CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 23,576: 6,120 6,519 2,250 15,206 14,807 23,576 23,576: 0 0
Old : 23,576: 6,120 6,519 2,250 15,206 14,807 23,576 23,576: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,561: -2,900 -500 500 3,961 1,571 1,561 1,571: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 27.7 9.5 64.5 62.8 100.0 100.0: 0.0 0.0
Old : 100.0: 26.0 27.7 9.5 64.5 62.8 100.0 100.0: 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 : 24: 7 4 3 9 8 18 14:
Old : 24: 7 4 3 9 8 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 : 70.5 67.5 89.9 92.1 63.4 59.1 67.7 66.7
Old : 70.5 67.5 89.9 92.1 63.4 59.1 67.7 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,459,692: 442,051 394,172 962,221 3,020,345 3,086,258 4,424,617 4,442,651: 35,075 17,041
Old : 4,459,692: 442,051 394,172 962,221 3,020,345 3,086,258 4,424,617 4,442,651: 35,075 17,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 75,353: 45,919 52,363 9,149 20,049 10,759 75,117 72,271: 236 3,082
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 8.8 21.6 67.7 69.2 99.2 99.6: 0.8 0.4
Old : 100.0: 9.9 8.8 21.6 67.7 69.2 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 : 221: 36 43 62 138 107 209 177:
Old : 221: 36 43 62 138 107 209 177:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 26.9 34.8 42.9 15.8 18.4 24.1 28.6
Old : 23.9 26.9 34.8 42.9 15.8 18.4 24.1 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,302,137: 128,992 44,061 1,185,770 987,070 1,071,443 2,301,832 2,301,275: 305 862
Old : 2,302,137: 128,992 44,061 1,185,770 987,070 1,071,443 2,301,832 2,301,275: 305 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 64,468: 9,363 1,800 36,308 18,610 26,358 64,281 64,467: 187 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.9 51.5 42.9 46.5 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 1.9 51.5 42.9 46.5 100.0 100.0: 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 : 103: 21 23 40 57 55 99 97:
Old : 103: 21 23 40 57 55 99 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 32.3 56.3 55.9 4.0 4.3 5.5 5.4
Old : 34.3 32.3 56.3 55.9 4.0 4.3 5.5 5.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 221,823: 11,033 7,084 5,753 189,120 198,789 205,906 211,626: 15,917 10,197
Old : 221,823: 11,033 7,084 5,753 189,120 198,789 205,906 211,626: 15,917 10,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 8,040: 1,316 2,923 2,052 4,769 3,149 8,137 8,124: -97 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 3.2 2.6 85.3 89.6 92.8 95.4: 7.2 4.6
Old : 100.0: 5.0 3.2 2.6 85.3 89.6 92.8 95.4: 7.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 4 4 32 31 38 36:
Old : 47: 3 4 4 32 31 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 43.6 58.3 63.4 37.8 39.0 51.2 51.5
Old : 41.1 43.6 58.3 63.4 37.8 39.0 51.2 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 86,707: 10,018 0 1,120 71,101 81,753 82,239 82,873: 4,468 3,834
Old : 86,707: 10,018 0 1,120 71,101 81,753 82,239 82,873: 4,468 3,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -568: 1,290 0 444 -1,612 -1,014 122 -570: -690 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 1.3 82.0 94.3 94.8 95.6: 5.2 4.4
Old : 100.0: 11.6 0.0 1.3 82.0 94.3 94.8 95.6: 5.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 1 27 29 30 30:
Old : 35: 3 0 1 27 29 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 41.3 63.0 63.7 26.8 28.0 39.7 40.0
Old : 39.9 41.3 63.0 63.7 26.8 28.0 39.7 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 212,520: 6,504 12,260 3,451 195,905 188,875 205,860 204,586: 6,660 7,934
Old : 212,520: 6,504 12,260 3,451 195,905 188,875 205,860 204,586: 6,660 7,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 11,934: 268 382 -169 11,993 11,631 12,092 11,844: -158 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 5.8 1.6 92.2 88.9 96.9 96.3: 3.1 3.7
Old : 100.0: 3.1 5.8 1.6 92.2 88.9 96.9 96.3: 3.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 3 4 25 27 30 33:
Old : 40: 4 3 4 25 27 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 41.3 72.2 61.5 45.5 41.1 65.5 60.5
Old : 48.1 41.3 72.2 61.5 45.5 41.1 65.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 659,474: 20,913 21,384 16,903 614,032 613,696 651,848 651,983: 7,626 7,491
Old : 659,474: 20,913 21,384 16,903 614,032 613,696 651,848 651,983: 7,626 7,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 27,019: 1,934 168 -284 25,544 28,072 27,194 27,956: -175 -937
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.2 2.6 93.1 93.1 98.8 98.9: 1.2 1.1
Old : 100.0: 3.2 3.2 2.6 93.1 93.1 98.8 98.9: 1.2 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 : 57: 2 4 4 47 33 51 39:
Old : 57: 2 4 4 47 33 51 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.8 44.8 51.3 63.9 26.5 42.2 47.4 58.6
Old : 28.8 44.8 51.3 63.9 26.5 42.2 47.4 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 258,685: 0 14,558 546 251,382 234,040 251,928 249,144: 6,757 9,541
Old : 258,685: 0 14,558 546 251,382 234,040 251,928 249,144: 6,757 9,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 6,010: 0 -924 -212 5,264 4,135 5,052 2,999: 958 3,011
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.2 97.2 90.5 97.4 96.3: 2.6 3.7
Old : 100.0: 0.0 5.6 0.2 97.2 90.5 97.4 96.3: 2.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 0 4 2 30 29 32 33:
Old : 49: 0 4 2 30 29 32 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 : 57.6 47.8 76.0 70.2 53.5 46.9 70.0 65.7
Old : 57.6 47.8 76.0 70.2 53.5 46.9 70.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 253,219: 1,560 4,745 5,154 240,093 239,021 246,807 248,920: 6,412 4,299
Old : 253,219: 1,560 4,745 5,154 240,093 239,021 246,807 248,920: 6,412 4,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,874: 1,560 999 348 7,411 8,334 9,319 9,681: 555 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.9 2.0 94.8 94.4 97.5 98.3: 2.5 1.7
Old : 100.0: 0.6 1.9 2.0 94.8 94.4 97.5 98.3: 2.5 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 : 55: 2 3 4 35 42 39 47:
Old : 55: 2 3 4 35 42 39 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 : 55.6 31.2 76.3 52.2 55.3 31.2 75.4 51.9
Old : 55.6 31.2 76.3 52.2 55.3 31.2 75.4 51.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 110,441: 6,722 0 1,663 96,749 101,183 105,134 102,846: 5,307 7,595
Old : 110,441: 6,722 0 1,663 96,749 101,183 105,134 102,846: 5,307 7,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,998: -221 0 -659 4,754 4,391 3,874 3,732: 124 266
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 1.5 87.6 91.6 95.2 93.1: 4.8 6.9
Old : 100.0: 6.1 0.0 1.5 87.6 91.6 95.2 93.1: 4.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 2 21 22 23 24:
Old : 30: 2 0 2 21 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 57.2 76.5 77.5 53.7 57.1 74.7 77.5
Old : 54.2 57.2 76.5 77.5 53.7 57.1 74.7 77.5
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 with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,458: 0 3,070 4,197 96,475 94,127 100,672 101,394: 11,786 11,064
