CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 27,274: 8,440 6,048 1,698 17,071 19,529 27,209 27,274: 65 0
Old : 27,274: 8,440 6,048 1,698 17,071 19,529 27,209 27,274: 65 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 212: 92 139 77 29 -3 197 212: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 22.2 6.2 62.6 71.6 99.8 100.0: 0.2 0.0
Old : 100.0: 30.9 22.2 6.2 62.6 71.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 11 8 7 10 10 26 20:
Old : 30: 11 8 7 10 10 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 54.2 79.5 80.1 42.1 40.3 55.5 55.3
Old : 54.0 54.2 79.5 80.1 42.1 40.3 55.5 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 25,562: 5,488 5,864 1,031 19,043 18,667 25,562 25,562: 0 0
Old : 25,562: 5,488 5,864 1,031 19,043 18,667 25,562 25,562: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -76: 4 0 -3 -77 -73 -76 -76: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 22.9 4.0 74.5 73.0 100.0 100.0: 0.0 0.0
Old : 100.0: 21.5 22.9 4.0 74.5 73.0 100.0 100.0: 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 : 22: 8 3 2 7 8 16 13:
Old : 22: 8 3 2 7 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 73.5 94.2 98.3 60.3 66.9 71.0 72.3
Old : 77.5 73.5 94.2 98.3 60.3 66.9 71.0 72.3
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, August 18, 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 : 34,645: 3,651 4,246 2,079 28,914 28,320 34,645 34,645: 0 0
Old : 34,645: 3,651 4,246 2,079 28,914 28,320 34,645 34,645: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,178: -458 1,317 674 3,962 2,187 4,178 4,178: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 12.3 6.0 83.5 81.7 100.0 100.0: 0.0 0.0
Old : 100.0: 10.5 12.3 6.0 83.5 81.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 6 5 14 10 23 17:
Old : 26: 5 6 5 14 10 23 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 : 60.5 69.4 85.7 88.5 42.4 55.1 60.9 63.9
Old : 60.5 69.4 85.7 88.5 42.4 55.1 60.9 63.9
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,199,946: 373,707 320,082 833,024 2,957,063 3,034,912 4,163,794 4,188,018: 36,152 11,928
Old : 4,199,946: 373,707 320,082 833,024 2,957,063 3,034,912 4,163,794 4,188,018: 36,152 11,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 81,818: -21,043 32,180 -3,433 103,310 54,706 78,834 83,453: 2,984 -1,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 7.6 19.8 70.4 72.3 99.1 99.7: 0.9 0.3
Old : 100.0: 8.9 7.6 19.8 70.4 72.3 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 231: 33 45 63 141 121 210 195:
Old : 231: 33 45 63 141 121 210 195:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.4 24.7 34.9 42.7 15.0 19.6 25.0 29.7
Old : 21.4 24.7 34.9 42.7 15.0 19.6 25.0 29.7
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,973,124: 155,784 88,300 944,760 871,891 939,389 1,972,435 1,972,449: 689 675
Old : 1,973,124: 155,784 88,300 944,760 871,891 939,389 1,972,435 1,972,449: 689 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 64,558: -6,262 -12,846 51,766 18,897 25,582 64,401 64,501: 158 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 4.5 47.9 44.2 47.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 4.5 47.9 44.2 47.6 100.0 100.0: 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 : 102: 26 20 41 51 55 94 99:
Old : 102: 26 20 41 51 55 94 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 38.9 63.2 62.6 8.7 7.8 10.7 10.9
Old : 42.0 38.9 63.2 62.6 8.7 7.8 10.7 10.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 246,632: 9,987 4,917 1,631 220,058 233,136 231,676 239,684: 14,956 6,948
