CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 24,779: 10,892 7,025 292 13,535 17,462 24,719 24,779: 60 0
Old : 24,779: 10,892 7,025 292 13,535 17,462 24,719 24,779: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 860: 681 145 0 168 714 850 860: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 28.4 1.2 54.6 70.5 99.8 100.0: 0.2 0.0
Old : 100.0: 44.0 28.4 1.2 54.6 70.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 13 5 6 8 9 24 17:
Old : 29: 13 5 6 8 9 24 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 : 58.9 56.2 90.2 84.7 50.5 44.8 65.7 62.9
Old : 58.9 56.2 90.2 84.7 50.5 44.8 65.7 62.9
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, July 14, 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 : 24,456: 5,307 5,889 1,036 18,113 17,531 24,456 24,456: 0 0
Old : 24,456: 5,307 5,889 1,036 18,113 17,531 24,456 24,456: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -9: 2 0 -2 -9 -7 -9 -9: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 24.1 4.2 74.1 71.7 100.0 100.0: 0.0 0.0
Old : 100.0: 21.7 24.1 4.2 74.1 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: 7 4 2 7 8 15 14:
Old : 22: 7 4 2 7 8 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 74.4 96.0 97.9 59.9 65.9 70.2 70.9
Old : 79.0 74.4 96.0 97.9 59.9 65.9 70.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 29,363: 4,925 2,728 1,026 23,413 25,610 29,363 29,363: 0 0
Old : 29,363: 4,925 2,728 1,026 23,413 25,610 29,363 29,363: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -414: -594 -423 2 177 6 -414 -414: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 9.3 3.5 79.7 87.2 100.0 100.0: 0.0 0.0
Old : 100.0: 16.8 9.3 3.5 79.7 87.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 3 6 12 9 23 16:
Old : 26: 9 3 6 12 9 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 76.5 82.6 94.5 44.1 61.7 58.9 68.9
Old : 60.2 76.5 82.6 94.5 44.1 61.7 58.9 68.9
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,925,570: 329,024 329,777 750,773 2,807,110 2,826,444 3,886,907 3,906,994: 38,663 18,576
Old : 3,925,570: 329,024 329,777 750,773 2,807,110 2,826,444 3,886,907 3,906,994: 38,663 18,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 10,253: 32,172 -991 -8,075 -10,898 19,280 13,199 10,214: -2,946 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.4 19.1 71.5 72.0 99.0 99.5: 1.0 0.5
Old : 100.0: 8.4 8.4 19.1 71.5 72.0 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 33 49 58 135 119 198 196:
Old : 229: 33 49 58 135 119 198 196:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 18.8 22.8 32.1 39.9 15.7 18.7 24.5 29.6
Old : 18.8 22.8 32.1 39.9 15.7 18.7 24.5 29.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,082,497: 193,192 109,420 972,006 916,757 1,000,440 2,081,955 2,081,866: 542 631
Old : 2,082,497: 193,192 109,420 972,006 916,757 1,000,440 2,081,955 2,081,866: 542 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -39,132: 9,639 16,020 -44,766 -3,915 -10,419 -39,042 -39,164: -89 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.3 46.7 44.0 48.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.3 5.3 46.7 44.0 48.0 100.0 100.0: 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 : 99: 24 20 41 48 55 91 97:
Old : 99: 24 20 41 48 55 91 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 38.5 60.8 61.4 8.1 8.7 11.2 11.1
Old : 39.3 38.5 60.8 61.4 8.1 8.7 11.2 11.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 253,670: 11,243 6,129 4,227 223,930 238,630 239,400 248,986: 14,270 4,684
Old : 253,670: 11,243 6,129 4,227 223,930 238,630 239,400 248,986: 14,270 4,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 12,120: -1,254 441 909 11,791 10,465 11,446 11,815: 674 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.4 1.7 88.3 94.1 94.4 98.2: 5.6 1.8
Old : 100.0: 4.4 2.4 1.7 88.3 94.1 94.4 98.2: 5.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 4 5 35 34 44 40:
Old : 57: 6 4 5 35 34 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 : 31.2 43.8 49.1 65.0 25.6 36.3 41.0 52.8
Old : 31.2 43.8 49.1 65.0 25.6 36.3 41.0 52.8
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, July 14, 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 : 115,341: 5,732 1,929 1,273 104,405 108,186 111,410 111,388: 3,931 3,953
Old : 115,341: 5,732 1,929 1,273 104,405 108,186 111,410 111,388: 3,931 3,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 7,094: -233 -61 454 6,873 7,160 7,094 7,553: 0 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.7 1.1 90.5 93.8 96.6 96.6: 3.4 3.4
Old : 100.0: 5.0 1.7 1.1 90.5 93.8 96.6 96.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 1 2 33 31 36 34:
Old : 42: 3 1 2 33 31 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 54.0 71.6 69.2 44.0 46.0 62.2 56.1
Old : 48.0 54.0 71.6 69.2 44.0 46.0 62.2 56.1
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, July 14, 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 : 218,106: 2,346 13,377 3,525 204,058 193,249 209,929 210,151: 8,177 7,955
Old : 218,106: 2,346 13,377 3,525 204,058 193,249 209,929 210,151: 8,177 7,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 4,101: 634 -884 477 3,083 4,630 4,194 4,223: -93 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 6.1 1.6 93.6 88.6 96.3 96.4: 3.7 3.6
Old : 100.0: 1.1 6.1 1.6 93.6 88.6 96.3 96.4: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 7 4 27 28 31 37:
Old : 45: 2 7 4 27 28 31 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 : 53.1 42.8 72.3 61.1 49.7 42.8 65.4 58.1
Old : 53.1 42.8 72.3 61.1 49.7 42.8 65.4 58.1
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, July 14, 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 : 669,125: 57,279 1,665 9,698 594,789 652,761 661,766 664,124: 7,359 5,001
Old : 669,125: 57,279 1,665 9,698 594,789 652,761 661,766 664,124: 7,359 5,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 5,086: -87 206 286 4,560 5,293 4,759 5,785: 327 -699
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.2 1.4 88.9 97.6 98.9 99.3: 1.1 0.7
Old : 100.0: 8.6 0.2 1.4 88.9 97.6 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 3 4 47 38 51 43:
Old : 55: 2 3 4 47 38 51 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 47.9 52.7 73.3 34.6 46.0 50.5 65.2
Old : 35.4 47.9 52.7 73.3 34.6 46.0 50.5 65.2
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, July 14, 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 : 311,332: 772 15,368 1,991 299,930 286,338 302,693 303,697: 8,639 7,635
Old : 311,332: 772 15,368 1,991 299,930 286,338 302,693 303,697: 8,639 7,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 9,947: 772 -867 -224 7,565 10,824 8,113 9,733: 1,834 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.9 0.6 96.3 92.0 97.2 97.5: 2.8 2.5
Old : 100.0: 0.2 4.9 0.6 96.3 92.0 97.2 97.5: 2.8 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 5 2 35 35 37 41:
Old : 52: 1 5 2 35 35 37 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 47.9 70.9 64.3 46.6 46.0 61.8 58.9
Old : 47.8 47.9 70.9 64.3 46.6 46.0 61.8 58.9
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, July 14, 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 : 240,891: 0 4,263 6,450 226,049 223,747 232,499 234,460: 8,392 6,431
Old : 240,891: 0 4,263 6,450 226,049 223,747 232,499 234,460: 8,392 6,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 5,001: 0 484 75 4,804 4,473 4,879 5,032: 122 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 2.7 93.8 92.9 96.5 97.3: 3.5 2.7
Old : 100.0: 0.0 1.8 2.7 93.8 92.9 96.5 97.3: 3.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 0 4 3 33 42 36 46:
Old : 51: 0 4 3 33 42 36 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 29.8 75.7 51.4 51.9 29.5 70.9 49.4
Old : 53.6 29.8 75.7 51.4 51.9 29.5 70.9 49.4
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, July 14, 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 : 102,935: 3,980 0 3,142 90,284 94,661 97,406 97,803: 5,529 5,132
Old : 102,935: 3,980 0 3,142 90,284 94,661 97,406 97,803: 5,529 5,132
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 5,738: 853 0 221 5,005 5,367 6,079 5,588: -341 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 3.1 87.7 92.0 94.6 95.0: 5.4 5.0
Old : 100.0: 3.9 0.0 3.1 87.7 92.0 94.6 95.0: 5.4 5.0
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 0 2 22 23 24 25:
Old : 34: 2 0 2 22 23 24 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 : 52.1 47.3 71.7 69.1 51.5 47.3 68.6 67.4
Old : 52.1 47.3 71.7 69.1 51.5 47.3 68.6 67.4
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,031: 1,210 6,857 2,745 89,112 87,319 93,067 96,921: 7,964 4,110
Old : 101,031: 1,210 6,857 2,745 89,112 87,319 93,067 96,921: 7,964 4,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -107: 62 -118 124 -1,363 -728 -1,177 -722: 1,070 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 6.8 2.7 88.2 86.4 92.1 95.9: 7.9 4.1
Old : 100.0: 1.2 6.8 2.7 88.2 86.4 92.1 95.9: 7.9 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 5 5 31 26 38 32:
Old : 45: 3 5 5 31 26 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 38.6 65.7 59.2 48.4 37.2 60.2 54.9
Old : 50.3 38.6 65.7 59.2 48.4 37.2 60.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 19,231: 0 2,077 0 18,890 17,092 18,890 19,169: 341 62
Old : 19,231: 0 2,077 0 18,890 17,092 18,890 19,169: 341 62
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,550: 0 0 0 1,550 1,550 1,550 1,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.8 0.0 98.2 88.9 98.2 99.7: 1.8 0.3
Old : 100.0: 0.0 10.8 0.0 98.2 88.9 98.2 99.7: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 4 0 13 9 13 13:
Old : 25: 0 4 0 13 9 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 74.7 90.8 92.9 75.1 74.7 88.6 90.5
Old : 75.1 74.7 90.8 92.9 75.1 74.7 88.6 90.5
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,712: 0 1,774 2,245 66,240 62,957 68,485 66,976: 9,227 10,736
Old : 77,712: 0 1,774 2,245 66,240 62,957 68,485 66,976: 9,227 10,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 364: -1,160 676 623 1,054 -935 517 364: -153 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 2.9 85.2 81.0 88.1 86.2: 11.9 13.8
Old : 100.0: 0.0 2.3 2.9 85.2 81.0 88.1 86.2: 11.9 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 16 17 18 19:
Old : 26: 0 2 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 37.9 78.7 63.7 61.3 36.0 72.4 58.1
Old : 64.1 37.9 78.7 63.7 61.3 36.0 72.4 58.1
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, July 14, 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 : 186,508: 0 0 0 180,356 182,289 180,356 182,289: 6,152 4,219
Old : 186,508: 0 0 0 180,356 182,289 180,356 182,289: 6,152 4,219
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,563: 0 0 0 2,154 2,625 2,154 2,625: 409 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 97.7 96.7 97.7: 3.3 2.3
Old : 100.0: 0.0 0.0 0.0 96.7 97.7 96.7 97.7: 3.3 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 : 36: 0 0 0 29 24 29 24:
Old : 36: 0 0 0 29 24 29 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 : 42.4 56.1 66.0 78.3 38.9 55.6 61.9 76.7
Old : 42.4 56.1 66.0 78.3 38.9 55.6 61.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,205: 0 0 0 76,420 81,738 76,420 81,738: 8,785 3,467
Old : 85,205: 0 0 0 76,420 81,738 76,420 81,738: 8,785 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 174: 0 0 0 174 3,709 174 3,709: 0 -3,535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.7 95.9 89.7 95.9: 10.3 4.1
Old : 100.0: 0.0 0.0 0.0 89.7 95.9 89.7 95.9: 10.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 12 18 12:
Old : 23: 0 0 0 18 12 18 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 : 59.3 68.0 76.6 89.9 58.0 66.1 74.7 87.4
Old : 59.3 68.0 76.6 89.9 58.0 66.1 74.7 87.4
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 338,724: 2,170 1,057 736 323,742 328,558 326,648 330,351: 12,076 8,373
Old : 338,724: 2,170 1,057 736 323,742 328,558 326,648 330,351: 12,076 8,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 8,308: -270 0 62 8,136 6,933 7,928 6,995: 380 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 0.2 95.6 97.0 96.4 97.5: 3.6 2.5
Old : 100.0: 0.6 0.3 0.2 95.6 97.0 96.4 97.5: 3.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 1 1 47 40 49 42:
Old : 59: 2 1 1 47 40 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 56.8 58.7 78.0 37.8 56.6 56.8 76.3
Old : 38.7 56.8 58.7 78.0 37.8 56.6 56.8 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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,094: 751 3,589 2,897 68,278 62,984 71,926 69,470: 5,168 7,624
Old : 77,094: 751 3,589 2,897 68,278 62,984 71,926 69,470: 5,168 7,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 3,327: 122 652 -122 2,899 2,369 2,899 2,899: 428 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.7 3.8 88.6 81.7 93.3 90.1: 6.7 9.9
Old : 100.0: 1.0 4.7 3.8 88.6 81.7 93.3 90.1: 6.7 9.9
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: 1 1 2 24 21 26 23:
Old : 29: 1 1 2 24 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 50.8 73.6 67.3 53.4 47.0 67.6 59.1
Old : 57.2 50.8 73.6 67.3 53.4 47.0 67.6 59.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,759: 589 2,068 1,532 63,792 61,269 65,913 64,869: 3,846 4,890
Old : 69,759: 589 2,068 1,532 63,792 61,269 65,913 64,869: 3,846 4,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,410: 308 0 -93 1,071 1,321 1,286 1,228: 124 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.0 2.2 91.4 87.8 94.5 93.0: 5.5 7.0
Old : 100.0: 0.8 3.0 2.2 91.4 87.8 94.5 93.0: 5.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 19 16 21 18:
Old : 24: 1 1 2 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 70.1 72.1 81.9 45.3 67.7 66.6 75.5
Old : 49.7 70.1 72.1 81.9 45.3 67.7 66.6 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,607: 4,749 0 0 61,843 67,078 66,592 67,078: 2,015 1,529
Old : 68,607: 4,749 0 0 61,843 67,078 66,592 67,078: 2,015 1,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 0.0 90.1 97.8 97.1 97.8: 2.9 2.2
Old : 100.0: 6.9 0.0 0.0 90.1 97.8 97.1 97.8: 2.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 15 12 16 12:
Old : 21: 1 0 0 15 12 16 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 : 65.0 63.4 84.9 87.2 53.6 60.4 69.9 75.1
Old : 65.0 63.4 84.9 87.2 53.6 60.4 69.9 75.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,230: 9,938 2,077 1,736 72,285 79,898 83,959 83,711: 1,271 1,519
Old : 85,230: 9,938 2,077 1,736 72,285 79,898 83,959 83,711: 1,271 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,774: 0 -372 0 2,774 3,239 2,774 2,867: 0 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.4 2.0 84.8 93.7 98.5 98.2: 1.5 1.8
Old : 100.0: 11.7 2.4 2.0 84.8 93.7 98.5 98.2: 1.5 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 4 1 26 23 32 28:
Old : 55: 6 4 1 26 23 32 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 : 40.5 67.9 64.3 85.2 32.2 66.0 50.5 71.5
Old : 40.5 67.9 64.3 85.2 32.2 66.0 50.5 71.5
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,510: 0 3,872 0 47,076 42,528 47,076 46,400: 434 1,110
