442: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 1.0 3.6 81.4 95.5 100.0 100.0: 0.0 -0.0
Old : 100.0: 15.0 1.0 3.6 81.4 95.5 100.0 100.0: 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 : 34: 4 2 3 24 20 29 25:
Old : 34: 4 2 3 24 20 29 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 : 71.7 51.8 86.2 77.2 67.6 47.5 77.3 70.7
Old : 71.7 51.8 86.2 77.2 67.6 47.5 77.3 70.7
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, August 12, 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 : 387,578: 38,752 0 20,991 327,835 366,587 387,578 387,578: 0 0
Old : 387,578: 38,752 0 20,991 327,835 366,587 387,578 387,578: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 3,751: -327 0 0 4,078 3,751 3,751 3,751: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 5.4 84.6 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 0.0 5.4 84.6 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 1 20 17 23 18:
Old : 29: 3 0 1 20 17 23 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 : 61.5 64.6 87.0 88.3 52.4 59.7 75.7 79.1
Old : 61.5 64.6 87.0 88.3 52.4 59.7 75.7 79.1
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, August 12, 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 : 1,507,043: 68,835 30,919 57,821 1,380,387 1,418,303 1,507,043 1,507,043: -0 0
Old : 1,507,043: 68,835 30,919 57,821 1,380,387 1,418,303 1,507,043 1,507,043: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 15,101: -989 -384 -3,228 19,318 18,713 15,101 15,101: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 2.1 3.8 91.6 94.1 100.0 100.0: -0.0 0.0
Old : 100.0: 4.6 2.1 3.8 91.6 94.1 100.0 100.0: -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 : 58: 6 3 5 40 44 48 50:
Old : 58: 6 3 5 40 44 48 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 38.0 59.2 55.3 29.4 32.0 39.5 40.2
Old : 41.6 38.0 59.2 55.3 29.4 32.0 39.5 40.2
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, August 12, 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 : 46,047: 1,695 2,613 6,646 37,706 36,788 46,047 46,047: -0 0
Old : 46,047: 1,695 2,613 6,646 37,706 36,788 46,047 46,047: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -2,347: -451 -1,671 597 -2,493 -1,273 -2,347 -2,347: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 5.7 14.4 81.9 79.9 100.0 100.0: -0.0 0.0
Old : 100.0: 3.7 5.7 14.4 81.9 79.9 100.0 100.0: -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 : 34: 4 5 5 21 20 27 28:
Old : 34: 4 5 5 21 20 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 53.6 73.6 79.3 37.9 38.3 51.5 51.2
Old : 53.3 53.6 73.6 79.3 37.9 38.3 51.5 51.2
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, August 12, 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 : 299,450: 648 58,535 14,182 284,620 226,733 299,450 299,450: 0 0
Old : 299,450: 648 58,535 14,182 284,620 226,733 299,450 299,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -21,689: -328 -2,337 0 -21,361 -19,352 -21,689 -21,689: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 19.5 4.7 95.0 75.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 19.5 4.7 95.0 75.7 100.0 100.0: 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 : 27: 1 2 2 14 16 17 18:
Old : 27: 1 2 2 14 16 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 : 64.4 62.3 86.0 90.6 56.5 50.1 74.0 72.5
Old : 64.4 62.3 86.0 90.6 56.5 50.1 74.0 72.5
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 636,723: 42,174 0 8,893 585,656 627,830 636,723 636,723: 0 0
Old : 636,723: 42,174 0 8,893 585,656 627,830 636,723 636,723: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -25,856: -2,056 0 3,136 -26,936 -28,992 -25,856 -25,856: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 1.4 92.0 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 0.0 1.4 92.0 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 0 2 24 28 28 30:
Old : 37: 4 0 2 24 28 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 50.6 69.1 71.4 32.1 36.5 44.1 50.6
Old : 46.3 50.6 69.1 71.4 32.1 36.5 44.1 50.6
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 53,307: 5,877 5,668 2,028 44,556 44,718 52,461 52,414: 846 893