Old : 246,632: 9,987 4,917 1,631 220,058 233,136 231,676 239,684: 14,956 6,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 337: -551 1,016 -600 1,353 819 202 1,235: 135 -898
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.0 0.7 89.2 94.5 93.9 97.2: 6.1 2.8
Old : 100.0: 4.0 2.0 0.7 89.2 94.5 93.9 97.2: 6.1 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 : 53: 6 3 3 34 32 42 36:
Old : 53: 6 3 3 34 32 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 49.4 54.9 68.5 27.0 36.8 42.1 52.5
Old : 34.3 49.4 54.9 68.5 27.0 36.8 42.1 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 120,495: 3,458 2,170 1,564 111,353 114,367 116,375 118,101: 4,120 2,394
Old : 120,495: 3,458 2,170 1,564 111,353 114,367 116,375 118,101: 4,120 2,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 3,454: 717 1,655 -178 2,991 3,649 3,530 5,126: -76 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.8 1.3 92.4 94.9 96.6 98.0: 3.4 2.0
Old : 100.0: 2.9 1.8 1.3 92.4 94.9 96.6 98.0: 3.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 4 29 31 34 36:
Old : 43: 3 3 4 29 31 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 52.8 79.8 71.1 46.5 43.8 63.8 55.2
Old : 50.5 52.8 79.8 71.1 46.5 43.8 63.8 55.2
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, August 18, 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 : 206,381: 237 9,985 3,163 194,781 184,434 198,181 197,582: 8,200 8,799
Old : 206,381: 237 9,985 3,163 194,781 184,434 198,181 197,582: 8,200 8,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 7,990: -762 -1,177 1,006 7,328 7,377 7,572 7,206: 418 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.8 1.5 94.4 89.4 96.0 95.7: 4.0 4.3
Old : 100.0: 0.1 4.8 1.5 94.4 89.4 96.0 95.7: 4.0 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 : 45: 1 6 4 28 30 32 38:
Old : 45: 1 6 4 28 30 32 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 41.4 72.0 57.0 48.8 40.8 62.6 54.8
Old : 55.7 41.4 72.0 57.0 48.8 40.8 62.6 54.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 653,889: 7,134 1,708 2,410 638,618 645,834 648,162 649,952: 5,727 3,937
Old : 653,889: 7,134 1,708 2,410 638,618 645,834 648,162 649,952: 5,727 3,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 6,419: 217 500 -790 7,083 6,680 6,510 6,390: -91 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.3 0.4 97.7 98.8 99.1 99.4: 0.9 0.6
Old : 100.0: 1.1 0.3 0.4 97.7 98.8 99.1 99.4: 0.9 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 : 62: 5 2 4 54 41 60 46:
Old : 62: 5 2 4 54 41 60 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 : 34.2 46.6 52.2 72.7 33.1 44.9 49.7 63.7
Old : 34.2 46.6 52.2 72.7 33.1 44.9 49.7 63.7
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, August 18, 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 : 319,889: 6,526 12,046 2,521 303,428 298,183 312,475 312,750: 7,414 7,139
Old : 319,889: 6,526 12,046 2,521 303,428 298,183 312,475 312,750: 7,414 7,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,858: 762 -1,562 705 3,659 5,751 5,126 4,894: -268 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.8 0.8 94.9 93.2 97.7 97.8: 2.3 2.2
Old : 100.0: 2.0 3.8 0.8 94.9 93.2 97.7 97.8: 2.3 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 : 58: 3 5 3 40 37 45 43:
Old : 58: 3 5 3 40 37 45 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 48.4 66.0 65.1 43.5 46.9 59.2 60.6
Old : 45.0 48.4 66.0 65.1 43.5 46.9 59.2 60.6
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, August 18, 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 : 225,644: 4,739 3,304 5,617 211,020 211,474 221,376 220,395: 4,268 5,249