Old : 47,510: 0 3,872 0 47,076 42,528 47,076 46,400: 434 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,015: 0 0 0 2,015 1,891 2,015 1,891: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 0.0 99.1 89.5 99.1 97.7: 0.9 2.3
Old : 100.0: 0.0 8.1 0.0 99.1 89.5 99.1 97.7: 0.9 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 1 0 12 25 12 26:
Old : 31: 0 1 0 12 25 12 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 : 75.7 40.4 94.1 61.8 69.4 34.1 81.7 55.6
Old : 75.7 40.4 94.1 61.8 69.4 34.1 81.7 55.6
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 167,422: 1,219 9,974 1,089 160,279 148,719 162,587 159,782: 4,835 7,640
Old : 167,422: 1,219 9,974 1,089 160,279 148,719 162,587 159,782: 4,835 7,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,595: 713 0 -376 2,463 2,557 2,800 2,181: -205 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.0 0.7 95.7 88.8 97.1 95.4: 2.9 4.6
Old : 100.0: 0.7 6.0 0.7 95.7 88.8 97.1 95.4: 2.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 1 1 32 33 34 35:
Old : 42: 2 1 1 32 33 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 37.3 67.8 58.7 48.1 27.3 57.0 45.0
Old : 54.3 37.3 67.8 58.7 48.1 27.3 57.0 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 27,523: 1,209 0 0 25,329 26,562 26,538 26,562: 985 961
Old : 27,523: 1,209 0 0 25,329 26,562 26,538 26,562: 985 961
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 682: 0 0 0 682 682 682 682: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 92.0 96.5 96.4 96.5: 3.6 3.5
Old : 100.0: 4.4 0.0 0.0 92.0 96.5 96.4 96.5: 3.6 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 : 23: 1 0 0 10 13 11 13:
Old : 23: 1 0 0 10 13 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.0 61.8 92.7 88.8 74.8 61.8 87.7 86.3
Old : 76.0 61.8 92.7 88.8 74.8 61.8 87.7 86.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,624: 1,919 2,717 1,175 47,509 57,240 50,603 61,132: 14,021 3,492
Old : 64,624: 1,919 2,717 1,175 47,509 57,240 50,603 61,132: 14,021 3,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,292: 189 2,602 115 2,196 2,410 2,500 5,127: -208 -2,835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.2 1.8 73.5 88.6 78.3 94.6: 21.7 5.4
Old : 100.0: 3.0 4.2 1.8 73.5 88.6 78.3 94.6: 21.7 5.4
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: 2 1 2 13 17 16 19:
Old : 22: 2 1 2 13 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 50.4 66.6 71.3 45.2 47.9 54.3 66.7
Old : 52.5 50.4 66.6 71.3 45.2 47.9 54.3 66.7
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,200: 0 1,996 3,260 92,931 92,402 96,191 97,658: 7,009 5,542
Old : 103,200: 0 1,996 3,260 92,931 92,402 96,191 97,658: 7,009 5,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,256: 0 212 -118 2,374 2,249 2,256 2,343: 0 -87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 3.2 90.0 89.5 93.2 94.6: 6.8 5.4
Old : 100.0: 0.0 1.9 3.2 90.0 89.5 93.2 94.6: 6.8 5.4
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: 0 2 2 22 25 24 27:
Old : 33: 0 2 2 22 25 24 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 : 60.1 41.4 79.5 63.3 57.5 37.4 65.8 54.2
Old : 60.1 41.4 79.5 63.3 57.5 37.4 65.8 54.2
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,001: 0 535 1,837 86,158 94,021 87,995 96,393: 12,006 3,608
Old : 100,001: 0 535 1,837 86,158 94,021 87,995 96,393: 12,006 3,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,115: 0 112 -112 1,504 1,873 1,392 1,873: -277 -758
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 1.8 86.2 94.0 88.0 96.4: 12.0 3.6
Old : 100.0: 0.0 0.5 1.8 86.2 94.0 88.0 96.4: 12.0 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 : 22: 0 1 1 16 15 17 16:
Old : 22: 0 1 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 68.3 73.9 87.1 40.6 59.3 53.2 68.1
Old : 58.2 68.3 73.9 87.1 40.6 59.3 53.2 68.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,108: 667 15,287 459 77,064 67,106 78,190 82,852: 7,918 3,256
Old : 86,108: 667 15,287 459 77,064 67,106 78,190 82,852: 7,918 3,256
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 271: 0 0 0 -131 -621 -131 -621: 402 892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 17.8 0.5 89.5 77.9 90.8 96.2: 9.2 3.8
Old : 100.0: 0.8 17.8 0.5 89.5 77.9 90.8 96.2: 9.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 22 17 23 19:
Old : 26: 1 1 1 22 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 61.4 65.3 86.4 26.4 41.2 42.1 58.3
Old : 44.5 61.4 65.3 86.4 26.4 41.2 42.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,806: 930 0 0 20,690 19,805 21,620 19,805: 186 2,001
Old : 21,806: 930 0 0 20,690 19,805 21,620 19,805: 186 2,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,364: 0 0 0 1,364 1,240 1,364 1,240: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.0 94.9 90.8 99.1 90.8: 0.9 9.2
Old : 100.0: 4.3 0.0 0.0 94.9 90.8 99.1 90.8: 0.9 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 10 17 12 17:
Old : 24: 2 0 0 10 17 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 52.2 93.0 73.5 65.7 52.2 86.6 72.9
Old : 69.9 52.2 93.0 73.5 65.7 52.2 86.6 72.9
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,150: 214 12,468 916 109,908 100,490 111,038 113,874: 6,112 3,276
Old : 117,150: 214 12,468 916 109,908 100,490 111,038 113,874: 6,112 3,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 5,684: 149 2,870 -358 5,893 3,597 5,684 6,109: 0 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 10.6 0.8 93.8 85.8 94.8 97.2: 5.2 2.8
Old : 100.0: 0.2 10.6 0.8 93.8 85.8 94.8 97.2: 5.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 1 20 17 21 22:
Old : 31: 1 4 1 20 17 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 61.5 82.2 80.2 63.8 54.8 78.5 72.9
Old : 66.3 61.5 82.2 80.2 63.8 54.8 78.5 72.9
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 185,011: 4,572 15,033 3,069 165,937 163,442 173,578 181,544: 11,433 3,467
Old : 185,011: 4,572 15,033 3,069 165,937 163,442 173,578 181,544: 11,433 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 4,372: 413 338 795 4,993 3,139 6,201 4,272: -1,829 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 8.1 1.7 89.7 88.3 93.8 98.1: 6.2 1.9
Old : 100.0: 2.5 8.1 1.7 89.7 88.3 93.8 98.1: 6.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 3 4 30 30 34 35:
Old : 44: 2 3 4 30 30 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 48.7 62.8 69.0 39.3 48.7 56.6 67.2
Old : 41.6 48.7 62.8 69.0 39.3 48.7 56.6 67.2
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,583: 1,209 3,684 0 23,785 21,713 24,994 25,397: 589 186
Old : 25,583: 1,209 3,684 0 23,785 21,713 24,994 25,397: 589 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 3,379: 372 0 0 3,038 3,379 3,410 3,379: -31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 14.4 0.0 93.0 84.9 97.7 99.3: 2.3 0.7
Old : 100.0: 4.7 14.4 0.0 93.0 84.9 97.7 99.3: 2.3 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 0 17 12 20 14:
Old : 28: 3 2 0 17 12 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 63.6 75.9 82.1 48.4 62.0 73.2 76.7
Old : 48.4 63.6 75.9 82.1 48.4 62.0 73.2 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,886: 0 2,201 0 41,088 41,313 41,088 43,514: 2,798 372
Old : 43,886: 0 2,201 0 41,088 41,313 41,088 43,514: 2,798 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 124: 0 0 0 186 124 186 124: -62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.0 93.6 94.1 93.6 99.2: 6.4 0.8
Old : 100.0: 0.0 5.0 0.0 93.6 94.1 93.6 99.2: 6.4 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 : 24: 0 2 0 14 11 14 13:
Old : 24: 0 2 0 14 11 14 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 : 51.1 67.7 84.0 87.1 51.1 67.7 76.5 82.4
Old : 51.1 67.7 84.0 87.1 51.1 67.7 76.5 82.4