Old : 112,458: 0 3,070 4,197 96,475 94,127 100,672 101,394: 11,786 11,064
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,867: 0 1,126 -762 12,162 7,350 11,400 7,714: -1,533 2,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 3.7 85.8 83.7 89.5 90.2: 10.5 9.8
Old : 100.0: 0.0 2.7 3.7 85.8 83.7 89.5 90.2: 10.5 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 21 19 22 20:
Old : 29: 0 1 1 21 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 44.9 71.8 72.8 56.9 43.1 67.1 64.3
Old : 57.9 44.9 71.8 72.8 56.9 43.1 67.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,205: 707 1,211 0 18,533 18,327 19,240 19,538: 965 667
Old : 20,205: 707 1,211 0 18,533 18,327 19,240 19,538: 965 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,116: 0 560 0 1,948 1,708 1,948 2,268: 168 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 6.0 0.0 91.7 90.7 95.2 96.7: 4.8 3.3
Old : 100.0: 3.5 6.0 0.0 91.7 90.7 95.2 96.7: 4.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 15 10 17 11:
Old : 25: 2 1 0 15 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 : 57.9 68.1 76.9 89.8 57.9 68.1 74.3 87.0
Old : 57.9 68.1 76.9 89.8 57.9 68.1 74.3 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,762: 287 1,152 1,657 73,033 73,938 74,977 76,747: 9,785 8,015
Old : 84,762: 287 1,152 1,657 73,033 73,938 74,977 76,747: 9,785 8,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 891: -8 885 -619 -2,165 -290 -2,792 -24: 3,683 915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.4 2.0 86.2 87.2 88.5 90.5: 11.5 9.5
Old : 100.0: 0.3 1.4 2.0 86.2 87.2 88.5 90.5: 11.5 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 : 21: 1 1 2 13 15 15 17:
Old : 21: 1 1 2 13 15 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 56.1 81.0 77.0 65.8 55.8 76.8 72.2
Old : 65.9 56.1 81.0 77.0 65.8 55.8 76.8 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 201,535: 0 0 0 191,349 195,532 191,349 195,532: 10,186 6,003
Old : 201,535: 0 0 0 191,349 195,532 191,349 195,532: 10,186 6,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 5,902: 0 0 0 5,536 5,902 5,536 5,902: 366 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 97.0 94.9 97.0: 5.1 3.0
Old : 100.0: 0.0 0.0 0.0 94.9 97.0 94.9 97.0: 5.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 23 23 23 23:
Old : 34: 0 0 0 23 23 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 49.5 77.9 76.2 53.5 49.5 72.7 74.2
Old : 57.4 49.5 77.9 76.2 53.5 49.5 72.7 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,522: 0 0 0 72,622 77,528 72,622 77,528: 9,900 4,994
Old : 82,522: 0 0 0 72,622 77,528 72,622 77,528: 9,900 4,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,083: 0 0 0 -2,939 -1,913 -2,939 -1,913: 856 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.0 93.9 88.0 93.9: 12.0 6.1
Old : 100.0: 0.0 0.0 0.0 88.0 93.9 88.0 93.9: 12.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 19 14 19 14:
Old : 27: 0 0 0 19 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 67.4 74.2 88.7 52.5 66.2 71.8 84.5
Old : 52.5 67.4 74.2 88.7 52.5 66.2 71.8 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 306,102: 0 248 0 297,579 295,426 297,579 295,674: 8,523 10,428
Old : 306,102: 0 248 0 297,579 295,426 297,579 295,674: 8,523 10,428
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,633: 0 0 0 -1,732 -2,517 -1,732 -2,517: 99 884
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 97.2 96.5 97.2 96.6: 2.8 3.4
Old : 100.0: 0.0 0.1 0.0 97.2 96.5 97.2 96.6: 2.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 0 1 0 44 35 44 36:
Old : 54: 0 1 0 44 35 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 57.0 59.5 77.0 40.8 56.6 53.7 73.7
Old : 46.4 57.0 59.5 77.0 40.8 56.6 53.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,657: 256 7,521 2,167 71,203 57,832 73,626 67,520: 5,031 11,137
Old : 78,657: 256 7,521 2,167 71,203 57,832 73,626 67,520: 5,031 11,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,321: 256 241 10 2,367 4,556 2,633 4,807: 688 -1,486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 9.6 2.8 90.5 73.5 93.6 85.8: 6.4 14.2
Old : 100.0: 0.3 9.6 2.8 90.5 73.5 93.6 85.8: 6.4 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 19 16 21 18:
Old : 24: 1 1 2 19 16 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 : 64.7 48.0 81.9 67.9 61.8 45.4 75.0 61.0
Old : 64.7 48.0 81.9 67.9 61.8 45.4 75.0 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 66,730: 1,617 362 1,322 57,824 58,992 60,763 60,676: 5,967 6,054
Old : 66,730: 1,617 362 1,322 57,824 58,992 60,763 60,676: 5,967 6,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 4,099: 460 362 -122 3,119 4,287 3,457 4,527: 642 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.5 2.0 86.7 88.4 91.1 90.9: 8.9 9.1
Old : 100.0: 2.4 0.5 2.0 86.7 88.4 91.1 90.9: 8.9 9.1
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 : 21: 1 1 2 14 15 16 17:
Old : 21: 1 1 2 14 15 16 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 : 55.0 62.7 75.9 80.7 52.2 59.4 72.7 75.3
Old : 55.0 62.7 75.9 80.7 52.2 59.4 72.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,611: 21,685 1,457 428 41,574 61,554 63,687 63,439: 924 1,172
Old : 64,611: 21,685 1,457 428 41,574 61,554 63,687 63,439: 924 1,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 560: 0 0 0 560 560 560 560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 2.3 0.7 64.3 95.3 98.6 98.2: 1.4 1.8
Old : 100.0: 33.6 2.3 0.7 64.3 95.3 98.6 98.2: 1.4 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 : 59: 9 3 2 26 29 35 34:
Old : 59: 9 3 2 26 29 35 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 : 40.4 61.1 59.9 75.5 39.8 56.1 57.5 70.3
Old : 40.4 61.1 59.9 75.5 39.8 56.1 57.5 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 57,371: 806 7,820 248 56,038 48,559 57,092 56,627: 279 744
Old : 57,371: 806 7,820 248 56,038 48,559 57,092 56,627: 279 744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 700: 0 0 0 700 700 700 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 13.6 0.4 97.7 84.6 99.5 98.7: 0.5 1.3
Old : 100.0: 1.4 13.6 0.4 97.7 84.6 99.5 98.7: 0.5 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 : 32: 1 2 1 18 15 20 17:
Old : 32: 1 2 1 18 15 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 : 73.1 58.4 88.4 79.1 67.4 54.9 80.3 73.2
Old : 73.1 58.4 88.4 79.1 67.4 54.9 80.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 156,707: 1,657 30 976 146,814 148,182 149,447 149,188: 7,260 7,519
Old : 156,707: 1,657 30 976 146,814 148,182 149,447 149,188: 7,260 7,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,604: 209 28 -335 3,697 3,831 3,571 3,524: 33 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.6 93.7 94.6 95.4 95.2: 4.6 4.8
Old : 100.0: 1.1 0.0 0.6 93.7 94.6 95.4 95.2: 4.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 2 28 28 30 30:
Old : 38: 1 1 2 28 28 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 48.9 69.9 69.0 48.0 34.1 56.1 48.5
Old : 55.0 48.9 69.9 69.0 48.0 34.1 56.1 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,063: 0 373 1,496 93,933 90,179 95,429 92,048: 4,634 8,015
Old : 100,063: 0 373 1,496 93,933 90,179 95,429 92,048: 4,634 8,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,089: -468 -182 -694 2,379 1,578 1,217 702: 872 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.5 93.9 90.1 95.4 92.0: 4.6 8.0
Old : 100.0: 0.0 0.4 1.5 93.9 90.1 95.4 92.0: 4.6 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 20 25 21 26:
Old : 30: 0 1 1 20 25 21 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 : 62.5 43.8 81.7 66.9 56.4 40.8 66.3 54.8
Old : 62.5 43.8 81.7 66.9 56.4 40.8 66.3 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,526: 1,303 12 906 65,530 64,918 67,739 65,836: 2,787 4,690
Old : 70,526: 1,303 12 906 65,530 64,918 67,739 65,836: 2,787 4,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,358: -952 12 591 1,570 615 1,209 1,218: 149 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 1.3 92.9 92.0 96.0 93.3: 4.0 6.7
Old : 100.0: 1.8 0.0 1.3 92.9 92.0 96.0 93.3: 4.0 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 19 15 21 17:
Old : 25: 1 1 2 19 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 59.0 75.3 81.5 46.9 54.4 66.0 68.8
Old : 54.6 59.0 75.3 81.5 46.9 54.4 66.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,908: 0 15,086 0 86,291 77,560 86,291 92,646: 8,617 2,262
Old : 94,908: 0 15,086 0 86,291 77,560 86,291 92,646: 8,617 2,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 4,073: -217 -232 -31 5,908 3,898 5,660 3,635: -1,587 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.9 0.0 90.9 81.7 90.9 97.6: 9.1 2.4
Old : 100.0: 0.0 15.9 0.0 90.9 81.7 90.9 97.6: 9.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 19 11 19 12:
Old : 22: 0 1 0 19 11 19 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 : 58.0 76.6 76.1 95.1 58.0 70.3 74.6 86.8
Old : 58.0 76.6 76.1 95.1 58.0 70.3 74.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,297: 372 329 0 20,522 20,664 20,894 20,993: 403 304
Old : 21,297: 372 329 0 20,522 20,664 20,894 20,993: 403 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,568: -1,888 0 0 4,456 2,568 2,568 2,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.5 0.0 96.4 97.0 98.1 98.6: 1.9 1.4
Old : 100.0: 1.7 1.5 0.0 96.4 97.0 98.1 98.6: 1.9 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 : 20: 1 1 0 10 15 11 16:
Old : 20: 1 1 0 10 15 11 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 : 80.7 50.0 92.9 77.1 63.5 47.0 71.9 62.8
Old : 80.7 50.0 92.9 77.1 63.5 47.0 71.9 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,637: 571 8,828 874 103,484 98,494 104,929 108,196: 7,708 4,441
Old : 112,637: 571 8,828 874 103,484 98,494 104,929 108,196: 7,708 4,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,278: 461 -645 60 -2,917 -4,925 -2,396 -5,510: 118 3,232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.8 0.8 91.9 87.4 93.2 96.1: 6.8 3.9
Old : 100.0: 0.5 7.8 0.8 91.9 87.4 93.2 96.1: 6.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 18 15 20 17:
Old : 23: 1 1 2 18 15 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 : 64.4 66.0 79.9 89.3 63.1 65.3 78.2 86.1
Old : 64.4 66.0 79.9 89.3 63.1 65.3 78.2 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 203,034: 4,836 12,198 2,827 183,227 184,247 190,890 199,272: 12,144 3,762
Old : 203,034: 4,836 12,198 2,827 183,227 184,247 190,890 199,272: 12,144 3,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 7,686: 2,434 856 -970 6,000 7,009 7,464 6,895: 222 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 6.0 1.4 90.2 90.7 94.0 98.1: 6.0 1.9
Old : 100.0: 2.4 6.0 1.4 90.2 90.7 94.0 98.1: 6.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 2 2 32 30 34 34:
Old : 47: 2 2 2 32 30 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 45.7 60.1 67.2 41.7 44.0 56.1 64.1
Old : 44.3 45.7 60.1 67.2 41.7 44.0 56.1 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 13,064: 825 0 0 10,018 12,754 10,843 12,754: 2,221 310
Old : 13,064: 825 0 0 10,018 12,754 10,843 12,754: 2,221 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 560: 0 0 0 448 560 448 560: 112 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.0 76.7 97.6 83.0 97.6: 17.0 2.4
Old : 100.0: 6.3 0.0 0.0 76.7 97.6 83.0 97.6: 17.0 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 : 20: 2 0 0 8 14 10 14:
Old : 20: 2 0 0 8 14 10 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 : 62.9 65.7 79.5 83.5 55.5 64.9 71.2 79.4
Old : 62.9 65.7 79.5 83.5 55.5 64.9 71.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,349: 0 0 0 25,233 26,375 25,233 26,375: 2,116 974
Old : 27,349: 0 0 0 25,233 26,375 25,233 26,375: 2,116 974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 196: 0 0 0 298 196 298 196: -102 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.3 96.4 92.3 96.4: 7.7 3.6
Old : 100.0: 0.0 0.0 0.0 92.3 96.4 92.3 96.4: 7.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 11 14 11 14:
Old : 21: 0 0 0 11 14 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 68.8 87.2 88.1 67.9 60.9 78.9 80.2
Old : 70.7 68.8 87.2 88.1 67.9 60.9 78.9 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 250,986: 0 17,032 2,093 235,526 227,383 237,619 246,508: 13,367 4,478
Old : 250,986: 0 17,032 2,093 235,526 227,383 237,619 246,508: 13,367 4,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 8,240: 0 -2,066 397 6,302 8,806 6,699 7,137: 1,541 1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.8 93.8 90.6 94.7 98.2: 5.3 1.8
Old : 100.0: 0.0 6.8 0.8 93.8 90.6 94.7 98.2: 5.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 0 3 3 38 34 41 37:
Old : 50: 0 3 3 38 34 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 49.1 68.0 69.9 44.7 47.4 64.2 66.0
Old : 46.0 49.1 68.0 69.9 44.7 47.4 64.2 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 75,468: 0 0 0 70,913 69,846 70,913 69,846: 4,555 5,622
Old : 75,468: 0 0 0 70,913 69,846 70,913 69,846: 4,555 5,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 8,983: 0 0 0 8,130 7,554 8,130 7,554: 853 1,429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.0 92.6 94.0 92.6: 6.0 7.4
Old : 100.0: 0.0 0.0 0.0 94.0 92.6 94.0 92.6: 6.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 22 19 22 19:
Old : 27: 0 0 0 22 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 : 50.3 68.4 71.4 84.2 48.5 63.1 68.2 75.8
Old : 50.3 68.4 71.4 84.2 48.5 63.1 68.2 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 94,136: 0 0 0 88,025 89,958 88,025 89,958: 6,111 4,178
Old : 94,136: 0 0 0 88,025 89,958 88,025 89,958: 6,111 4,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 16,726: 0 0 0 13,616 16,820 13,616 16,820: 3,110 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.5 95.6 93.5 95.6: 6.5 4.4