Old : 53,307: 5,877 5,668 2,028 44,556 44,718 52,461 52,414: 846 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -3,170: -368 -242 38 -2,814 -2,879 -3,144 -3,083: -26 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 10.6 3.8 83.6 83.9 98.4 98.3: 1.6 1.7
Old : 100.0: 11.0 10.6 3.8 83.6 83.9 98.4 98.3: 1.6 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 : 36: 4 2 5 28 29 34 34:
Old : 36: 4 2 5 28 29 34 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 : 47.9 54.4 71.8 71.2 41.7 51.0 55.9 61.4
Old : 47.9 54.4 71.8 71.2 41.7 51.0 55.9 61.4
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,565: 100 0 0 41,675 42,545 41,775 42,545: 790 20
Old : 42,565: 100 0 0 41,675 42,545 41,775 42,545: 790 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -2,680: -50 0 0 -2,790 -2,650 -2,840 -2,650: 160 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 97.9 100.0 98.1 100.0: 1.9 0.0
Old : 100.0: 0.2 0.0 0.0 97.9 100.0 98.1 100.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 21 19 22 19:
Old : 31: 1 0 0 21 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 85.0 77.4 94.9 49.9 81.8 69.6 86.5
Old : 54.3 85.0 77.4 94.9 49.9 81.8 69.6 86.5
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,846: 150 250 50 55,066 55,546 55,266 55,846: 580 0
Old : 55,846: 150 250 50 55,066 55,546 55,266 55,846: 580 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -5,070: -50 0 0 -5,020 -5,070 -5,070 -5,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.4 0.1 98.6 99.5 99.0 100.0: 1.0 0.0
Old : 100.0: 0.3 0.4 0.1 98.6 99.5 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 1 30 20 32 21:
Old : 37: 1 1 1 30 20 32 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 : 53.8 86.5 73.5 93.4 52.4 82.6 68.2 87.1
Old : 53.8 86.5 73.5 93.4 52.4 82.6 68.2 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,210: 200 450 50 11,960 11,710 12,210 12,210: 0 0
Old : 12,210: 200 450 50 11,960 11,710 12,210 12,210: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 560: 0 -300 0 560 860 560 560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.7 0.4 98.0 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 3.7 0.4 98.0 95.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 1 19 19 21 21:
Old : 31: 1 2 1 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 55.9 81.7 79.3 45.5 39.9 59.9 60.5
Old : 65.1 55.9 81.7 79.3 45.5 39.9 59.9 60.5
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 288,280: 10,808 6,704 2,784 274,688 278,792 288,280 288,280: 0 0
Old : 288,280: 10,808 6,704 2,784 274,688 278,792 288,280 288,280: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 4,960: -392 1,592 -392 6,512 4,528 5,728 5,728: -768 -768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 2.3 1.0 95.3 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 2.3 1.0 95.3 96.7 100.0 100.0: 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 : 34: 1 3 3 24 21 27 25:
Old : 34: 1 3 3 24 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 61.7 61.5 80.4 35.2 51.3 50.4 57.8
Old : 42.4 61.7 61.5 80.4 35.2 51.3 50.4 57.8
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 10,729: 2,047 713 128 8,466 9,825 10,641 10,666: 88 63
Old : 10,729: 2,047 713 128 8,466 9,825 10,641 10,666: 88 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,078: 66 -352 -66 -903 -572 -903 -990: -175 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 6.6 1.2 78.9 91.6 99.2 99.4: 0.8 0.6
Old : 100.0: 19.1 6.6 1.2 78.9 91.6 99.2 99.4: 0.8 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 : 28: 4 2 2 16 16 21 19:
Old : 28: 4 2 2 16 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 56.8 72.8 80.5 41.7 50.5 65.3 70.9
Old : 44.2 56.8 72.8 80.5 41.7 50.5 65.3 70.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,450: 2,950 250 200 14,300 17,000 17,450 17,450: 0 0
Old : 17,450: 2,950 250 200 14,300 17,000 17,450 17,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,050: -150 0 -150 -750 -900 -1,050 -1,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 1.4 1.1 81.9 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.9 1.4 1.1 81.9 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 11 17 13:
Old : 22: 2 1 1 15 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 66.5 77.9 92.0 51.0 62.2 73.1 79.1
