CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 24,148: 8,241 3,777 2,144 13,723 18,227 24,108 24,148: 40 0
Old : 24,148: 8,241 3,777 2,144 13,723 18,227 24,108 24,148: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,109: -211 81 649 681 379 1,119 1,109: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 15.6 8.9 56.8 75.5 99.8 100.0: 0.2 0.0
Old : 100.0: 34.1 15.6 8.9 56.8 75.5 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 : 30: 13 6 3 7 8 21 16:
Old : 30: 13 6 3 7 8 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 : 72.1 65.0 89.6 89.1 63.6 62.5 71.4 74.3
Old : 72.1 65.0 89.6 89.1 63.6 62.5 71.4 74.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,981: 4,950 6,564 1,356 19,675 18,061 25,981 25,981: 0 0
Old : 25,981: 4,950 6,564 1,356 19,675 18,061 25,981 25,981: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 350: 50 100 125 175 125 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 25.3 5.2 75.7 69.5 100.0 100.0: 0.0 0.0
Old : 100.0: 19.1 25.3 5.2 75.7 69.5 100.0 100.0: 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 : 22: 5 5 3 8 7 15 14:
Old : 22: 5 5 3 8 7 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 : 72.9 74.8 92.9 96.3 59.1 62.6 67.0 67.9
Old : 72.9 74.8 92.9 96.3 59.1 62.6 67.0 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 49,362: 2,996 7,432 3,664 35,202 30,766 41,862 41,862: 7,500 7,500
Old : 49,362: 2,996 7,432 3,664 35,202 30,766 41,862 41,862: 7,500 7,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 4,174: -383 4,065 112 4,445 -3 4,174 4,174: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 15.1 7.4 71.3 62.3 84.8 84.8: 15.2 15.2
Old : 100.0: 6.1 15.1 7.4 71.3 62.3 84.8 84.8: 15.2 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 9 4 11 9 18 20:
Old : 28: 5 9 4 11 9 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 56.0 74.5 71.3 39.0 42.9 50.4 51.0
Old : 58.7 56.0 74.5 71.3 39.0 42.9 50.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,989,666: 308,337 352,380 698,028 2,948,707 2,929,198 3,955,072 3,979,606: 34,594 10,060
Old : 3,989,666: 308,337 352,380 698,028 2,948,707 2,929,198 3,955,072 3,979,606: 34,594 10,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 76,296: -16,405 -23,714 31,760 60,610 68,798 75,965 76,844: 331 -548
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 8.8 17.5 73.9 73.4 99.1 99.7: 0.9 0.3
Old : 100.0: 7.7 8.8 17.5 73.9 73.4 99.1 99.7: 0.9 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 : 231: 32 42 59 144 119 211 187:
Old : 231: 32 42 59 144 119 211 187:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.4 25.2 34.1 42.4 18.3 23.9 28.1 34.2
Old : 20.4 25.2 34.1 42.4 18.3 23.9 28.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 398,204: 180,670 92,967 69,838 147,348 235,020 397,856 397,825: 348 379
Old : 398,204: 180,670 92,967 69,838 147,348 235,020 397,856 397,825: 348 379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,582: 5,098 -4,085 5,114 -3,670 5,585 6,542 6,614: 40 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 23.3 17.5 37.0 59.0 99.9 99.9: 0.1 0.1
Old : 100.0: 45.4 23.3 17.5 37.0 59.0 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 : 66: 11 18 18 32 32 54 57:
Old : 66: 11 18 18 32 32 54 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 48.1 75.2 69.9 53.0 34.9 60.1 51.0
Old : 62.2 48.1 75.2 69.9 53.0 34.9 60.1 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 237,566: 8,354 7,814 2,099 215,918 221,738 226,371 231,651: 11,195 5,915
Old : 237,566: 8,354 7,814 2,099 215,918 221,738 226,371 231,651: 11,195 5,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 7,385: -1,116 1,293 13 9,584 6,344 8,481 7,650: -1,096 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 3.3 0.9 90.9 93.3 95.3 97.5: 4.7 2.5
Old : 100.0: 3.5 3.3 0.9 90.9 93.3 95.3 97.5: 4.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 5 4 3 39 32 45 38:
Old : 54: 5 4 3 39 32 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 47.4 62.0 71.8 42.0 42.5 55.0 60.6
Old : 47.7 47.4 62.0 71.8 42.0 42.5 55.0 60.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,651: 3,901 0 3,276 94,215 101,687 101,392 104,963: 6,259 2,688
Old : 107,651: 3,901 0 3,276 94,215 101,687 101,392 104,963: 6,259 2,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,617: 663 -57 564 2,386 3,786 3,613 4,293: 4 -676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 3.0 87.5 94.5 94.2 97.5: 5.8 2.5
Old : 100.0: 3.6 0.0 3.0 87.5 94.5 94.2 97.5: 5.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 0 4 27 30 31 34:
Old : 38: 4 0 4 27 30 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 48.8 75.0 70.3 51.3 47.1 69.6 65.8
Old : 52.9 48.8 75.0 70.3 51.3 47.1 69.6 65.8
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 209,061: 1,936 4,652 3,320 189,527 192,531 194,783 200,503: 14,278 8,558
Old : 209,061: 1,936 4,652 3,320 189,527 192,531 194,783 200,503: 14,278 8,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,029: 699 0 201 1,676 4,266 2,576 4,467: 453 -1,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.2 1.6 90.7 92.1 93.2 95.9: 6.8 4.1
Old : 100.0: 0.9 2.2 1.6 90.7 92.1 93.2 95.9: 6.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 2 3 30 30 34 35:
Old : 44: 4 2 3 30 30 34 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 : 49.7 51.6 67.8 68.3 46.5 50.7 62.9 66.7
Old : 49.7 51.6 67.8 68.3 46.5 50.7 62.9 66.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 625,245: 1,743 2,135 6,631 609,027 612,449 617,401 621,215: 7,844 4,030
Old : 625,245: 1,743 2,135 6,631 609,027 612,449 617,401 621,215: 7,844 4,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 14,719: -425 592 154 13,688 15,171 13,417 15,917: 1,302 -1,198
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 1.1 97.4 98.0 98.7 99.4: 1.3 0.6
Old : 100.0: 0.3 0.3 1.1 97.4 98.0 98.7 99.4: 1.3 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 : 57: 1 3 3 52 40 56 43:
Old : 57: 1 3 3 52 40 56 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 : 33.7 44.1 56.1 71.8 32.8 39.0 51.6 63.3
Old : 33.7 44.1 56.1 71.8 32.8 39.0 51.6 63.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 313,144: 12,665 1,750 8,478 287,396 296,431 308,539 306,659: 4,605 6,485
Old : 313,144: 12,665 1,750 8,478 287,396 296,431 308,539 306,659: 4,605 6,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,074: 1,318 -1,402 2,022 3,480 5,127 6,820 5,747: -746 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.6 2.7 91.8 94.7 98.5 97.9: 1.5 2.1
Old : 100.0: 4.0 0.6 2.7 91.8 94.7 98.5 97.9: 1.5 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 : 65: 6 4 6 37 40 46 47:
Old : 65: 6 4 6 37 40 46 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 44.1 59.8 63.1 42.7 43.4 55.9 60.5
Old : 43.2 44.1 59.8 63.1 42.7 43.4 55.9 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 231,646: 1,552 2,474 2,339 223,277 223,821 227,168 228,634: 4,478 3,012
Old : 231,646: 1,552 2,474 2,339 223,277 223,821 227,168 228,634: 4,478 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 5,044: 0 -914 285 4,583 6,430 4,868 5,801: 176 -757
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.1 1.0 96.4 96.6 98.1 98.7: 1.9 1.3
Old : 100.0: 0.7 1.1 1.0 96.4 96.6 98.1 98.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 2 3 40 42 44 45:
Old : 54: 2 2 3 40 42 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 28.1 78.2 49.2 59.3 26.4 75.0 45.3
Old : 59.3 28.1 78.2 49.2 59.3 26.4 75.0 45.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 103,442: 0 3,369 1,952 95,947 90,917 97,899 96,238: 5,543 7,204
Old : 103,442: 0 3,369 1,952 95,947 90,917 97,899 96,238: 5,543 7,204
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,311: 0 -1,176 1,004 2,775 2,256 3,779 2,084: -1,468 227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.9 92.8 87.9 94.6 93.0: 5.4 7.0
Old : 100.0: 0.0 3.3 1.9 92.8 87.9 94.6 93.0: 5.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 22 26 24 28:
Old : 33: 0 2 2 22 26 24 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 : 75.2 51.8 86.4 71.3 75.2 51.2 85.5 70.5
Old : 75.2 51.8 86.4 71.3 75.2 51.2 85.5 70.5
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,104: 0 4,986 1,694 98,834 94,441 100,528 101,121: 6,576 5,983
Old : 107,104: 0 4,986 1,694 98,834 94,441 100,528 101,121: 6,576 5,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,911: -2,997 -628 -363 7,460 5,722 4,100 4,731: -189 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 1.6 92.3 88.2 93.9 94.4: 6.1 5.6
Old : 100.0: 0.0 4.7 1.6 92.3 88.2 93.9 94.4: 6.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 5 4 32 27 36 32:
Old : 42: 0 5 4 32 27 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 45.1 65.8 68.6 49.9 42.8 61.7 63.4
Old : 50.2 45.1 65.8 68.6 49.9 42.8 61.7 63.4
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,994: 974 1,592 1,508 62,234 58,000 64,716 61,100: 9,278 12,894
Old : 73,994: 974 1,592 1,508 62,234 58,000 64,716 61,100: 9,278 12,894
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 5,363: -1,284 403 1,061 3,162 3,315 2,939 4,779: 2,424 584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.2 2.0 84.1 78.4 87.5 82.6: 12.5 17.4
Old : 100.0: 1.3 2.2 2.0 84.1 78.4 87.5 82.6: 12.5 17.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 20 16 22 18:
Old : 26: 1 1 2 20 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 45.1 65.2 66.9 43.9 41.6 59.9 60.4
Old : 48.6 45.1 65.2 66.9 43.9 41.6 59.9 60.4
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 177,198: 0 2,996 0 171,839 169,081 171,839 172,077: 5,359 5,121
Old : 177,198: 0 2,996 0 171,839 169,081 171,839 172,077: 5,359 5,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,028: 0 0 0 7,128 6,091 7,128 6,091: -1,100 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 97.0 95.4 97.0 97.1: 3.0 2.9
Old : 100.0: 0.0 1.7 0.0 97.0 95.4 97.0 97.1: 3.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 0 30 24 30 25:
Old : 37: 0 1 0 30 24 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 65.6 65.2 80.1 39.0 65.6 61.1 77.7
Old : 41.3 65.6 65.2 80.1 39.0 65.6 61.1 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,461: 0 0 0 85,100 90,544 85,100 90,544: 8,361 2,917
Old : 93,461: 0 0 0 85,100 90,544 85,100 90,544: 8,361 2,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,353: 0 0 0 3,046 2,866 3,046 2,866: -693 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 96.9 91.1 96.9: 8.9 3.1
Old : 100.0: 0.0 0.0 0.0 91.1 96.9 91.1 96.9: 8.9 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 20 17 20 17:
Old : 28: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 60.8 70.1 85.4 45.7 60.3 64.4 80.9
Old : 49.6 60.8 70.1 85.4 45.7 60.3 64.4 80.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 347,628: 3,169 2,846 4,411 330,568 331,953 338,148 339,210: 9,480 8,418
Old : 347,628: 3,169 2,846 4,411 330,568 331,953 338,148 339,210: 9,480 8,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 4,836: 1,802 2,846 -107 1,945 3,049 3,640 5,788: 1,196 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.8 1.3 95.1 95.5 97.3 97.6: 2.7 2.4
Old : 100.0: 0.9 0.8 1.3 95.1 95.5 97.3 97.6: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 2 3 48 39 51 43:
Old : 60: 2 2 3 48 39 51 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 : 34.2 55.2 53.0 72.4 33.4 51.2 51.1 67.7
Old : 34.2 55.2 53.0 72.4 33.4 51.2 51.1 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 61,396: 3,072 383 1,154 51,165 51,659 55,391 53,196: 6,005 8,200
Old : 61,396: 3,072 383 1,154 51,165 51,659 55,391 53,196: 6,005 8,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,230: 1,284 364 -533 1,070 2,728 1,821 2,559: 409 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.6 1.9 83.3 84.1 90.2 86.6: 9.8 13.4
Old : 100.0: 5.0 0.6 1.9 83.3 84.1 90.2 86.6: 9.8 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 22 22 24 24:
Old : 29: 1 1 2 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 50.7 73.7 68.9 53.6 45.5 65.5 56.7
Old : 59.4 50.7 73.7 68.9 53.6 45.5 65.5 56.7
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-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 66,489: 0 2,430 855 61,888 58,452 62,743 61,737: 3,746 4,752
Old : 66,489: 0 2,430 855 61,888 58,452 62,743 61,737: 3,746 4,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,291: 0 -395 22 3,064 3,767 3,086 3,394: 205 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 1.3 93.1 87.9 94.4 92.9: 5.6 7.1
Old : 100.0: 0.0 3.7 1.3 93.1 87.9 94.4 92.9: 5.6 7.1
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: 0 2 2 16 18 18 20:
Old : 24: 0 2 2 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 60.1 80.0 77.8 49.1 53.7 71.2 68.0
Old : 51.1 60.1 80.0 77.8 49.1 53.7 71.2 68.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,920: 6,662 0 0 61,015 69,269 67,677 69,269: 2,243 651
Old : 69,920: 6,662 0 0 61,015 69,269 67,677 69,269: 2,243 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,999: 596 0 0 3,255 5,370 3,851 5,370: 148 -1,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 87.3 99.1 96.8 99.1: 3.2 0.9
Old : 100.0: 9.5 0.0 0.0 87.3 99.1 96.8 99.1: 3.2 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 : 28: 3 0 0 16 20 19 20:
Old : 28: 3 0 0 16 20 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 61.7 80.1 79.2 49.2 58.0 69.2 72.4
Old : 56.0 61.7 80.1 79.2 49.2 58.0 69.2 72.4
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 110,128: 10,315 9,662 1,620 96,372 97,881 108,307 109,163: 1,821 965
Old : 110,128: 10,315 9,662 1,620 96,372 97,881 108,307 109,163: 1,821 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,813: 476 62 120 3,067 3,658 3,663 3,840: 150 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 8.8 1.5 87.5 88.9 98.3 99.1: 1.7 0.9
Old : 100.0: 9.4 8.8 1.5 87.5 88.9 98.3 99.1: 1.7 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 : 58: 7 6 2 34 26 41 34:
Old : 58: 7 6 2 34 26 41 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 57.3 64.0 74.2 37.0 53.8 53.8 67.6
Old : 44.3 57.3 64.0 74.2 37.0 53.8 53.8 67.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,670: 300 0 240 74,858 74,859 75,398 75,099: 272 571
Old : 75,670: 300 0 240 74,858 74,859 75,398 75,099: 272 571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,263: 0 0 0 2,201 2,353 2,201 2,353: 62 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.3 98.9 98.9 99.6 99.2: 0.4 0.8
Old : 100.0: 0.4 0.0 0.3 98.9 98.9 99.6 99.2: 0.4 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 : 34: 1 0 1 13 22 15 23:
Old : 34: 1 0 1 13 22 15 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 65.9 94.7 80.6 84.8 62.4 90.3 76.6
