CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 14,514: 5,629 4,253 638 8,196 9,623 14,463 14,514: 51 -0
Old : 14,514: 5,629 4,253 638 8,196 9,623 14,463 14,514: 51 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 314: 230 289 -0 101 25 331 314: -17 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 29.3 4.4 56.5 66.3 99.6 100.0: 0.4 -0.0
Old : 100.0: 38.8 29.3 4.4 56.5 66.3 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 : 27: 12 5 4 5 9 19 16:
Old : 27: 12 5 4 5 9 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 52.2 93.8 81.4 65.2 45.8 72.2 63.8
Old : 77.1 52.2 93.8 81.4 65.2 45.8 72.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 24,704: 4,793 5,889 1,092 18,819 17,723 24,704 24,704: 0 0
Old : 24,704: 4,793 5,889 1,092 18,819 17,723 24,704 24,704: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -14: 4 0 -2 -16 -13 -14 -14: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.8 4.4 76.2 71.7 100.0 100.0: 0.0 0.0
Old : 100.0: 19.4 23.8 4.4 76.2 71.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 3 2 7 8 16 13:
Old : 22: 8 3 2 7 8 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 : 78.9 75.7 93.8 97.8 56.8 61.8 65.8 66.7
Old : 78.9 75.7 93.8 97.8 56.8 61.8 65.8 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 Regional Greenhouse Gas Initiative :
: : :
All : 25,275: 3,888 1,522 1,061 20,326 22,692 25,275 25,275: -0 0
Old : 25,275: 3,888 1,522 1,061 20,326 22,692 25,275 25,275: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 2,832: 442 187 224 2,166 2,421 2,832 2,832: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 6.0 4.2 80.4 89.8 100.0 100.0: -0.0 0.0
Old : 100.0: 15.4 6.0 4.2 80.4 89.8 100.0 100.0: -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: 8 3 4 11 9 21 14:
Old : 24: 8 3 4 11 9 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 80.5 86.7 96.7 44.7 53.9 55.0 60.4
Old : 71.0 80.5 86.7 96.7 44.7 53.9 55.0 60.4
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,965,263: 332,736 354,502 765,332 2,829,878 2,827,101 3,927,946 3,946,935: 37,317 18,328
Old : 3,965,263: 332,736 354,502 765,332 2,829,878 2,827,101 3,927,946 3,946,935: 37,317 18,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -10,359: -19,097 4,318 -9,318 16,000 -6,805 -12,415 -11,805: 2,056 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.9 19.3 71.4 71.3 99.1 99.5: 0.9 0.5
Old : 100.0: 8.4 8.9 19.3 71.4 71.3 99.1 99.5: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 213: 31 41 53 131 108 190 175:
Old : 213: 31 41 53 131 108 190 175:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.2 24.9 34.0 43.1 17.1 19.2 25.1 31.3
Old : 22.2 24.9 34.0 43.1 17.1 19.2 25.1 31.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,049,647: 200,912 106,133 868,745 979,552 1,073,466 2,049,209 2,048,343: 438 1,304
Old : 2,049,647: 200,912 106,133 868,745 979,552 1,073,466 2,049,209 2,048,343: 438 1,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 708: -344 6,278 4,037 -2,948 -9,579 744 735: -36 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.2 42.4 47.8 52.4 100.0 99.9: 0.0 0.1
Old : 100.0: 9.8 5.2 42.4 47.8 52.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 19 21 37 51 51 89 90:
Old : 94: 19 21 37 51 51 89 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 37.3 62.7 59.9 7.9 7.7 11.6 10.3
Old : 40.3 37.3 62.7 59.9 7.9 7.7 11.6 10.3
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, April 7, 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 : 242,657: 5,100 9,829 5,167 217,631 220,558 227,898 235,554: 14,759 7,103
Old : 242,657: 5,100 9,829 5,167 217,631 220,558 227,898 235,554: 14,759 7,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -7,287: 550 -6,216 666 -6,470 -1,806 -5,254 -7,356: -2,033 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.1 2.1 89.7 90.9 93.9 97.1: 6.1 2.9
Old : 100.0: 2.1 4.1 2.1 89.7 90.9 93.9 97.1: 6.1 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 8 5 38 31 44 41:
Old : 57: 3 8 5 38 31 44 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 : 35.9 37.0 57.0 54.3 32.0 28.5 47.5 42.1
Old : 35.9 37.0 57.0 54.3 32.0 28.5 47.5 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 113,643: 16,170 3,834 1,662 89,952 104,263 107,784 109,759: 5,859 3,884
Old : 113,643: 16,170 3,834 1,662 89,952 104,263 107,784 109,759: 5,859 3,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5,451: -5,312 -758 376 -1,412 -3,886 -6,348 -4,268: 897 -1,183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.4 1.5 79.2 91.7 94.8 96.6: 5.2 3.4
Old : 100.0: 14.2 3.4 1.5 79.2 91.7 94.8 96.6: 5.2 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 : 43: 6 1 2 28 30 35 32:
Old : 43: 6 1 2 28 30 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 47.2 55.2 68.6 31.8 33.3 51.0 50.4
Old : 33.2 47.2 55.2 68.6 31.8 33.3 51.0 50.4
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, April 7, 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 : 233,335: 25 6,801 6,965 218,572 211,892 225,562 225,658: 7,773 7,677
Old : 233,335: 25 6,801 6,965 218,572 211,892 225,562 225,658: 7,773 7,677
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -12,125: -2,354 -856 720 -11,092 -12,790 -12,726 -12,926: 601 801
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 3.0 93.7 90.8 96.7 96.7: 3.3 3.3
Old : 100.0: 0.0 2.9 3.0 93.7 90.8 96.7 96.7: 3.3 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 : 43: 1 4 4 24 31 28 37:
Old : 43: 1 4 4 24 31 28 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 : 57.0 35.8 75.3 58.0 54.8 35.8 65.3 54.8
Old : 57.0 35.8 75.3 58.0 54.8 35.8 65.3 54.8
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, April 7, 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 : 703,539: 67,922 11,232 8,615 618,434 672,853 694,971 692,700: 8,568 10,839
Old : 703,539: 67,922 11,232 8,615 618,434 672,853 694,971 692,700: 8,568 10,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -38,778: 2,859 -3,754 -3,592 -37,412 -32,658 -38,145 -40,004: -633 1,226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 1.6 1.2 87.9 95.6 98.8 98.5: 1.2 1.5
Old : 100.0: 9.7 1.6 1.2 87.9 95.6 98.8 98.5: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 3 4 45 35 49 40:
Old : 51: 2 3 4 45 35 49 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.3 47.2 54.6 68.8 32.6 43.5 49.7 59.0
Old : 33.3 47.2 54.6 68.8 32.6 43.5 49.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 277,388: 3,160 17,425 1,874 266,465 248,122 271,499 267,421: 5,889 9,967
Old : 277,388: 3,160 17,425 1,874 266,465 248,122 271,499 267,421: 5,889 9,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -6,193: -111 174 191 -4,910 -5,748 -4,830 -5,383: -1,363 -810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 6.3 0.7 96.1 89.4 97.9 96.4: 2.1 3.6
Old : 100.0: 1.1 6.3 0.7 96.1 89.4 97.9 96.4: 2.1 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 4 3 29 32 32 38:
Old : 46: 2 4 3 29 32 32 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 50.9 72.4 67.5 47.4 44.8 64.7 59.9
Old : 48.6 50.9 72.4 67.5 47.4 44.8 64.7 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 254,703: 446 3,451 6,211 239,128 240,618 245,785 250,280: 8,918 4,423
Old : 254,703: 446 3,451 6,211 239,128 240,618 245,785 250,280: 8,918 4,423
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -16,039: -129 -2,170 -15 -17,040 -15,038 -17,184 -17,223: 1,145 1,184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.4 2.4 93.9 94.5 96.5 98.3: 3.5 1.7
Old : 100.0: 0.2 1.4 2.4 93.9 94.5 96.5 98.3: 3.5 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 : 54: 2 3 4 38 40 42 45:
Old : 54: 2 3 4 38 40 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 30.3 69.6 53.6 40.6 30.0 65.7 50.7
Old : 43.1 30.3 69.6 53.6 40.6 30.0 65.7 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 107,703: 3,371 0 2,962 96,437 95,642 102,770 98,604: 4,933 9,099
Old : 107,703: 3,371 0 2,962 96,437 95,642 102,770 98,604: 4,933 9,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -14,218: 1,103 -444 -1,691 -15,059 -11,506 -15,647 -13,641: 1,429 -577
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 2.8 89.5 88.8 95.4 91.6: 4.6 8.4
Old : 100.0: 3.1 0.0 2.8 89.5 88.8 95.4 91.6: 4.6 8.4
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: 2 0 2 21 18 23 20:
Old : 29: 2 0 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 59.6 72.7 76.7 53.1 59.3 70.9 76.4
Old : 53.9 59.6 72.7 76.7 53.1 59.3 70.9 76.4
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,510: 851 1,868 4,817 93,064 95,324 98,732 102,009: 10,778 7,501
Old : 109,510: 851 1,868 4,817 93,064 95,324 98,732 102,009: 10,778 7,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -8,982: 189 1,110 -1,271 -7,277 -10,924 -8,359 -11,085: -623 2,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.7 4.4 85.0 87.0 90.2 93.2: 9.8 6.8
Old : 100.0: 0.8 1.7 4.4 85.0 87.0 90.2 93.2: 9.8 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 3 3 24 21 27 25:
Old : 36: 1 3 3 24 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 48.2 69.6 67.8 52.7 46.8 65.1 63.8
Old : 54.4 48.2 69.6 67.8 52.7 46.8 65.1 63.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,956: 112 986 1,951 76,129 77,720 78,192 80,657: 9,764 7,299
Old : 87,956: 112 986 1,951 76,129 77,720 78,192 80,657: 9,764 7,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5,631: -606 -1,684 -382 -6,571 -2,429 -7,559 -4,495: 1,928 -1,136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.1 2.2 86.6 88.4 88.9 91.7: 11.1 8.3
Old : 100.0: 0.1 1.1 2.2 86.6 88.4 88.9 91.7: 11.1 8.3
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: 1 1 2 15 20 17 22:
Old : 25: 1 1 2 15 20 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 : 67.6 44.2 80.2 70.3 66.3 42.2 77.0 66.0
Old : 67.6 44.2 80.2 70.3 66.3 42.2 77.0 66.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 191,729: 0 0 0 184,941 185,132 184,941 185,132: 6,788 6,597
Old : 191,729: 0 0 0 184,941 185,132 184,941 185,132: 6,788 6,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -9,414: 0 0 0 -9,051 -8,777 -9,051 -8,777: -363 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 96.6 96.5 96.6: 3.5 3.4
Old : 100.0: 0.0 0.0 0.0 96.5 96.6 96.5 96.6: 3.5 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 : 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 : 46.6 46.1 70.9 74.9 45.5 45.6 69.7 73.3
Old : 46.6 46.1 70.9 74.9 45.5 45.6 69.7 73.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,269: 0 0 0 71,513 77,934 71,513 77,934: 12,756 6,335
Old : 84,269: 0 0 0 71,513 77,934 71,513 77,934: 12,756 6,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -664: 0 0 0 1,834 -980 1,834 -980: -2,498 316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.9 92.5 84.9 92.5: 15.1 7.5
Old : 100.0: 0.0 0.0 0.0 84.9 92.5 84.9 92.5: 15.1 7.5
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 : 23: 0 0 0 17 14 17 14:
Old : 23: 0 0 0 17 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 74.0 72.2 88.2 50.7 74.0 70.7 85.3
Old : 51.8 74.0 72.2 88.2 50.7 74.0 70.7 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 326,484: 0 0 0 315,056 316,943 315,056 316,943: 11,428 9,541
Old : 326,484: 0 0 0 315,056 316,943 315,056 316,943: 11,428 9,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -19,713: -10 -241 -480 -19,221 -21,455 -19,711 -22,176: -2 2,463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 97.1 96.5 97.1: 3.5 2.9
Old : 100.0: 0.0 0.0 0.0 96.5 97.1 96.5 97.1: 3.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 0 0 0 42 36 42 36:
Old : 50: 0 0 0 42 36 42 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 : 40.2 56.6 55.7 77.7 37.1 55.6 52.0 76.3
Old : 40.2 56.6 55.7 77.7 37.1 55.6 52.0 76.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,271: 1,236 2,627 2,805 63,785 53,174 67,826 58,606: 6,445 15,665
Old : 74,271: 1,236 2,627 2,805 63,785 53,174 67,826 58,606: 6,445 15,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5,502: 621 -581 -235 -2,889 -3,739 -2,503 -4,555: -2,999 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.5 3.8 85.9 71.6 91.3 78.9: 8.7 21.1
Old : 100.0: 1.7 3.5 3.8 85.9 71.6 91.3 78.9: 8.7 21.1
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 17 14 19 16:
Old : 21: 1 1 2 17 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 58.6 73.3 72.2 52.1 54.9 68.5 60.0
Old : 53.5 58.6 73.3 72.2 52.1 54.9 68.5 60.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,376: 1,491 2,913 1,283 56,372 57,788 59,146 61,984: 8,230 5,392
Old : 67,376: 1,491 2,913 1,283 56,372 57,788 59,146 61,984: 8,230 5,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -4,006: 603 -64 -877 -6,511 -2,541 -6,785 -3,482: 2,779 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.3 1.9 83.7 85.8 87.8 92.0: 12.2 8.0
Old : 100.0: 2.2 4.3 1.9 83.7 85.8 87.8 92.0: 12.2 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 : 21: 1 1 2 15 13 17 15:
Old : 21: 1 1 2 15 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 68.0 73.6 84.6 50.0 64.5 69.3 78.3
Old : 50.1 68.0 73.6 84.6 50.0 64.5 69.3 78.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,914: 4,744 1,950 0 57,240 58,788 61,984 60,738: 930 2,176
Old : 62,914: 4,744 1,950 0 57,240 58,788 61,984 60,738: 930 2,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -34,756: -3,924 -124 -1,331 -28,425 -34,056 -33,680 -35,511: -1,076 755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 3.1 0.0 91.0 93.4 98.5 96.5: 1.5 3.5
Old : 100.0: 7.5 3.1 0.0 91.0 93.4 98.5 96.5: 1.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 2 0 22 27 27 29:
Old : 51: 5 2 0 22 27 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 57.7 71.6 80.6 34.3 44.4 54.7 61.5
Old : 48.5 57.7 71.6 80.6 34.3 44.4 54.7 61.5
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 55,385: 0 7,976 0 55,295 46,144 55,295 54,120: 90 1,265