Old : 225,644: 4,739 3,304 5,617 211,020 211,474 221,376 220,395: 4,268 5,249
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 546: -17 4 -81 433 467 335 390: 211 156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.5 2.5 93.5 93.7 98.1 97.7: 1.9 2.3
Old : 100.0: 2.1 1.5 2.5 93.5 93.7 98.1 97.7: 1.9 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 : 54: 3 3 3 36 43 41 47:
Old : 54: 3 3 3 36 43 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 29.0 74.2 47.5 51.2 27.4 70.1 45.7
Old : 53.3 29.0 74.2 47.5 51.2 27.4 70.1 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 102,579: 4,143 4 2,657 89,050 93,995 95,850 96,656: 6,729 5,923
Old : 102,579: 4,143 4 2,657 89,050 93,995 95,850 96,656: 6,729 5,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,384: -478 4 -72 1,630 1,666 1,080 1,598: 304 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 2.6 86.8 91.6 93.4 94.2: 6.6 5.8
Old : 100.0: 4.0 0.0 2.6 86.8 91.6 93.4 94.2: 6.6 5.8
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 : 37: 2 1 2 24 28 27 30:
Old : 37: 2 1 2 24 28 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 46.5 72.5 67.5 52.9 46.4 69.7 66.6
Old : 54.1 46.5 72.5 67.5 52.9 46.4 69.7 66.6
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,598: 342 9,050 1,636 86,841 78,946 88,819 89,632: 5,779 4,966
Old : 94,598: 342 9,050 1,636 86,841 78,946 88,819 89,632: 5,779 4,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 869: -240 1,238 -152 2,508 -344 2,116 742: -1,247 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 9.6 1.7 91.8 83.5 93.9 94.8: 6.1 5.2
Old : 100.0: 0.4 9.6 1.7 91.8 83.5 93.9 94.8: 6.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 6 4 32 29 36 36:
Old : 47: 1 6 4 32 29 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 34.4 67.2 55.4 49.2 33.2 61.2 52.1
Old : 52.9 34.4 67.2 55.4 49.2 33.2 61.2 52.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,445: 192 2,889 1,430 66,959 60,436 68,581 64,755: 6,864 10,690
Old : 75,445: 192 2,889 1,430 66,959 60,436 68,581 64,755: 6,864 10,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,898: -312 516 -110 2,328 1,084 1,906 1,490: -8 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.8 1.9 88.8 80.1 90.9 85.8: 9.1 14.2
Old : 100.0: 0.3 3.8 1.9 88.8 80.1 90.9 85.8: 9.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 17 18 19 20:
Old : 27: 1 1 2 17 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 39.7 77.4 62.4 55.5 37.9 69.9 59.1
Old : 59.3 39.7 77.4 62.4 55.5 37.9 69.9 59.1
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, August 18, 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 : 185,655: 240 0 0 179,444 178,786 179,684 178,786: 5,971 6,869
Old : 185,655: 240 0 0 179,444 178,786 179,684 178,786: 5,971 6,869
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,796: 0 0 0 918 1,310 918 1,310: 878 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 96.7 96.3 96.8 96.3: 3.2 3.7
Old : 100.0: 0.1 0.0 0.0 96.7 96.3 96.8 96.3: 3.2 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 0 0 28 22 29 22:
Old : 35: 1 0 0 28 22 29 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 : 43.5 64.5 68.2 84.0 42.9 64.2 66.6 82.5
Old : 43.5 64.5 68.2 84.0 42.9 64.2 66.6 82.5
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,664: 0 0 0 79,006 81,379 79,006 81,379: 7,658 5,285
Old : 86,664: 0 0 0 79,006 81,379 79,006 81,379: 7,658 5,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 5,252: 0 0 0 5,163 5,979 5,163 5,979: 89 -727
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.2 93.9 91.2 93.9: 8.8 6.1