Old : 86.8 65.9 94.7 80.6 84.8 62.4 90.3 76.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,010: 5,581 0 1,457 198,190 202,085 205,228 203,542: 6,782 8,468
Old : 212,010: 5,581 0 1,457 198,190 202,085 205,228 203,542: 6,782 8,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,977: -1,161 0 464 4,975 2,746 4,278 3,210: -2,301 -1,233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.7 93.5 95.3 96.8 96.0: 3.2 4.0
Old : 100.0: 2.6 0.0 0.7 93.5 95.3 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 : 44: 2 0 1 36 34 38 35:
Old : 44: 2 0 1 36 34 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 43.4 65.4 64.1 43.3 32.5 52.4 46.3
Old : 48.1 43.4 65.4 64.1 43.3 32.5 52.4 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 19,025: 0 1,760 120 17,787 14,611 17,907 16,491: 1,118 2,534
Old : 19,025: 0 1,760 120 17,787 14,611 17,907 16,491: 1,118 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 868: 0 620 0 898 186 898 806: -30 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 0.6 93.5 76.8 94.1 86.7: 5.9 13.3
Old : 100.0: 0.0 9.3 0.6 93.5 76.8 94.1 86.7: 5.9 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 1 11 11 12 14:
Old : 21: 0 3 1 11 11 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 : 78.8 55.1 90.4 74.3 78.8 51.6 88.4 70.8
Old : 78.8 55.1 90.4 74.3 78.8 51.6 88.4 70.8
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 50,226: 2,311 707 687 33,546 45,213 36,544 46,607: 13,682 3,619
Old : 50,226: 2,311 707 687 33,546 45,213 36,544 46,607: 13,682 3,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 28: 511 0 89 -665 125 -65 214: 93 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.4 1.4 66.8 90.0 72.8 92.8: 27.2 7.2
Old : 100.0: 4.6 1.4 1.4 66.8 90.0 72.8 92.8: 27.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 11 14 13 16:
Old : 20: 1 1 2 11 14 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 52.7 63.5 74.4 39.1 52.0 48.3 64.0
Old : 49.0 52.7 63.5 74.4 39.1 52.0 48.3 64.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,270: 0 10,085 2,119 93,941 80,384 96,060 92,588: 6,210 9,682
Old : 102,270: 0 10,085 2,119 93,941 80,384 96,060 92,588: 6,210 9,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,879: -1,059 1,628 766 7,021 2,435 6,728 4,829: 151 2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.9 2.1 91.9 78.6 93.9 90.5: 6.1 9.5
Old : 100.0: 0.0 9.9 2.1 91.9 78.6 93.9 90.5: 6.1 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 : 34: 0 4 2 24 24 26 28:
Old : 34: 0 4 2 24 24 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 38.8 75.7 58.5 53.9 29.8 64.9 46.3
Old : 53.9 38.8 75.7 58.5 53.9 29.8 64.9 46.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,170: 5,173 0 702 90,628 101,774 96,503 102,476: 9,667 3,694
Old : 106,170: 5,173 0 702 90,628 101,774 96,503 102,476: 9,667 3,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,557: -6 0 46 1,693 619 1,733 665: 824 1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.7 85.4 95.9 90.9 96.5: 9.1 3.5
Old : 100.0: 4.9 0.0 0.7 85.4 95.9 90.9 96.5: 9.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 2 19 18 23 20:
Old : 29: 4 0 2 19 18 23 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 : 54.2 66.6 71.6 84.9 43.1 57.5 56.6 71.5
Old : 54.2 66.6 71.6 84.9 43.1 57.5 56.6 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,306: 2,996 0 0 106,714 109,340 109,710 109,340: 3,596 3,966
Old : 113,306: 2,996 0 0 106,714 109,340 109,710 109,340: 3,596 3,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 284: 0 0 0 1,381 284 1,381 284: -1,097 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 94.2 96.5 96.8 96.5: 3.2 3.5
Old : 100.0: 2.6 0.0 0.0 94.2 96.5 96.8 96.5: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 22 15 23 15:
Old : 26: 1 0 0 22 15 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 68.8 77.0 89.8 44.7 51.4 56.7 67.6
Old : 59.9 68.8 77.0 89.8 44.7 51.4 56.7 67.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,027: 0 2,397 560 104,303 105,777 104,863 108,734: 6,164 2,293
Old : 111,027: 0 2,397 560 104,303 105,777 104,863 108,734: 6,164 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,748: 0 456 -545 3,461 2,051 2,916 1,962: -1,168 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.5 93.9 95.3 94.4 97.9: 5.6 2.1
Old : 100.0: 0.0 2.2 0.5 93.9 95.3 94.4 97.9: 5.6 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 : 25: 0 2 2 18 16 20 18:
Old : 25: 0 2 2 18 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 65.1 82.5 83.7 62.2 63.1 75.6 80.6
Old : 66.4 65.1 82.5 83.7 62.2 63.1 75.6 80.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 162,636: 0 17,552 1,780 146,431 134,807 148,211 154,139: 14,425 8,497
Old : 162,636: 0 17,552 1,780 146,431 134,807 148,211 154,139: 14,425 8,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,211: -327 -792 288 1,262 147 1,223 -357: -12 1,568
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 1.1 90.0 82.9 91.1 94.8: 8.9 5.2
Old : 100.0: 0.0 10.8 1.1 90.0 82.9 91.1 94.8: 8.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 4 2 29 27 31 31:
Old : 40: 0 4 2 29 27 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 : 46.2 46.9 63.8 64.3 42.4 46.7 57.4 62.4
Old : 46.2 46.9 63.8 64.3 42.4 46.7 57.4 62.4
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,229: 0 1,488 0 20,377 19,351 20,377 20,839: 852 390
Old : 21,229: 0 1,488 0 20,377 19,351 20,377 20,839: 852 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,201: 0 1,488 0 2,040 593 2,040 2,081: 161 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.0 96.0 91.2 96.0 98.2: 4.0 1.8
Old : 100.0: 0.0 7.0 0.0 96.0 91.2 96.0 98.2: 4.0 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 : 22: 0 2 0 11 16 11 18:
Old : 22: 0 2 0 11 16 11 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 : 72.6 56.9 95.0 75.3 66.3 56.6 86.0 73.4
Old : 72.6 56.9 95.0 75.3 66.3 56.6 86.0 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,075: 360 300 0 38,436 39,680 38,796 39,980: 2,279 1,095
Old : 41,075: 360 300 0 38,436 39,680 38,796 39,980: 2,279 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -360: 0 0 0 -176 -453 -176 -453: -184 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.7 0.0 93.6 96.6 94.5 97.3: 5.5 2.7
Old : 100.0: 0.9 0.7 0.0 93.6 96.6 94.5 97.3: 5.5 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 : 27: 1 1 0 15 18 16 19:
Old : 27: 1 1 0 15 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 65.3 82.0 83.9 47.1 65.3 71.6 74.0
Old : 53.6 65.3 82.0 83.9 47.1 65.3 71.6 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 191,565: 82 6,118 1,958 183,484 178,455 185,524 186,531: 6,041 5,034
Old : 191,565: 82 6,118 1,958 183,484 178,455 185,524 186,531: 6,041 5,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,864: -214 -2,098 494 2,584 4,458 2,864 2,854: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.0 95.8 93.2 96.8 97.4: 3.2 2.6
Old : 100.0: 0.0 3.2 1.0 95.8 93.2 96.8 97.4: 3.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 7 7 39 33 46 41:
Old : 55: 1 7 7 39 33 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 50.4 66.0 66.2 47.4 47.3 64.7 60.7
Old : 47.8 50.4 66.0 66.2 47.4 47.3 64.7 60.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 98,731: 0 0 0 91,872 93,570 91,872 93,570: 6,859 5,161