Old : 55,385: 0 7,976 0 55,295 46,144 55,295 54,120: 90 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -17,401: 0 -279 0 -16,936 -16,779 -16,936 -17,058: -465 -343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.4 0.0 99.8 83.3 99.8 97.7: 0.2 2.3
Old : 100.0: 0.0 14.4 0.0 99.8 83.3 99.8 97.7: 0.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 4 0 13 20 13 24:
Old : 31: 0 4 0 13 20 13 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 : 71.9 38.5 95.2 63.9 70.2 37.8 81.1 59.6
Old : 71.9 38.5 95.2 63.9 70.2 37.8 81.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 154,952: 0 14,037 949 142,538 131,099 143,487 146,085: 11,465 8,867
Old : 154,952: 0 14,037 949 142,538 131,099 143,487 146,085: 11,465 8,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5,821: 0 584 -64 -6,591 -4,227 -6,655 -3,707: 834 -2,114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 0.6 92.0 84.6 92.6 94.3: 7.4 5.7
Old : 100.0: 0.0 9.1 0.6 92.0 84.6 92.6 94.3: 7.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 2 24 27 26 29:
Old : 32: 0 2 2 24 27 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 43.3 73.1 64.4 49.5 31.5 56.4 46.4
Old : 57.3 43.3 73.1 64.4 49.5 31.5 56.4 46.4
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,989: 0 2,683 2,394 103,099 101,031 105,493 106,108: 7,496 6,881
Old : 112,989: 0 2,683 2,394 103,099 101,031 105,493 106,108: 7,496 6,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -8,685: 0 -2,889 422 -9,835 -5,998 -9,413 -8,465: 728 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 2.1 91.2 89.4 93.4 93.9: 6.6 6.1
Old : 100.0: 0.0 2.4 2.1 91.2 89.4 93.4 93.9: 6.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 2 23 23 25 25:
Old : 32: 0 2 2 23 23 25 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 : 63.3 51.9 78.6 72.5 63.0 49.2 72.9 66.2
Old : 63.3 51.9 78.6 72.5 63.0 49.2 72.9 66.2
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,718: 552 109 855 64,420 66,052 65,827 67,016: 7,891 6,702
Old : 73,718: 552 109 855 64,420 66,052 65,827 67,016: 7,891 6,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5,650: -328 109 -15 -6,171 -4,443 -6,514 -4,349: 864 -1,301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 1.2 87.4 89.6 89.3 90.9: 10.7 9.1
Old : 100.0: 0.7 0.1 1.2 87.4 89.6 89.3 90.9: 10.7 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 : 20: 1 1 2 11 13 13 15:
Old : 20: 1 1 2 11 13 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 64.6 81.0 84.0 55.9 63.3 73.6 78.5
Old : 62.6 64.6 81.0 84.0 55.9 63.3 73.6 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,606: 1,128 15,922 581 89,146 79,558 90,855 96,061: 7,751 2,545
Old : 98,606: 1,128 15,922 581 89,146 79,558 90,855 96,061: 7,751 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5,476: -120 -471 -60 -5,548 -4,374 -5,728 -4,905: 252 -571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 16.1 0.6 90.4 80.7 92.1 97.4: 7.9 2.6
Old : 100.0: 1.1 16.1 0.6 90.4 80.7 92.1 97.4: 7.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 19 13 20 15:
Old : 24: 1 1 1 19 13 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 65.9 72.8 92.0 49.6 53.1 63.2 75.7
Old : 54.0 65.9 72.8 92.0 49.6 53.1 63.2 75.7
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,933: 673 9,346 638 90,685 86,447 91,996 96,431: 5,937 1,502
Old : 97,933: 673 9,346 638 90,685 86,447 91,996 96,431: 5,937 1,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -7,258: 115 -300 -179 -6,838 -6,707 -6,902 -7,186: -356 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 9.5 0.7 92.6 88.3 93.9 98.5: 6.1 1.5
Old : 100.0: 0.7 9.5 0.7 92.6 88.3 93.9 98.5: 6.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 18 16 19 19:
Old : 26: 1 2 1 18 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 64.7 78.8 87.5 57.7 55.5 74.2 78.1
Old : 58.9 64.7 78.8 87.5 57.7 55.5 74.2 78.1
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 193,566: 4,235 16,966 2,054 171,162 167,063 177,451 186,083: 16,115 7,483
Old : 193,566: 4,235 16,966 2,054 171,162 167,063 177,451 186,083: 16,115 7,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -12,243: -369 -4,179 -130 -10,508 -7,150 -11,007 -11,459: -1,236 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.8 1.1 88.4 86.3 91.7 96.1: 8.3 3.9
Old : 100.0: 2.2 8.8 1.1 88.4 86.3 91.7 96.1: 8.3 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 4 2 30 32 32 37:
Old : 44: 1 4 2 30 32 32 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 : 43.8 48.0 62.6 66.6 41.5 47.7 59.8 65.0
Old : 43.8 48.0 62.6 66.6 41.5 47.7 59.8 65.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 18,049: 0 900 0 16,413 14,558 16,413 15,458: 1,636 2,591
Old : 18,049: 0 900 0 16,413 14,558 16,413 15,458: 1,636 2,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -8,587: 0 -837 0 -8,671 -7,440 -8,671 -8,277: 84 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.0 90.9 80.7 90.9 85.6: 9.1 14.4
Old : 100.0: 0.0 5.0 0.0 90.9 80.7 90.9 85.6: 9.1 14.4
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 11 12 11 13:
Old : 22: 0 1 0 11 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 52.0 84.8 73.8 61.4 52.0 82.4 70.8
Old : 61.4 52.0 84.8 73.8 61.4 52.0 82.4 70.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,422: 0 0 0 37,712 39,822 37,712 39,822: 2,710 600
Old : 40,422: 0 0 0 37,712 39,822 37,712 39,822: 2,710 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -3,733: -620 -248 0 -4,321 -3,479 -4,941 -3,727: 1,208 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.3 98.5 93.3 98.5: 6.7 1.5
Old : 100.0: 0.0 0.0 0.0 93.3 98.5 93.3 98.5: 6.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 12 14 12:
Old : 22: 0 0 0 14 12 14 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 : 72.8 59.1 86.0 92.1 61.9 59.1 74.4 83.1
Old : 72.8 59.1 86.0 92.1 61.9 59.1 74.4 83.1
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, April 7, 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 : 259,444: 1,176 10,555 2,545 247,094 243,233 250,815 256,333: 8,629 3,111
Old : 259,444: 1,176 10,555 2,545 247,094 243,233 250,815 256,333: 8,629 3,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -20,625: 449 -979 -693 -19,552 -18,255 -19,796 -19,927: -829 -698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.1 1.0 95.2 93.8 96.7 98.8: 3.3 1.2
Old : 100.0: 0.5 4.1 1.0 95.2 93.8 96.7 98.8: 3.3 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 2 1 3 41 37 44 40:
Old : 54: 2 1 3 41 37 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 60.8 66.8 74.0 44.2 57.8 63.8 70.8
Old : 46.0 60.8 66.8 74.0 44.2 57.8 63.8 70.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 115,299: 0 0 0 112,852 111,018 112,852 111,018: 2,447 4,281
Old : 115,299: 0 0 0 112,852 111,018 112,852 111,018: 2,447 4,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -6,858: 0 0 0 -6,989 -7,661 -6,989 -7,661: 131 803
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 96.3 97.9 96.3: 2.1 3.7
