CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 15,198: 4,859 4,796 3,320 6,977 7,056 15,157 15,172: 41 26
Old : 15,198: 4,859 4,796 3,320 6,977 7,056 15,157 15,172: 41 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -47: -428 20 250 129 -316 -49 -46: 2 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 31.6 21.8 45.9 46.4 99.7 99.8: 0.3 0.2
Old : 100.0: 32.0 31.6 21.8 45.9 46.4 99.7 99.8: 0.3 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 : 26: 7 6 3 9 7 17 16:
Old : 26: 7 6 3 9 7 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 51.7 88.4 82.6 46.8 47.6 62.1 60.8
Old : 59.5 51.7 88.4 82.6 46.8 47.6 62.1 60.8
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, November 25, 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 : 24,035: 10,200 6,144 1,695 12,140 16,196 24,035 24,035: 0 0
Old : 24,035: 10,200 6,144 1,695 12,140 16,196 24,035 24,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -55: 6 0 -6 -55 -49 -55 -55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 25.6 7.1 50.5 67.4 100.0 100.0: 0.0 0.0
Old : 100.0: 42.4 25.6 7.1 50.5 67.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 7 4 4 9 8 18 15:
Old : 23: 7 4 4 9 8 18 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 : 69.8 73.0 90.2 92.9 66.8 65.8 74.6 73.3
Old : 69.8 73.0 90.2 92.9 66.8 65.8 74.6 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 Regional Greenhouse Gas Initiative :
: : :
All : 24,250: 2,063 1,634 2,795 19,392 19,821 24,250 24,250: 0 0
Old : 24,250: 2,063 1,634 2,795 19,392 19,821 24,250 24,250: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -4,054: -132 17 -333 -3,589 -3,738 -4,054 -4,054: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 6.7 11.5 80.0 81.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.5 6.7 11.5 80.0 81.7 100.0 100.0: 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 : 21: 4 4 2 11 9 16 14:
Old : 21: 4 4 2 11 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 70.8 88.8 92.4 33.1 36.1 43.6 43.1
Old : 65.6 70.8 88.8 92.4 33.1 36.1 43.6 43.1
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,651,021: 624,662 330,548 930,389 3,045,463 3,340,168 4,600,514 4,601,105: 50,507 49,916
Old : 4,651,021: 624,662 330,548 930,389 3,045,463 3,340,168 4,600,514 4,601,105: 50,507 49,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 152,676: 42,811 -982 5,737 86,161 110,152 134,709 114,907: 17,967 37,769
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.1 20.0 65.5 71.8 98.9 98.9: 1.1 1.1
Old : 100.0: 13.4 7.1 20.0 65.5 71.8 98.9 98.9: 1.1 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 230: 44 33 60 147 118 219 183:
Old : 230: 44 33 60 147 118 219 183:
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 : 24.5 24.8 37.8 41.5 17.5 18.6 25.5 28.4
Old : 24.5 24.8 37.8 41.5 17.5 18.6 25.5 28.4
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,758,535: 66,937 70,987 861,598 829,844 825,572 1,758,379 1,758,157: 155 377
Old : 1,758,535: 66,937 70,987 861,598 829,844 825,572 1,758,379 1,758,157: 155 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -634,775: 5,371 13,282 -422,932 -216,873 -224,635 -634,434 -634,285: -340 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.0 49.0 47.2 46.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 4.0 49.0 47.2 46.9 100.0 100.0: 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 : 95: 20 20 36 54 53 91 92:
Old : 95: 20 20 36 54 53 91 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 33.3 56.7 56.0 5.4 6.8 6.8 7.9
Old : 33.9 33.3 56.7 56.0 5.4 6.8 6.8 7.9
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, November 25, 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 : 218,308: 14,293 7,083 5,320 184,329 203,471 203,942 215,874: 14,366 2,434
Old : 218,308: 14,293 7,083 5,320 184,329 203,471 203,942 215,874: 14,366 2,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 3,484: -600 -1,894 -609 5,121 8,512 3,912 6,009: -428 -2,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 3.2 2.4 84.4 93.2 93.4 98.9: 6.6 1.1
Old : 100.0: 6.5 3.2 2.4 84.4 93.2 93.4 98.9: 6.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 4 4 34 37 41 43:
Old : 54: 5 4 4 34 37 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 41.2 58.4 60.9 35.0 35.5 48.5 49.0
Old : 39.5 41.2 58.4 60.9 35.0 35.5 48.5 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 101,385: 4,027 0 1,711 90,739 95,239 96,477 96,950: 4,908 4,435
Old : 101,385: 4,027 0 1,711 90,739 95,239 96,477 96,950: 4,908 4,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 3,347: -838 0 172 4,157 2,899 3,491 3,071: -144 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 1.7 89.5 93.9 95.2 95.6: 4.8 4.4
Old : 100.0: 4.0 0.0 1.7 89.5 93.9 95.2 95.6: 4.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 2 27 28 30 30:
Old : 35: 3 0 2 27 28 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 39.4 68.4 62.2 35.3 32.0 45.3 44.3
Old : 48.8 39.4 68.4 62.2 35.3 32.0 45.3 44.3
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 210,883: 10,795 16,384 2,406 189,857 183,718 203,058 202,508: 7,825 8,375
Old : 210,883: 10,795 16,384 2,406 189,857 183,718 203,058 202,508: 7,825 8,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 6,214: -3,065 -315 -582 9,213 7,651 5,566 6,754: 648 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 7.8 1.1 90.0 87.1 96.3 96.0: 3.7 4.0
Old : 100.0: 5.1 7.8 1.1 90.0 87.1 96.3 96.0: 3.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 5 2 28 28 33 33:
Old : 43: 3 5 2 28 28 33 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 : 44.6 40.6 65.6 61.4 43.7 40.3 58.2 59.0
Old : 44.6 40.6 65.6 61.4 43.7 40.3 58.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 680,870: 12,351 12,250 14,619 649,155 648,383 676,125 675,252: 4,745 5,618
Old : 680,870: 12,351 12,250 14,619 649,155 648,383 676,125 675,252: 4,745 5,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 11,103: 366 -204 -74 10,600 11,958 10,892 11,680: 211 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.8 2.1 95.3 95.2 99.3 99.2: 0.7 0.8
Old : 100.0: 1.8 1.8 2.1 95.3 95.2 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 4 5 49 37 55 43:
Old : 63: 3 4 5 49 37 55 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 44.9 52.1 64.7 29.3 43.6 48.6 60.0
Old : 32.7 44.9 52.1 64.7 29.3 43.6 48.6 60.0
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, November 25, 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 : 261,879: 2,855 14,192 2,321 251,093 239,399 256,269 255,912: 5,610 5,967
Old : 261,879: 2,855 14,192 2,321 251,093 239,399 256,269 255,912: 5,610 5,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 3,768: -3,022 177 -640 5,607 4,561 1,945 4,098: 1,823 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.4 0.9 95.9 91.4 97.9 97.7: 2.1 2.3
Old : 100.0: 1.1 5.4 0.9 95.9 91.4 97.9 97.7: 2.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 3 4 33 31 38 36:
Old : 52: 3 3 4 33 31 38 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 : 56.1 41.1 72.0 71.0 52.3 39.8 63.5 63.9
Old : 56.1 41.1 72.0 71.0 52.3 39.8 63.5 63.9
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, November 25, 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 : 273,924: 248 1,920 6,277 261,940 263,028 268,465 271,225: 5,459 2,699
Old : 273,924: 248 1,920 6,277 261,940 263,028 268,465 271,225: 5,459 2,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 16,879: -1,531 -1,247 1,298 17,537 17,851 17,304 17,902: -425 -1,023
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.7 2.3 95.6 96.0 98.0 99.0: 2.0 1.0
Old : 100.0: 0.1 0.7 2.3 95.6 96.0 98.0 99.0: 2.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 1 4 4 36 47 41 51:
Old : 59: 1 4 4 36 47 41 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 29.7 76.9 52.2 52.9 29.4 75.6 49.7
Old : 53.4 29.7 76.9 52.2 52.9 29.4 75.6 49.7
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, November 25, 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 : 104,909: 6,453 341 1,961 92,379 89,681 100,793 91,983: 4,116 12,926
Old : 104,909: 6,453 341 1,961 92,379 89,681 100,793 91,983: 4,116 12,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 537: -258 -27 224 930 495 896 692: -359 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.3 1.9 88.1 85.5 96.1 87.7: 3.9 12.3
Old : 100.0: 6.2 0.3 1.9 88.1 85.5 96.1 87.7: 3.9 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 1 2 22 23 24 26:
Old : 30: 2 1 2 22 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 51.9 79.2 72.9 54.9 51.4 75.8 69.8
Old : 55.9 51.9 79.2 72.9 54.9 51.4 75.8 69.8
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,846: 299 1,047 5,759 83,587 89,944 89,645 96,750: 15,201 8,096
Old : 104,846: 299 1,047 5,759 83,587 89,944 89,645 96,750: 15,201 8,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,824: 299 -118 476 222 1,713 997 2,071: 827 -247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.0 5.5 79.7 85.8 85.5 92.3: 14.5 7.7
Old : 100.0: 0.3 1.0 5.5 79.7 85.8 85.5 92.3: 14.5 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 20 18 22 20:
Old : 29: 1 1 2 20 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 49.2 71.3 76.8 53.6 46.9 63.0 67.2
Old : 57.2 49.2 71.3 76.8 53.6 46.9 63.0 67.2
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,763: 540 310 0 25,527 25,535 26,067 25,845: 696 918
Old : 26,763: 540 310 0 25,527 25,535 26,067 25,845: 696 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,790: 0 310 0 2,937 2,170 2,937 2,480: -147 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.2 0.0 95.4 95.4 97.4 96.6: 2.6 3.4
Old : 100.0: 2.0 1.2 0.0 95.4 95.4 97.4 96.6: 2.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 15 11 17 12:
Old : 24: 2 1 0 15 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 73.3 84.3 92.2 59.7 72.9 79.1 84.3
Old : 60.0 73.3 84.3 92.2 59.7 72.9 79.1 84.3
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,612: 1,429 1,706 1,508 76,472 75,843 79,409 79,057: 7,203 7,555
Old : 86,612: 1,429 1,706 1,508 76,472 75,843 79,409 79,057: 7,203 7,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 557: -1,203 -853 574 917 727 288 448: 269 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.0 1.7 88.3 87.6 91.7 91.3: 8.3 8.7
Old : 100.0: 1.6 2.0 1.7 88.3 87.6 91.7 91.3: 8.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 18 17 20 19:
Old : 25: 1 1 2 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 54.8 79.4 77.5 62.2 54.6 76.6 72.2
Old : 63.2 54.8 79.4 77.5 62.2 54.6 76.6 72.2
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, November 25, 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 : 218,405: 0 2,706 0 209,283 209,733 209,283 212,439: 9,122 5,966
Old : 218,405: 0 2,706 0 209,283 209,733 209,283 212,439: 9,122 5,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 736: 0 -62 0 176 1,654 176 1,592: 560 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 95.8 96.0 95.8 97.3: 4.2 2.7
Old : 100.0: 0.0 1.2 0.0 95.8 96.0 95.8 97.3: 4.2 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 : 40: 0 1 0 28 29 28 30:
Old : 40: 0 1 0 28 29 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 : 52.8 45.3 73.7 69.2 46.2 44.6 65.4 65.8
Old : 52.8 45.3 73.7 69.2 46.2 44.6 65.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 95,242: 0 0 0 85,730 89,641 85,730 89,641: 9,512 5,601
Old : 95,242: 0 0 0 85,730 89,641 85,730 89,641: 9,512 5,601
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,927: 0 0 0 2,020 1,561 2,020 1,561: -93 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.0 94.1 90.0 94.1: 10.0 5.9
Old : 100.0: 0.0 0.0 0.0 90.0 94.1 90.0 94.1: 10.0 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 21 16 21 16:
Old : 29: 0 0 0 21 16 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 57.4 71.5 81.7 50.7 56.7 67.8 74.7
Old : 50.7 57.4 71.5 81.7 50.7 56.7 67.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 12,116: 240 0 0 11,205 11,296 11,445 11,296: 671 820
Old : 12,116: 240 0 0 11,205 11,296 11,445 11,296: 671 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 92.5 93.2 94.5 93.2: 5.5 6.8
Old : 100.0: 2.0 0.0 0.0 92.5 93.2 94.5 93.2: 5.5 6.8
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 : 20: 1 0 0 10 13 11 13:
Old : 20: 1 0 0 10 13 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 71.4 89.0 85.7 74.3 71.4 86.1 84.8
Old : 75.5 71.4 89.0 85.7 74.3 71.4 86.1 84.8
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 323,662: 1,234 0 0 314,952 316,871 316,186 316,871: 7,476 6,791
Old : 323,662: 1,234 0 0 314,952 316,871 316,186 316,871: 7,476 6,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 3,013: 893 0 0 2,575 2,860 3,468 2,860: -455 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 97.3 97.9 97.7 97.9: 2.3 2.1
Old : 100.0: 0.4 0.0 0.0 97.3 97.9 97.7 97.9: 2.3 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 : 60: 1 0 0 48 37 49 37:
Old : 60: 1 0 0 48 37 49 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 64.2 55.0 82.7 33.7 61.0 47.3 74.8
Old : 39.4 64.2 55.0 82.7 33.7 61.0 47.3 74.8
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,886: 1,729 6,014 2,244 63,718 57,395 67,691 65,653: 6,195 8,233
Old : 73,886: 1,729 6,014 2,244 63,718 57,395 67,691 65,653: 6,195 8,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 304: 825 474 -680 -58 324 87 118: 217 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 8.1 3.0 86.2 77.7 91.6 88.9: 8.4 11.1
Old : 100.0: 2.3 8.1 3.0 86.2 77.7 91.6 88.9: 8.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 19 20 21 22:
Old : 27: 1 1 2 19 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 44.3 74.8 65.2 56.2 38.7 69.2 56.2
Old : 58.0 44.3 74.8 65.2 56.2 38.7 69.2 56.2
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,637: 2,886 0 1,822 57,305 59,488 62,013 61,310: 5,624 6,327
Old : 67,637: 2,886 0 1,822 57,305 59,488 62,013 61,310: 5,624 6,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,126: -949 0 443 380 621 -126 1,064: 1,252 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 2.7 84.7 88.0 91.7 90.6: 8.3 9.4
Old : 100.0: 4.3 0.0 2.7 84.7 88.0 91.7 90.6: 8.3 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 17 17 19 19:
Old : 23: 2 0 2 17 17 19 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 : 50.4 55.7 72.3 78.1 46.2 52.2 66.2 69.8
Old : 50.4 55.7 72.3 78.1 46.2 52.2 66.2 69.8
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,724: 15,787 5,203 899 102,092 111,713 118,778 117,815: 3,946 4,909
Old : 122,724: 15,787 5,203 899 102,092 111,713 118,778 117,815: 3,946 4,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 27,924: -4,185 2,511 899 30,069 25,325 26,783 28,735: 1,141 -811
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 4.2 0.7 83.2 91.0 96.8 96.0: 3.2 4.0
Old : 100.0: 12.9 4.2 0.7 83.2 91.0 96.8 96.0: 3.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 3 7 1 24 27 27 35:
Old : 52: 3 7 1 24 27 27 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 : 63.6 46.0 79.1 72.0 57.5 37.9 63.3 55.0
Old : 63.6 46.0 79.1 72.0 57.5 37.9 63.3 55.0
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,091: 23,196 6,762 3,870 74,583 88,907 101,649 99,539: 1,442 3,552
Old : 103,091: 23,196 6,762 3,870 74,583 88,907 101,649 99,539: 1,442 3,552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 23,585: -5,524 1,172 2,418 25,759 19,487 22,653 23,077: 932 508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 6.6 3.8 72.3 86.2 98.6 96.6: 1.4 3.4