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, July 14, 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 : 239,916: 1,490 8,554 2,575 229,296 224,574 233,361 235,703: 6,555 4,213
Old : 239,916: 1,490 8,554 2,575 229,296 224,574 233,361 235,703: 6,555 4,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 7,421: -92 -629 -95 5,865 7,385 5,678 6,661: 1,743 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.6 1.1 95.6 93.6 97.3 98.2: 2.7 1.8
Old : 100.0: 0.6 3.6 1.1 95.6 93.6 97.3 98.2: 2.7 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 2 2 41 37 44 40:
Old : 55: 2 2 2 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 : 47.2 56.4 65.2 73.7 46.7 53.3 63.6 68.0
Old : 47.2 56.4 65.2 73.7 46.7 53.3 63.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 109,442: 0 0 0 105,751 106,875 105,751 106,875: 3,691 2,567
Old : 109,442: 0 0 0 105,751 106,875 105,751 106,875: 3,691 2,567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 3,576: 0 0 0 3,702 2,873 3,702 2,873: -126 703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 97.7 96.6 97.7: 3.4 2.3
Old : 100.0: 0.0 0.0 0.0 96.6 97.7 96.6 97.7: 3.4 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 : 33: 0 0 0 26 28 26 28:
Old : 33: 0 0 0 26 28 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 53.2 69.2 75.3 42.8 44.1 57.3 57.2
Old : 46.5 53.2 69.2 75.3 42.8 44.1 57.3 57.2
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 73,882: 736 0 0 67,838 62,719 68,574 62,719: 5,308 11,163
Old : 73,882: 736 0 0 67,838 62,719 68,574 62,719: 5,308 11,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,358: 0 0 0 1,358 1,358 1,358 1,358: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 91.8 84.9 92.8 84.9: 7.2 15.1
Old : 100.0: 1.0 0.0 0.0 91.8 84.9 92.8 84.9: 7.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 22 19 23 19:
Old : 29: 1 0 0 22 19 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 46.7 60.3 65.9 28.3 45.9 46.3 58.4
Old : 37.6 46.7 60.3 65.9 28.3 45.9 46.3 58.4
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, July 14, 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 : 81,799: 0 700 0 72,467 78,557 72,467 79,257: 9,332 2,542
Old : 81,799: 0 700 0 72,467 78,557 72,467 79,257: 9,332 2,542
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -212: 0 -92 0 -2,119 -400 -2,119 -492: 1,907 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 88.6 96.0 88.6 96.9: 11.4 3.1
Old : 100.0: 0.0 0.9 0.0 88.6 96.0 88.6 96.9: 11.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 22 19 22 20:
Old : 28: 0 1 0 22 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 71.2 65.7 86.4 45.2 67.9 59.4 78.8
Old : 46.1 71.2 65.7 86.4 45.2 67.9 59.4 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 67,524: 0 0 0 63,300 58,368 63,300 58,368: 4,224 9,156
Old : 67,524: 0 0 0 63,300 58,368 63,300 58,368: 4,224 9,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 336: 0 0 0 364 -154 364 -154: -28 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.7 86.4 93.7 86.4: 6.3 13.6
Old : 100.0: 0.0 0.0 0.0 93.7 86.4 93.7 86.4: 6.3 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 8 16 8:
Old : 20: 0 0 0 16 8 16 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 : 69.9 77.6 84.1 86.4 69.9 76.1 84.1 83.6
Old : 69.9 77.6 84.1 86.4 69.9 76.1 84.1 83.6
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, July 14, 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 : 157,401: 15,510 9,643 16,859 124,330 130,334 156,699 156,835: 702 565
Old : 157,401: 15,510 9,643 16,859 124,330 130,334 156,699 156,835: 702 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,561: -734 1,068 -247 2,627 826 1,646 1,646: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.1 10.7 79.0 82.8 99.6 99.6: 0.4 0.4
Old : 100.0: 9.9 6.1 10.7 79.0 82.8 99.6 99.6: 0.4 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 : 81: 14 15 21 48 50 71 77:
Old : 81: 14 15 21 48 50 71 77:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 28.6 59.8 47.9 27.4 17.8 32.9 27.8
Old : 44.2 28.6 59.8 47.9 27.4 17.8 32.9 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 60,142: 436 1,873 2,023 57,605 56,246 60,064 60,142: 78 0
Old : 60,142: 436 1,873 2,023 57,605 56,246 60,064 60,142: 78 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,807: 0 -362 100 1,681 2,069 1,781 1,807: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.1 3.4 95.8 93.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.7 3.1 3.4 95.8 93.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 7 3 30 24 34 31:
Old : 40: 1 7 3 30 24 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 46.2 75.8 72.9 32.5 32.0 40.0 42.0
Old : 54.9 46.2 75.8 72.9 32.5 32.0 40.0 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 422,693: 31,270 5,976 6,408 385,015 410,309 422,693 422,693: 0 0
Old : 422,693: 31,270 5,976 6,408 385,015 410,309 422,693 422,693: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 8,673: 912 1,544 48 7,713 7,081 8,673 8,673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.4 1.5 91.1 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.4 1.4 1.5 91.1 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 3 19 19 22 24:
Old : 30: 2 3 3 19 19 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 : 44.1 48.6 70.5 74.6 37.7 43.0 54.2 56.9
Old : 44.1 48.6 70.5 74.6 37.7 43.0 54.2 56.9
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, July 14, 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 : 1,796,100: 50,405 14,107 42,545 1,703,150 1,739,448 1,796,100 1,796,100: 0 0
Old : 1,796,100: 50,405 14,107 42,545 1,703,150 1,739,448 1,796,100 1,796,100: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 25,898: 99 -1,484 708 25,091 26,674 25,898 25,898: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.8 2.4 94.8 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.8 2.4 94.8 96.8 100.0 100.0: 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 : 57: 7 4 6 36 41 44 50:
Old : 57: 7 4 6 36 41 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 53.7 73.4 69.7 34.9 33.7 46.0 43.3
Old : 55.3 53.7 73.4 69.7 34.9 33.7 46.0 43.3
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, July 14, 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 : 69,288: 1,694 1,607 4,207 63,387 63,474 69,288 69,288: 0 0
Old : 69,288: 1,694 1,607 4,207 63,387 63,474 69,288 69,288: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 557: -111 -51 -134 801 742 557 557: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.3 6.1 91.5 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 2.3 6.1 91.5 91.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 4 5 27 22 33 28:
Old : 35: 3 4 5 27 22 33 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 : 42.9 62.3 71.5 81.9 34.5 45.2 51.7 53.7
Old : 42.9 62.3 71.5 81.9 34.5 45.2 51.7 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 429,184: 4,489 6,889 21,281 403,414 401,014 429,184 429,184: 0 0
Old : 429,184: 4,489 6,889 21,281 403,414 401,014 429,184 429,184: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 8,922: -320 3,808 0 9,242 5,114 8,922 8,922: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.6 5.0 94.0 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.6 5.0 94.0 93.4 100.0 100.0: 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 : 30: 1 3 1 19 17 21 20:
Old : 30: 1 3 1 19 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 63.7 78.6 86.9 50.1 57.4 64.8 69.2
Old : 58.5 63.7 78.6 86.9 50.1 57.4 64.8 69.2
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 548,131: 15,567 8,001 9,425 523,139 530,705 548,131 548,131: 0 0