Old : 100.0: 0.0 0.0 0.0 93.5 95.6 93.5 95.6: 6.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 22 18 22 18:
Old : 29: 0 0 0 22 18 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 : 47.4 47.5 70.3 68.5 42.7 44.2 60.7 62.3
Old : 47.4 47.5 70.3 68.5 42.7 44.2 60.7 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 79,653: 0 0 0 75,536 74,919 75,536 74,919: 4,117 4,734
Old : 79,653: 0 0 0 75,536 74,919 75,536 74,919: 4,117 4,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,824: 0 0 0 3,155 665 3,155 665: -331 2,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.8 94.1 94.8 94.1: 5.2 5.9
Old : 100.0: 0.0 0.0 0.0 94.8 94.1 94.8 94.1: 5.2 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 22 14 22 14:
Old : 25: 0 0 0 22 14 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 74.5 68.5 92.5 50.2 70.8 68.2 84.7
Old : 50.2 74.5 68.5 92.5 50.2 70.8 68.2 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 143,023: 16,817 9,862 12,838 112,500 119,814 142,155 142,513: 867 509
Old : 143,023: 16,817 9,862 12,838 112,500 119,814 142,155 142,513: 867 509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 2,048: 82 1,086 -366 2,543 1,540 2,259 2,260: -212 -212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 6.9 9.0 78.7 83.8 99.4 99.6: 0.6 0.4
Old : 100.0: 11.8 6.9 9.0 78.7 83.8 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 11 10 17 50 50 68 70:
Old : 74: 11 10 17 50 50 68 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 : 39.5 28.0 59.8 48.3 27.8 17.5 40.1 32.0
Old : 39.5 28.0 59.8 48.3 27.8 17.5 40.1 32.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 41,397: 236 1,125 2,360 38,801 37,911 41,397 41,397: 0 0
Old : 41,397: 236 1,125 2,360 38,801 37,911 41,397 41,397: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 785: 50 908 -355 1,090 232 785 785: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.7 5.7 93.7 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 2.7 5.7 93.7 91.6 100.0 100.0: 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 : 30: 2 2 3 23 22 27 25:
Old : 30: 2 2 3 23 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 49.4 79.3 72.0 48.5 38.7 60.0 54.6
Old : 58.9 49.4 79.3 72.0 48.5 38.7 60.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 357,380: 13,321 4,760 27,319 316,740 325,301 357,380 357,380: 0 0
Old : 357,380: 13,321 4,760 27,319 316,740 325,301 357,380 357,380: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 28,357: 375 -498 -1,728 29,710 30,583 28,357 28,357: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.3 7.6 88.6 91.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 1.3 7.6 88.6 91.0 100.0 100.0: 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: 1 3 2 21 21 23 25:
Old : 29: 1 3 2 21 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 58.0 79.6 79.8 44.0 51.8 59.1 64.7
Old : 51.8 58.0 79.6 79.8 44.0 51.8 59.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 1,451,821: 15,518 8,899 51,663 1,384,640 1,391,259 1,451,821 1,451,821: 0 0
Old : 1,451,821: 15,518 8,899 51,663 1,384,640 1,391,259 1,451,821 1,451,821: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 41,110: -4,313 -2,098 -1,255 46,678 44,463 41,110 41,110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.6 3.6 95.4 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.6 3.6 95.4 95.8 100.0 100.0: 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 : 58: 5 5 7 36 43 45 52:
Old : 58: 5 5 7 36 43 45 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 41.4 69.4 60.7 33.5 26.8 42.1 39.1
Old : 50.9 41.4 69.4 60.7 33.5 26.8 42.1 39.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 49,322: 4,269 947 3,680 41,352 44,649 49,300 49,276: 21 45
Old : 49,322: 4,269 947 3,680 41,352 44,649 49,300 49,276: 21 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -2,311: 1,003 -16 -881 -2,435 -1,332 -2,313 -2,230: 3 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 1.9 7.5 83.8 90.5 100.0 99.9: 0.0 0.1
Old : 100.0: 8.7 1.9 7.5 83.8 90.5 100.0 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 : 30: 3 2 2 20 21 24 24:
Old : 30: 3 2 2 20 21 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 : 58.2 52.7 81.2 78.3 46.6 49.4 65.4 65.9
Old : 58.2 52.7 81.2 78.3 46.6 49.4 65.4 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 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 : 287,835: 7,887 33,735 24,064 255,884 230,036 287,835 287,835: 0 0
Old : 287,835: 7,887 33,735 24,064 255,884 230,036 287,835 287,835: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -4,457: 1,248 9,615 -328 -5,377 -13,744 -4,457 -4,457: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 11.7 8.4 88.9 79.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 11.7 8.4 88.9 79.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 15 16 18 17:
Old : 26: 2 1 1 15 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 57.7 82.6 85.4 37.4 36.0 50.3 54.0
Old : 49.8 57.7 82.6 85.4 37.4 36.0 50.3 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 647,074: 21,292 17,968 15,044 610,738 614,062 647,074 647,074: 0 0
Old : 647,074: 21,292 17,968 15,044 610,738 614,062 647,074 647,074: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -12,892: 1,136 1,800 -1,800 -12,228 -12,892 -12,892 -12,892: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.8 2.3 94.4 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 2.8 2.3 94.4 94.9 100.0 100.0: 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 : 37: 3 1 2 24 26 28 28:
Old : 37: 3 1 2 24 26 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 52.4 77.2 72.9 35.4 39.7 50.8 52.1
Old : 54.9 52.4 77.2 72.9 35.4 39.7 50.8 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 52,479: 4,151 5,014 2,191 45,414 45,065 51,756 52,270: 723 209
Old : 52,479: 4,151 5,014 2,191 45,414 45,065 51,756 52,270: 723 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -3,159: 78 -255 -346 -2,845 -2,514 -3,113 -3,115: -46 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 9.6 4.2 86.5 85.9 98.6 99.6: 1.4 0.4
Old : 100.0: 7.9 9.6 4.2 86.5 85.9 98.6 99.6: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 1 3 23 26 28 29:
Old : 35: 4 1 3 23 26 28 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 : 50.3 62.7 70.9 74.6 39.9 59.2 57.7 67.8
Old : 50.3 62.7 70.9 74.6 39.9 59.2 57.7 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,579: 130 0 370 59,474 59,744 59,974 60,114: 605 465
Old : 60,579: 130 0 370 59,474 59,744 59,974 60,114: 605 465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,526: -20 0 0 -1,256 -1,526 -1,276 -1,526: -250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.6 98.2 98.6 99.0 99.2: 1.0 0.8
Old : 100.0: 0.2 0.0 0.6 98.2 98.6 99.0 99.2: 1.0 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 : 32: 1 0 1 25 19 26 20:
Old : 32: 1 0 1 25 19 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 79.2 75.6 90.1 41.1 63.8 60.5 71.5