Old : 100.0: 0.0 0.0 0.0 97.9 96.3 97.9 96.3: 2.1 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 : 33: 0 0 0 27 23 27 23:
Old : 33: 0 0 0 27 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 63.4 67.0 80.1 42.6 56.1 59.4 68.4
Old : 47.6 63.4 67.0 80.1 42.6 56.1 59.4 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 90,947: 2,576 0 0 78,608 84,937 81,184 84,937: 9,763 6,010
Old : 90,947: 2,576 0 0 78,608 84,937 81,184 84,937: 9,763 6,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -9,981: -420 0 0 -8,925 -9,657 -9,345 -9,657: -636 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 86.4 93.4 89.3 93.4: 10.7 6.6
Old : 100.0: 2.8 0.0 0.0 86.4 93.4 89.3 93.4: 10.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 19 19 20 19:
Old : 28: 1 0 0 19 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 46.3 64.5 67.4 37.4 43.0 56.4 63.2
Old : 43.6 46.3 64.5 67.4 37.4 43.0 56.4 63.2
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, April 7, 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 : 85,358: 0 0 0 75,788 76,328 75,788 76,328: 9,570 9,030
Old : 85,358: 0 0 0 75,788 76,328 75,788 76,328: 9,570 9,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -7,730: 0 0 0 -7,893 -8,489 -7,893 -8,489: 163 759
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.8 89.4 88.8 89.4: 11.2 10.6
Old : 100.0: 0.0 0.0 0.0 88.8 89.4 88.8 89.4: 11.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 15 18 15:
Old : 23: 0 0 0 18 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 65.7 68.7 80.9 46.5 62.6 64.2 74.7
Old : 47.0 65.7 68.7 80.9 46.5 62.6 64.2 74.7
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, April 7, 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 : 135,697: 15,834 9,550 10,841 108,443 115,154 135,118 135,545: 579 152
Old : 135,697: 15,834 9,550 10,841 108,443 115,154 135,118 135,545: 579 152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,462: -545 -564 -145 -1,729 -1,264 -2,420 -1,973: -42 -489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 7.0 8.0 79.9 84.9 99.6 99.9: 0.4 0.1
Old : 100.0: 11.7 7.0 8.0 79.9 84.9 99.6 99.9: 0.4 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 : 76: 11 9 16 49 52 68 69:
Old : 76: 11 9 16 49 52 68 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 28.4 56.5 48.0 25.9 20.2 37.3 33.1
Old : 38.1 28.4 56.5 48.0 25.9 20.2 37.3 33.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 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 : 40,014: 256 179 1,996 37,762 37,838 40,014 40,014: 0 0
Old : 40,014: 256 179 1,996 37,762 37,838 40,014 40,014: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,409: 150 -126 -231 -2,328 -2,025 -2,409 -2,383: 0 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 5.0 94.4 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.4 5.0 94.4 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 4 26 23 30 28:
Old : 34: 2 3 4 26 23 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 46.5 70.2 68.9 30.1 30.9 45.1 44.5
Old : 46.8 46.5 70.2 68.9 30.1 30.9 45.1 44.5
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, April 7, 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 : 377,048: 31,438 6,672 17,184 328,426 353,192 377,048 377,048: 0 0
Old : 377,048: 31,438 6,672 17,184 328,426 353,192 377,048 377,048: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -27,917: 2,249 -1,984 -2,891 -27,275 -22,715 -27,917 -27,590: 0 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 1.8 4.6 87.1 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 1.8 4.6 87.1 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 22 22 25 25:
Old : 32: 2 2 2 22 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 47.4 69.6 71.1 35.9 41.4 54.5 53.7
Old : 42.8 47.4 69.6 71.1 35.9 41.4 54.5 53.7
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, April 7, 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 : 1,510,501: 30,542 26,740 38,979 1,440,980 1,444,782 1,510,501 1,510,501: -0 -0
Old : 1,510,501: 30,542 26,740 38,979 1,440,980 1,444,782 1,510,501 1,510,501: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -57,745: 370 -395 -1,922 -56,193 -55,428 -57,745 -57,745: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.8 2.6 95.4 95.6 100.0 100.0: -0.0 -0.0
Old : 100.0: 2.0 1.8 2.6 95.4 95.6 100.0 100.0: -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 : 59: 6 4 7 37 42 46 51:
Old : 59: 6 4 7 37 42 46 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 48.6 73.7 65.9 39.9 32.6 49.1 43.5
Old : 57.1 48.6 73.7 65.9 39.9 32.6 49.1 43.5
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, April 7, 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 : 57,089: 431 982 7,083 49,574 49,023 57,089 57,089: -0 0
Old : 57,089: 431 982 7,083 49,574 49,023 57,089 57,089: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,347: -60 178 -366 -914 -1,153 -1,341 -1,341: -6 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.7 12.4 86.8 85.9 100.0 100.0: -0.0 0.0
Old : 100.0: 0.8 1.7 12.4 86.8 85.9 100.0 100.0: -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 : 38: 3 5 4 24 23 29 30:
Old : 38: 3 5 4 24 23 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 57.8 76.2 77.1 40.5 48.6 60.3 59.9
Old : 53.3 57.8 76.2 77.1 40.5 48.6 60.3 59.9
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, April 7, 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 : 338,493: 5,272 3,810 32,017 301,203 302,665 338,492 338,492: 1 1
Old : 338,493: 5,272 3,810 32,017 301,203 302,665 338,492 338,492: 1 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -11,933: -2,357 -2,548 344 -9,920 -9,729 -11,933 -11,933: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.1 9.5 89.0 89.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 1.1 9.5 89.0 89.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 17 14 20 18:
Old : 29: 2 3 2 17 14 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 63.2 83.3 88.8 49.3 58.3 67.2 70.9
Old : 55.9 63.2 83.3 88.8 49.3 58.3 67.2 70.9
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 560,958: 12,039 15,849 13,289 535,630 531,820 560,958 560,958: 0 0
Old : 560,958: 12,039 15,849 13,289 535,630 531,820 560,958 560,958: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -23,658: 1,564 -6,665 -1,955 -23,267 -15,038 -23,658 -23,658: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.8 2.4 95.5 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 2.8 2.4 95.5 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 2 23 25 25 29:
Old : 37: 1 3 2 23 25 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 53.0 76.8 72.4 37.8 38.3 52.5 51.4
Old : 55.4 53.0 76.8 72.4 37.8 38.3 52.5 51.4
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 46,650: 2,695 2,645 2,766 40,523 41,045 45,984 46,456: 666 194
Old : 46,650: 2,695 2,645 2,766 40,523 41,045 45,984 46,456: 666 194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,876: 436 -484 -484 -1,786 -844 -1,834 -1,812: -42 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 5.7 5.9 86.9 88.0 98.6 99.6: 1.4 0.4