Old : 548,131: 15,567 8,001 9,425 523,139 530,705 548,131 548,131: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 48: -408 0 408 48 -360 48 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.5 1.7 95.4 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 1.5 1.7 95.4 96.8 100.0 100.0: 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 : 41: 2 2 2 27 30 29 34:
Old : 41: 2 2 2 27 30 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 49.6 72.9 67.2 45.5 47.9 58.1 60.5
Old : 53.0 49.6 72.9 67.2 45.5 47.9 58.1 60.5
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 52,195: 2,597 2,580 2,514 46,143 46,201 51,254 51,295: 941 900
Old : 52,195: 2,597 2,580 2,514 46,143 46,201 51,254 51,295: 941 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 809: -64 191 64 809 554 809 809: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 4.9 4.8 88.4 88.5 98.2 98.3: 1.8 1.7
Old : 100.0: 5.0 4.9 4.8 88.4 88.5 98.2 98.3: 1.8 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 2 26 28 30 32:
Old : 37: 4 2 2 26 28 30 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 : 55.3 55.1 73.9 69.3 48.7 54.4 62.2 64.9
Old : 55.3 55.1 73.9 69.3 48.7 54.4 62.2 64.9
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,331: 0 270 0 60,954 60,966 60,954 61,236: 377 95
Old : 61,331: 0 270 0 60,954 60,966 60,954 61,236: 377 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 99.4 99.4 99.4 99.8: 0.6 0.2
Old : 100.0: 0.0 0.4 0.0 99.4 99.4 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 1 0 30 28 30 29:
Old : 41: 0 1 0 30 28 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 : 58.9 67.0 73.8 84.2 53.9 59.0 65.9 75.3
Old : 58.9 67.0 73.8 84.2 53.9 59.0 65.9 75.3
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 79,172: 80 700 80 78,657 78,317 78,817 79,097: 355 75
Old : 79,172: 80 700 80 78,657 78,317 78,817 79,097: 355 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -30: 0 0 0 -30 -30 -30 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.1 99.3 98.9 99.6 99.9: 0.4 0.1
Old : 100.0: 0.1 0.9 0.1 99.3 98.9 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 : 45: 1 1 1 35 30 36 32:
Old : 45: 1 1 1 35 30 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 66.2 71.2 85.6 51.6 56.5 63.1 75.0
Old : 54.4 66.2 71.2 85.6 51.6 56.5 63.1 75.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,640: 1,200 0 0 17,230 18,580 18,430 18,580: 210 60
Old : 18,640: 1,200 0 0 17,230 18,580 18,430 18,580: 210 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -2,080: 0 0 0 -2,075 -2,070 -2,075 -2,070: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.0 92.4 99.7 98.9 99.7: 1.1 0.3
Old : 100.0: 6.4 0.0 0.0 92.4 99.7 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 22 16 23 16:
Old : 29: 1 0 0 22 16 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 71.2 72.6 90.6 48.0 64.4 63.5 72.5
Old : 48.5 71.2 72.6 90.6 48.0 64.4 63.5 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 272,456: 0 10,920 5,896 266,560 255,640 272,456 272,456: 0 0
Old : 272,456: 0 10,920 5,896 266,560 255,640 272,456 272,456: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -18,328: 0 -3,720 0 -18,328 -14,608 -18,328 -18,328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 2.2 97.8 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.0 2.2 97.8 93.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 2 1 21 23 22 25:
Old : 31: 0 2 1 21 23 22 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 : 53.6 62.6 78.1 79.9 50.4 50.8 62.7 59.1
Old : 53.6 62.6 78.1 79.9 50.4 50.8 62.7 59.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,314: 1,651 491 127 5,385 6,414 7,163 7,032: 151 282
Old : 7,314: 1,651 491 127 5,385 6,414 7,163 7,032: 151 282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -940: -308 -61 17 -648 -1,026 -939 -1,070: -1 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.7 1.7 73.6 87.7 97.9 96.1: 2.1 3.9
Old : 100.0: 22.6 6.7 1.7 73.6 87.7 97.9 96.1: 2.1 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 1 16 21 20 22:
Old : 28: 3 1 1 16 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 41.1 73.5 66.9 46.4 34.5 64.0 51.0
Old : 50.0 41.1 73.5 66.9 46.4 34.5 64.0 51.0
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,165: 1,170 350 30 18,935 19,785 20,135 20,165: 30 0
Old : 20,165: 1,170 350 30 18,935 19,785 20,135 20,165: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -1,860: 10 -100 -10 -1,855 -1,750 -1,855 -1,860: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.7 0.1 93.9 98.1 99.9 100.0: 0.1 0.0
Old : 100.0: 5.8 1.7 0.1 93.9 98.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 1 1 22 22 23 24:
Old : 35: 1 1 1 22 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 64.6 72.7 87.2 49.7 53.1 67.3 69.8
Old : 50.2 64.6 72.7 87.2 49.7 53.1 67.3 69.8
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,660: 0 715 155 14,325 13,790 14,480 14,660: 180 0
Old : 14,660: 0 715 155 14,325 13,790 14,480 14,660: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -30: 0 20 -25 -5 -25 -30 -30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.1 97.7 94.1 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 4.9 1.1 97.7 94.1 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 26 22 27 23:
Old : 28: 0 1 1 26 22 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 : 41.1 57.5 65.6 79.4 26.4 25.0 42.1 39.8
Old : 41.1 57.5 65.6 79.4 26.4 25.0 42.1 39.8
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,881: 726 0 131 17,592 17,551 18,449 17,682: 432 1,199
Old : 18,881: 726 0 131 17,592 17,551 18,449 17,682: 432 1,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -753: 89 0 -133 -901 -599 -945 -732: 192 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.7 93.2 93.0 97.7 93.6: 2.3 6.4
Old : 100.0: 3.8 0.0 0.7 93.2 93.0 97.7 93.6: 2.3 6.4
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 : 30: 1 0 1 27 26 28 27:
Old : 30: 1 0 1 27 26 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 56.8 59.7 75.0 29.0 42.4 47.0 54.1
Old : 36.5 56.8 59.7 75.0 29.0 42.4 47.0 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,316: 0 8,532 1,242 51,572 43,417 52,814 53,191: 502 125
Old : 53,316: 0 8,532 1,242 51,572 43,417 52,814 53,191: 502 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,158: 0 -215 11 1,157 1,362 1,168 1,158: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 2.3 96.7 81.4 99.1 99.8: 0.9 0.2
Old : 100.0: 0.0 16.0 2.3 96.7 81.4 99.1 99.8: 0.9 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 : 42: 0 4 3 31 30 34 34:
Old : 42: 0 4 3 31 30 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 36.9 67.2 58.5 45.1 34.2 60.6 53.2
Old : 48.7 36.9 67.2 58.5 45.1 34.2 60.6 53.2
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,795: 115 8,611 2,971 55,704 47,097 58,790 58,679: 5 116
Old : 58,795: 115 8,611 2,971 55,704 47,097 58,790 58,679: 5 116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,318: 28 -239 45 1,250 1,457 1,323 1,263: -5 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 14.6 5.1 94.7 80.1 100.0 99.8: 0.0 0.2
Old : 100.0: 0.2 14.6 5.1 94.7 80.1 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 1 8 6 35 34 41 43:
Old : 49: 1 8 6 35 34 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 : 47.0 38.3 64.3 57.8 40.0 34.9 54.9 52.3
Old : 47.0 38.3 64.3 57.8 40.0 34.9 54.9 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,445: 1,260 0 0 47,125 48,385 48,385 48,385: 60 60
Old : 48,445: 1,260 0 0 47,125 48,385 48,385 48,385: 60 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 975: 0 0 0 975 975 975 975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 97.3 99.9 99.9 99.9: 0.1 0.1