Old : 50.8 79.2 75.6 90.1 41.1 63.8 60.5 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,180: 470 0 390 73,195 73,710 74,055 74,100: 125 80
Old : 74,180: 470 0 390 73,195 73,710 74,055 74,100: 125 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -215: 420 -5 -65 -385 -150 -30 -220: -185 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.5 98.7 99.4 99.8 99.9: 0.2 0.1
Old : 100.0: 0.6 0.0 0.5 98.7 99.4 99.8 99.9: 0.2 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 : 37: 2 0 1 29 23 31 24:
Old : 37: 2 0 1 29 23 31 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 77.0 71.2 88.7 39.8 64.4 55.6 71.8
Old : 52.3 77.0 71.2 88.7 39.8 64.4 55.6 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,140: 50 310 0 16,030 15,830 16,080 16,140: 60 0
Old : 16,140: 50 310 0 16,030 15,830 16,080 16,140: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,975: -50 50 0 -1,925 -2,025 -1,975 -1,975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.9 0.0 99.3 98.1 99.6 100.0: 0.4 0.0
Old : 100.0: 0.3 1.9 0.0 99.3 98.1 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 17 15 18 16:
Old : 28: 1 1 0 17 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 82.6 84.5 95.7 50.8 62.2 67.2 72.5
Old : 60.3 82.6 84.5 95.7 50.8 62.2 67.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 263,528: 6,992 0 2,352 254,184 261,176 263,528 263,528: 0 0
Old : 263,528: 6,992 0 2,352 254,184 261,176 263,528 263,528: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,312: -2,616 0 -784 2,088 -528 -1,312 -1,312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.9 96.5 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.0 0.9 96.5 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 : 30: 1 0 1 23 18 24 19:
Old : 30: 1 0 1 23 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 73.3 73.4 89.1 39.5 52.4 49.5 58.8
Old : 52.3 73.3 73.4 89.1 39.5 52.4 49.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,060: 2,998 129 124 4,918 7,484 8,040 7,737: 20 323
Old : 8,060: 2,998 129 124 4,918 7,484 8,040 7,737: 20 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -778: -278 -18 -52 -424 -752 -754 -822: -24 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 1.6 1.5 61.0 92.9 99.8 96.0: 0.2 4.0
Old : 100.0: 37.2 1.6 1.5 61.0 92.9 99.8 96.0: 0.2 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 : 25: 3 1 1 15 16 18 18:
Old : 25: 3 1 1 15 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 45.8 81.1 72.5 57.3 40.0 74.2 56.6
Old : 57.5 45.8 81.1 72.5 57.3 40.0 74.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,945: 0 460 0 17,945 17,485 17,945 17,945: 0 0
Old : 17,945: 0 460 0 17,945 17,485 17,945 17,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,975: 0 0 0 -1,735 -1,975 -1,735 -1,975: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 100.0 97.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.6 0.0 100.0 97.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 0 21 19 21 21:
Old : 32: 0 2 0 21 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 66.9 80.2 82.6 55.1 59.1 75.5 74.3
Old : 58.5 66.9 80.2 82.6 55.1 59.1 75.5 74.3
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 with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,450: 0 860 380 12,810 12,210 13,190 13,450: 260 0
Old : 13,450: 0 860 380 12,810 12,210 13,190 13,450: 260 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -402: 0 -10 0 -392 -392 -392 -402: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 2.8 95.2 90.8 98.1 100.0: 1.9 0.0
Old : 100.0: 0.0 6.4 2.8 95.2 90.8 98.1 100.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 21 19 22 20:
Old : 30: 0 1 1 21 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 57.1 72.6 85.1 40.1 43.6 63.4 61.2
Old : 44.6 57.1 72.6 85.1 40.1 43.6 63.4 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 16,763: 1,909 38 367 13,958 14,976 16,234 15,381: 529 1,382
Old : 16,763: 1,909 38 367 13,958 14,976 16,234 15,381: 529 1,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -641: 315 0 -44 -892 -1,064 -621 -1,108: -20 467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.2 2.2 83.3 89.3 96.8 91.8: 3.2 8.2
Old : 100.0: 11.4 0.2 2.2 83.3 89.3 96.8 91.8: 3.2 8.2
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 : 33: 1 1 2 24 25 26 27:
Old : 33: 1 1 2 24 25 26 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 : 44.6 58.8 66.7 72.2 31.7 35.9 43.3 44.0
Old : 44.6 58.8 66.7 72.2 31.7 35.9 43.3 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,902: 0 9,885 1,195 44,167 34,798 45,362 45,878: 540 24
Old : 45,902: 0 9,885 1,195 44,167 34,798 45,362 45,878: 540 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,789: 0 -757 -38 -2,007 -1,010 -2,045 -1,805: 256 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.5 2.6 96.2 75.8 98.8 99.9: 1.2 0.1
Old : 100.0: 0.0 21.5 2.6 96.2 75.8 98.8 99.9: 1.2 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 : 38: 0 4 1 30 32 31 36:
Old : 38: 0 4 1 30 32 31 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 : 54.2 42.5 73.3 67.1 49.7 39.1 64.1 62.9
Old : 54.2 42.5 73.3 67.1 49.7 39.1 64.1 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,356: 82 9,913 1,517 52,475 42,882 54,074 54,312: 282 44
Old : 54,356: 82 9,913 1,517 52,475 42,882 54,074 54,312: 282 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,182: 0 -829 2 -1,169 -309 -1,167 -1,136: -15 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 18.2 2.8 96.5 78.9 99.5 99.9: 0.5 0.1
Old : 100.0: 0.2 18.2 2.8 96.5 78.9 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 6 2 34 35 37 41:
Old : 45: 1 6 2 34 35 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 37.0 75.0 55.7 53.6 34.0 67.0 51.7
Old : 58.8 37.0 75.0 55.7 53.6 34.0 67.0 51.7
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 with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,190: 100 1,305 0 43,800 42,860 43,900 44,165: 290 25
Old : 44,190: 100 1,305 0 43,800 42,860 43,900 44,165: 290 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -530: 0 -70 0 -530 -460 -530 -530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.0 0.0 99.1 97.0 99.3 99.9: 0.7 0.1
Old : 100.0: 0.2 3.0 0.0 99.1 97.0 99.3 99.9: 0.7 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 : 30: 1 1 0 26 14 27 15:
Old : 30: 1 1 0 26 14 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 88.4 73.5 95.6 50.4 78.6 69.5 84.3
Old : 51.6 88.4 73.5 95.6 50.4 78.6 69.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,745: 0 1,305 0 48,505 47,440 48,505 48,745: 240 0
Old : 48,745: 0 1,305 0 48,505 47,440 48,505 48,745: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,770: 0 -70 0 -1,770 -1,700 -1,770 -1,770: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 99.5 97.3 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 2.7 0.0 99.5 97.3 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 : 32: 0 1 0 27 15 27 16:
Old : 32: 0 1 0 27 15 27 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 : 48.0 92.5 68.4 97.9 46.9 85.0 66.8 88.8