Old : 98,731: 0 0 0 91,872 93,570 91,872 93,570: 6,859 5,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,823: -199 0 -476 941 1,039 266 563: 1,557 1,260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.1 94.8 93.1 94.8: 6.9 5.2
Old : 100.0: 0.0 0.0 0.0 93.1 94.8 93.1 94.8: 6.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 20 18 20 18:
Old : 25: 0 0 0 20 18 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 59.1 73.5 77.9 51.8 52.6 65.3 66.1
Old : 55.3 59.1 73.5 77.9 51.8 52.6 65.3 66.1
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 73,850: 0 0 0 62,024 65,231 62,024 65,231: 11,826 8,619
Old : 73,850: 0 0 0 62,024 65,231 62,024 65,231: 11,826 8,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,492: 0 0 0 940 1,515 940 1,515: 552 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.0 88.3 84.0 88.3: 16.0 11.7
Old : 100.0: 0.0 0.0 0.0 84.0 88.3 84.0 88.3: 16.0 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 16 14 16:
Old : 23: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 62.1 75.6 79.2 48.7 61.7 67.3 74.1
Old : 52.0 62.1 75.6 79.2 48.7 61.7 67.3 74.1
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 72,446: 0 0 0 65,004 68,207 65,004 68,207: 7,442 4,239
Old : 72,446: 0 0 0 65,004 68,207 65,004 68,207: 7,442 4,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -1,276: -2,354 0 0 1,231 -2,808 -1,123 -2,808: -153 1,532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.7 94.1 89.7 94.1: 10.3 5.9
Old : 100.0: 0.0 0.0 0.0 89.7 94.1 89.7 94.1: 10.3 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 : 25: 0 0 0 19 18 19 18:
Old : 25: 0 0 0 19 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 67.4 71.6 82.5 53.5 64.3 66.4 74.8
Old : 53.9 67.4 71.6 82.5 53.5 64.3 66.4 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 91,317: 4,020 0 0 79,057 84,333 83,077 84,333: 8,240 6,984
Old : 91,317: 4,020 0 0 79,057 84,333 83,077 84,333: 8,240 6,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 4,309: 856 0 0 2,038 1,072 2,894 1,072: 1,415 3,237
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 86.6 92.4 91.0 92.4: 9.0 7.6
Old : 100.0: 4.4 0.0 0.0 86.6 92.4 91.0 92.4: 9.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 14 10 15 10:
Old : 22: 1 0 0 14 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 70.1 77.2 88.6 60.5 69.3 77.2 86.5
Old : 60.5 70.1 77.2 88.6 60.5 69.3 77.2 86.5
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 136,565: 21,156 8,041 8,072 106,514 120,055 135,742 136,168: 823 397
Old : 136,565: 21,156 8,041 8,072 106,514 120,055 135,742 136,168: 823 397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,248: -175 98 749 1,716 1,406 2,290 2,253: -42 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.9 5.9 78.0 87.9 99.4 99.7: 0.6 0.3
Old : 100.0: 15.5 5.9 5.9 78.0 87.9 99.4 99.7: 0.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 13 17 45 48 66 70:
Old : 78: 12 13 17 45 48 66 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.0 62.3 51.9 30.2 19.8 36.3 30.8
Old : 46.9 34.0 62.3 51.9 30.2 19.8 36.3 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 52,311: 154 1,321 600 51,533 50,390 52,287 52,311: 24 0
Old : 52,311: 154 1,321 600 51,533 50,390 52,287 52,311: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 281: -54 -53 157 178 201 281 305: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.5 1.1 98.5 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 2.5 1.1 98.5 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 6 3 22 21 26 28:
Old : 36: 2 6 3 22 21 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 42.9 76.7 74.6 42.8 33.3 57.0 51.0
Old : 51.1 42.9 76.7 74.6 42.8 33.3 57.0 51.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 450,910: 726 13,710 4,172 446,012 433,028 450,910 450,910: 0 0
Old : 450,910: 726 13,710 4,172 446,012 433,028 450,910 450,910: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,177: 726 -1,338 258 2,193 4,257 3,177 3,177: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.0 0.9 98.9 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 3.0 0.9 98.9 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 : 29: 2 2 2 19 17 21 21:
Old : 29: 2 2 2 19 17 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 : 46.6 60.0 76.2 83.7 39.9 49.3 65.4 64.2
Old : 46.6 60.0 76.2 83.7 39.9 49.3 65.4 64.2
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,601,056: 34,462 59,098 12,197 1,554,397 1,529,761 1,601,056 1,601,056: 0 0
Old : 1,601,056: 34,462 59,098 12,197 1,554,397 1,529,761 1,601,056 1,601,056: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 12,996: -392 9,783 -1,960 15,348 5,173 12,996 12,996: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.7 0.8 97.1 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 3.7 0.8 97.1 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 7 6 4 38 41 47 49:
Old : 58: 7 6 4 38 41 47 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 51.7 74.4 67.8 40.7 34.4 49.0 44.9
Old : 59.2 51.7 74.4 67.8 40.7 34.4 49.0 44.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 66,444: 1,731 2,097 1,310 63,403 63,013 66,444 66,420: 0 24
Old : 66,444: 1,731 2,097 1,310 63,403 63,013 66,444 66,420: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 781: 522 -687 740 -481 728 781 781: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.2 2.0 95.4 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 3.2 2.0 95.4 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 6 4 20 21 26 29:
Old : 35: 4 6 4 20 21 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 : 62.2 58.7 83.2 76.2 50.8 52.5 67.7 63.3
Old : 62.2 58.7 83.2 76.2 50.8 52.5 67.7 63.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 539,179: 0 11,670 4,674 534,505 522,835 539,179 539,179: 0 0
Old : 539,179: 0 11,670 4,674 534,505 522,835 539,179 539,179: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,903: 0 328 0 2,903 2,575 2,903 2,903: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.9 99.1 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.9 99.1 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 4 1 21 18 22 22:
Old : 31: 0 4 1 21 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 72.7 81.7 90.0 52.9 64.7 68.3 75.1
Old : 60.3 72.7 81.7 90.0 52.9 64.7 68.3 75.1
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 449,866: 793 760 0 449,073 449,106 449,866 449,866: 0 0
Old : 449,866: 793 760 0 449,073 449,106 449,866 449,866: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,101: 392 0 0 709 1,101 1,101 1,101: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 0.0 99.8 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.2 0.0 99.8 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 1 0 29 32 31 33:
Old : 40: 2 1 0 29 32 31 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 : 54.1 49.5 74.4 69.2 48.8 46.8 62.1 59.6
Old : 54.1 49.5 74.4 69.2 48.8 46.8 62.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 43,200: 865 1,347 255 41,059 40,753 42,179 42,355: 1,021 845
Old : 43,200: 865 1,347 255 41,059 40,753 42,179 42,355: 1,021 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 298: -41 0 0 124 257 83 257: 215 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.1 0.6 95.0 94.3 97.6 98.0: 2.4 2.0
Old : 100.0: 2.0 3.1 0.6 95.0 94.3 97.6 98.0: 2.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 1 29 25 34 27:
Old : 38: 4 2 1 29 25 34 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 57.7 72.6 74.1 47.2 54.6 64.7 68.6
Old : 50.4 57.7 72.6 74.1 47.2 54.6 64.7 68.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,892: 60 0 0 49,453 49,567 49,513 49,567: 379 325
Old : 49,892: 60 0 0 49,453 49,567 49,513 49,567: 379 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -572: 0 0 0 -585 -570 -585 -570: 13 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.1 99.3 99.2 99.3: 0.8 0.7
Old : 100.0: 0.1 0.0 0.0 99.1 99.3 99.2 99.3: 0.8 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 : 43: 1 0 0 36 31 37 31:
Old : 43: 1 0 0 36 31 37 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 : 50.4 55.8 67.7 76.3 47.1 45.4 58.8 63.9
Old : 50.4 55.8 67.7 76.3 47.1 45.4 58.8 63.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 68,428: 50 580 0 67,878 67,743 67,928 68,323: 500 105
Old : 68,428: 50 580 0 67,878 67,743 67,928 68,323: 500 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,323: 0 0 0 1,495 1,565 1,495 1,565: -172 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.8 0.0 99.2 99.0 99.3 99.8: 0.7 0.2
Old : 100.0: 0.1 0.8 0.0 99.2 99.0 99.3 99.8: 0.7 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 : 44: 1 1 0 35 33 36 34:
Old : 44: 1 1 0 35 33 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 53.5 66.0 79.1 44.8 46.9 61.4 69.0
Old : 46.1 53.5 66.0 79.1 44.8 46.9 61.4 69.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,476: 0 0 0 18,336 18,356 18,336 18,356: 140 120
Old : 18,476: 0 0 0 18,336 18,356 18,336 18,356: 140 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,760: 0 0 0 1,760 1,760 1,760 1,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.4 99.2 99.4: 0.8 0.6
Old : 100.0: 0.0 0.0 0.0 99.2 99.4 99.2 99.4: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 21 19 21 19:
Old : 28: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 70.0 81.7 88.6 56.3 63.2 66.8 73.1
Old : 61.4 70.0 81.7 88.6 56.3 63.2 66.8 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 236,672: 784 0 0 235,888 236,672 236,672 236,672: 0 0
Old : 236,672: 784 0 0 235,888 236,672 236,672 236,672: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -376: 0 0 0 -376 -376 -376 -376: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 23 20 24 20:
Old : 32: 1 0 0 23 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 68.8 72.5 86.1 45.7 63.0 67.3 73.6
Old : 46.4 68.8 72.5 86.1 45.7 63.0 67.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,997: 1,400 140 0 7,408 8,472 8,808 8,612: 189 385
Old : 8,997: 1,400 140 0 7,408 8,472 8,808 8,612: 189 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 295: -123 0 0 377 273 254 273: 41 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 1.6 0.0 82.3 94.2 97.9 95.7: 2.1 4.3
Old : 100.0: 15.6 1.6 0.0 82.3 94.2 97.9 95.7: 2.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 0 18 17 21 18:
Old : 25: 3 1 0 18 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 : 57.9 62.0 75.4 81.3 57.5 56.3 67.8 69.0
Old : 57.9 62.0 75.4 81.3 57.5 56.3 67.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,510: 100 175 0 6,980 7,335 7,080 7,510: 430 0
Old : 7,510: 100 175 0 6,980 7,335 7,080 7,510: 430 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.3 0.0 92.9 97.7 94.3 100.0: 5.7 0.0
Old : 100.0: 1.3 2.3 0.0 92.9 97.7 94.3 100.0: 5.7 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 : 20: 1 2 0 11 13 12 15:
Old : 20: 1 2 0 11 13 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 57.3 86.8 86.8 43.3 41.5 52.7 55.7
Old : 68.8 57.3 86.8 86.8 43.3 41.5 52.7 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,815: 0 550 0 18,815 18,125 18,815 18,675: 0 140
Old : 18,815: 0 550 0 18,815 18,125 18,815 18,675: 0 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,150: 0 0 0 1,150 1,150 1,150 1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 100.0 96.3 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 2.9 0.0 100.0 96.3 100.0 99.3: 0.0 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 : 33: 0 2 0 23 20 23 22:
Old : 33: 0 2 0 23 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 56.0 76.5 83.2 50.1 49.7 65.1 65.3
Old : 54.4 56.0 76.5 83.2 50.1 49.7 65.1 65.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,490: 0 75 0 21,310 21,355 21,310 21,430: 180 60
Old : 21,490: 0 75 0 21,310 21,355 21,310 21,430: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,245: 0 0 0 1,245 1,245 1,245 1,245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 99.2 99.4 99.2 99.7: 0.8 0.3
Old : 100.0: 0.0 0.3 0.0 99.2 99.4 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 27 25 27 26:
Old : 31: 0 1 0 27 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 59.4 64.5 81.4 28.5 39.4 43.1 49.9
Old : 45.4 59.4 64.5 81.4 28.5 39.4 43.1 49.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,535: 0 82 44 18,174 17,053 18,218 17,179: 317 1,356
Old : 18,535: 0 82 44 18,174 17,053 18,218 17,179: 317 1,356
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 425: 0 0 0 382 -22 382 -22: 43 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.2 98.1 92.0 98.3 92.7: 1.7 7.3
Old : 100.0: 0.0 0.4 0.2 98.1 92.0 98.3 92.7: 1.7 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 : 30: 0 1 1 26 23 27 24:
Old : 30: 0 1 1 26 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 61.0 59.1 78.3 35.9 54.8 55.3 63.9
Old : 37.0 61.0 59.1 78.3 35.9 54.8 55.3 63.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 62,771: 25 5,075 249 62,052 57,262 62,326 62,586: 445 185
Old : 62,771: 25 5,075 249 62,052 57,262 62,326 62,586: 445 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,762: -16 594 -140 1,918 1,308 1,762 1,762: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 0.4 98.9 91.2 99.3 99.7: 0.7 0.3
Old : 100.0: 0.0 8.1 0.4 98.9 91.2 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 : 42: 1 4 5 34 30 39 36:
Old : 42: 1 4 5 34 30 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 41.9 75.5 65.4 55.0 41.1 73.6 63.3
Old : 55.7 41.9 75.5 65.4 55.0 41.1 73.6 63.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 73,664: 371 11,348 1,700 71,582 60,556 73,653 73,604: 11 60
Old : 73,664: 371 11,348 1,700 71,582 60,556 73,653 73,604: 11 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,546: 71 1,799 -828 3,298 1,545 2,541 2,516: 5 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 15.4 2.3 97.2 82.2 100.0 99.9: 0.0 0.1
Old : 100.0: 0.5 15.4 2.3 97.2 82.2 100.0 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 : 50: 1 8 4 35 36 39 45:
Old : 50: 1 8 4 35 36 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 48.2 69.2 69.0 48.4 45.3 64.5 63.7
Old : 49.2 48.2 69.2 69.0 48.4 45.3 64.5 63.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,380: 910 0 0 43,450 44,380 44,360 44,380: 20 0
Old : 44,380: 910 0 0 43,450 44,380 44,360 44,380: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 400: 0 0 0 400 400 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 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 : 33: 1 0 0 28 16 29 16:
Old : 33: 1 0 0 28 16 29 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 : 55.2 94.0 73.7 97.3 52.7 92.7 71.2 93.6
Old : 55.2 94.0 73.7 97.3 52.7 92.7 71.2 93.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,400: 735 0 0 45,605 46,400 46,340 46,400: 60 0