Old : 100.0: 2.6 0.0 0.0 97.3 99.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 0 30 15 32 15:
Old : 35: 2 0 0 30 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 : 56.9 93.8 73.5 97.7 54.4 88.3 69.1 89.1
Old : 56.9 93.8 73.5 97.7 54.4 88.3 69.1 89.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,925: 1,080 0 0 51,725 52,925 52,805 52,925: 120 0
Old : 52,925: 1,080 0 0 51,725 52,925 52,805 52,925: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 97.7 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 2.0 0.0 0.0 97.7 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 28 19 29 19:
Old : 32: 1 0 0 28 19 29 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 93.3 68.9 96.5 53.4 87.9 66.4 88.7
Old : 55.3 93.3 68.9 96.5 53.4 87.9 66.4 88.7
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 353,454: 52,212 0 20,368 280,874 333,086 353,454 353,454: 0 0
Old : 353,454: 52,212 0 20,368 280,874 333,086 353,454 353,454: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 483: 1,135 0 -2,710 2,058 3,193 483 483: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.0 5.8 79.5 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 14.8 0.0 5.8 79.5 94.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 0 3 28 32 32 35:
Old : 40: 4 0 3 28 32 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 43.6 63.6 63.7 31.7 36.7 47.0 49.0
Old : 42.6 43.6 63.6 63.7 31.7 36.7 47.0 49.0
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 24,271: 4,022 943 923 19,108 22,193 24,053 24,059: 218 212
Old : 24,271: 4,022 943 923 19,108 22,193 24,053 24,059: 218 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 448: 251 146 -20 218 322 448 448: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.9 3.8 78.7 91.4 99.1 99.1: 0.9 0.9
Old : 100.0: 16.6 3.9 3.8 78.7 91.4 99.1 99.1: 0.9 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 : 43: 4 5 6 25 31 31 40:
Old : 43: 4 5 6 25 31 31 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 : 38.7 40.4 65.0 62.1 33.8 38.5 53.8 53.7
Old : 38.7 40.4 65.0 62.1 33.8 38.5 53.8 53.7
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 29,152: 877 100 306 27,969 28,746 29,152 29,152: 0 0
Old : 29,152: 877 100 306 27,969 28,746 29,152 29,152: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 537: 0 0 0 537 537 537 537: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.3 1.0 95.9 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 0.3 1.0 95.9 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 2 18 13 22 16:
Old : 26: 4 1 2 18 13 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 87.5 86.4 95.4 65.5 80.8 75.7 82.8
Old : 70.2 87.5 86.4 95.4 65.5 80.8 75.7 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 511,566: 0 15,644 8,662 502,904 487,260 511,566 511,566: 0 0
Old : 511,566: 0 15,644 8,662 502,904 487,260 511,566 511,566: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,272: 0 0 0 1,272 1,272 1,272 1,272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 1.7 98.3 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.1 1.7 98.3 95.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 19 17 20 19:
Old : 28: 0 2 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 88.8 83.8 94.5 61.1 80.2 76.8 84.7
Old : 65.1 88.8 83.8 94.5 61.1 80.2 76.8 84.7
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 42,867: 5,304 394 2,323 34,917 39,467 42,544 42,184: 323 683
Old : 42,867: 5,304 394 2,323 34,917 39,467 42,544 42,184: 323 683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 197: 21 0 -21 197 218 197 197: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.9 5.4 81.5 92.1 99.2 98.4: 0.8 1.6
Old : 100.0: 12.4 0.9 5.4 81.5 92.1 99.2 98.4: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 2 18 19 22 23:
Old : 30: 4 2 2 18 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 80.7 82.3 89.7 54.3 71.2 70.2 74.6
Old : 59.1 80.7 82.3 89.7 54.3 71.2 70.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 65,675: 0 5,473 0 65,675 60,202 65,675 65,675: 0 0
Old : 65,675: 0 5,473 0 65,675 60,202 65,675 65,675: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.3 0.0 100.0 91.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.3 0.0 100.0 91.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 12 14 13:
Old : 20: 0 1 0 14 12 14 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 : 60.7 65.4 88.1 92.3 47.0 49.9 66.0 69.0
Old : 60.7 65.4 88.1 92.3 47.0 49.9 66.0 69.0
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,119: 3,480 192 150 12,700 15,300 16,330 15,642: 789 1,477
Old : 17,119: 3,480 192 150 12,700 15,300 16,330 15,642: 789 1,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 80: 255 0 0 -325 -241 -70 -241: 150 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 1.1 0.9 74.2 89.4 95.4 91.4: 4.6 8.6
Old : 100.0: 20.3 1.1 0.9 74.2 89.4 95.4 91.4: 4.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 3 17 21 22 25:
Old : 30: 5 1 3 17 21 22 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 : 46.8 53.2 65.9 70.8 32.2 44.0 49.8 53.9
Old : 46.8 53.2 65.9 70.8 32.2 44.0 49.8 53.9
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 197,213: 15,194 0 6,727 175,292 190,486 197,213 197,213: 0 0
Old : 197,213: 15,194 0 6,727 175,292 190,486 197,213 197,213: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,986: -6,633 0 3,163 5,456 -1,177 1,986 1,986: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 3.4 88.9 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.7 0.0 3.4 88.9 96.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 19 20 21 21:
Old : 29: 2 0 1 19 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 60.4 80.3 83.3 46.7 51.9 61.8 69.1
Old : 58.0 60.4 80.3 83.3 46.7 51.9 61.8 69.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,334: 1,076 0 134 9,881 10,714 11,091 10,848: 243 486
Old : 11,334: 1,076 0 134 9,881 10,714 11,091 10,848: 243 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -107: 0 0 0 -65 148 -65 148: -42 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 1.2 87.2 94.5 97.9 95.7: 2.1 4.3
Old : 100.0: 9.5 0.0 1.2 87.2 94.5 97.9 95.7: 2.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 1 20 22 23 23:
Old : 28: 3 0 1 20 22 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 : 56.7 41.8 77.1 68.2 47.5 39.4 62.7 59.0
Old : 56.7 41.8 77.1 68.2 47.5 39.4 62.7 59.0
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 132,377: 5,473 0 0 126,904 132,377 132,377 132,377: 0 0
Old : 132,377: 5,473 0 0 126,904 132,377 132,377 132,377: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -2,776: 0 0 0 -2,776 -2,776 -2,776 -2,776: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.0 95.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 0.0 0.0 95.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 22 21 23 21:
Old : 28: 1 0 0 22 21 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 59.8 75.2 84.4 41.9 43.2 50.6 56.3
Old : 55.3 59.8 75.2 84.4 41.9 43.2 50.6 56.3
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 23,281: 482 0 874 21,925 22,407 23,281 23,281: 0 0
Old : 23,281: 482 0 874 21,925 22,407 23,281 23,281: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 154: 0 0 0 154 154 154 154: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 3.8 94.2 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 3.8 94.2 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 15 16 16 17:
Old : 22: 1 0 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.9 62.4 90.9 82.3 38.1 32.8 45.8 43.4
Old : 77.9 62.4 90.9 82.3 38.1 32.8 45.8 43.4