Old : 48.0 92.5 68.4 97.9 46.9 85.0 66.8 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 361,269: 87,539 0 22,364 251,366 338,905 361,269 361,269: 0 0
Old : 361,269: 87,539 0 22,364 251,366 338,905 361,269 361,269: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -21,987: -7,121 0 4,656 -19,522 -26,643 -21,987 -21,987: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 0.0 6.2 69.6 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 24.2 0.0 6.2 69.6 93.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 0 1 27 27 31 28:
Old : 37: 4 0 1 27 27 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 44.9 75.4 67.6 40.1 42.3 55.7 52.6
Old : 52.3 44.9 75.4 67.6 40.1 42.3 55.7 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 24,117: 5,361 146 761 17,869 22,399 23,991 23,306: 126 811
Old : 24,117: 5,361 146 761 17,869 22,399 23,991 23,306: 126 811
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,820: -495 62 125 -1,450 -2,302 -1,820 -2,115: 0 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.6 3.2 74.1 92.9 99.5 96.6: 0.5 3.4
Old : 100.0: 22.2 0.6 3.2 74.1 92.9 99.5 96.6: 0.5 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 6 1 4 22 28 29 32:
Old : 37: 6 1 4 22 28 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 38.8 73.3 60.6 41.2 37.0 59.8 53.0
Old : 46.4 38.8 73.3 60.6 41.2 37.0 59.8 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 12,628: 293 231 1,232 11,103 11,165 12,628 12,628: 0 0
Old : 12,628: 293 231 1,232 11,103 11,165 12,628 12,628: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,640: -441 231 77 -1,276 -1,948 -1,640 -1,640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.8 9.8 87.9 88.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 1.8 9.8 87.9 88.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 15 9 17 12:
Old : 20: 2 1 2 15 9 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 83.0 82.4 97.0 32.2 67.1 57.5 67.5
Old : 52.1 83.0 82.4 97.0 32.2 67.1 57.5 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 535,659: 426 0 20,312 514,921 515,347 535,659 535,659: 0 0
Old : 535,659: 426 0 20,312 514,921 515,347 535,659 535,659: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -16,440: -2,666 0 -432 -13,342 -16,008 -16,440 -16,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 3.8 96.1 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 3.8 96.1 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 24 17 25 18:
Old : 30: 1 0 1 24 17 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 85.0 77.2 94.1 58.6 75.5 73.2 80.1
Old : 59.3 85.0 77.2 94.1 58.6 75.5 73.2 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 49,381: 8,751 0 2,896 37,329 46,043 48,976 48,939: 405 442
Old : 49,381: 8,751 0 2,896 37,329 46,043 48,976 48,939: 405 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -1,657: -445 0 20 -1,146 -1,655 -1,571 -1,635: -86 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 0.0 5.9 75.6 93.2 99.2 99.1: 0.8 0.9
Old : 100.0: 17.7 0.0 5.9 75.6 93.2 99.2 99.1: 0.8 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 : 31: 4 0 2 22 17 26 19:
Old : 31: 4 0 2 22 17 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 85.5 75.6 93.6 50.7 77.3 67.0 80.6
Old : 54.4 85.5 75.6 93.6 50.7 77.3 67.0 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,645: 5,086 0 364 10,452 15,342 15,902 15,706: 743 939
Old : 16,645: 5,086 0 364 10,452 15,342 15,902 15,706: 743 939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 379: -384 0 0 763 379 379 379: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 0.0 2.2 62.8 92.2 95.5 94.4: 4.5 5.6
Old : 100.0: 30.6 0.0 2.2 62.8 92.2 95.5 94.4: 4.5 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 : 26: 5 0 2 15 20 20 22:
Old : 26: 5 0 2 15 20 20 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 : 42.5 54.1 65.6 74.9 36.5 45.4 53.7 56.3
Old : 42.5 54.1 65.6 74.9 36.5 45.4 53.7 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 225,544: 31,702 0 2,632 191,210 222,912 225,544 225,544: 0 0
Old : 225,544: 31,702 0 2,632 191,210 222,912 225,544 225,544: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,711: 5,776 0 0 3,935 9,711 9,711 9,711: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.0 1.2 84.8 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 14.1 0.0 1.2 84.8 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 : 25: 3 0 1 13 18 16 19:
Old : 25: 3 0 1 13 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 : 78.4 61.1 92.9 84.5 59.5 46.5 69.0 63.0
Old : 78.4 61.1 92.9 84.5 59.5 46.5 69.0 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,155: 1,550 542 264 10,215 11,052 12,029 11,858: 126 297
Old : 12,155: 1,550 542 264 10,215 11,052 12,029 11,858: 126 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 446: 262 0 -132 272 578 402 446: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.5 2.2 84.0 90.9 99.0 97.6: 1.0 2.4
Old : 100.0: 12.8 4.5 2.2 84.0 90.9 99.0 97.6: 1.0 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 : 27: 2 2 2 18 19 20 23:
Old : 27: 2 2 2 18 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 51.2 81.9 73.5 53.1 47.1 70.6 67.2
Old : 61.7 51.2 81.9 73.5 53.1 47.1 70.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 118,292: 12,409 0 799 105,084 117,493 118,292 118,292: 0 0
Old : 118,292: 12,409 0 799 105,084 117,493 118,292 118,292: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 9,503: 5,088 0 -352 4,767 9,855 9,503 9,503: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 0.0 0.7 88.8 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 10.5 0.0 0.7 88.8 99.3 100.0 100.0: 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 : 28: 3 0 1 18 17 21 18:
Old : 28: 3 0 1 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 : 51.9 58.6 75.4 79.3 47.4 52.3 66.0 67.8
Old : 51.9 58.6 75.4 79.3 47.4 52.3 66.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,637: 0 2,162 1,490 20,123 17,985 21,613 21,637: 24 0
Old : 21,637: 0 2,162 1,490 20,123 17,985 21,613 21,637: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,373: 0 553 -154 1,503 974 1,349 1,373: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.0 6.9 93.0 83.1 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 10.0 6.9 93.0 83.1 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 : 22: 0 2 1 17 16 18 18:
Old : 22: 0 2 1 17 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 61.7 92.1 85.3 40.7 35.5 46.4 48.5
Old : 77.9 61.7 92.1 85.3 40.7 35.5 46.4 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,620: 0 900 0 19,225 18,720 19,225 19,620: 395 0
Old : 19,620: 0 900 0 19,225 18,720 19,225 19,620: 395 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 355: 0 0 0 535 355 535 355: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 0.0 98.0 95.4 98.0 100.0: 2.0 0.0
Old : 100.0: 0.0 4.6 0.0 98.0 95.4 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 20 12 20 13:
Old : 25: 0 1 0 20 12 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 77.9 78.1 94.8 45.4 72.9 68.6 78.7
Old : 46.8 77.9 78.1 94.8 45.4 72.9 68.6 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,035: 0 900 0 15,650 15,135 15,650 16,035: 385 0
Old : 16,035: 0 900 0 15,650 15,135 15,650 16,035: 385 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -125: 0 0 0 55 -125 55 -125: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 97.6 94.4 97.6 100.0: 2.4 0.0
Old : 100.0: 0.0 5.6 0.0 97.6 94.4 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 19 10 19 11:
Old : 24: 0 1 0 19 10 19 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 79.0 77.8 96.7 42.7 74.7 63.4 77.5
Old : 51.7 79.0 77.8 96.7 42.7 74.7 63.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,070: 0 4,650 0 24,070 19,360 24,070 24,010: 0 60
Old : 24,070: 0 4,650 0 24,070 19,360 24,070 24,010: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -25: 0 -50 0 -25 25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.3 0.0 100.0 80.4 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 19.3 0.0 100.0 80.4 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 21 10 21 12:
Old : 28: 0 2 0 21 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 76.1 80.4 97.5 53.0 73.1 70.4 86.2
Old : 57.5 76.1 80.4 97.5 53.0 73.1 70.4 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,035: 0 2,550 50 15,985 13,435 16,035 16,035: 0 0
Old : 16,035: 0 2,550 50 15,985 13,435 16,035 16,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 80: 0 0 0 80 80 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.9 0.3 99.7 83.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 15.9 0.3 99.7 83.8 100.0 100.0: 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 : 22: 0 1 1 18 7 19 8:
Old : 22: 0 1 1 18 7 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 80.6 79.9 100.0 55.7 78.3 77.2 93.0
Old : 58.5 80.6 79.9 100.0 55.7 78.3 77.2 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,225: 50 0 0 16,155 17,105 16,205 17,105: 1,020 120
Old : 17,225: 50 0 0 16,155 17,105 16,205 17,105: 1,020 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 93.8 99.3 94.1 99.3: 5.9 0.7
Old : 100.0: 0.3 0.0 0.0 93.8 99.3 94.1 99.3: 5.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 13 9 14 9:
Old : 20: 1 0 0 13 9 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 86.7 87.1 99.0 65.5 86.7 82.5 90.3
Old : 69.8 86.7 87.1 99.0 65.5 86.7 82.5 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,430: 200 50 0 16,605 17,380 16,805 17,430: 625 0
Old : 17,430: 200 50 0 16,605 17,380 16,805 17,430: 625 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 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 0.3 0.0 95.3 99.7 96.4 100.0: 3.6 0.0
Old : 100.0: 1.1 0.3 0.0 95.3 99.7 96.4 100.0: 3.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 21 10 22 11:
Old : 26: 1 1 0 21 10 22 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 93.7 67.7 98.9 40.2 80.9 55.8 81.2
Old : 49.2 93.7 67.7 98.9 40.2 80.9 55.8 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,015: 200 25 0 17,190 17,990 17,390 18,015: 625 0
Old : 18,015: 200 25 0 17,190 17,990 17,390 18,015: 625 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 30: 0 0 0 30 30 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.1 0.0 95.4 99.9 96.5 100.0: 3.5 0.0
Old : 100.0: 1.1 0.1 0.0 95.4 99.9 96.5 100.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 23 10 24 11:
Old : 27: 1 1 0 23 10 24 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 94.6 68.4 99.3 41.9 82.5 58.5 82.9
Old : 49.0 94.6 68.4 99.3 41.9 82.5 58.5 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 with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 104,047: 1,715 913 517 101,645 102,617 103,877 104,047: 170 0
Old : 104,047: 1,715 913 517 101,645 102,617 103,877 104,047: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 3,070: 0 100 0 3,070 2,970 3,070 3,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.9 0.5 97.7 98.6 99.8 100.0: 0.2 0.0
Old : 100.0: 1.6 0.9 0.5 97.7 98.6 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 : 43: 2 2 2 35 29 38 32:
Old : 43: 2 2 2 35 29 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 64.4 60.9 86.0 35.4 61.6 50.0 69.9
Old : 43.9 64.4 60.9 86.0 35.4 61.6 50.0 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 132,656: 3,714 385 320 128,562 131,951 132,596 132,656: 60 0
Old : 132,656: 3,714 385 320 128,562 131,951 132,596 132,656: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 4,901: 25 0 50 4,826 4,851 4,901 4,901: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.3 0.2 96.9 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.3 0.2 96.9 99.5 100.0 100.0: 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 : 51: 5 2 2 37 35 42 39:
Old : 51: 5 2 2 37 35 42 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 61.2 58.0 83.4 31.2 54.6 48.9 69.3
Old : 36.6 61.2 58.0 83.4 31.2 54.6 48.9 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 154,049: 24,264 8,425 5,480 124,071 140,014 153,815 153,919: 234 130
Old : 154,049: 24,264 8,425 5,480 124,071 140,014 153,815 153,919: 234 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,929: 1,090 390 -5 839 1,545 1,924 1,930: 5 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 5.5 3.6 80.5 90.9 99.8 99.9: 0.2 0.1
Old : 100.0: 15.8 5.5 3.6 80.5 90.9 99.8 99.9: 0.2 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 : 60: 9 5 9 40 37 52 48:
Old : 60: 9 5 9 40 37 52 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 66.6 63.0 77.8 39.6 63.1 62.1 73.0
Old : 40.4 66.6 63.0 77.8 39.6 63.1 62.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 95,573: 2,471 2,220 1,409 91,513 91,944 95,393 95,573: 180 0
Old : 95,573: 2,471 2,220 1,409 91,513 91,944 95,393 95,573: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,685: 25 0 0 1,660 1,685 1,685 1,685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.3 1.5 95.8 96.2 99.8 100.0: 0.2 0.0
Old : 100.0: 2.6 2.3 1.5 95.8 96.2 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 : 50: 4 4 3 37 29 42 35:
Old : 50: 4 4 3 37 29 42 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 : 42.7 76.5 62.6 86.5 40.5 73.0 59.8 81.5
Old : 42.7 76.5 62.6 86.5 40.5 73.0 59.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,680: 400 940 0 15,770 15,620 16,170 16,560: 510 120
Old : 16,680: 400 940 0 15,770 15,620 16,170 16,560: 510 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 525: 0 25 0 840 380 840 405: -315 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 5.6 0.0 94.5 93.6 96.9 99.3: 3.1 0.7
Old : 100.0: 2.4 5.6 0.0 94.5 93.6 96.9 99.3: 3.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 0 22 13 23 15:
Old : 28: 1 2 0 22 13 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 : 51.3 75.4 74.6 95.9 51.3 71.6 74.6 86.6
Old : 51.3 75.4 74.6 95.9 51.3 71.6 74.6 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,895: 1,150 315 0 14,380 15,460 15,530 15,775: 365 120