Old : 46,400: 735 0 0 45,605 46,400 46,340 46,400: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 905: 0 0 0 905 905 905 905: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 98.3 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 0.0 0.0 98.3 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 0 0 30 17 31 17:
Old : 34: 1 0 0 30 17 31 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 : 52.3 93.0 68.2 96.7 50.9 88.2 66.3 89.5
Old : 52.3 93.0 68.2 96.7 50.9 88.2 66.3 89.5
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 352,755: 24,653 25,728 2,799 325,303 324,228 352,755 352,755: 0 0
Old : 352,755: 24,653 25,728 2,799 325,303 324,228 352,755 352,755: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,351: -1,568 0 432 7,487 5,919 6,351 6,351: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 7.3 0.8 92.2 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.0 7.3 0.8 92.2 91.9 100.0 100.0: 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 : 41: 3 3 2 26 32 29 37:
Old : 41: 3 3 2 26 32 29 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 : 48.4 40.2 73.3 60.4 40.5 37.3 59.0 54.7
Old : 48.4 40.2 73.3 60.4 40.5 37.3 59.0 54.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,293: 5,210 2,199 336 21,559 24,164 27,105 26,699: 188 594
Old : 27,293: 5,210 2,199 336 21,559 24,164 27,105 26,699: 188 594
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,433: 440 -7 7 1,032 1,751 1,479 1,751: -46 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 8.1 1.2 79.0 88.5 99.3 97.8: 0.7 2.2
Old : 100.0: 19.1 8.1 1.2 79.0 88.5 99.3 97.8: 0.7 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 : 40: 4 4 4 25 30 30 37:
Old : 40: 4 4 4 25 30 30 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 : 50.8 36.2 78.5 57.0 46.6 35.5 69.0 55.3
Old : 50.8 36.2 78.5 57.0 46.6 35.5 69.0 55.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 32,725: 347 2,624 1,329 31,049 28,772 32,725 32,725: 0 0
Old : 32,725: 347 2,624 1,329 31,049 28,772 32,725 32,725: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,208: -72 828 688 616 -308 1,232 1,208: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 8.0 4.1 94.9 87.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 8.0 4.1 94.9 87.9 100.0 100.0: 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 : 30: 3 6 3 14 15 20 21:
Old : 30: 3 6 3 14 15 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 76.4 87.2 89.5 61.8 69.1 72.1 73.9
Old : 69.1 76.4 87.2 89.5 61.8 69.1 72.1 73.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 420,914: 0 1,586 0 420,914 419,328 420,914 420,914: 0 0
Old : 420,914: 0 1,586 0 420,914 419,328 420,914 420,914: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 5,096: 0 0 0 5,096 5,096 5,096 5,096: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 21 17 21 18:
Old : 29: 0 1 0 21 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 : 62.5 90.6 83.3 95.9 59.8 78.4 77.3 82.2
Old : 62.5 90.6 83.3 95.9 59.8 78.4 77.3 82.2
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 32,493: 636 377 0 31,793 31,649 32,429 32,026: 64 467
Old : 32,493: 636 377 0 31,793 31,649 32,429 32,026: 64 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -43: 0 0 0 -43 -43 -43 -43: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.2 0.0 97.8 97.4 99.8 98.6: 0.2 1.4
Old : 100.0: 2.0 1.2 0.0 97.8 97.4 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 0 17 19 19 21:
Old : 28: 2 2 0 17 19 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 83.9 87.5 92.7 65.2 75.9 78.4 81.3
Old : 69.3 83.9 87.5 92.7 65.2 75.9 78.4 81.3
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,129: 1,914 2 428 13,700 14,879 16,042 15,309: 87 820
Old : 16,129: 1,914 2 428 13,700 14,879 16,042 15,309: 87 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 248: 132 0 -23 116 -66 225 -89: 23 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 2.7 84.9 92.2 99.5 94.9: 0.5 5.1
Old : 100.0: 11.9 0.0 2.7 84.9 92.2 99.5 94.9: 0.5 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 2 20 22 24 24:
Old : 30: 3 1 2 20 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 43.8 70.6 62.4 37.2 35.9 54.4 51.0
Old : 46.6 43.8 70.6 62.4 37.2 35.9 54.4 51.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 194,597: 29,580 0 1,604 163,413 192,993 194,597 194,597: 0 0
Old : 194,597: 29,580 0 1,604 163,413 192,993 194,597 194,597: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,960: 0 0 0 1,960 1,960 1,960 1,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 0.8 84.0 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 15.2 0.0 0.8 84.0 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 : 30: 3 0 1 18 23 21 24:
Old : 30: 3 0 1 18 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 56.9 75.2 80.3 46.7 49.4 60.2 67.7
Old : 55.0 56.9 75.2 80.3 46.7 49.4 60.2 67.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,659: 83 546 226 15,290 14,506 15,599 15,278: 60 381
Old : 15,659: 83 546 226 15,290 14,506 15,599 15,278: 60 381
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,687: 0 -41 0 1,687 1,707 1,687 1,666: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.5 1.4 97.6 92.6 99.6 97.6: 0.4 2.4
Old : 100.0: 0.5 3.5 1.4 97.6 92.6 99.6 97.6: 0.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 2 23 26 25 29:
Old : 32: 1 2 2 23 26 25 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 : 52.7 47.7 74.1 66.5 44.2 41.1 57.5 55.6
Old : 52.7 47.7 74.1 66.5 44.2 41.1 57.5 55.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 163,277: 2,770 0 1,927 158,580 161,350 163,277 163,277: 0 0
Old : 163,277: 2,770 0 1,927 158,580 161,350 163,277 163,277: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 767: 0 0 0 767 767 767 767: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 23 20 25 21:
Old : 29: 2 0 1 23 20 25 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 : 62.2 61.3 83.0 79.8 56.8 55.5 67.3 67.5
Old : 62.2 61.3 83.0 79.8 56.8 55.5 67.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,365: 0 300 0 8,125 7,985 8,125 8,285: 240 80
Old : 8,365: 0 300 0 8,125 7,985 8,125 8,285: 240 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 97.1 95.5 97.1 99.0: 2.9 1.0
Old : 100.0: 0.0 3.6 0.0 97.1 95.5 97.1 99.0: 2.9 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 : 20: 0 1 0 15 11 15 12:
Old : 20: 0 1 0 15 11 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 : 57.3 74.4 85.4 94.1 45.3 55.7 66.5 73.0
Old : 57.3 74.4 85.4 94.1 45.3 55.7 66.5 73.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,588: 78 0 0 16,510 16,588 16,588 16,588: 0 0
Old : 16,588: 78 0 0 16,510 16,588 16,588 16,588: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 284: 0 0 0 284 284 284 284: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 14 20 15 20:
Old : 24: 1 0 0 14 20 15 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 : 87.0 68.9 93.3 86.9 39.8 34.3 45.7 44.0
Old : 87.0 68.9 93.3 86.9 39.8 34.3 45.7 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,865: 0 850 0 8,785 8,005 8,785 8,855: 80 10
Old : 8,865: 0 850 0 8,785 8,005 8,785 8,855: 80 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 0.0 99.1 90.3 99.1 99.9: 0.9 0.1
Old : 100.0: 0.0 9.6 0.0 99.1 90.3 99.1 99.9: 0.9 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 : 26: 0 1 0 19 16 19 17:
Old : 26: 0 1 0 19 16 19 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 : 64.4 65.7 81.2 88.2 57.6 62.7 71.7 78.4
Old : 64.4 65.7 81.2 88.2 57.6 62.7 71.7 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,140: 0 525 0 21,630 21,365 21,630 21,890: 510 250
Old : 22,140: 0 525 0 21,630 21,365 21,630 21,890: 510 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 97.7 96.5 97.7 98.9: 2.3 1.1
Old : 100.0: 0.0 2.4 0.0 97.7 96.5 97.7 98.9: 2.3 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 : 26: 0 1 0 20 15 20 16:
Old : 26: 0 1 0 20 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 81.8 83.6 94.6 53.7 78.5 75.5 85.8
Old : 59.1 81.8 83.6 94.6 53.7 78.5 75.5 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,705: 0 525 0 19,135 18,850 19,135 19,375: 570 330
Old : 19,705: 0 525 0 19,135 18,850 19,135 19,375: 570 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 85: 0 0 0 85 85 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 97.1 95.7 97.1 98.3: 2.9 1.7
Old : 100.0: 0.0 2.7 0.0 97.1 95.7 97.1 98.3: 2.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 10 17 11:
Old : 21: 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 : 62.6 88.6 82.4 97.2 58.7 85.9 76.7 88.6
Old : 62.6 88.6 82.4 97.2 58.7 85.9 76.7 88.6
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,059: 250 225 0 22,809 22,834 23,059 23,059: 0 0
Old : 23,059: 250 225 0 22,809 22,834 23,059 23,059: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 55: 0 0 0 55 55 55 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.9 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 1.0 0.0 98.9 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 0 24 20 25 21:
Old : 35: 1 1 0 24 20 25 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 : 55.0 69.4 74.9 89.4 53.4 68.4 72.6 81.7
Old : 55.0 69.4 74.9 89.4 53.4 68.4 72.6 81.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,954: 250 0 0 21,704 21,954 21,954 21,954: 0 0
Old : 21,954: 250 0 0 21,704 21,954 21,954 21,954: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 21 16 22 16:
Old : 27: 1 0 0 21 16 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 : 61.0 77.8 78.0 95.1 59.7 74.6 76.3 84.5
Old : 61.0 77.8 78.0 95.1 59.7 74.6 76.3 84.5
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,745: 0 500 0 19,110 19,245 19,110 19,745: 635 0
Old : 19,745: 0 500 0 19,110 19,245 19,110 19,745: 635 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 190: 0 0 0 530 330 530 330: -340 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 96.8 97.5 96.8 100.0: 3.2 0.0
Old : 100.0: 0.0 2.5 0.0 96.8 97.5 96.8 100.0: 3.2 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 : 22: 0 2 0 16 8 16 10:
Old : 22: 0 2 0 16 8 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 94.0 84.6 98.9 69.8 91.4 84.6 95.7
Old : 69.8 94.0 84.6 98.9 69.8 91.4 84.6 95.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,820: 0 0 0 15,490 15,660 15,490 15,660: 330 160
Old : 15,820: 0 0 0 15,490 15,660 15,490 15,660: 330 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 300: 0 0 0 295 300 295 300: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 99.0 97.9 99.0: 2.1 1.0
Old : 100.0: 0.0 0.0 0.0 97.9 99.0 97.9 99.0: 2.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 25 11 25 11:
Old : 26: 0 0 0 25 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 : 54.0 91.2 73.5 98.6 50.1 81.4 67.6 83.8
Old : 54.0 91.2 73.5 98.6 50.1 81.4 67.6 83.8
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,037: 25 200 0 16,637 16,677 16,662 16,877: 375 160
Old : 17,037: 25 200 0 16,637 16,677 16,662 16,877: 375 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 335: 0 0 0 335 335 335 335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.2 0.0 97.7 97.9 97.8 99.1: 2.2 0.9
Old : 100.0: 0.1 1.2 0.0 97.7 97.9 97.8 99.1: 2.2 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 : 30: 1 1 0 25 15 26 16:
Old : 30: 1 1 0 25 15 26 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 : 49.9 88.1 69.6 96.1 46.4 78.9 63.4 82.9
Old : 49.9 88.1 69.6 96.1 46.4 78.9 63.4 82.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,900: 3,210 1,060 50 115,640 117,790 118,900 118,900: 0 0
Old : 118,900: 3,210 1,060 50 115,640 117,790 118,900 118,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,280: 0 0 0 2,280 2,280 2,280 2,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.9 0.0 97.3 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.9 0.0 97.3 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 3 1 37 32 40 36:
Old : 49: 3 3 1 37 32 40 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 : 41.6 58.5 61.3 78.2 37.8 50.3 54.1 63.0
Old : 41.6 58.5 61.3 78.2 37.8 50.3 54.1 63.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 125,304: 3,930 1,685 200 121,159 123,354 125,289 125,239: 15 65
Old : 125,304: 3,930 1,685 200 121,159 123,354 125,289 125,239: 15 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -2,092: 0 0 0 -2,092 -2,092 -2,092 -2,092: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.3 0.2 96.7 98.4 100.0 99.9: 0.0 0.1
Old : 100.0: 3.1 1.3 0.2 96.7 98.4 100.0 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 : 53: 5 4 1 36 36 41 41:
Old : 53: 5 4 1 36 36 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 58.0 60.9 74.7 37.6 51.8 53.7 62.2
Old : 43.1 58.0 60.9 74.7 37.6 51.8 53.7 62.2
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 149,594: 16,350 13,362 5,281 127,806 130,891 149,437 149,534: 157 60
Old : 149,594: 16,350 13,362 5,281 127,806 130,891 149,437 149,534: 157 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -1,025: 85 36 71 -970 -1,120 -814 -1,013: -211 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 8.9 3.5 85.4 87.5 99.9 100.0: 0.1 0.0
Old : 100.0: 10.9 8.9 3.5 85.4 87.5 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 : 74: 10 12 10 45 41 60 59:
Old : 74: 10 12 10 45 41 60 59:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 52.9 47.0 66.3 29.1 47.9 42.2 57.9
Old : 29.6 52.9 47.0 66.3 29.1 47.9 42.2 57.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 106,210: 1,610 3,595 1,300 103,208 101,315 106,118 106,210: 92 0
Old : 106,210: 1,610 3,595 1,300 103,208 101,315 106,118 106,210: 92 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,830: -10 0 10 1,830 1,820 1,830 1,830: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.4 1.2 97.2 95.4 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 3.4 1.2 97.2 95.4 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 4 4 39 36 45 42:
Old : 50: 3 4 4 39 36 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 66.9 49.8 79.8 28.2 58.7 44.7 67.1
Old : 30.7 66.9 49.8 79.8 28.2 58.7 44.7 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,040: 395 805 60 22,585 22,105 23,040 22,970: 0 70
Old : 23,040: 395 805 60 22,585 22,105 23,040 22,970: 0 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 775: 0 0 0 775 775 775 775: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.5 0.3 98.0 95.9 100.0 99.7: 0.0 0.3
Old : 100.0: 1.7 3.5 0.3 98.0 95.9 100.0 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 : 32: 1 2 1 26 14 27 17:
Old : 32: 1 2 1 26 14 27 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 : 55.4 80.0 75.5 95.2 55.4 79.8 75.1 91.4