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, July 14, 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 : 123,975: 3,560 190 16,440 103,575 106,881 123,575 123,511: 400 464
Old : 123,975: 3,560 190 16,440 103,575 106,881 123,575 123,511: 400 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 3,636: -685 -86 376 3,921 3,362 3,612 3,652: 24 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.2 13.3 83.5 86.2 99.7 99.6: 0.3 0.4
Old : 100.0: 2.9 0.2 13.3 83.5 86.2 99.7 99.6: 0.3 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 : 25: 3 1 3 18 16 22 19:
Old : 25: 3 1 3 18 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 66.6 78.4 92.1 29.7 38.2 35.8 40.0
Old : 49.0 66.6 78.4 92.1 29.7 38.2 35.8 40.0
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,615: 0 825 0 26,235 25,790 26,235 26,615: 380 0
Old : 26,615: 0 825 0 26,235 25,790 26,235 26,615: 380 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 98.6 96.9 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 3.1 0.0 98.6 96.9 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 : 28: 0 1 0 21 16 21 17:
Old : 28: 0 1 0 21 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 : 59.4 78.5 83.1 91.0 50.6 73.8 73.7 83.9
Old : 59.4 78.5 83.1 91.0 50.6 73.8 73.7 83.9
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,645: 0 825 0 22,005 21,720 22,005 22,545: 640 100
Old : 22,645: 0 825 0 22,005 21,720 22,005 22,545: 640 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 97.2 95.9 97.2 99.6: 2.8 0.4
Old : 100.0: 0.0 3.6 0.0 97.2 95.9 97.2 99.6: 2.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 17 10 17 11:
Old : 23: 0 1 0 17 10 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 87.2 81.2 97.5 58.2 84.3 75.3 89.4
Old : 63.6 87.2 81.2 97.5 58.2 84.3 75.3 89.4
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,896: 250 0 0 25,646 25,896 25,896 25,896: 0 0
Old : 25,896: 250 0 0 25,646 25,896 25,896 25,896: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 730: 150 0 0 580 730 730 730: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 99.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.0 0.0 99.0 100.0 100.0 100.0: 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 : 35: 2 0 0 23 19 25 19:
Old : 35: 2 0 0 23 19 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 69.8 73.0 86.3 45.4 62.9 59.9 70.9
Old : 54.4 69.8 73.0 86.3 45.4 62.9 59.9 70.9
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,369: 450 0 0 22,675 23,354 23,125 23,354: 244 15
Old : 23,369: 450 0 0 22,675 23,354 23,125 23,354: 244 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 615: 0 0 0 615 615 615 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 97.0 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 1.9 0.0 0.0 97.0 99.9 99.0 99.9: 1.0 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 : 28: 1 0 0 19 15 20 15:
Old : 28: 1 0 0 19 15 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 : 61.4 75.1 78.5 90.6 61.2 74.8 76.4 84.6
Old : 61.4 75.1 78.5 90.6 61.2 74.8 76.4 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,910: 0 100 0 18,305 18,570 18,305 18,670: 605 240
Old : 18,910: 0 100 0 18,305 18,570 18,305 18,670: 605 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 96.8 98.2 96.8 98.7: 3.2 1.3
Old : 100.0: 0.0 0.5 0.0 96.8 98.2 96.8 98.7: 3.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 8 13 9:
Old : 20: 0 1 0 13 8 13 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 : 74.7 96.5 90.8 98.5 74.7 95.7 90.8 97.6
Old : 74.7 96.5 90.8 98.5 74.7 95.7 90.8 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,755: 75 0 0 11,055 11,645 11,130 11,645: 625 110
Old : 11,755: 75 0 0 11,055 11,645 11,130 11,645: 625 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,055: 0 0 0 1,040 1,055 1,040 1,055: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 94.0 99.1 94.7 99.1: 5.3 0.9
Old : 100.0: 0.6 0.0 0.0 94.0 99.1 94.7 99.1: 5.3 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 : 20: 1 0 0 17 8 18 8:
Old : 20: 1 0 0 17 8 18 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 : 53.1 91.8 75.0 99.1 50.5 82.1 68.2 83.0
Old : 53.1 91.8 75.0 99.1 50.5 82.1 68.2 83.0
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,512: 50 0 0 13,252 13,512 13,302 13,512: 210 0
Old : 13,512: 50 0 0 13,252 13,512 13,302 13,512: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,130: 0 0 0 1,130 1,130 1,130 1,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 98.1 100.0 98.4 100.0: 1.6 0.0
Old : 100.0: 0.4 0.0 0.0 98.1 100.0 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 : 25: 1 0 0 22 10 23 10:
Old : 25: 1 0 0 22 10 23 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 94.7 69.6 99.4 46.1 87.5 65.4 87.6
Old : 48.3 94.7 69.6 99.4 46.1 87.5 65.4 87.6
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 117,719: 1,985 1,200 315 115,399 116,004 117,699 117,519: 20 200
Old : 117,719: 1,985 1,200 315 115,399 116,004 117,699 117,519: 20 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,930: 300 0 0 1,630 1,930 1,930 1,930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.0 0.3 98.0 98.5 100.0 99.8: 0.0 0.2
Old : 100.0: 1.7 1.0 0.3 98.0 98.5 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 1 34 34 37 37:
Old : 47: 3 2 1 34 34 37 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 : 40.9 64.5 63.0 82.4 38.5 53.8 53.2 63.5
Old : 40.9 64.5 63.0 82.4 38.5 53.8 53.2 63.5
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 135,079: 2,210 1,927 170 132,699 132,892 135,079 134,989: 0 90
Old : 135,079: 2,210 1,927 170 132,699 132,892 135,079 134,989: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,154: 200 -281 100 1,854 2,335 2,154 2,154: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.4 0.1 98.2 98.4 100.0 99.9: 0.0 0.1
Old : 100.0: 1.6 1.4 0.1 98.2 98.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 5 2 41 37 47 42:
Old : 55: 4 5 2 41 37 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 63.6 66.6 81.1 40.7 59.4 55.6 68.1
Old : 48.0 63.6 66.6 81.1 40.7 59.4 55.6 68.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 142,033: 20,019 5,467 3,483 118,322 132,841 141,824 141,791: 209 242
Old : 142,033: 20,019 5,467 3,483 118,322 132,841 141,824 141,791: 209 242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 466: 1,304 41 -354 -484 733 466 420: 0 46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.8 2.5 83.3 93.5 99.9 99.8: 0.1 0.2
Old : 100.0: 14.1 3.8 2.5 83.3 93.5 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 9 9 9 43 40 56 54:
Old : 65: 9 9 9 43 40 56 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 58.8 51.6 71.1 27.4 52.2 46.0 59.7
Old : 28.6 58.8 51.6 71.1 27.4 52.2 46.0 59.7
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 100,600: 835 3,160 3,035 96,041 94,405 99,911 100,600: 689 0
Old : 100,600: 835 3,160 3,035 96,041 94,405 99,911 100,600: 689 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 2,963: 0 0 0 2,903 2,963 2,903 2,963: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.1 3.0 95.5 93.8 99.3 100.0: 0.7 0.0
Old : 100.0: 0.8 3.1 3.0 95.5 93.8 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 3 5 35 34 41 40:
Old : 47: 4 3 5 35 34 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 71.7 54.7 80.4 32.8 60.8 46.1 65.4
Old : 35.7 71.7 54.7 80.4 32.8 60.8 46.1 65.4
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,025: 0 385 0 24,995 24,640 24,995 25,025: 30 0