Old : 100.0: 22.5 6.6 3.8 72.3 86.2 98.6 96.6: 1.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 4 4 33 32 39 40:
Old : 59: 6 4 4 33 32 39 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 : 37.5 49.9 59.3 65.3 36.7 45.8 56.9 61.2
Old : 37.5 49.9 59.3 65.3 36.7 45.8 56.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,447: 638 6,280 90 60,470 54,882 61,198 61,252: 1,249 1,195
Old : 62,447: 638 6,280 90 60,470 54,882 61,198 61,252: 1,249 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 5,444: 158 0 90 4,675 4,979 4,923 5,069: 521 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 10.1 0.1 96.8 87.9 98.0 98.1: 2.0 1.9
Old : 100.0: 1.0 10.1 0.1 96.8 87.9 98.0 98.1: 2.0 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 : 29: 2 1 1 14 19 16 21:
Old : 29: 2 1 1 14 19 16 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 : 75.0 53.8 90.7 73.7 68.5 50.0 80.8 67.5
Old : 75.0 53.8 90.7 73.7 68.5 50.0 80.8 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 165,697: 478 0 0 156,093 156,629 156,571 156,629: 9,126 9,068
Old : 165,697: 478 0 0 156,093 156,629 156,571 156,629: 9,126 9,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,265: -776 -1,698 -480 -116 179 -1,372 -1,999: 107 734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 94.2 94.5 94.5 94.5: 5.5 5.5
Old : 100.0: 0.3 0.0 0.0 94.2 94.5 94.5 94.5: 5.5 5.5
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 : 36: 1 0 0 31 27 32 27:
Old : 36: 1 0 0 31 27 32 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 50.5 68.0 71.4 41.8 32.5 52.2 50.2
Old : 52.4 50.5 68.0 71.4 41.8 32.5 52.2 50.2
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,208: 553 2,916 1,965 50,234 49,060 52,752 53,941: 5,456 4,267
Old : 58,208: 553 2,916 1,965 50,234 49,060 52,752 53,941: 5,456 4,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,845: -352 1,098 98 3,456 2,530 3,202 3,726: -357 -881
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.0 3.4 86.3 84.3 90.6 92.7: 9.4 7.3
Old : 100.0: 1.0 5.0 3.4 86.3 84.3 90.6 92.7: 9.4 7.3
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 : 23: 1 1 2 16 15 18 17:
Old : 23: 1 1 2 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 56.4 71.5 76.4 47.5 51.4 57.8 62.1
Old : 54.3 56.4 71.5 76.4 47.5 51.4 57.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 110,658: 0 3,842 3,067 104,472 98,078 107,539 104,987: 3,119 5,671
Old : 110,658: 0 3,842 3,067 104,472 98,078 107,539 104,987: 3,119 5,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 993: -474 1,587 407 604 796 537 2,790: 456 -1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 2.8 94.4 88.6 97.2 94.9: 2.8 5.1
Old : 100.0: 0.0 3.5 2.8 94.4 88.6 97.2 94.9: 2.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 3 2 21 28 23 31:
Old : 36: 0 3 2 21 28 23 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 36.7 78.9 58.3 48.3 30.7 60.5 44.2
Old : 60.1 36.7 78.9 58.3 48.3 30.7 60.5 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,260: 3,441 478 90 24,792 26,438 28,323 27,006: 1,937 3,254
Old : 30,260: 3,441 478 90 24,792 26,438 28,323 27,006: 1,937 3,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,178: 217 0 62 -1,460 -1,333 -1,181 -1,271: 3 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 1.6 0.3 81.9 87.4 93.6 89.2: 6.4 10.8
Old : 100.0: 11.4 1.6 0.3 81.9 87.4 93.6 89.2: 6.4 10.8
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 : 20: 1 1 1 11 15 12 17:
Old : 20: 1 1 1 11 15 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 69.3 87.5 80.2 70.1 69.3 84.1 77.6
Old : 73.1 69.3 87.5 80.2 70.1 69.3 84.1 77.6
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,810: 5,679 0 210 77,905 82,251 83,794 82,461: 4,016 5,349
Old : 87,810: 5,679 0 210 77,905 82,251 83,794 82,461: 4,016 5,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,004: -508 0 -42 -485 -627 -1,035 -669: 31 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.2 88.7 93.7 95.4 93.9: 4.6 6.1
Old : 100.0: 6.5 0.0 0.2 88.7 93.7 95.4 93.9: 4.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 2 19 18 22 20:
Old : 29: 3 0 2 19 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 58.4 71.1 81.1 47.2 53.3 63.3 71.3
Old : 50.7 58.4 71.1 81.1 47.2 53.3 63.3 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,524: 8,235 0 0 17,169 25,161 25,404 25,161: 120 363
Old : 25,524: 8,235 0 0 17,169 25,161 25,404 25,161: 120 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -162: -2,339 0 0 2,177 -193 -162 -193: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 0.0 0.0 67.3 98.6 99.5 98.6: 0.5 1.4
Old : 100.0: 32.3 0.0 0.0 67.3 98.6 99.5 98.6: 0.5 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 10 14 12 14:
Old : 21: 2 0 0 10 14 12 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 : 77.5 52.4 94.4 82.3 71.1 52.4 80.2 81.1
Old : 77.5 52.4 94.4 82.3 71.1 52.4 80.2 81.1
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 121,319: 2,795 12,006 520 109,089 107,451 112,404 119,977: 8,915 1,342
Old : 121,319: 2,795 12,006 520 109,089 107,451 112,404 119,977: 8,915 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,705: 1,150 1,220 -164 1,088 1,628 2,074 2,684: -369 -979
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.9 0.4 89.9 88.6 92.7 98.9: 7.3 1.1
Old : 100.0: 2.3 9.9 0.4 89.9 88.6 92.7 98.9: 7.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 16 18 17 20:
Old : 24: 1 1 1 16 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 70.2 80.6 89.6 63.1 69.7 79.0 88.8
Old : 64.3 70.2 80.6 89.6 63.1 69.7 79.0 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 214,143: 3,425 10,700 4,063 193,214 193,191 200,702 207,954: 13,441 6,189
Old : 214,143: 3,425 10,700 4,063 193,214 193,191 200,702 207,954: 13,441 6,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 570: -2,503 0 1,154 4,066 -307 2,717 847: -2,147 -277
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.0 1.9 90.2 90.2 93.7 97.1: 6.3 2.9
Old : 100.0: 1.6 5.0 1.9 90.2 90.2 93.7 97.1: 6.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 2 3 32 28 35 32:
Old : 44: 2 2 3 32 28 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 47.8 58.7 68.9 39.0 43.0 54.0 61.8
Old : 42.2 47.8 58.7 68.9 39.0 43.0 54.0 61.8
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,692: 976 3,096 0 24,309 23,955 25,285 27,051: 2,407 641
Old : 27,692: 976 3,096 0 24,309 23,955 25,285 27,051: 2,407 641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 3,925: 496 318 0 2,914 3,514 3,410 3,832: 515 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.2 0.0 87.8 86.5 91.3 97.7: 8.7 2.3
Old : 100.0: 3.5 11.2 0.0 87.8 86.5 91.3 97.7: 8.7 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 12 15 13 17:
Old : 24: 1 2 0 12 15 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 58.9 82.8 79.7 60.7 58.9 80.3 79.7
Old : 61.3 58.9 82.8 79.7 60.7 58.9 80.3 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,016: 210 0 0 27,882 29,834 28,092 29,834: 2,924 1,182
Old : 31,016: 210 0 0 27,882 29,834 28,092 29,834: 2,924 1,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,414: 0 0 0 1,195 2,104 1,195 2,104: 219 -690
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 89.9 96.2 90.6 96.2: 9.4 3.8
Old : 100.0: 0.7 0.0 0.0 89.9 96.2 90.6 96.2: 9.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 12 15 13 15:
Old : 23: 1 0 0 12 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 68.0 84.4 87.7 67.3 62.9 76.8 78.5
Old : 67.9 68.0 84.4 87.7 67.3 62.9 76.8 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 260,734: 0 22,398 1,638 249,312 230,804 250,950 254,840: 9,784 5,894