Old : 52.1 66.5 77.9 92.0 51.0 62.2 73.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,595: 930 1,100 20 18,405 18,415 19,355 19,535: 240 60
Old : 19,595: 930 1,100 20 18,405 18,415 19,355 19,535: 240 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 5: -110 -200 0 115 205 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 5.6 0.1 93.9 94.0 98.8 99.7: 1.2 0.3
Old : 100.0: 4.7 5.6 0.1 93.9 94.0 98.8 99.7: 1.2 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 : 36: 3 2 1 20 22 23 25:
Old : 36: 3 2 1 20 22 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 : 48.5 55.8 72.5 72.6 42.7 38.7 53.1 53.0
Old : 48.5 55.8 72.5 72.6 42.7 38.7 53.1 53.0
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,585: 0 1,010 375 12,955 11,960 13,330 13,345: 255 240
Old : 13,585: 0 1,010 375 12,955 11,960 13,330 13,345: 255 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 358: 0 -125 0 343 503 343 378: 15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 2.8 95.4 88.0 98.1 98.2: 1.9 1.8
Old : 100.0: 0.0 7.4 2.8 95.4 88.0 98.1 98.2: 1.9 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 : 28: 0 2 1 24 18 25 20:
Old : 28: 0 2 1 24 18 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 : 49.2 51.5 69.1 77.1 45.2 45.0 59.4 58.8
Old : 49.2 51.5 69.1 77.1 45.2 45.0 59.4 58.8
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,205: 1,672 84 560 15,442 16,515 17,674 17,159: 531 1,046
Old : 18,205: 1,672 84 560 15,442 16,515 17,674 17,159: 531 1,046
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,700: -70 -154 -22 -1,564 -1,503 -1,656 -1,679: -44 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.5 3.1 84.8 90.7 97.1 94.3: 2.9 5.7
Old : 100.0: 9.2 0.5 3.1 84.8 90.7 97.1 94.3: 2.9 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 : 33: 2 1 1 27 23 29 25:
Old : 33: 2 1 1 27 23 29 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 : 37.1 57.2 57.8 74.0 27.9 43.6 41.7 51.0
Old : 37.1 57.2 57.8 74.0 27.9 43.6 41.7 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,985: 0 5,478 1,777 32,053 26,635 33,830 33,890: 155 95
Old : 33,985: 0 5,478 1,777 32,053 26,635 33,830 33,890: 155 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,382: 0 -903 -27 -1,345 -437 -1,372 -1,367: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.1 5.2 94.3 78.4 99.5 99.7: 0.5 0.3
Old : 100.0: 0.0 16.1 5.2 94.3 78.4 99.5 99.7: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 5 4 34 30 38 35:
Old : 40: 0 5 4 34 30 38 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 : 34.5 50.7 54.7 69.7 30.1 37.4 45.1 53.2
Old : 34.5 50.7 54.7 69.7 30.1 37.4 45.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,514: 790 4,411 3,161 38,415 34,902 42,366 42,474: 148 40
Old : 42,514: 790 4,411 3,161 38,415 34,902 42,366 42,474: 148 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,655: -225 -205 -730 -708 -760 -1,663 -1,695: 8 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 10.4 7.4 90.4 82.1 99.7 99.9: 0.3 0.1
Old : 100.0: 1.9 10.4 7.4 90.4 82.1 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 3 3 35 33 43 36:
Old : 45: 5 3 3 35 33 43 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 40.5 60.7 60.1 32.6 31.2 49.2 46.7
Old : 38.4 40.5 60.7 60.1 32.6 31.2 49.2 46.7
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,595: 500 0 0 33,855 34,595 34,355 34,595: 240 0
Old : 34,595: 500 0 0 33,855 34,595 34,355 34,595: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -4,015: -350 0 0 -3,665 -4,015 -4,015 -4,015: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 97.9 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 1.4 0.0 0.0 97.9 100.0 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 11 23 11:
Old : 26: 1 0 0 22 11 23 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 : 52.8 92.6 74.3 99.3 50.7 78.8 68.6 81.1
Old : 52.8 92.6 74.3 99.3 50.7 78.8 68.6 81.1
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,940: 450 0 0 44,430 44,940 44,880 44,940: 60 0
Old : 44,940: 450 0 0 44,430 44,940 44,880 44,940: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -4,879: -100 0 0 -4,779 -4,879 -4,879 -4,879: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 98.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.0 0.0 0.0 98.9 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 27 12 28 12:
Old : 31: 1 0 0 27 12 28 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 : 52.8 93.4 71.7 98.4 52.8 84.2 70.0 86.5
Old : 52.8 93.4 71.7 98.4 52.8 84.2 70.0 86.5
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 449,636: 77,915 7,391 26,951 344,770 415,294 449,636 449,636: 0 0
Old : 449,636: 77,915 7,391 26,951 344,770 415,294 449,636 449,636: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -27,943: -2,384 2,656 -1,192 -24,367 -29,407 -27,943 -27,943: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 1.6 6.0 76.7 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 17.3 1.6 6.0 76.7 92.4 100.0 100.0: 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 : 38: 3 1 3 25 31 29 34:
Old : 38: 3 1 3 25 31 29 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 : 49.0 46.0 71.8 68.8 43.5 44.6 58.8 58.9
Old : 49.0 46.0 71.8 68.8 43.5 44.6 58.8 58.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 30,966: 5,657 247 2,346 21,904 28,288 29,907 30,881: 1,059 85
Old : 30,966: 5,657 247 2,346 21,904 28,288 29,907 30,881: 1,059 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -3,028: 70 -195 -334 -2,655 -2,453 -2,919 -2,982: -109 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 0.8 7.6 70.7 91.4 96.6 99.7: 3.4 0.3
Old : 100.0: 18.3 0.8 7.6 70.7 91.4 96.6 99.7: 3.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 3 5 26 34 33 40:
Old : 42: 5 3 5 26 34 33 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 : 45.1 38.3 69.3 61.2 43.1 35.8 54.4 52.9
Old : 45.1 38.3 69.3 61.2 43.1 35.8 54.4 52.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 13,841: 25 481 1,431 12,385 11,929 13,841 13,841: 0 0
Old : 13,841: 25 481 1,431 12,385 11,929 13,841 13,841: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,005: 0 257 -819 -186 -443 -1,005 -1,005: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.5 10.3 89.5 86.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 3.5 10.3 89.5 86.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 17 11 20 13:
Old : 24: 1 2 2 17 11 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 : 52.2 85.5 80.7 96.5 48.3 75.5 69.6 80.9
Old : 52.2 85.5 80.7 96.5 48.3 75.5 69.6 80.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 234,224: 61,924 0 7,712 164,588 226,512 234,224 234,224: 0 0
Old : 234,224: 61,924 0 7,712 164,588 226,512 234,224 234,224: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -20,336: -7,872 0 0 -12,464 -20,336 -20,336 -20,336: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 0.0 3.3 70.3 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 26.4 0.0 3.3 70.3 96.7 100.0 100.0: 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 : 20: 3 0 1 14 4 17 5:
Old : 20: 3 0 1 14 4 17 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 99.4 93.1 100.0 68.7 91.2 84.3 91.2
Old : 77.5 99.4 93.1 100.0 68.7 91.2 84.3 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 465,263: 2,361 7,976 17,496 445,406 439,791 465,263 465,263: 0 0
Old : 465,263: 2,361 7,976 17,496 445,406 439,791 465,263 465,263: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -29,408: -8 -1,576 -384 -29,016 -27,448 -29,408 -29,408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.7 3.8 95.7 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 1.7 3.8 95.7 94.5 100.0 100.0: 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: 2 2 1 24 17 27 19:
Old : 31: 2 2 1 24 17 27 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 80.6 70.5 93.8 48.6 70.3 67.4 78.6
Old : 50.5 80.6 70.5 93.8 48.6 70.3 67.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 45,186: 10,739 0 933 32,818 43,706 44,490 44,639: 696 547
Old : 45,186: 10,739 0 933 32,818 43,706 44,490 44,639: 696 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -1,177: 63 -132 -255 -938 -828 -1,130 -1,215: -47 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 0.0 2.1 72.6 96.7 98.5 98.8: 1.5 1.2
Old : 100.0: 23.8 0.0 2.1 72.6 96.7 98.5 98.8: 1.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 20 18 23 19:
Old : 27: 3 0 1 20 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 86.1 77.0 92.4 45.3 74.1 69.2 78.3
Old : 48.6 86.1 77.0 92.4 45.3 74.1 69.2 78.3
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 6,963: 123 1,619 0 6,522 4,982 6,645 6,601: 318 362
Old : 6,963: 123 1,619 0 6,522 4,982 6,645 6,601: 318 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 782: 0 -44 0 805 570 805 526: -23 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 23.3 0.0 93.7 71.5 95.4 94.8: 4.6 5.2
Old : 100.0: 1.8 23.3 0.0 93.7 71.5 95.4 94.8: 4.6 5.2
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 12 11 13 13:
Old : 20: 1 2 0 12 11 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 69.4 86.1 89.7 55.8 69.4 76.1 81.8
Old : 63.7 69.4 86.1 89.7 55.8 69.4 76.1 81.8
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 71,930: 0 3,904 0 71,930 68,026 71,930 71,930: 0 0
Old : 71,930: 0 3,904 0 71,930 68,026 71,930 71,930: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -760: 0 0 0 -760 -760 -760 -760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.0 100.0 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.4 0.0 100.0 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 10 14 10 15:
Old : 21: 0 1 0 10 14 10 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 68.7 98.4 89.6 69.0 68.6 83.7 82.1
Old : 73.4 68.7 98.4 89.6 69.0 68.6 83.7 82.1
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,061: 2,820 213 309 10,722 13,818 13,851 14,340: 1,210 721
Old : 15,061: 2,820 213 309 10,722 13,818 13,851 14,340: 1,210 721
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 318: 69 6 19 230 316 318 341: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 1.4 2.1 71.2 91.7 92.0 95.2: 8.0 4.8
Old : 100.0: 18.7 1.4 2.1 71.2 91.7 92.0 95.2: 8.0 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 : 26: 4 1 3 17 18 22 21:
Old : 26: 4 1 3 17 18 22 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 : 37.0 48.7 60.8 71.6 28.0 39.7 45.0 51.6
Old : 37.0 48.7 60.8 71.6 28.0 39.7 45.0 51.6
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 193,545: 38,941 0 2,360 152,244 191,185 193,545 193,545: 0 0
Old : 193,545: 38,941 0 2,360 152,244 191,185 193,545 193,545: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,697: -341 -758 758 2,280 2,697 2,697 2,697: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 0.0 1.2 78.7 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 20.1 0.0 1.2 78.7 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 1 17 22 20 23:
Old : 31: 3 0 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 : 63.2 64.4 84.7 80.3 57.1 62.8 73.0 72.1
Old : 63.2 64.4 84.7 80.3 57.1 62.8 73.0 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,333: 1,589 54 592 9,893 11,560 12,074 12,206: 259 127
Old : 12,333: 1,589 54 592 9,893 11,560 12,074 12,206: 259 127
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 857: -180 54 72 965 731 857 857: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.4 4.8 80.2 93.7 97.9 99.0: 2.1 1.0
Old : 100.0: 12.9 0.4 4.8 80.2 93.7 97.9 99.0: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 2 21 21 25 23:
Old : 30: 3 1 2 21 21 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 54.3 72.5 74.1 44.6 50.6 60.8 66.2
Old : 50.8 54.3 72.5 74.1 44.6 50.6 60.8 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 122,940: 11,505 0 3,186 108,249 119,754 122,940 122,940: 0 0
Old : 122,940: 11,505 0 3,186 108,249 119,754 122,940 122,940: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 3,440: 0 0 0 3,440 3,440 3,440 3,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 2.6 88.1 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.4 0.0 2.6 88.1 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 20 17 23 18:
Old : 27: 3 0 1 20 17 23 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 : 53.9 67.1 79.6 83.0 46.6 66.1 66.1 74.2
Old : 53.9 67.1 79.6 83.0 46.6 66.1 66.1 74.2
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 18,945: 52 1,937 1,915 16,978 15,093 18,945 18,945: 0 0
Old : 18,945: 52 1,937 1,915 16,978 15,093 18,945 18,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -127: 0 -50 0 -127 -77 -127 -127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.2 10.1 89.6 79.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 10.2 10.1 89.6 79.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 17 13 19 14:
Old : 25: 1 1 1 17 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 63.6 81.7 86.1 53.5 44.3 65.2 66.9
Old : 61.5 63.6 81.7 86.1 53.5 44.3 65.2 66.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 142,234: 0 328 3,856 138,378 138,050 142,234 142,234: 0 0
Old : 142,234: 0 328 3,856 138,378 138,050 142,234 142,234: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 2.7 97.3 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 2.7 97.3 97.1 100.0 100.0: 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 : 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 : 57.6 61.1 84.8 93.2 41.4 52.6 58.4 63.4
Old : 57.6 61.1 84.8 93.2 41.4 52.6 58.4 63.4
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, August 12, 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 : 92,847: 1,339 1,463 1,458 9,309 9,188 12,106 12,110: 80,741 80,738
Old : 92,847: 1,339 1,463 1,458 9,309 9,188 12,106 12,110: 80,741 80,738
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,470: -66 28 144 128 34 205 206: 2,265 2,264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.6 1.6 10.0 9.9 13.0 13.0: 87.0 87.0
Old : 100.0: 1.4 1.6 1.6 10.0 9.9 13.0 13.0: 87.0 87.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 4 17 18 21 23:
Old : 24: 1 4 4 17 18 21 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 : 6.5 6.6 10.1 9.9 4.5 4.8 6.0 5.9
Old : 6.5 6.6 10.1 9.9 4.5 4.8 6.0 5.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,085: 0 875 75 21,490 21,135 21,565 22,085: 520 0
Old : 22,085: 0 875 75 21,490 21,135 21,565 22,085: 520 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.3 97.3 95.7 97.6 100.0: 2.4 0.0
Old : 100.0: 0.0 4.0 0.3 97.3 95.7 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 19 14 20 16:
Old : 28: 0 2 1 19 14 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 73.6 78.9 92.3 50.4 70.0 72.4 81.0
Old : 50.9 73.6 78.9 92.3 50.4 70.0 72.4 81.0
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,250: 0 900 0 17,610 17,350 17,610 18,250: 640 0
Old : 18,250: 0 900 0 17,610 17,350 17,610 18,250: 640 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 96.5 95.1 96.5 100.0: 3.5 0.0
Old : 100.0: 0.0 4.9 0.0 96.5 95.1 96.5 100.0: 3.5 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 : 22: 0 1 0 16 9 16 10:
Old : 22: 0 1 0 16 9 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 78.6 76.1 97.7 43.4 75.3 65.2 82.6
Old : 47.9 78.6 76.1 97.7 43.4 75.3 65.2 82.6
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,665: 0 0 0 9,590 9,610 9,590 9,610: 75 55
Old : 9,665: 0 0 0 9,590 9,610 9,590 9,610: 75 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 645: 0 0 0 645 640 645 640: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.4 99.2 99.4: 0.8 0.6
Old : 100.0: 0.0 0.0 0.0 99.2 99.4 99.2 99.4: 0.8 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 : 27: 0 0 0 20 13 20 13:
Old : 27: 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 : 47.5 76.4 67.4 95.9 46.0 72.5 64.2 83.0
Old : 47.5 76.4 67.4 95.9 46.0 72.5 64.2 83.0
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, August 12, 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: 0 100 50 20,760 20,895 20,810 21,045: 235 0
Old : 21,045: 0 100 50 20,760 20,895 20,810 21,045: 235 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 25: 0 -50 50 -25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.2 98.6 99.3 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.5 0.2 98.6 99.3 98.9 100.0: 1.1 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 : 21: 0 1 1 16 10 17 11:
Old : 21: 0 1 1 16 10 17 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 84.3 89.8 98.6 61.6 76.1 75.0 82.3
Old : 75.7 84.3 89.8 98.6 61.6 76.1 75.0 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,705: 0 0 0 19,910 20,705 19,910 20,705: 795 0
Old : 20,705: 0 0 0 19,910 20,705 19,910 20,705: 795 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 180: 0 0 0 60 180 60 180: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.2 100.0 96.2 100.0: 3.8 0.0