Old : 100.0: 5.8 5.7 5.9 86.9 88.0 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 : 37: 3 3 2 25 27 28 32:
Old : 37: 3 3 2 25 27 28 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 : 48.5 54.4 66.7 69.1 39.0 52.8 55.1 62.9
Old : 48.5 54.4 66.7 69.1 39.0 52.8 55.1 62.9
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,805: 0 345 50 55,981 56,410 56,031 56,805: 774 0
Old : 56,805: 0 345 50 55,981 56,410 56,031 56,805: 774 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,655: 0 0 -50 -2,575 -2,605 -2,625 -2,655: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.1 98.5 99.3 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 0.6 0.1 98.5 99.3 98.6 100.0: 1.4 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 : 40: 0 2 1 30 25 31 27:
Old : 40: 0 2 1 30 25 31 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 : 54.7 75.3 70.9 86.6 45.8 64.1 58.3 74.4
Old : 54.7 75.3 70.9 86.6 45.8 64.1 58.3 74.4
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 69,964: 50 100 230 69,443 69,631 69,723 69,961: 241 3
Old : 69,964: 50 100 230 69,443 69,631 69,723 69,961: 241 3
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -3,886: -40 -50 0 -3,835 -3,835 -3,875 -3,885: -11 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.3 99.3 99.5 99.7 100.0: 0.3 0.0
Old : 100.0: 0.1 0.1 0.3 99.3 99.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 1 1 34 25 35 27:
Old : 43: 1 1 1 34 25 35 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 : 53.2 71.5 67.8 88.7 47.7 62.3 60.4 77.3
Old : 53.2 71.5 67.8 88.7 47.7 62.3 60.4 77.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,760: 1,190 125 10 17,490 18,625 18,690 18,760: 70 0
Old : 18,760: 1,190 125 10 17,490 18,625 18,690 18,760: 70 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 120: 0 0 0 100 120 100 120: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.7 0.1 93.2 99.3 99.6 100.0: 0.4 0.0
Old : 100.0: 6.3 0.7 0.1 93.2 99.3 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 : 33: 1 2 1 23 16 24 19:
Old : 33: 1 2 1 23 16 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 : 47.9 73.5 72.3 87.9 43.0 56.5 62.8 69.1
Old : 47.9 73.5 72.3 87.9 43.0 56.5 62.8 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 271,936: 0 3,832 7,080 264,856 261,024 271,936 271,936: 0 0
Old : 271,936: 0 3,832 7,080 264,856 261,024 271,936 271,936: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,952: -3,128 0 0 1,176 -1,952 -1,952 -1,952: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 2.6 97.4 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.4 2.6 97.4 96.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 1 26 21 27 23:
Old : 33: 0 2 1 26 21 27 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 : 53.1 64.3 77.4 82.9 47.1 45.7 53.1 52.3
Old : 53.1 64.3 77.4 82.9 47.1 45.7 53.1 52.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,162: 2,850 278 198 6,010 8,363 9,058 8,839: 104 323
Old : 9,162: 2,850 278 198 6,010 8,363 9,058 8,839: 104 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 63: 0 0 0 63 63 63 63: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 3.0 2.2 65.6 91.3 98.9 96.5: 1.1 3.5
Old : 100.0: 31.1 3.0 2.2 65.6 91.3 98.9 96.5: 1.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 2 18 19 23 21:
Old : 28: 3 2 2 18 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 50.3 75.7 73.6 54.1 41.2 68.9 61.2
Old : 56.4 50.3 75.7 73.6 54.1 41.2 68.9 61.2
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,680: 960 525 240 21,460 21,915 22,660 22,680: 20 0
Old : 22,680: 960 525 240 21,460 21,915 22,660 22,680: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 905: 0 0 0 885 905 885 905: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.3 1.1 94.6 96.6 99.9 100.0: 0.1 0.0
Old : 100.0: 4.2 2.3 1.1 94.6 96.6 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 : 36: 1 1 1 24 22 25 24:
Old : 36: 1 1 1 24 22 25 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 : 44.3 60.3 70.4 79.2 40.0 46.1 53.9 58.9
Old : 44.3 60.3 70.4 79.2 40.0 46.1 53.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,565: 0 840 230 14,105 13,495 14,335 14,565: 230 0
Old : 14,565: 0 840 230 14,105 13,495 14,335 14,565: 230 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 295: 0 0 0 295 295 295 295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 1.6 96.8 92.7 98.4 100.0: 1.6 0.0
Old : 100.0: 0.0 5.8 1.6 96.8 92.7 98.4 100.0: 1.6 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 : 30: 0 1 1 24 23 25 24:
Old : 30: 0 1 1 24 23 25 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 : 36.2 57.0 61.4 82.6 30.4 34.8 47.5 50.6
Old : 36.2 57.0 61.4 82.6 30.4 34.8 47.5 50.6
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,558: 636 38 329 15,910 15,801 16,875 16,168: 683 1,390
Old : 17,558: 636 38 329 15,910 15,801 16,875 16,168: 683 1,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 572: 0 20 0 616 552 616 572: -44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.2 1.9 90.6 90.0 96.1 92.1: 3.9 7.9
Old : 100.0: 3.6 0.2 1.9 90.6 90.0 96.1 92.1: 3.9 7.9
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 : 34: 1 1 2 28 27 30 29:
Old : 34: 1 1 2 28 27 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 51.7 63.0 69.0 26.7 32.3 43.1 43.0
Old : 39.1 51.7 63.0 69.0 26.7 32.3 43.1 43.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,984: 0 11,354 1,145 51,343 40,290 52,488 52,789: 496 195
Old : 52,984: 0 11,354 1,145 51,343 40,290 52,488 52,789: 496 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,159: -275 -83 55 -1,971 -2,126 -2,191 -2,154: 32 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.4 2.2 96.9 76.0 99.1 99.6: 0.9 0.4
Old : 100.0: 0.0 21.4 2.2 96.9 76.0 99.1 99.6: 0.9 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 : 42: 0 4 3 33 33 36 37:
Old : 42: 0 4 3 33 33 36 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 : 43.2 42.1 64.6 66.9 39.0 39.4 58.8 61.0
Old : 43.2 42.1 64.6 66.9 39.0 39.4 58.8 61.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,666: 0 10,594 1,432 56,029 45,600 57,461 57,626: 205 40
Old : 57,666: 0 10,594 1,432 56,029 45,600 57,461 57,626: 205 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,136: -220 -396 30 -1,874 -1,805 -2,064 -2,171: -72 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 2.5 97.2 79.1 99.6 99.9: 0.4 0.1
Old : 100.0: 0.0 18.4 2.5 97.2 79.1 99.6 99.9: 0.4 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 : 47: 0 6 4 37 37 41 43:
Old : 47: 0 6 4 37 37 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 38.3 68.8 56.5 43.5 35.9 59.1 52.7
Old : 50.3 38.3 68.8 56.5 43.5 35.9 59.1 52.7
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,945: 1,250 0 0 44,580 45,870 45,830 45,870: 115 75