Old : 260,734: 0 22,398 1,638 249,312 230,804 250,950 254,840: 9,784 5,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 427: -3,557 -786 -62 4,316 1,286 697 438: -270 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.6 0.6 95.6 88.5 96.2 97.7: 3.8 2.3
Old : 100.0: 0.0 8.6 0.6 95.6 88.5 96.2 97.7: 3.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 0 5 3 38 35 41 40:
Old : 53: 0 5 3 38 35 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 50.6 67.0 67.9 40.8 48.4 62.9 64.9
Old : 42.3 50.6 67.0 67.9 40.8 48.4 62.9 64.9
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 71,522: 0 0 0 67,681 66,787 67,681 66,787: 3,841 4,735
Old : 71,522: 0 0 0 67,681 66,787 67,681 66,787: 3,841 4,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,494: -3,497 0 0 2,729 -1,798 -768 -1,798: -726 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.6 93.4 94.6 93.4: 5.4 6.6
Old : 100.0: 0.0 0.0 0.0 94.6 93.4 94.6 93.4: 5.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 20 19 20 19:
Old : 26: 0 0 0 20 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 57.6 76.5 81.8 46.9 54.7 71.4 76.4
Old : 52.0 57.6 76.5 81.8 46.9 54.7 71.4 76.4
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, November 25, 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 : 82,872: 0 0 0 79,803 79,200 79,803 79,200: 3,069 3,672
Old : 82,872: 0 0 0 79,803 79,200 79,803 79,200: 3,069 3,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 502: 0 0 0 1,287 986 1,287 986: -785 -484
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 95.6 96.3 95.6: 3.7 4.4
Old : 100.0: 0.0 0.0 0.0 96.3 95.6 96.3 95.6: 3.7 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 : 28: 0 0 0 22 17 22 17:
Old : 28: 0 0 0 22 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 45.1 67.6 72.6 39.8 42.0 57.8 57.9
Old : 44.1 45.1 67.6 72.6 39.8 42.0 57.8 57.9
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, November 25, 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 : 69,269: 0 0 0 64,715 63,047 64,715 63,047: 4,554 6,222
Old : 69,269: 0 0 0 64,715 63,047 64,715 63,047: 4,554 6,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,457: 0 0 0 3,626 2,017 3,626 2,017: -1,169 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.4 91.0 93.4 91.0: 6.6 9.0
Old : 100.0: 0.0 0.0 0.0 93.4 91.0 93.4 91.0: 6.6 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 : 25: 0 0 0 21 14 21 14:
Old : 25: 0 0 0 21 14 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.5 66.8 60.0 85.9 36.1 64.2 53.9 73.7
Old : 38.5 66.8 60.0 85.9 36.1 64.2 53.9 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 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 : 19,279: 0 341 0 18,762 17,100 18,762 17,441: 517 1,838
Old : 19,279: 0 341 0 18,762 17,100 18,762 17,441: 517 1,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 97.3 88.7 97.3 90.5: 2.7 9.5
Old : 100.0: 0.0 1.8 0.0 97.3 88.7 97.3 90.5: 2.7 9.5
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 : 20: 0 1 0 9 15 9 16:
Old : 20: 0 1 0 9 15 9 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 : 88.7 51.7 97.2 74.4 86.5 51.7 91.4 74.4
Old : 88.7 51.7 97.2 74.4 86.5 51.7 91.4 74.4
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, November 25, 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 : 151,296: 18,143 9,689 16,178 115,950 124,936 150,270 150,803: 1,026 493
Old : 151,296: 18,143 9,689 16,178 115,950 124,936 150,270 150,803: 1,026 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,533: 1,113 261 -880 1,328 2,367 1,561 1,748: -28 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.4 10.7 76.6 82.6 99.3 99.7: 0.7 0.3
Old : 100.0: 12.0 6.4 10.7 76.6 82.6 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 9 11 18 52 54 71 73:
Old : 78: 9 11 18 52 54 71 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 : 37.6 26.3 57.9 45.0 23.6 16.6 35.4 29.0
Old : 37.6 26.3 57.9 45.0 23.6 16.6 35.4 29.0
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, November 25, 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 : 42,263: 1,924 2,826 2,984 37,331 36,429 42,239 42,239: 24 24
Old : 42,263: 1,924 2,826 2,984 37,331 36,429 42,239 42,239: 24 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 814: -124 2,197 378 560 -1,656 814 918: 0 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.7 7.1 88.3 86.2 99.9 99.9: 0.1 0.1
Old : 100.0: 4.6 6.7 7.1 88.3 86.2 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 : 34: 3 3 4 26 20 31 25:
Old : 34: 3 3 4 26 20 31 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 52.6 77.4 75.5 44.9 43.0 61.3 61.6
Old : 55.2 52.6 77.4 75.5 44.9 43.0 61.3 61.6
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, November 25, 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 : 354,171: 24,364 23,714 24,510 305,297 305,947 354,171 354,171: 0 0
Old : 354,171: 24,364 23,714 24,510 305,297 305,947 354,171 354,171: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 10,160: -3,772 15,582 3,772 10,160 -9,194 10,160 10,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.7 6.9 86.2 86.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 6.7 6.9 86.2 86.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 18 21 20 24:
Old : 29: 2 2 1 18 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 59.7 88.3 83.5 55.1 54.9 74.7 72.7
Old : 61.8 59.7 88.3 83.5 55.1 54.9 74.7 72.7
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, November 25, 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 : 1,497,732: 17,000 15,202 58,981 1,421,751 1,423,549 1,497,732 1,497,732: -0 0
Old : 1,497,732: 17,000 15,202 58,981 1,421,751 1,423,549 1,497,732 1,497,732: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 53,695: 392 -3,903 759 52,544 56,839 53,695 53,695: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 3.9 94.9 95.0 100.0 100.0: -0.0 0.0
Old : 100.0: 1.1 1.0 3.9 94.9 95.0 100.0 100.0: -0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 5 5 7 40 43 49 52:
Old : 60: 5 5 7 40 43 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 39.5 67.2 58.9 28.7 23.6 35.9 32.6
Old : 49.7 39.5 67.2 58.9 28.7 23.6 35.9 32.6
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 52,165: 2,168 5,893 5,399 44,555 40,806 52,122 52,098: 43 67
Old : 52,165: 2,168 5,893 5,399 44,555 40,806 52,122 52,098: 43 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 659: -187 4,767 -104 929 -4,026 637 637: 22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 11.3 10.3 85.4 78.2 99.9 99.9: 0.1 0.1
Old : 100.0: 4.2 11.3 10.3 85.4 78.2 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 : 32: 2 5 4 19 19 23 26:
Old : 32: 2 5 4 19 19 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 54.7 81.7 79.8 44.4 49.5 56.0 61.7
Old : 57.3 54.7 81.7 79.8 44.4 49.5 56.0 61.7
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, November 25, 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 : 284,149: 1,945 51,941 22,860 259,344 209,348 284,149 284,149: 0 0
Old : 284,149: 1,945 51,941 22,860 259,344 209,348 284,149 284,149: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 15,752: 0 5,859 13,784 1,968 -3,891 15,752 15,752: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 18.3 8.0 91.3 73.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 18.3 8.0 91.3 73.7 100.0 100.0: 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: 2 3 2 15 15 18 19:
Old : 27: 2 3 2 15 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 60.8 85.9 87.6 47.1 44.3 63.9 61.8
Old : 61.2 60.8 85.9 87.6 47.1 44.3 63.9 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 623,990: 33,357 11,023 19,582 571,051 593,385 623,990 623,990: 0 0