Old : 100.0: 0.0 0.0 0.0 91.2 93.9 91.2 93.9: 8.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 19 14 19 14:
Old : 25: 0 0 0 19 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 69.2 76.2 89.0 58.3 67.8 75.1 84.4
Old : 59.4 69.2 76.2 89.0 58.3 67.8 75.1 84.4
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 339,946: 782 1,057 3,687 321,203 325,098 325,672 329,842: 14,274 10,104
Old : 339,946: 782 1,057 3,687 321,203 325,098 325,672 329,842: 14,274 10,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 5,499: 782 -227 -1,309 5,726 6,914 5,199 5,378: 300 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 1.1 94.5 95.6 95.8 97.0: 4.2 3.0
Old : 100.0: 0.2 0.3 1.1 94.5 95.6 95.8 97.0: 4.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 2 1 2 44 39 46 42:
Old : 55: 2 1 2 44 39 46 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 : 35.6 60.3 56.5 76.7 34.8 59.2 54.6 75.0
Old : 35.6 60.3 56.5 76.7 34.8 59.2 54.6 75.0
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,437: 98 2,770 3,162 64,645 55,705 67,905 61,637: 5,532 11,800
Old : 73,437: 98 2,770 3,162 64,645 55,705 67,905 61,637: 5,532 11,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,179: -428 330 459 1,238 -248 1,269 541: -90 638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.8 4.3 88.0 75.9 92.5 83.9: 7.5 16.1
Old : 100.0: 0.1 3.8 4.3 88.0 75.9 92.5 83.9: 7.5 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 20 17 22 19:
Old : 25: 1 1 2 20 17 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 : 57.9 53.8 74.8 70.0 55.7 50.0 67.2 56.6
Old : 57.9 53.8 74.8 70.0 55.7 50.0 67.2 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 66,533: 0 372 2,316 60,505 60,614 62,821 63,302: 3,712 3,231
Old : 66,533: 0 372 2,316 60,505 60,614 62,821 63,302: 3,712 3,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 975: -21 -1,737 548 114 1,792 641 603: 334 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 3.5 90.9 91.1 94.4 95.1: 5.6 4.9
Old : 100.0: 0.0 0.6 3.5 90.9 91.1 94.4 95.1: 5.6 4.9
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 : 27: 0 2 2 20 19 22 21:
Old : 27: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 67.4 72.4 80.8 43.8 64.3 61.9 70.6
Old : 49.7 67.4 72.4 80.8 43.8 64.3 61.9 70.6
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,180: 3,386 0 0 68,246 70,566 71,632 70,566: 548 1,614
Old : 72,180: 3,386 0 0 68,246 70,566 71,632 70,566: 548 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,994: -30 0 0 4,872 4,874 4,842 4,874: 152 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.0 94.5 97.8 99.2 97.8: 0.8 2.2
Old : 100.0: 4.7 0.0 0.0 94.5 97.8 99.2 97.8: 0.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 19 17 20 17:
Old : 25: 1 0 0 19 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 58.8 80.0 81.6 47.2 55.9 63.8 71.1
Old : 60.7 58.8 80.0 81.6 47.2 55.9 63.8 71.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,742: 8,040 4,898 0 80,646 82,434 88,686 87,332: 1,056 2,410
Old : 89,742: 8,040 4,898 0 80,646 82,434 88,686 87,332: 1,056 2,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 5,176: 0 0 0 4,902 5,056 4,902 5,056: 274 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 5.5 0.0 89.9 91.9 98.8 97.3: 1.2 2.7
Old : 100.0: 9.0 5.5 0.0 89.9 91.9 98.8 97.3: 1.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 6 0 28 26 33 32:
Old : 56: 5 6 0 28 26 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 61.0 65.8 81.2 39.7 53.7 52.7 65.3
Old : 48.8 61.0 65.8 81.2 39.7 53.7 52.7 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,810: 0 2,725 0 41,351 38,529 41,351 41,254: 459 556