Old : 100.0: 0.0 0.0 0.0 96.2 100.0 96.2 100.0: 3.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 20 13 20 13:
Old : 23: 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 : 72.5 91.6 85.3 99.2 69.4 89.4 81.9 94.0
Old : 72.5 91.6 85.3 99.2 69.4 89.4 81.9 94.0
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 116,215: 2,025 50 0 113,960 116,165 115,985 116,215: 230 0
Old : 116,215: 2,025 50 0 113,960 116,165 115,985 116,215: 230 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 145: 100 0 0 45 145 145 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 98.1 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 1.7 0.0 0.0 98.1 100.0 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 : 44: 3 1 0 35 31 38 32:
Old : 44: 3 1 0 35 31 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 : 45.0 64.2 65.1 80.6 38.9 63.6 55.8 73.1
Old : 45.0 64.2 65.1 80.6 38.9 63.6 55.8 73.1
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 146,343: 2,835 0 150 143,308 146,193 146,293 146,343: 50 0
Old : 146,343: 2,835 0 150 143,308 146,193 146,293 146,343: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: -180: 0 -50 100 -280 -230 -180 -180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.1 97.9 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.1 97.9 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 0 2 41 31 46 33:
Old : 50: 5 0 2 41 31 46 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 : 44.1 63.3 63.6 83.2 36.9 61.3 56.3 75.8
Old : 44.1 63.3 63.6 83.2 36.9 61.3 56.3 75.8
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 152,161: 19,225 4,610 8,757 124,010 138,474 151,992 151,840: 169 321
Old : 152,161: 19,225 4,610 8,757 124,010 138,474 151,992 151,840: 169 321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 2,357: 235 305 -134 2,243 2,221 2,344 2,391: 14 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 3.0 5.8 81.5 91.0 99.9 99.8: 0.1 0.2
Old : 100.0: 12.6 3.0 5.8 81.5 91.0 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 : 62: 5 8 9 42 37 52 49:
Old : 62: 5 8 9 42 37 52 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 : 45.2 64.3 64.0 75.4 44.6 60.6 62.1 69.3
Old : 45.2 64.3 64.0 75.4 44.6 60.6 62.1 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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 95,061: 2,270 2,345 1,925 90,781 90,731 94,976 95,001: 85 60
Old : 95,061: 2,270 2,345 1,925 90,781 90,731 94,976 95,001: 85 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,310: -535 600 85 1,785 725 1,335 1,410: -25 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.5 2.0 95.5 95.4 99.9 99.9: 0.1 0.1
Old : 100.0: 2.4 2.5 2.0 95.5 95.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 3 4 33 33 39 38:
Old : 49: 4 3 4 33 33 39 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 71.4 67.1 80.5 46.0 70.2 61.0 77.0
Old : 50.3 71.4 67.1 80.5 46.0 70.2 61.0 77.0
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,985: 0 775 0 22,225 22,210 22,225 22,985: 760 0
Old : 22,985: 0 775 0 22,225 22,210 22,225 22,985: 760 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 70: 0 0 0 70 70 70 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.0 96.7 96.6 96.7 100.0: 3.3 0.0
Old : 100.0: 0.0 3.4 0.0 96.7 96.6 96.7 100.0: 3.3 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 : 27: 0 1 0 21 12 21 13:
Old : 27: 0 1 0 21 12 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 78.5 73.4 96.3 54.1 75.5 73.4 90.5
Old : 54.1 78.5 73.4 96.3 54.1 75.5 73.4 90.5
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,535: 0 500 0 20,130 20,035 20,130 20,535: 405 0
Old : 20,535: 0 500 0 20,130 20,035 20,130 20,535: 405 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 98.0 97.6 98.0 100.0: 2.0 0.0
Old : 100.0: 0.0 2.4 0.0 98.0 97.6 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 21 11 21 12:
Old : 28: 0 1 0 21 11 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 : 51.4 84.0 73.2 98.1 51.4 78.5 72.2 91.2
Old : 51.4 84.0 73.2 98.1 51.4 78.5 72.2 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 5,770: 0 15 50 5,045 5,030 5,095 5,095: 675 675
Old : 5,770: 0 15 50 5,045 5,030 5,095 5,095: 675 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.9 87.4 87.2 88.3 88.3: 11.7 11.7