Old : 45,945: 1,250 0 0 44,580 45,870 45,830 45,870: 115 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -3,175: 750 0 0 -3,895 -3,160 -3,145 -3,160: -30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 97.0 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 2.7 0.0 0.0 97.0 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 0 29 14 31 14:
Old : 33: 2 0 0 29 14 31 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 94.8 73.0 98.8 57.5 86.4 71.6 88.5
Old : 58.3 94.8 73.0 98.8 57.5 86.4 71.6 88.5
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,415: 900 0 0 46,405 47,325 47,305 47,325: 110 90
Old : 47,415: 900 0 0 46,405 47,325 47,305 47,325: 110 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,815: 900 0 0 -2,725 -1,865 -1,825 -1,865: 10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 97.9 99.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.9 0.0 0.0 97.9 99.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 31 15 32 15:
Old : 33: 1 0 0 31 15 32 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 : 49.9 93.7 68.4 97.9 46.1 83.6 63.1 84.0
Old : 49.9 93.7 68.4 97.9 46.1 83.6 63.1 84.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 375,246: 62,969 2,777 21,528 290,749 350,941 375,246 375,246: 0 0
Old : 375,246: 62,969 2,777 21,528 290,749 350,941 375,246 375,246: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -22,738: -2,779 793 -1,180 -18,779 -22,351 -22,738 -22,738: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 0.7 5.7 77.5 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 16.8 0.7 5.7 77.5 93.5 100.0 100.0: 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 : 39: 3 1 3 32 32 36 35:
Old : 39: 3 1 3 32 32 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 42.6 72.5 65.3 33.1 36.1 47.7 46.5
Old : 48.7 42.6 72.5 65.3 33.1 36.1 47.7 46.5
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 22,858: 4,838 357 730 16,902 21,153 22,470 22,240: 388 618
Old : 22,858: 4,838 357 730 16,902 21,153 22,470 22,240: 388 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,111: -155 -129 -88 -2,039 -1,915 -2,282 -2,132: 171 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 1.6 3.2 73.9 92.5 98.3 97.3: 1.7 2.7
Old : 100.0: 21.2 1.6 3.2 73.9 92.5 98.3 97.3: 1.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 3 3 26 34 32 39:
Old : 42: 5 3 3 26 34 32 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 : 41.4 39.5 65.3 57.9 35.7 34.3 48.8 43.1
Old : 41.4 39.5 65.3 57.9 35.7 34.3 48.8 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 14,365: 667 1,257 770 12,928 12,338 14,365 14,365: 0 0
Old : 14,365: 667 1,257 770 12,928 12,338 14,365 14,365: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 481: -366 156 -2 851 329 483 483: -2 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.8 5.4 90.0 85.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 8.8 5.4 90.0 85.9 100.0 100.0: 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 : 28: 4 2 2 17 12 22 15:
Old : 28: 4 2 2 17 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 75.9 73.4 95.1 43.5 69.8 62.1 75.2
Old : 45.9 75.9 73.4 95.1 43.5 69.8 62.1 75.2
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 511,241: 0 12,476 14,038 497,203 484,727 511,241 511,241: 0 0
Old : 511,241: 0 12,476 14,038 497,203 484,727 511,241 511,241: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -34,415: -1,952 5,143 -460 -32,003 -39,098 -34,415 -34,415: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 2.7 97.3 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.4 2.7 97.3 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 20 22 22 24:
Old : 33: 0 2 2 20 22 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 87.7 80.5 93.9 56.5 78.3 73.7 82.6
Old : 60.3 87.7 80.5 93.9 56.5 78.3 73.7 82.6
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 43,718: 6,094 216 2,916 34,152 40,201 43,162 43,333: 556 385
Old : 43,718: 6,094 216 2,916 34,152 40,201 43,162 43,333: 556 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,192: -364 216 -182 -1,771 -2,292 -2,317 -2,258: 125 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.5 6.7 78.1 92.0 98.7 99.1: 1.3 0.9
Old : 100.0: 13.9 0.5 6.7 78.1 92.0 98.7 99.1: 1.3 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 3 19 21 24 24:
Old : 29: 4 1 3 19 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 : 57.8 84.6 77.7 91.6 52.1 75.4 66.6 79.6
Old : 57.8 84.6 77.7 91.6 52.1 75.4 66.6 79.6
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,703: 3,275 0 811 12,125 14,611 16,211 15,422: 492 1,281
Old : 16,703: 3,275 0 811 12,125 14,611 16,211 15,422: 492 1,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -848: -92 0 -44 -624 -782 -760 -826: -88 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 0.0 4.9 72.6 87.5 97.1 92.3: 2.9 7.7
Old : 100.0: 19.6 0.0 4.9 72.6 87.5 97.1 92.3: 2.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 0 4 17 22 22 26:
Old : 28: 5 0 4 17 22 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 47.4 66.6 65.3 38.1 41.4 52.9 51.5
Old : 45.7 47.4 66.6 65.3 38.1 41.4 52.9 51.5
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 209,944: 47,435 0 0 162,509 209,944 209,944 209,944: 0 0
Old : 209,944: 47,435 0 0 162,509 209,944 209,944 209,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -17,204: -2,737 -736 0 -13,685 -16,468 -16,422 -17,204: -782 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 0.0 0.0 77.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 22.6 0.0 0.0 77.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 16 18 19 18:
Old : 27: 3 0 0 16 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 60.3 89.7 88.0 62.7 53.4 72.2 68.8
Old : 75.3 60.3 89.7 88.0 62.7 53.4 72.2 68.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,087: 1,293 0 154 11,143 11,782 12,590 11,936: 497 1,151
Old : 13,087: 1,293 0 154 11,143 11,782 12,590 11,936: 497 1,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -654: 88 -167 -154 -825 -413 -891 -734: 237 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 1.2 85.1 90.0 96.2 91.2: 3.8 8.8
Old : 100.0: 9.9 0.0 1.2 85.1 90.0 96.2 91.2: 3.8 8.8
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 : 24: 2 0 1 18 18 20 19:
Old : 24: 2 0 1 18 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 50.9 73.3 72.6 40.5 50.4 60.8 64.8
Old : 47.7 50.9 73.3 72.6 40.5 50.4 60.8 64.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 108,725: 10,057 0 0 98,668 108,725 108,725 108,725: 0 0
Old : 108,725: 10,057 0 0 98,668 108,725 108,725 108,725: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -11,730: -391 -48 -1,127 -10,212 -10,555 -11,730 -11,730: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 90.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 0.0 0.0 90.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 16 20 18 20:
Old : 28: 2 0 0 16 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 60.2 76.5 79.9 50.0 51.9 67.1 66.9
Old : 51.8 60.2 76.5 79.9 50.0 51.9 67.1 66.9