Old : 623,990: 33,357 11,023 19,582 571,051 593,385 623,990 623,990: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 16,047: -4,296 0 1,151 19,192 14,896 16,047 16,047: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.8 3.1 91.5 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 1.8 3.1 91.5 95.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 1 2 28 28 33 30:
Old : 41: 4 1 2 28 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 48.6 74.3 67.8 32.9 39.1 52.4 53.2
Old : 46.4 48.6 74.3 67.8 32.9 39.1 52.4 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 52,125: 5,039 6,103 2,180 43,806 43,653 51,025 51,936: 1,100 189
Old : 52,125: 5,039 6,103 2,180 43,806 43,653 51,025 51,936: 1,100 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 835: -170 250 -213 807 842 424 879: 411 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.7 4.2 84.0 83.7 97.9 99.6: 2.1 0.4
Old : 100.0: 9.7 11.7 4.2 84.0 83.7 97.9 99.6: 2.1 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 : 36: 4 1 3 26 28 31 31:
Old : 36: 4 1 3 26 28 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 57.1 65.8 71.2 33.5 54.9 50.1 63.5
Old : 43.5 57.1 65.8 71.2 33.5 54.9 50.1 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,681: 520 0 0 44,912 46,210 45,432 46,210: 1,249 471
Old : 46,681: 520 0 0 44,912 46,210 45,432 46,210: 1,249 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,505: 20 0 0 1,425 1,505 1,445 1,505: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 96.2 99.0 97.3 99.0: 2.7 1.0
Old : 100.0: 1.1 0.0 0.0 96.2 99.0 97.3 99.0: 2.7 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 0 24 20 26 20:
Old : 33: 2 0 0 24 20 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 83.3 75.3 93.3 53.7 80.5 73.4 87.7
Old : 54.3 83.3 75.3 93.3 53.7 80.5 73.4 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 3,400: 0 350 50 3,150 2,900 3,200 3,300: 200 100
Old : 3,400: 0 350 50 3,150 2,900 3,200 3,300: 200 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,850: 0 100 0 -1,700 -1,650 -1,700 -1,550: -150 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 1.5 92.6 85.3 94.1 97.1: 5.9 2.9
Old : 100.0: 0.0 10.3 1.5 92.6 85.3 94.1 97.1: 5.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 14 10 15 12:
Old : 23: 0 1 1 14 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 64.7 76.5 86.8 48.5 57.4 69.1 76.5
Old : 54.4 64.7 76.5 86.8 48.5 57.4 69.1 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,160: 465 0 300 59,085 59,500 59,850 59,800: 310 360
Old : 60,160: 465 0 300 59,085 59,500 59,850 59,800: 310 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,699: 60 0 0 2,363 1,705 2,423 1,705: -724 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.5 98.2 98.9 99.5 99.4: 0.5 0.6
Old : 100.0: 0.8 0.0 0.5 98.2 98.9 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 1 32 21 33 22:
Old : 37: 1 0 1 32 21 33 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 : 51.7 79.7 70.4 92.4 50.1 74.4 65.2 82.0
Old : 51.7 79.7 70.4 92.4 50.1 74.4 65.2 82.0
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,635: 100 110 0 12,475 12,525 12,575 12,635: 60 0
Old : 12,635: 100 110 0 12,475 12,525 12,575 12,635: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.9 0.0 98.7 99.1 99.5 100.0: 0.5 0.0
Old : 100.0: 0.8 0.9 0.0 98.7 99.1 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 20 17 21 18:
Old : 31: 1 1 0 20 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 : 62.3 63.0 80.1 86.0 60.6 57.9 75.4 80.9
Old : 62.3 63.0 80.1 86.0 60.6 57.9 75.4 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 274,752: 9,720 0 3,552 261,480 271,200 274,752 274,752: 0 0
Old : 274,752: 9,720 0 3,552 261,480 271,200 274,752 274,752: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,576: 32 0 0 1,544 1,576 1,576 1,576: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 1.3 95.2 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 1.3 95.2 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 1 23 21 25 22:
Old : 33: 2 0 1 23 21 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 : 47.1 75.8 67.6 90.4 38.5 61.4 52.7 65.5
Old : 47.1 75.8 67.6 90.4 38.5 61.4 52.7 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,879: 3,154 566 177 5,450 7,816 8,781 8,559: 98 320
Old : 8,879: 3,154 566 177 5,450 7,816 8,781 8,559: 98 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 459: 40 566 136 327 -221 503 481: -44 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 6.4 2.0 61.4 88.0 98.9 96.4: 1.1 3.6
Old : 100.0: 35.5 6.4 2.0 61.4 88.0 98.9 96.4: 1.1 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 : 29: 3 2 2 18 16 22 19:
Old : 29: 3 2 2 18 16 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 : 54.0 48.8 77.7 73.6 53.2 43.0 71.3 61.4
Old : 54.0 48.8 77.7 73.6 53.2 43.0 71.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,210: 0 75 0 17,970 18,075 17,970 18,150: 240 60
Old : 18,210: 0 75 0 17,970 18,075 17,970 18,150: 240 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 98.7 99.3 98.7 99.7: 1.3 0.3
Old : 100.0: 0.0 0.4 0.0 98.7 99.3 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 0 21 23 21 25:
Old : 36: 0 2 0 21 23 21 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 : 57.2 61.2 75.7 78.5 49.3 48.6 63.0 61.9
Old : 57.2 61.2 75.7 78.5 49.3 48.6 63.0 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,474: 0 565 360 12,764 12,309 13,124 13,234: 350 240
Old : 13,474: 0 565 360 12,764 12,309 13,124 13,234: 350 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 200: 0 -125 0 100 325 100 200: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 2.7 94.7 91.4 97.4 98.2: 2.6 1.8
Old : 100.0: 0.0 4.2 2.7 94.7 91.4 97.4 98.2: 2.6 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 : 25: 0 1 1 20 18 21 19:
Old : 25: 0 1 1 20 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 59.0 71.8 83.8 40.3 47.6 63.2 64.0
Old : 43.8 59.0 71.8 83.8 40.3 47.6 63.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 16,834: 1,204 79 535 14,544 15,055 16,283 15,669: 551 1,165
Old : 16,834: 1,204 79 535 14,544 15,055 16,283 15,669: 551 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 342: 57 0 -19 621 614 659 595: -317 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.5 3.2 86.4 89.4 96.7 93.1: 3.3 6.9
Old : 100.0: 7.2 0.5 3.2 86.4 89.4 96.7 93.1: 3.3 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 : 30: 1 1 2 24 21 26 23:
Old : 30: 1 1 2 24 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 57.1 63.3 71.3 30.3 38.4 46.1 49.1
Old : 39.4 57.1 63.3 71.3 30.3 38.4 46.1 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,540: 0 12,008 883 46,037 34,636 46,920 47,527: 620 13
Old : 47,540: 0 12,008 883 46,037 34,636 46,920 47,527: 620 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,527: 0 690 0 1,492 837 1,492 1,527: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.3 1.9 96.8 72.9 98.7 100.0: 1.3 0.0
Old : 100.0: 0.0 25.3 1.9 96.8 72.9 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 4 1 32 32 33 36:
Old : 39: 0 4 1 32 32 33 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 : 49.3 49.0 69.6 69.4 43.4 45.0 60.0 64.9
Old : 49.3 49.0 69.6 69.4 43.4 45.0 60.0 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,426: 180 10,702 1,632 53,313 43,051 55,125 55,385: 301 41
Old : 55,426: 180 10,702 1,632 53,313 43,051 55,125 55,385: 301 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,592: 20 150 0 1,572 1,451 1,592 1,601: 0 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 19.3 2.9 96.2 77.7 99.5 99.9: 0.5 0.1
Old : 100.0: 0.3 19.3 2.9 96.2 77.7 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 6 2 33 37 37 43:
Old : 48: 2 6 2 33 37 37 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 39.6 72.7 60.4 47.6 36.2 63.9 56.3
Old : 53.2 39.6 72.7 60.4 47.6 36.2 63.9 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,545: 200 1,455 0 33,075 32,020 33,275 33,475: 270 70
Old : 33,545: 200 1,455 0 33,075 32,020 33,275 33,475: 270 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 485: 0 0 0 425 485 425 485: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.3 0.0 98.6 95.5 99.2 99.8: 0.8 0.2
Old : 100.0: 0.6 4.3 0.0 98.6 95.5 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 26 14 27 15:
Old : 30: 1 1 0 26 14 27 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 : 34.4 84.0 59.4 95.0 32.0 70.4 52.7 77.3
Old : 34.4 84.0 59.4 95.0 32.0 70.4 52.7 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,775: 20 1,460 80 43,555 42,235 43,655 43,775: 120 0
Old : 43,775: 20 1,460 80 43,555 42,235 43,655 43,775: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,045: 0 0 0 925 1,045 925 1,045: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.2 99.5 96.5 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 3.3 0.2 99.5 96.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 1 31 16 32 18:
Old : 36: 1 1 1 31 16 32 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 89.6 59.6 96.4 38.0 80.4 57.4 85.6
Old : 38.8 89.6 59.6 96.4 38.0 80.4 57.4 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 397,278: 77,618 0 25,213 294,447 372,065 397,278 397,278: 0 0
Old : 397,278: 77,618 0 25,213 294,447 372,065 397,278 397,278: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 6,599: 1,509 0 0 5,090 6,599 6,599 6,599: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 0.0 6.3 74.1 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 19.5 0.0 6.3 74.1 93.7 100.0 100.0: 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 : 38: 4 0 1 27 30 31 31:
Old : 38: 4 0 1 27 30 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 46.2 74.8 70.0 40.1 43.4 55.6 54.1
Old : 51.3 46.2 74.8 70.0 40.1 43.4 55.6 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,972: 5,965 0 844 19,936 25,747 26,745 26,591: 227 381
Old : 26,972: 5,965 0 844 19,936 25,747 26,745 26,591: 227 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 511: 236 -88 -22 212 577 426 467: 85 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 0.0 3.1 73.9 95.5 99.2 98.6: 0.8 1.4
Old : 100.0: 22.1 0.0 3.1 73.9 95.5 99.2 98.6: 0.8 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 7 0 5 26 31 33 36:
Old : 41: 7 0 5 26 31 33 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 : 46.3 40.9 69.6 62.4 41.6 38.4 59.9 52.1
Old : 46.3 40.9 69.6 62.4 41.6 38.4 59.9 52.1
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 14,879: 1,084 0 1,309 12,486 13,546 14,879 14,855: 0 24
Old : 14,879: 1,084 0 1,309 12,486 13,546 14,879 14,855: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -252: 408 -171 19 -679 -100 -252 -252: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.0 8.8 83.9 91.0 100.0 99.8: 0.0 0.2
Old : 100.0: 7.3 0.0 8.8 83.9 91.0 100.0 99.8: 0.0 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 : 24: 3 0 1 18 10 21 11:
Old : 24: 3 0 1 18 10 21 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 : 51.5 88.3 76.4 98.1 37.0 73.8 57.3 73.8
Old : 51.5 88.3 76.4 98.1 37.0 73.8 57.3 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 546,419: 2,305 0 21,587 522,527 524,832 546,419 546,419: 0 0
Old : 546,419: 2,305 0 21,587 522,527 524,832 546,419 546,419: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 392: 0 0 0 392 392 392 392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 4.0 95.6 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 4.0 95.6 96.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 24 18 26 19:
Old : 31: 2 0 1 24 18 26 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 : 52.9 86.0 73.9 95.4 48.8 73.8 65.4 75.2
Old : 52.9 86.0 73.9 95.4 48.8 73.8 65.4 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 48,815: 9,966 0 2,320 36,188 46,034 48,474 48,354: 341 461
Old : 48,815: 9,966 0 2,320 36,188 46,034 48,474 48,354: 341 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 743: -22 0 22 743 721 743 743: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.0 4.8 74.1 94.3 99.3 99.1: 0.7 0.9
Old : 100.0: 20.4 0.0 4.8 74.1 94.3 99.3 99.1: 0.7 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 2 20 19 24 21:
Old : 29: 4 0 2 20 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 88.0 72.8 94.2 44.2 78.4 63.3 81.9
Old : 49.0 88.0 72.8 94.2 44.2 78.4 63.3 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 57,459: 0 4,296 0 57,459 53,163 57,459 57,459: 0 0
Old : 57,459: 0 4,296 0 57,459 53,163 57,459 57,459: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 0: 0 392 0 0 -392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 11 13 11 15:
Old : 20: 0 2 0 11 13 11 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 : 74.8 70.3 97.3 91.2 70.2 65.4 80.2 77.5
Old : 74.8 70.3 97.3 91.2 70.2 65.4 80.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,500: 4,586 38 405 11,383 15,700 16,374 16,143: 126 357
Old : 16,500: 4,586 38 405 11,383 15,700 16,374 16,143: 126 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -479: -512 0 0 33 -435 -479 -435: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.2 2.5 69.0 95.2 99.2 97.8: 0.8 2.2
Old : 100.0: 27.8 0.2 2.5 69.0 95.2 99.2 97.8: 0.8 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 : 30: 5 1 3 20 22 25 26:
Old : 30: 5 1 3 20 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 55.4 63.7 77.0 35.3 52.0 53.7 62.7
Old : 43.3 55.4 63.7 77.0 35.3 52.0 53.7 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 185,653: 40,643 0 0 145,010 185,653 185,653 185,653: 0 0
Old : 185,653: 40,643 0 0 145,010 185,653 185,653 185,653: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,593: -367 0 -392 2,352 1,985 1,593 1,593: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 0.0 0.0 78.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 21.9 0.0 0.0 78.1 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 0 20 21 23 21:
Old : 29: 3 0 0 20 21 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 63.9 83.4 82.9 40.6 47.8 55.9 58.4
Old : 64.3 63.9 83.4 82.9 40.6 47.8 55.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,534: 1,889 164 233 9,245 10,913 11,367 11,310: 167 224
Old : 11,534: 1,889 164 233 9,245 10,913 11,367 11,310: 167 224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -137: -66 0 0 -153 -200 -219 -200: 82 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 1.4 2.0 80.2 94.6 98.6 98.1: 1.4 1.9
Old : 100.0: 16.4 1.4 2.0 80.2 94.6 98.6 98.1: 1.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 2 19 21 23 24:
Old : 30: 4 1 2 19 21 23 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 : 53.6 53.5 77.0 72.1 46.1 50.5 66.3 66.2
Old : 53.6 53.5 77.0 72.1 46.1 50.5 66.3 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 120,194: 7,537 0 2,327 110,330 117,867 120,194 120,194: 0 0
Old : 120,194: 7,537 0 2,327 110,330 117,867 120,194 120,194: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 3,896: 760 0 392 2,744 3,504 3,896 3,896: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 1.9 91.8 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 0.0 1.9 91.8 98.1 100.0 100.0: 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 : 28: 3 0 2 20 17 23 19:
Old : 28: 3 0 2 20 17 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 : 53.9 63.3 76.4 81.2 50.9 59.2 69.2 71.4
Old : 53.9 63.3 76.4 81.2 50.9 59.2 69.2 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,783: 307 1,569 1,685 19,743 18,529 21,735 21,783: 48 0