Old : 25,025: 0 385 0 24,995 24,640 24,995 25,025: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 470: 0 0 0 470 470 470 470: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 99.9 98.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 1.5 0.0 99.9 98.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 27 12 27 13:
Old : 32: 0 1 0 27 12 27 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 : 55.0 84.4 75.3 97.2 55.0 81.7 74.7 94.1
Old : 55.0 84.4 75.3 97.2 55.0 81.7 74.7 94.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,260: 0 185 50 22,130 21,915 22,180 22,150: 80 110
Old : 22,260: 0 185 50 22,130 21,915 22,180 22,150: 80 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 265: 0 0 0 265 265 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.2 99.4 98.5 99.6 99.5: 0.4 0.5
Old : 100.0: 0.0 0.8 0.2 99.4 98.5 99.6 99.5: 0.4 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 : 27: 0 1 1 23 9 24 10:
Old : 27: 0 1 1 23 9 24 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 86.1 76.8 99.4 57.7 84.1 76.7 93.3
Old : 57.7 86.1 76.8 99.4 57.7 84.1 76.7 93.3
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 27,034: 100 945 205 26,605 25,654 26,910 26,804: 124 230
Old : 27,034: 100 945 205 26,605 25,654 26,910 26,804: 124 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 255: 0 0 0 255 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.5 0.8 98.4 94.9 99.5 99.1: 0.5 0.9
Old : 100.0: 0.4 3.5 0.8 98.4 94.9 99.5 99.1: 0.5 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 : 35: 1 2 1 27 25 29 27:
Old : 35: 1 2 1 27 25 29 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 : 54.3 48.7 68.3 70.1 50.0 44.4 60.3 59.6
Old : 54.3 48.7 68.3 70.1 50.0 44.4 60.3 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 10,745: 705 0 195 9,845 10,550 10,745 10,745: 0 0
Old : 10,745: 705 0 195 9,845 10,550 10,745 10,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 295: 25 0 -25 295 320 295 295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 1.8 91.6 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 0.0 1.8 91.6 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 16 17 17 18:
Old : 20: 1 0 1 16 17 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 : 47.5 65.3 75.6 89.8 37.2 57.0 56.3 62.5
Old : 47.5 65.3 75.6 89.8 37.2 57.0 56.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,758: 3,398 1,470 375 26,439 28,873 30,212 30,718: 546 40
Old : 30,758: 3,398 1,470 375 26,439 28,873 30,212 30,718: 546 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 535: 525 0 70 -75 465 520 535: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 4.8 1.2 86.0 93.9 98.2 99.9: 1.8 0.1
Old : 100.0: 11.0 4.8 1.2 86.0 93.9 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 2 24 23 27 26:
Old : 33: 2 2 2 24 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 47.8 78.0 74.3 48.4 44.5 63.4 62.8
Old : 61.4 47.8 78.0 74.3 48.4 44.5 63.4 62.8
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,541: 2,274 0 60 20,894 23,263 23,228 23,323: 313 218
Old : 23,541: 2,274 0 60 20,894 23,263 23,228 23,323: 313 218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 880: 0 0 0 820 880 820 880: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.3 88.8 98.8 98.7 99.1: 1.3 0.9
Old : 100.0: 9.7 0.0 0.3 88.8 98.8 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 : 28: 2 0 1 19 21 21 22:
Old : 28: 2 0 1 19 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 58.1 73.5 80.6 30.2 40.4 49.4 54.0
Old : 46.3 58.1 73.5 80.6 30.2 40.4 49.4 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,201: 311 40 200 25,510 25,906 26,021 26,146: 180 55
Old : 26,201: 311 40 200 25,510 25,906 26,021 26,146: 180 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 219: 1 0 0 218 219 219 219: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.2 0.8 97.4 98.9 99.3 99.8: 0.7 0.2
Old : 100.0: 1.2 0.2 0.8 97.4 98.9 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 26 25 29 26:
Old : 37: 2 1 1 26 25 29 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 : 59.7 71.9 76.5 87.8 59.4 71.6 74.7 86.5
Old : 59.7 71.9 76.5 87.8 59.4 71.6 74.7 86.5
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,125: 600 540 0 22,405 22,585 23,005 23,125: 120 0
Old : 23,125: 600 540 0 22,405 22,585 23,005 23,125: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 1,280: 0 0 0 1,220 1,280 1,220 1,280: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.3 0.0 96.9 97.7 99.5 100.0: 0.5 0.0
Old : 100.0: 2.6 2.3 0.0 96.9 97.7 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 25 25 26 26:
Old : 34: 1 1 0 25 25 26 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 : 65.6 59.6 82.0 78.9 63.5 57.5 75.9 76.1
Old : 65.6 59.6 82.0 78.9 63.5 57.5 75.9 76.1
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,257: 0 860 0 15,194 14,397 15,194 15,257: 63 0
Old : 15,257: 0 860 0 15,194 14,397 15,194 15,257: 63 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 99.6 94.4 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 5.6 0.0 99.6 94.4 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 : 24: 0 1 0 16 15 16 16:
Old : 24: 0 1 0 16 15 16 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 : 57.6 59.6 85.4 84.4 57.1 52.3 80.4 74.6
Old : 57.6 59.6 85.4 84.4 57.1 52.3 80.4 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,277: 0 0 0 9,467 10,147 9,467 10,147: 810 130
Old : 10,277: 0 0 0 9,467 10,147 9,467 10,147: 810 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 111: 0 0 0 111 111 111 111: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.1 98.7 92.1 98.7: 7.9 1.3
Old : 100.0: 0.0 0.0 0.0 92.1 98.7 92.1 98.7: 7.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 13 14 13:
Old : 20: 0 0 0 14 13 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 77.5 79.7 91.4 54.3 75.6 77.2 87.7
Old : 54.5 77.5 79.7 91.4 54.3 75.6 77.2 87.7
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,955: 25 2,415 260 32,546 30,110 32,831 32,785: 124 170
Old : 32,955: 25 2,415 260 32,546 30,110 32,831 32,785: 124 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: -110: 0 0 0 -110 -110 -110 -110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.3 0.8 98.8 91.4 99.6 99.5: 0.4 0.5
Old : 100.0: 0.1 7.3 0.8 98.8 91.4 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 1 27 19 29 21:
Old : 35: 1 2 1 27 19 29 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 49.1 69.4 73.7 51.8 44.9 67.3 67.6
Old : 53.3 49.1 69.4 73.7 51.8 44.9 67.3 67.6
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 10,767: 2,027 0 0 8,620 10,707 10,647 10,707: 120 60
Old : 10,767: 2,027 0 0 8,620 10,707 10,647 10,707: 120 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 0.0 0.0 80.1 99.4 98.9 99.4: 1.1 0.6
Old : 100.0: 18.8 0.0 0.0 80.1 99.4 98.9 99.4: 1.1 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 17 19 19 19:
Old : 28: 2 0 0 17 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 70.9 71.6 85.1 43.0 64.5 70.0 77.2
Old : 43.3 70.9 71.6 85.1 43.0 64.5 70.0 77.2
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, July 14, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 12,722: 2,038 100 150 10,344 12,472 12,532 12,722: 190 0
Old : 12,722: 2,038 100 150 10,344 12,472 12,532 12,722: 190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2015 :
: 125: 0 0 0 110 125 110 125: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.8 1.2 81.3 98.0 98.5 100.0: 1.5 0.0
Old : 100.0: 16.0 0.8 1.2 81.3 98.0 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 22 18 24 20:
Old : 31: 2 1 1 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 72.9 67.0 85.8 41.6 65.8 65.8 77.0
Old : 42.1 72.9 67.0 85.8 41.6 65.8 65.8 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2015