Old : 55.4 80.0 75.5 95.2 55.4 79.8 75.1 91.4
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,885: 25 0 125 18,705 18,720 18,855 18,845: 30 40
Old : 18,885: 25 0 125 18,705 18,720 18,855 18,845: 30 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 370: 0 0 0 370 370 370 370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.7 99.0 99.1 99.8 99.8: 0.2 0.2
Old : 100.0: 0.1 0.0 0.7 99.0 99.1 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 23 11 24 12:
Old : 27: 1 0 1 23 11 24 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 : 58.6 82.2 78.7 97.9 58.6 81.1 78.3 92.1
Old : 58.6 82.2 78.7 97.9 58.6 81.1 78.3 92.1
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 29,578: 334 300 5 29,169 29,188 29,508 29,493: 70 85
Old : 29,578: 334 300 5 29,169 29,188 29,508 29,493: 70 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 45: -15 0 5 55 40 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.6 98.7 99.8 99.7: 0.2 0.3
Old : 100.0: 1.1 1.0 0.0 98.6 98.7 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 1 29 28 31 30:
Old : 36: 2 1 1 29 28 31 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 : 49.0 53.1 63.9 71.7 45.8 46.0 57.1 59.7
Old : 49.0 53.1 63.9 71.7 45.8 46.0 57.1 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 11,773: 0 0 0 11,763 11,773 11,763 11,773: 10 0
Old : 11,773: 0 0 0 11,763 11,773 11,763 11,773: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 0.0 0.0 99.9 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 17 17 17:
Old : 20: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 70.9 77.3 91.7 40.5 61.8 57.0 65.5
Old : 47.4 70.9 77.3 91.7 40.5 61.8 57.0 65.5
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,675: 3,153 1,795 200 26,037 27,545 29,390 29,540: 285 135
Old : 29,675: 3,153 1,795 200 26,037 27,545 29,390 29,540: 285 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 265: 60 0 0 215 215 275 215: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 6.0 0.7 87.7 92.8 99.0 99.5: 1.0 0.5
Old : 100.0: 10.6 6.0 0.7 87.7 92.8 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 1 20 25 23 28:
Old : 35: 3 2 1 20 25 23 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 : 60.9 45.1 78.8 69.2 53.4 45.1 69.5 68.0
Old : 60.9 45.1 78.8 69.2 53.4 45.1 69.5 68.0
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,447: 1,955 0 0 23,154 25,392 25,109 25,392: 338 55
Old : 25,447: 1,955 0 0 23,154 25,392 25,109 25,392: 338 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 310: 20 0 0 320 280 340 280: -30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.0 91.0 99.8 98.7 99.8: 1.3 0.2
Old : 100.0: 7.7 0.0 0.0 91.0 99.8 98.7 99.8: 1.3 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 : 31: 2 0 0 21 22 23 22:
Old : 31: 2 0 0 21 22 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 58.3 78.2 79.8 35.9 43.6 54.8 58.1
Old : 54.7 58.3 78.2 79.8 35.9 43.6 54.8 58.1
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,848: 221 755 80 31,302 30,953 31,603 31,788: 245 60
Old : 31,848: 221 755 80 31,302 30,953 31,603 31,788: 245 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,303: 71 35 25 1,087 1,183 1,183 1,243: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.4 0.3 98.3 97.2 99.2 99.8: 0.8 0.2
Old : 100.0: 0.7 2.4 0.3 98.3 97.2 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 : 38: 1 3 2 27 29 29 33:
Old : 38: 1 3 2 27 29 29 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 : 58.3 64.4 75.5 84.4 57.0 63.6 73.8 79.7
Old : 58.3 64.4 75.5 84.4 57.0 63.6 73.8 79.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,578: 0 125 140 23,038 23,283 23,178 23,548: 400 30
Old : 23,578: 0 125 140 23,038 23,283 23,178 23,548: 400 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 310: 0 0 0 180 310 180 310: 130 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.6 97.7 98.7 98.3 99.9: 1.7 0.1
Old : 100.0: 0.0 0.5 0.6 97.7 98.7 98.3 99.9: 1.7 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 : 33: 0 1 1 23 25 24 26:
Old : 33: 0 1 1 23 25 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 : 56.5 61.6 73.5 82.9 47.4 57.3 61.3 68.5
Old : 56.5 61.6 73.5 82.9 47.4 57.3 61.3 68.5
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,166: 0 702 0 19,002 18,144 19,002 18,846: 164 320
Old : 19,166: 0 702 0 19,002 18,144 19,002 18,846: 164 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 250: 0 0 0 250 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 99.1 94.7 99.1 98.3: 0.9 1.7
Old : 100.0: 0.0 3.7 0.0 99.1 94.7 99.1 98.3: 0.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 0 19 17 19 19:
Old : 26: 0 2 0 19 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 : 58.5 62.2 85.2 84.0 56.9 61.1 79.4 80.7
Old : 58.5 62.2 85.2 84.0 56.9 61.1 79.4 80.7
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,704: 0 300 0 14,575 14,184 14,575 14,484: 129 220
Old : 14,704: 0 300 0 14,575 14,184 14,575 14,484: 129 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 385: 0 0 0 785 385 785 385: -400 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 99.1 96.5 99.1 98.5: 0.9 1.5
Old : 100.0: 0.0 2.0 0.0 99.1 96.5 99.1 98.5: 0.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 18 13 18 14:
Old : 22: 0 1 0 18 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 67.5 78.4 88.8 46.3 65.3 68.9 80.1
Old : 49.4 67.5 78.4 88.8 46.3 65.3 68.9 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,299: 1,629 900 20 35,460 36,314 37,109 37,234: 190 65
Old : 37,299: 1,629 900 20 35,460 36,314 37,109 37,234: 190 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 422: -20 0 10 432 412 422 422: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.4 0.1 95.1 97.4 99.5 99.8: 0.5 0.2
Old : 100.0: 4.4 2.4 0.1 95.1 97.4 99.5 99.8: 0.5 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 : 41: 4 2 1 29 26 33 29:
Old : 41: 4 2 1 29 26 33 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 : 48.8 47.3 66.1 73.8 47.7 44.2 64.0 68.0
Old : 48.8 47.3 66.1 73.8 47.7 44.2 64.0 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,785: 1,035 0 0 13,630 14,729 14,665 14,729: 120 56
Old : 14,785: 1,035 0 0 13,630 14,729 14,665 14,729: 120 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 975: 60 0 0 1,305 975 1,365 975: -390 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 92.2 99.6 99.2 99.6: 0.8 0.4
Old : 100.0: 7.0 0.0 0.0 92.2 99.6 99.2 99.6: 0.8 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 : 26: 1 0 0 21 19 22 19:
Old : 26: 1 0 0 21 19 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 67.7 70.0 88.8 42.0 63.4 65.7 78.9
Old : 42.9 67.7 70.0 88.8 42.0 63.4 65.7 78.9
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 - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,683: 1,998 50 0 12,605 14,633 14,603 14,683: 80 0
Old : 14,683: 1,998 50 0 12,605 14,633 14,603 14,683: 80 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 85: 60 0 0 25 85 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.3 0.0 85.8 99.7 99.5 100.0: 0.5 0.0
Old : 100.0: 13.6 0.3 0.0 85.8 99.7 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 : 30: 1 1 0 23 25 24 26:
Old : 30: 1 1 0 23 25 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 : 39.4 68.7 63.9 86.8 36.2 59.6 53.2 69.7
Old : 39.4 68.7 63.9 86.8 36.2 59.6 53.2 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015