Old : 15,895: 1,150 315 0 14,380 15,460 15,530 15,775: 365 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 280: 100 0 0 495 160 595 160: -315 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.0 0.0 90.5 97.3 97.7 99.2: 2.3 0.8
Old : 100.0: 7.2 2.0 0.0 90.5 97.3 97.7 99.2: 2.3 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 : 25: 1 1 0 18 12 19 13:
Old : 25: 1 1 0 18 12 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 76.9 71.4 96.5 45.7 69.2 71.4 84.4
Old : 45.7 76.9 71.4 96.5 45.7 69.2 71.4 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 15,955: 0 115 325 14,605 14,555 14,930 14,995: 1,025 960
Old : 15,955: 0 115 325 14,605 14,555 14,930 14,995: 1,025 960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 0: -125 115 150 -170 -610 -145 -345: 145 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 2.0 91.5 91.2 93.6 94.0: 6.4 6.0
Old : 100.0: 0.0 0.7 2.0 91.5 91.2 93.6 94.0: 6.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 16 21 17 22:
Old : 27: 0 1 1 16 21 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 38.5 80.4 67.8 42.3 28.2 55.1 44.7
Old : 58.4 38.5 80.4 67.8 42.3 28.2 55.1 44.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,253: 3,798 3,170 650 26,276 27,412 30,724 31,232: 529 21
Old : 31,253: 3,798 3,170 650 26,276 27,412 30,724 31,232: 529 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,378: 300 600 0 1,078 788 1,378 1,388: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 10.1 2.1 84.1 87.7 98.3 99.9: 1.7 0.1
Old : 100.0: 12.2 10.1 2.1 84.1 87.7 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 : 30: 2 2 2 19 22 23 24:
Old : 30: 2 2 2 19 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 49.7 81.2 76.5 56.8 47.8 68.4 65.8
Old : 68.2 49.7 81.2 76.5 56.8 47.8 68.4 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,767: 4,510 0 0 14,544 19,429 19,054 19,429: 713 338
Old : 19,767: 4,510 0 0 14,544 19,429 19,054 19,429: 713 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 730: 25 0 0 745 720 770 720: -40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 0.0 0.0 73.6 98.3 96.4 98.3: 3.6 1.7
Old : 100.0: 22.8 0.0 0.0 73.6 98.3 96.4 98.3: 3.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 17 19 19 19:
Old : 26: 2 0 0 17 19 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 : 66.4 51.0 83.7 77.3 51.0 43.0 65.5 58.8
Old : 66.4 51.0 83.7 77.3 51.0 43.0 65.5 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,446: 0 623 396 22,827 22,359 23,223 23,378: 223 68
Old : 23,446: 0 623 396 22,827 22,359 23,223 23,378: 223 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,367: 0 184 76 1,546 1,227 1,622 1,487: -255 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 1.7 97.4 95.4 99.0 99.7: 1.0 0.3
Old : 100.0: 0.0 2.7 1.7 97.4 95.4 99.0 99.7: 1.0 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 : 35: 0 3 3 27 22 30 25:
Old : 35: 0 3 3 27 22 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 : 62.1 51.6 75.5 79.8 60.3 49.2 73.1 73.7
Old : 62.1 51.6 75.5 79.8 60.3 49.2 73.1 73.7
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 with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,230: 242 880 158 21,702 21,192 22,102 22,230: 128 0
Old : 22,230: 242 880 158 21,702 21,192 22,102 22,230: 128 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,855: 0 100 0 1,855 1,855 1,855 1,955: 0 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.0 0.7 97.6 95.3 99.4 100.0: 0.6 0.0
Old : 100.0: 1.1 4.0 0.7 97.6 95.3 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 1 25 22 26 25:
Old : 35: 1 2 1 25 22 26 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 : 65.8 45.6 78.8 70.4 59.7 38.9 67.4 60.9
Old : 65.8 45.6 78.8 70.4 59.7 38.9 67.4 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,035: 0 1,120 0 14,852 13,915 14,852 15,035: 183 0
Old : 15,035: 0 1,120 0 14,852 13,915 14,852 15,035: 183 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 700: 0 120 0 700 580 700 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 0.0 98.8 92.6 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 7.4 0.0 98.8 92.6 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 15 13 15 15:
Old : 23: 0 2 0 15 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 64.2 81.4 89.2 52.6 57.6 77.6 82.6
Old : 52.7 64.2 81.4 89.2 52.6 57.6 77.6 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,865: 0 210 0 9,535 9,595 9,535 9,805: 330 60
Old : 9,865: 0 210 0 9,535 9,595 9,535 9,805: 330 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 335: 0 0 0 335 335 335 335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 96.7 97.3 96.7 99.4: 3.3 0.6
Old : 100.0: 0.0 2.1 0.0 96.7 97.3 96.7 99.4: 3.3 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 : 21: 0 1 0 14 13 14 14:
Old : 21: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 68.2 77.5 93.5 52.5 56.7 70.3 76.2
Old : 52.7 68.2 77.5 93.5 52.5 56.7 70.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,855: 50 3,455 340 20,345 16,970 20,735 20,765: 120 90
Old : 20,855: 50 3,455 340 20,345 16,970 20,735 20,765: 120 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: 1,380: 0 150 0 1,405 1,230 1,405 1,380: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 16.6 1.6 97.6 81.4 99.4 99.6: 0.6 0.4
Old : 100.0: 0.2 16.6 1.6 97.6 81.4 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 1 27 26 29 29:
Old : 37: 1 3 1 27 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 41.1 72.2 68.7 47.8 34.4 59.6 55.1
Old : 56.8 41.1 72.2 68.7 47.8 34.4 59.6 55.1
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 with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 6,285: 75 0 0 5,960 6,235 6,035 6,235: 250 50
Old : 6,285: 75 0 0 5,960 6,235 6,035 6,235: 250 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -160: 0 0 0 -280 -180 -280 -180: 120 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 94.8 99.2 96.0 99.2: 4.0 0.8
Old : 100.0: 1.2 0.0 0.0 94.8 99.2 96.0 99.2: 4.0 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 : 21: 1 0 0 17 11 18 11:
Old : 21: 1 0 0 17 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 61.8 78.0 89.9 50.8 54.4 71.0 73.6
Old : 52.2 61.8 78.0 89.9 50.8 54.4 71.0 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 13, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 9,765: 920 350 460 7,715 8,855 9,095 9,665: 670 100
Old : 9,765: 920 350 460 7,715 8,855 9,095 9,665: 670 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 6, 2015 :
: -107: -10 0 10 -257 -195 -257 -185: 150 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 3.6 4.7 79.0 90.7 93.1 99.0: 6.9 1.0
Old : 100.0: 9.4 3.6 4.7 79.0 90.7 93.1 99.0: 6.9 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 : 22: 1 1 1 15 11 16 13:
Old : 22: 1 1 1 15 11 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 63.6 78.8 88.3 45.6 58.0 64.2 76.2
Old : 53.8 63.6 78.8 88.3 45.6 58.0 64.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 16, 2015