Old : 100.0: 0.0 0.3 0.9 87.4 87.2 88.3 88.3: 11.7 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 : 23: 0 1 1 16 13 17 14:
Old : 23: 0 1 1 16 13 17 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 : 49.8 58.5 75.6 80.4 40.3 55.1 61.4 70.2
Old : 49.8 58.5 75.6 80.4 40.3 55.1 61.4 70.2
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,437: 2,188 250 325 12,367 14,584 14,880 15,159: 557 278
Old : 15,437: 2,188 250 325 12,367 14,584 14,880 15,159: 557 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 1,170: -15 0 15 1,185 1,277 1,185 1,292: -15 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.6 2.1 80.1 94.5 96.4 98.2: 3.6 1.8
Old : 100.0: 14.2 1.6 2.1 80.1 94.5 96.4 98.2: 3.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 2 18 20 22 23:
Old : 29: 4 1 2 18 20 22 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 : 63.0 56.8 80.9 77.0 54.3 52.4 67.8 67.9
Old : 63.0 56.8 80.9 77.0 54.3 52.4 67.8 67.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,315: 3,565 300 200 7,800 11,743 11,565 12,243: 750 72
Old : 12,315: 3,565 300 200 7,800 11,743 11,565 12,243: 750 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 86: 0 0 0 -13 86 -13 86: 99 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 2.4 1.6 63.3 95.4 93.9 99.4: 6.1 0.6
Old : 100.0: 28.9 2.4 1.6 63.3 95.4 93.9 99.4: 6.1 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 : 24: 1 1 2 16 18 18 20:
Old : 24: 1 1 2 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 52.3 82.8 75.9 51.7 40.9 66.8 60.0
Old : 62.9 52.3 82.8 75.9 51.7 40.9 66.8 60.0
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,054: 0 590 875 14,781 14,529 15,656 15,994: 398 60
Old : 16,054: 0 590 875 14,781 14,529 15,656 15,994: 398 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 185: 0 145 0 -5 40 -5 185: 190 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 5.5 92.1 90.5 97.5 99.6: 2.5 0.4
Old : 100.0: 0.0 3.7 5.5 92.1 90.5 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 : 34: 0 4 1 26 20 27 24:
Old : 34: 0 4 1 26 20 27 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 : 51.4 52.8 72.0 84.0 46.7 50.6 61.1 70.9
Old : 51.4 52.8 72.0 84.0 46.7 50.6 61.1 70.9
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,988: 1,245 0 25 10,318 11,898 11,588 11,923: 400 65
Old : 11,988: 1,245 0 25 10,318 11,898 11,588 11,923: 400 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 55: -120 0 0 75 115 -45 115: 100 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.2 86.1 99.2 96.7 99.5: 3.3 0.5
Old : 100.0: 10.4 0.0 0.2 86.1 99.2 96.7 99.5: 3.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 18 19 19 20:
Old : 26: 1 0 1 18 19 19 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 : 63.0 64.0 81.8 88.2 60.3 60.9 78.3 84.8
Old : 63.0 64.0 81.8 88.2 60.3 60.9 78.3 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,642: 0 430 25 7,792 8,187 7,817 8,642: 825 0
Old : 8,642: 0 430 25 7,792 8,187 7,817 8,642: 825 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 240: 0 0 0 240 240 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.3 90.2 94.7 90.5 100.0: 9.5 0.0
Old : 100.0: 0.0 5.0 0.3 90.2 94.7 90.5 100.0: 9.5 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 : 20: 0 2 1 12 14 13 16:
Old : 20: 0 2 1 12 14 13 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 : 63.0 76.5 85.0 94.5 60.6 75.5 77.6 88.1
Old : 63.0 76.5 85.0 94.5 60.6 75.5 77.6 88.1
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, August 12, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,755: 300 735 565 5,700 4,845 6,565 6,145: 190 610
Old : 6,755: 300 735 565 5,700 4,845 6,565 6,145: 190 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 5, 2014 :
: 380: 0 120 180 455 760 635 1,060: -255 -680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.9 8.4 84.4 71.7 97.2 91.0: 2.8 9.0
Old : 100.0: 4.4 10.9 8.4 84.4 71.7 97.2 91.0: 2.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 17 21 18:
Old : 24: 1 1 1 19 17 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 50.9 64.7 74.5 28.1 31.5 43.7 42.6
Old : 44.6 50.9 64.7 74.5 28.1 31.5 43.7 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 15, 2014