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,879: 714 0 1,157 21,008 21,722 22,879 22,879: 0 0
Old : 22,879: 714 0 1,157 21,008 21,722 22,879 22,879: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -967: 156 0 -156 -967 -811 -967 -967: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 5.1 91.8 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.0 5.1 91.8 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 : 20: 1 0 1 15 14 16 15:
Old : 20: 1 0 1 15 14 16 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 : 79.4 66.1 93.5 89.4 38.9 36.0 46.7 47.7
Old : 79.4 66.1 93.5 89.4 38.9 36.0 46.7 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 17,869: 836 1,660 2,461 14,330 13,633 17,627 17,754: 242 115
Old : 17,869: 836 1,660 2,461 14,330 13,633 17,627 17,754: 242 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,150: -5 208 33 -1,419 -1,459 -1,392 -1,218: 242 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 9.3 13.8 80.2 76.3 98.6 99.4: 1.4 0.6
Old : 100.0: 4.7 9.3 13.8 80.2 76.3 98.6 99.4: 1.4 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: 2 1 2 16 13 19 15:
Old : 21: 2 1 2 16 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 77.1 82.5 89.2 40.9 51.2 53.5 56.4
Old : 59.1 77.1 82.5 89.2 40.9 51.2 53.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,260: 0 850 50 28,705 28,240 28,755 29,140: 505 120
Old : 29,260: 0 850 50 28,705 28,240 28,755 29,140: 505 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,205: 0 0 0 -1,305 -1,205 -1,305 -1,205: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.2 98.1 96.5 98.3 99.6: 1.7 0.4
Old : 100.0: 0.0 2.9 0.2 98.1 96.5 98.3 99.6: 1.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 20 16 21 17:
Old : 26: 0 1 1 20 16 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 : 54.9 79.9 79.4 93.0 46.4 75.6 67.9 82.7
Old : 54.9 79.9 79.4 93.0 46.4 75.6 67.9 82.7
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,825: 0 900 0 25,380 24,565 25,380 25,465: 445 360
Old : 25,825: 0 900 0 25,380 24,565 25,380 25,465: 445 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,160: 0 0 0 -1,260 -1,160 -1,260 -1,160: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 98.3 95.1 98.3 98.6: 1.7 1.4
Old : 100.0: 0.0 3.5 0.0 98.3 95.1 98.3 98.6: 1.7 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 : 24: 0 1 0 18 12 18 13:
Old : 24: 0 1 0 18 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 86.4 79.6 96.8 53.8 84.0 72.3 87.1
Old : 59.9 86.4 79.6 96.8 53.8 84.0 72.3 87.1
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,681: 0 0 0 25,486 25,636 25,486 25,636: 195 45
Old : 25,681: 0 0 0 25,486 25,636 25,486 25,636: 195 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -860: 0 0 0 -845 -855 -845 -855: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.8 99.2 99.8: 0.8 0.2
Old : 100.0: 0.0 0.0 0.0 99.2 99.8 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 22 11 22 11:
Old : 29: 0 0 0 22 11 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 : 57.3 74.9 77.6 95.3 47.2 71.3 62.8 83.7
Old : 57.3 74.9 77.6 95.3 47.2 71.3 62.8 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,799: 0 0 0 18,604 18,799 18,604 18,799: 195 0
Old : 18,799: 0 0 0 18,604 18,799 18,604 18,799: 195 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -730: 0 0 0 -715 -730 -715 -730: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 0.0 0.0 99.0 100.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 9 19 9:
Old : 24: 0 0 0 19 9 19 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 : 60.9 74.9 81.5 98.8 58.0 74.5 76.0 91.3
Old : 60.9 74.9 81.5 98.8 58.0 74.5 76.0 91.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,302: 0 0 0 11,700 12,302 11,700 12,302: 602 0
Old : 12,302: 0 0 0 11,700 12,302 11,700 12,302: 602 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,445: 0 0 0 -2,440 -2,445 -2,440 -2,445: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.1 100.0 95.1 100.0: 4.9 0.0
Old : 100.0: 0.0 0.0 0.0 95.1 100.0 95.1 100.0: 4.9 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 : 20: 0 0 0 19 8 19 8:
Old : 20: 0 0 0 19 8 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 : 49.3 94.7 71.4 100.0 43.4 87.9 64.7 87.9
Old : 49.3 94.7 71.4 100.0 43.4 87.9 64.7 87.9
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 108,088: 1,665 95 150 106,143 107,843 107,958 108,088: 130 0
Old : 108,088: 1,665 95 150 106,143 107,843 107,958 108,088: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -6,991: -150 40 -240 -6,591 -6,791 -6,981 -6,991: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.1 0.1 98.2 99.8 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 0.1 0.1 98.2 99.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 1 2 36 37 39 39:
Old : 46: 2 1 2 36 37 39 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 : 47.8 61.2 64.9 81.0 38.4 54.8 52.8 65.6
Old : 47.8 61.2 64.9 81.0 38.4 54.8 52.8 65.6
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 131,784: 2,115 50 470 129,199 131,164 131,784 131,684: 0 100
Old : 131,784: 2,115 50 470 129,199 131,164 131,784 131,684: 0 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -9,097: -655 50 0 -8,427 -9,247 -9,082 -9,197: -15 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.4 98.0 99.5 100.0 99.9: 0.0 0.1
Old : 100.0: 1.6 0.0 0.4 98.0 99.5 100.0 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 : 52: 3 1 3 40 40 44 43:
Old : 52: 3 1 3 40 40 44 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 61.6 66.2 83.4 37.5 59.4 55.8 70.0
Old : 45.1 61.6 66.2 83.4 37.5 59.4 55.8 70.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 149,315: 17,761 5,861 6,308 125,017 137,006 149,086 149,175: 229 140
Old : 149,315: 17,761 5,861 6,308 125,017 137,006 149,086 149,175: 229 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -5,824: -869 -601 65 -4,880 -5,224 -5,684 -5,760: -140 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.9 4.2 83.7 91.8 99.8 99.9: 0.2 0.1
Old : 100.0: 11.9 3.9 4.2 83.7 91.8 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 : 65: 9 6 8 45 40 56 52:
Old : 65: 9 6 8 45 40 56 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 : 33.1 64.2 54.7 76.8 31.9 56.9 53.4 66.2
Old : 33.1 64.2 54.7 76.8 31.9 56.9 53.4 66.2
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 99,789: 2,130 1,915 3,005 94,475 94,854 99,610 99,774: 179 15
Old : 99,789: 2,130 1,915 3,005 94,475 94,854 99,610 99,774: 179 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -4,157: 952 -185 -72 -5,022 -3,900 -4,142 -4,157: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.9 3.0 94.7 95.1 99.8 100.0: 0.2 0.0
Old : 100.0: 2.1 1.9 3.0 94.7 95.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 3 5 40 32 48 37:
Old : 49: 5 3 5 40 32 48 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 : 36.3 70.1 57.8 79.5 36.0 60.8 53.3 67.2
Old : 36.3 70.1 57.8 79.5 36.0 60.8 53.3 67.2
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,505: 50 715 0 24,020 23,670 24,070 24,385: 435 120