Old : 21,783: 307 1,569 1,685 19,743 18,529 21,735 21,783: 48 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 257: 307 101 77 -127 79 257 257: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 7.2 7.7 90.6 85.1 99.8 100.0: 0.2 0.0
Old : 100.0: 1.4 7.2 7.7 90.6 85.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 16 14 18 16:
Old : 23: 1 2 1 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 63.5 89.2 89.2 55.0 33.4 58.6 55.1
Old : 72.8 63.5 89.2 89.2 55.0 33.4 58.6 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 203,076: 7,696 3,881 3,856 191,524 195,339 203,076 203,076: 0 0
Old : 203,076: 7,696 3,881 3,856 191,524 195,339 203,076 203,076: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 0: 0 3,881 0 0 -3,881 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.9 1.9 94.3 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 1.9 1.9 94.3 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 14 8 15 10:
Old : 20: 1 1 1 14 8 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 : 70.1 78.6 91.8 97.6 61.1 67.3 73.6 77.3
Old : 70.1 78.6 91.8 97.6 61.1 67.3 73.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 127,765: 18 712 2,507 9,813 9,118 12,338 12,338: 115,427 115,427
Old : 127,765: 18 712 2,507 9,813 9,118 12,338 12,338: 115,427 115,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 930: -2 -89 37 42 129 77 77: 852 852
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 2.0 7.7 7.1 9.7 9.7: 90.3 90.3
Old : 100.0: 0.0 0.6 2.0 7.7 7.1 9.7 9.7: 90.3 90.3
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 : 23: 1 4 4 17 17 21 22:
Old : 23: 1 4 4 17 17 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 5.3 6.2 7.5 8.1 2.4 2.9 3.3 3.3
Old : 5.3 6.2 7.5 8.1 2.4 2.9 3.3 3.3
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,590: 0 900 25 19,960 19,665 19,985 20,590: 605 0
Old : 20,590: 0 900 25 19,960 19,665 19,985 20,590: 605 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 50: 0 -50 0 -10 100 -10 50: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.1 96.9 95.5 97.1 100.0: 2.9 0.0
Old : 100.0: 0.0 4.4 0.1 96.9 95.5 97.1 100.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 18 13 19 14:
Old : 25: 0 1 1 18 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 : 47.9 78.5 79.1 94.4 46.1 74.4 68.4 79.5
Old : 47.9 78.5 79.1 94.4 46.1 74.4 68.4 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,920: 0 1,000 0 17,325 16,920 17,325 17,920: 595 0
Old : 17,920: 0 1,000 0 17,325 16,920 17,325 17,920: 595 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 0: 0 0 0 -60 0 -60 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 96.7 94.4 96.7 100.0: 3.3 0.0
Old : 100.0: 0.0 5.6 0.0 96.7 94.4 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 : 23: 0 1 0 17 10 17 11:
Old : 23: 0 1 0 17 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 : 49.4 79.7 77.1 96.5 42.8 76.9 64.5 80.2
Old : 49.4 79.7 77.1 96.5 42.8 76.9 64.5 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,715: 100 6,000 0 24,615 18,635 24,715 24,635: 0 80
Old : 24,715: 100 6,000 0 24,615 18,635 24,715 24,635: 0 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 24.3 0.0 99.6 75.4 100.0 99.7: 0.0 0.3
Old : 100.0: 0.4 24.3 0.0 99.6 75.4 100.0 99.7: 0.0 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 : 28: 1 1 0 23 9 24 10:
Old : 28: 1 1 0 23 9 24 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 : 54.4 80.9 76.8 99.3 49.9 75.2 67.1 83.7
Old : 54.4 80.9 76.8 99.3 49.9 75.2 67.1 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,630: 0 1,200 0 15,630 14,410 15,630 15,610: 0 20
Old : 15,630: 0 1,200 0 15,630 14,410 15,630 15,610: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 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 7.7 0.0 100.0 92.2 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 7.7 0.0 100.0 92.2 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 8 18 9:
Old : 23: 0 1 0 18 8 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 77.5 75.8 99.2 52.6 74.7 73.4 90.8
Old : 54.6 77.5 75.8 99.2 52.6 74.7 73.4 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,530: 50 50 0 18,745 19,480 18,795 19,530: 735 0
Old : 19,530: 50 50 0 18,745 19,480 18,795 19,530: 735 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 120: 0 0 0 0 120 0 120: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 0.0 96.0 99.7 96.2 100.0: 3.8 0.0
Old : 100.0: 0.3 0.3 0.0 96.0 99.7 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 : 24: 1 1 0 17 12 18 13:
Old : 24: 1 1 0 17 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 83.6 86.5 98.0 64.1 83.3 80.3 89.9
Old : 69.2 83.6 86.5 98.0 64.1 83.3 80.3 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,930: 200 0 0 20,045 20,930 20,245 20,930: 685 0
Old : 20,930: 200 0 0 20,045 20,930 20,245 20,930: 685 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,175: 0 0 0 1,285 1,175 1,285 1,175: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 95.8 100.0 96.7 100.0: 3.3 0.0
Old : 100.0: 1.0 0.0 0.0 95.8 100.0 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 : 24: 1 0 0 21 10 22 10:
Old : 24: 1 0 0 21 10 22 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 94.4 71.3 99.3 48.1 83.9 62.3 83.9
Old : 52.9 94.4 71.3 99.3 48.1 83.9 62.3 83.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,840: 250 0 0 20,935 21,840 21,185 21,840: 655 0
Old : 21,840: 250 0 0 20,935 21,840 21,185 21,840: 655 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 995: 0 0 0 1,225 995 1,225 995: -230 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 95.9 100.0 97.0 100.0: 3.0 0.0
Old : 100.0: 1.1 0.0 0.0 95.9 100.0 97.0 100.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 24 11 25 11:
Old : 26: 1 0 0 24 11 25 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 : 53.1 94.7 69.9 99.3 49.1 84.8 62.7 85.3
Old : 53.1 94.7 69.9 99.3 49.1 84.8 62.7 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 108,603: 2,695 425 520 105,183 107,648 108,398 108,593: 205 10
Old : 108,603: 2,695 425 520 105,183 107,648 108,398 108,593: 205 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -1,522: -195 0 120 -1,447 -1,642 -1,522 -1,522: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.4 0.5 96.9 99.1 99.8 100.0: 0.2 0.0
Old : 100.0: 2.5 0.4 0.5 96.9 99.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 1 3 35 35 38 39:
Old : 45: 3 1 3 35 35 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 : 43.5 63.9 60.8 80.6 36.7 61.4 50.8 70.0
Old : 43.5 63.9 60.8 80.6 36.7 61.4 50.8 70.0
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 136,754: 4,290 705 420 131,984 135,619 136,694 136,744: 60 10
Old : 136,754: 4,290 705 420 131,984 135,619 136,694 136,744: 60 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 2,959: -170 0 120 3,009 2,839 2,959 2,959: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.5 0.3 96.5 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.5 0.3 96.5 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 2 3 41 36 45 40:
Old : 51: 3 2 3 41 36 45 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 : 36.9 59.9 55.0 79.9 30.1 54.5 47.5 69.3
Old : 36.9 59.9 55.0 79.9 30.1 54.5 47.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 163,376: 19,811 3,421 7,952 135,432 151,655 163,195 163,029: 181 347
Old : 163,376: 19,811 3,421 7,952 135,432 151,655 163,195 163,029: 181 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -188: -2 582 -357 822 227 463 452: -651 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 2.1 4.9 82.9 92.8 99.9 99.8: 0.1 0.2
Old : 100.0: 12.1 2.1 4.9 82.9 92.8 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 11 4 11 43 38 58 49:
Old : 62: 11 4 11 43 38 58 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 : 40.3 68.8 59.8 78.3 39.5 64.8 58.8 72.6
Old : 40.3 68.8 59.8 78.3 39.5 64.8 58.8 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 97,686: 2,354 1,670 1,716 93,486 94,300 97,556 97,686: 130 0
Old : 97,686: 2,354 1,670 1,716 93,486 94,300 97,556 97,686: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,835: 5 0 20 1,820 1,815 1,845 1,835: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.7 1.8 95.7 96.5 99.9 100.0: 0.1 0.0
Old : 100.0: 2.4 1.7 1.8 95.7 96.5 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 : 48: 4 3 3 36 32 41 37:
Old : 48: 4 3 3 36 32 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 77.3 65.8 86.3 44.2 75.8 61.6 81.9
Old : 46.3 77.3 65.8 86.3 44.2 75.8 61.6 81.9
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,575: 550 1,395 0 18,380 18,180 18,930 19,575: 645 0
Old : 19,575: 550 1,395 0 18,380 18,180 18,930 19,575: 645 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 7.1 0.0 93.9 92.9 96.7 100.0: 3.3 0.0
Old : 100.0: 2.8 7.1 0.0 93.9 92.9 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: 1 1 0 23 14 24 15:
Old : 27: 1 1 0 23 14 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 74.5 72.2 96.0 52.7 71.3 71.5 84.7
Old : 52.7 74.5 72.2 96.0 52.7 71.3 71.5 84.7
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,070: 525 415 25 17,040 17,630 17,590 18,070: 480 0
Old : 18,070: 525 415 25 17,040 17,630 17,590 18,070: 480 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 25: -25 0 25 25 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.3 0.1 94.3 97.6 97.3 100.0: 2.7 0.0
Old : 100.0: 2.9 2.3 0.1 94.3 97.6 97.3 100.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 21 14 22 16:
Old : 27: 1 1 1 21 14 22 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 : 46.9 80.0 69.7 97.4 46.9 69.7 67.4 82.0
Old : 46.9 80.0 69.7 97.4 46.9 69.7 67.4 82.0
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 10,945: 150 0 150 10,445 10,215 10,745 10,365: 200 580
Old : 10,945: 150 0 150 10,445 10,215 10,745 10,365: 200 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 570: -70 0 60 745 560 735 620: -165 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 1.4 95.4 93.3 98.2 94.7: 1.8 5.3
Old : 100.0: 1.4 0.0 1.4 95.4 93.3 98.2 94.7: 1.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 20 19 21 20:
Old : 27: 1 0 1 20 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 49.1 73.8 79.1 38.9 38.0 59.2 59.4
Old : 44.7 49.1 73.8 79.1 38.9 38.0 59.2 59.4
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,910: 2,758 2,050 685 23,982 25,175 27,425 27,910: 485 0
Old : 27,910: 2,758 2,050 685 23,982 25,175 27,425 27,910: 485 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,634: 250 1,200 -110 1,494 544 1,634 1,634: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 7.3 2.5 85.9 90.2 98.3 100.0: 1.7 0.0
Old : 100.0: 9.9 7.3 2.5 85.9 90.2 98.3 100.0: 1.7 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 : 33: 2 3 4 25 24 30 28:
Old : 33: 2 3 4 25 24 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 51.9 77.5 74.3 56.0 47.9 66.1 63.2
Old : 63.9 51.9 77.5 74.3 56.0 47.9 66.1 63.2
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,970: 4,525 0 35 13,874 18,923 18,434 18,958: 536 12
Old : 18,970: 4,525 0 35 13,874 18,923 18,434 18,958: 536 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 249: 250 0 0 17 249 267 249: -18 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.2 73.1 99.8 97.2 99.9: 2.8 0.1
Old : 100.0: 23.9 0.0 0.2 73.1 99.8 97.2 99.9: 2.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 19 20 21 21:
Old : 27: 2 0 1 19 20 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 : 69.2 49.7 84.3 76.1 51.9 38.8 64.9 56.1
Old : 69.2 49.7 84.3 76.1 51.9 38.8 64.9 56.1
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,778: 0 1,665 125 21,132 19,893 21,257 21,683: 521 95
Old : 21,778: 0 1,665 125 21,132 19,893 21,257 21,683: 521 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,029: 0 330 15 1,014 664 1,029 1,009: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.6 97.0 91.3 97.6 99.6: 2.4 0.4
Old : 100.0: 0.0 7.6 0.6 97.0 91.3 97.6 99.6: 2.4 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 27 23 28 27:
Old : 34: 0 4 1 27 23 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 50.4 72.0 78.4 49.8 47.4 63.1 68.4
Old : 51.7 50.4 72.0 78.4 49.8 47.4 63.1 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,898: 27 855 263 18,143 17,670 18,433 18,788: 465 110
Old : 18,898: 27 855 263 18,143 17,670 18,433 18,788: 465 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 1,238: -108 300 108 888 730 888 1,138: 350 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.5 1.4 96.0 93.5 97.5 99.4: 2.5 0.6
Old : 100.0: 0.1 4.5 1.4 96.0 93.5 97.5 99.4: 2.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 23 19 24 21:
Old : 30: 1 1 1 23 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 50.3 74.8 75.0 60.1 44.0 70.4 66.8
Old : 61.0 50.3 74.8 75.0 60.1 44.0 70.4 66.8
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,171: 115 100 0 12,468 13,042 12,583 13,142: 588 29
Old : 13,171: 115 100 0 12,468 13,042 12,583 13,142: 588 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 744: 115 25 0 450 995 565 1,020: 179 -276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.8 0.0 94.7 99.0 95.5 99.8: 4.5 0.2
Old : 100.0: 0.9 0.8 0.0 94.7 99.0 95.5 99.8: 4.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 14 13 15 14:
Old : 22: 1 1 0 14 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 70.7 79.2 91.8 48.1 62.7 72.6 82.5
Old : 48.2 70.7 79.2 91.8 48.1 62.7 72.6 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,179: 0 210 0 9,844 9,809 9,844 10,019: 335 160
Old : 10,179: 0 210 0 9,844 9,809 9,844 10,019: 335 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 96.7 96.4 96.7 98.4: 3.3 1.6
Old : 100.0: 0.0 2.1 0.0 96.7 96.4 96.7 98.4: 3.3 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 : 20: 0 1 0 14 14 14 15:
Old : 20: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 71.6 82.1 93.1 56.5 65.2 72.7 75.5
Old : 56.5 71.6 82.1 93.1 56.5 65.2 72.7 75.5
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, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,845: 50 2,780 365 12,235 9,610 12,650 12,755: 195 90
Old : 12,845: 50 2,780 365 12,235 9,610 12,650 12,755: 195 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: 335: 50 150 -30 315 215 335 335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 21.6 2.8 95.3 74.8 98.5 99.3: 1.5 0.7
Old : 100.0: 0.4 21.6 2.8 95.3 74.8 98.5 99.3: 1.5 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 : 34: 1 3 1 24 26 26 29:
Old : 34: 1 3 1 24 26 26 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 : 39.8 45.6 58.4 66.6 38.0 39.4 55.3 57.7
Old : 39.8 45.6 58.4 66.6 38.0 39.4 55.3 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 25, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 8,357: 735 200 465 6,797 7,692 7,997 8,357: 360 0
Old : 8,357: 735 200 465 6,797 7,692 7,997 8,357: 360 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 18, 2014 :
: -120: 0 0 0 0 -120 0 -120: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.4 5.6 81.3 92.0 95.7 100.0: 4.3 0.0
Old : 100.0: 8.8 2.4 5.6 81.3 92.0 95.7 100.0: 4.3 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 : 22: 1 1 1 17 16 18 18:
Old : 22: 1 1 1 17 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 65.4 82.3 87.6 47.3 58.9 67.0 73.4
Old : 57.0 65.4 82.3 87.6 47.3 58.9 67.0 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2014