Old : 24,505: 50 715 0 24,020 23,670 24,070 24,385: 435 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,545: -245 -100 0 -1,375 -1,435 -1,620 -1,535: 75 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.9 0.0 98.0 96.6 98.2 99.5: 1.8 0.5
Old : 100.0: 0.2 2.9 0.0 98.0 96.6 98.2 99.5: 1.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 25 13 26 14:
Old : 29: 1 1 0 25 13 26 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 : 57.9 84.1 77.7 98.3 57.8 80.5 77.3 94.0
Old : 57.9 84.1 77.7 98.3 57.8 80.5 77.3 94.0
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,045: 25 315 0 21,660 21,595 21,685 21,910: 360 135
Old : 22,045: 25 315 0 21,660 21,595 21,685 21,910: 360 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -2,280: -659 0 0 -1,616 -2,295 -2,275 -2,295: -5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.4 0.0 98.3 98.0 98.4 99.4: 1.6 0.6
Old : 100.0: 0.1 1.4 0.0 98.3 98.0 98.4 99.4: 1.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 21 9 22 10:
Old : 26: 1 1 0 21 9 22 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 84.6 80.2 98.9 60.4 80.1 80.2 92.6
Old : 60.4 84.6 80.2 98.9 60.4 80.1 80.2 92.6
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 21,210: 0 930 295 20,680 19,250 20,975 20,475: 235 735
Old : 21,210: 0 930 295 20,680 19,250 20,975 20,475: 235 735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -570: 0 -20 -5 -555 -520 -560 -545: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 1.4 97.5 90.8 98.9 96.5: 1.1 3.5
Old : 100.0: 0.0 4.4 1.4 97.5 90.8 98.9 96.5: 1.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 1 23 20 24 22:
Old : 31: 0 2 1 23 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 43.4 74.0 70.1 42.1 33.3 58.9 51.7
Old : 51.8 43.4 74.0 70.1 42.1 33.3 58.9 51.7
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,910: 2,368 2,670 803 29,264 29,437 32,435 32,910: 475 0
Old : 32,910: 2,368 2,670 803 29,264 29,437 32,435 32,910: 475 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -614: -185 -100 100 -504 -614 -589 -614: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 8.1 2.4 88.9 89.4 98.6 100.0: 1.4 0.0
Old : 100.0: 7.2 8.1 2.4 88.9 89.4 98.6 100.0: 1.4 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 : 33: 2 2 3 24 25 28 28:
Old : 33: 2 2 3 24 25 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 : 68.5 46.0 80.7 72.2 59.4 42.8 69.7 66.8
Old : 68.5 46.0 80.7 72.2 59.4 42.8 69.7 66.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,054: 3,720 0 0 15,424 19,745 19,144 19,745: 910 309
Old : 20,054: 3,720 0 0 15,424 19,745 19,144 19,745: 910 309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -946: -195 0 0 -713 -983 -908 -983: -38 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 0.0 76.9 98.5 95.5 98.5: 4.5 1.5
Old : 100.0: 18.5 0.0 0.0 76.9 98.5 95.5 98.5: 4.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 18 19 20 19:
Old : 26: 2 0 0 18 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 52.2 78.8 78.2 45.6 46.3 60.6 65.2
Old : 57.5 52.2 78.8 78.2 45.6 46.3 60.6 65.2
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,732: 482 260 230 24,431 25,212 25,143 25,702: 589 30
Old : 25,732: 482 260 230 24,431 25,212 25,143 25,702: 589 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -497: 86 -50 -30 -482 -412 -426 -492: -71 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.0 0.9 94.9 98.0 97.7 99.9: 2.3 0.1
Old : 100.0: 1.9 1.0 0.9 94.9 98.0 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 2 23 25 26 27:
Old : 35: 2 1 2 23 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 : 58.3 64.0 78.5 83.1 55.2 64.0 72.7 80.5
Old : 58.3 64.0 78.5 83.1 55.2 64.0 72.7 80.5
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,711: 710 685 0 21,861 21,926 22,571 22,611: 140 100
Old : 22,711: 710 685 0 21,861 21,926 22,571 22,611: 140 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -1,265: 118 -65 -143 -1,264 -1,147 -1,289 -1,355: 24 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.0 0.0 96.3 96.5 99.4 99.6: 0.6 0.4
Old : 100.0: 3.1 3.0 0.0 96.3 96.5 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 : 33: 1 2 0 23 24 24 26:
Old : 33: 1 2 0 23 24 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 51.0 83.2 74.0 66.7 45.1 77.3 66.8
Old : 69.3 51.0 83.2 74.0 66.7 45.1 77.3 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,283: 0 990 0 14,925 14,293 14,925 15,283: 358 0
Old : 15,283: 0 990 0 14,925 14,293 14,925 15,283: 358 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -460: 0 -80 0 -434 -380 -434 -460: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 97.7 93.5 97.7 100.0: 2.3 0.0
Old : 100.0: 0.0 6.5 0.0 97.7 93.5 97.7 100.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 18 15 18 16:
Old : 24: 0 1 0 18 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 : 50.9 60.9 82.4 84.8 49.0 55.3 79.2 77.3
Old : 50.9 60.9 82.4 84.8 49.0 55.3 79.2 77.3
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,725: 25 2,570 290 26,295 23,655 26,610 26,515: 115 210
Old : 26,725: 25 2,570 290 26,295 23,655 26,610 26,515: 115 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: 210: 0 -15 0 220 225 220 210: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 9.6 1.1 98.4 88.5 99.6 99.2: 0.4 0.8
Old : 100.0: 0.1 9.6 1.1 98.4 88.5 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 3 1 24 21 26 24:
Old : 34: 1 3 1 24 21 26 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 : 54.9 48.1 74.0 70.9 51.8 38.0 66.4 57.7
Old : 54.9 48.1 74.0 70.9 51.8 38.0 66.4 57.7
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 9,580: 975 0 0 7,190 9,520 8,165 9,520: 1,415 60
Old : 9,580: 975 0 0 7,190 9,520 8,165 9,520: 1,415 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -215: 0 0 0 -425 -240 -425 -240: 210 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 75.1 99.4 85.2 99.4: 14.8 0.6
Old : 100.0: 10.2 0.0 0.0 75.1 99.4 85.2 99.4: 14.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 16 19 17 19:
Old : 25: 1 0 0 16 19 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 66.4 64.9 85.8 40.1 57.9 57.5 76.8
Old : 40.3 66.4 64.9 85.8 40.1 57.9 57.5 76.8
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, April 7, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 11,070: 480 100 225 8,035 10,485 8,740 10,810: 2,330 260
Old : 11,070: 480 100 225 8,035 10,485 8,740 10,810: 2,330 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2015 :
: -360: 50 -25 -75 -505 -420 -530 -520: 170 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.9 2.0 72.6 94.7 79.0 97.7: 21.0 2.3
Old : 100.0: 4.3 0.9 2.0 72.6 94.7 79.0 97.7: 21.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 16 16 17 18:
Old : 25: 1 1 1 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 63.6 61.2 85.0 35.1 55.0 53.7 70.7
Old : 36.1 63.6 61.2 85.0 35.1 55.0 53.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2015