Old : 41,810: 0 2,725 0 41,351 38,529 41,351 41,254: 459 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,012: 0 0 0 3,832 4,256 3,832 4,256: 180 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 98.9 92.2 98.9 98.7: 1.1 1.3
Old : 100.0: 0.0 6.5 0.0 98.9 92.2 98.9 98.7: 1.1 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 : 34: 0 1 0 14 24 14 25:
Old : 34: 0 1 0 14 24 14 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 : 74.9 46.7 93.1 67.1 69.8 46.4 88.0 66.8
Old : 74.9 46.7 93.1 67.1 69.8 46.4 88.0 66.8
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 171,617: 631 98 1,512 165,532 164,017 167,675 165,627: 3,942 5,990
Old : 171,617: 631 98 1,512 165,532 164,017 167,675 165,627: 3,942 5,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 6,043: -856 98 693 7,566 5,731 7,403 6,522: -1,360 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 0.9 96.5 95.6 97.7 96.5: 2.3 3.5
Old : 100.0: 0.4 0.1 0.9 96.5 95.6 97.7 96.5: 2.3 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 : 44: 1 1 2 34 36 36 38:
Old : 44: 1 1 2 34 36 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 38.7 66.8 58.2 46.1 28.5 56.2 46.2
Old : 52.1 38.7 66.8 58.2 46.1 28.5 56.2 46.2
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 21,152: 0 899 0 20,384 19,447 20,384 20,346: 768 806
Old : 21,152: 0 899 0 20,384 19,447 20,384 20,346: 768 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 240: 0 0 0 240 240 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 96.4 91.9 96.4 96.2: 3.6 3.8
Old : 100.0: 0.0 4.3 0.0 96.4 91.9 96.4 96.2: 3.6 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 : 20: 0 2 0 9 10 9 12:
Old : 20: 0 2 0 9 10 9 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 : 84.0 60.5 96.2 88.4 84.0 60.4 96.2 88.3
Old : 84.0 60.5 96.2 88.4 84.0 60.4 96.2 88.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 66,939: 2,056 477 2,387 53,099 60,854 57,542 63,718: 9,397 3,221
Old : 66,939: 2,056 477 2,387 53,099 60,854 57,542 63,718: 9,397 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,197: 308 -760 980 4,807 1,765 6,095 1,985: -3,898 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.7 3.6 79.3 90.9 86.0 95.2: 14.0 4.8
Old : 100.0: 3.1 0.7 3.6 79.3 90.9 86.0 95.2: 14.0 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 15 18 18 21:
Old : 25: 2 1 3 15 18 18 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 : 52.1 49.3 68.1 68.7 40.2 44.3 48.9 58.4
Old : 52.1 49.3 68.1 68.7 40.2 44.3 48.9 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,893: 279 5,309 4,029 86,657 82,606 90,965 91,944: 7,928 6,949
Old : 98,893: 279 5,309 4,029 86,657 82,606 90,965 91,944: 7,928 6,949
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,031: 4 4,674 -124 752 -1,990 632 2,560: 399 -1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.4 4.1 87.6 83.5 92.0 93.0: 8.0 7.0
Old : 100.0: 0.3 5.4 4.1 87.6 83.5 92.0 93.0: 8.0 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 : 32: 1 2 2 21 24 23 27:
Old : 32: 1 2 2 21 24 23 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 : 59.8 39.2 80.3 61.0 57.4 35.1 63.9 50.6
Old : 59.8 39.2 80.3 61.0 57.4 35.1 63.9 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,672: 2,214 0 1,233 86,973 97,988 90,420 99,221: 12,252 3,451
Old : 102,672: 2,214 0 1,233 86,973 97,988 90,420 99,221: 12,252 3,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,937: 1,528 0 -132 329 399 1,725 267: 212 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 1.2 84.7 95.4 88.1 96.6: 11.9 3.4
Old : 100.0: 2.2 0.0 1.2 84.7 95.4 88.1 96.6: 11.9 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 : 25: 2 0 2 16 17 18 19:
Old : 25: 2 0 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 : 56.1 69.5 73.5 86.2 42.6 57.9 56.1 69.3
Old : 56.1 69.5 73.5 86.2 42.6 57.9 56.1 69.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,938: 1,343 330 459 80,819 84,330 82,621 85,119: 4,317 1,819
Old : 86,938: 1,343 330 459 80,819 84,330 82,621 85,119: 4,317 1,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 297: 0 120 0 172 177 172 297: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.4 0.5 93.0 97.0 95.0 97.9: 5.0 2.1
Old : 100.0: 1.5 0.4 0.5 93.0 97.0 95.0 97.9: 5.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 25 22 27 24:
Old : 32: 2 1 1 25 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 56.7 65.5 85.8 25.4 40.8 37.3 53.0
Old : 39.4 56.7 65.5 85.8 25.4 40.8 37.3 53.0
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,659: 228 4,040 1,043 108,923 109,346 110,194 114,429: 6,465 2,230
Old : 116,659: 228 4,040 1,043 108,923 109,346 110,194 114,429: 6,465 2,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 728: 149 -58 52 465 887 666 881: 62 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.5 0.9 93.4 93.7 94.5 98.1: 5.5 1.9
Old : 100.0: 0.2 3.5 0.9 93.4 93.7 94.5 98.1: 5.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 21 20 23 24:
Old : 30: 1 3 2 21 20 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 : 66.8 62.5 83.6 81.8 59.4 57.1 75.0 71.8
Old : 66.8 62.5 83.6 81.8 59.4 57.1 75.0 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 190,802: 2,433 16,079 3,149 174,129 166,189 179,711 185,417: 11,091 5,385
Old : 190,802: 2,433 16,079 3,149 174,129 166,189 179,711 185,417: 11,091 5,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,540: -828 281 428 2,602 759 2,202 1,468: -662 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 8.4 1.7 91.3 87.1 94.2 97.2: 5.8 2.8
Old : 100.0: 1.3 8.4 1.7 91.3 87.1 94.2 97.2: 5.8 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 : 45: 2 3 3 32 29 36 33:
Old : 45: 2 3 3 32 29 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 49.4 62.5 69.6 34.2 49.3 49.9 64.0
Old : 44.2 49.4 62.5 69.6 34.2 49.3 49.9 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 13,632: 2,010 2,274 0 11,188 10,835 13,198 13,109: 434 523
Old : 13,632: 2,010 2,274 0 11,188 10,835 13,198 13,109: 434 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 960: 0 600 0 1,142 360 1,142 960: -182 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.7 0.0 82.1 79.5 96.8 96.2: 3.2 3.8
Old : 100.0: 14.7 16.7 0.0 82.1 79.5 96.8 96.2: 3.2 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 : 22: 1 2 0 10 14 11 16:
Old : 22: 1 2 0 10 14 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.2 50.0 94.4 74.0 77.2 49.1 89.9 71.3
Old : 77.2 50.0 94.4 74.0 77.2 49.1 89.9 71.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 37,320: 2,416 2,010 0 34,299 35,155 36,715 37,165: 605 155
Old : 37,320: 2,416 2,010 0 34,299 35,155 36,715 37,165: 605 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 960: 60 0 0 600 960 660 960: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.4 0.0 91.9 94.2 98.4 99.6: 1.6 0.4
Old : 100.0: 6.5 5.4 0.0 91.9 94.2 98.4 99.6: 1.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 0 17 17 20 18:
Old : 31: 3 1 0 17 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 61.2 75.7 84.2 50.9 60.5 72.9 82.1
Old : 52.3 61.2 75.7 84.2 50.9 60.5 72.9 82.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,805: 496 1,581 0 44,132 44,449 44,628 46,030: 2,177 775
Old : 46,805: 496 1,581 0 44,132 44,449 44,628 46,030: 2,177 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,270: 0 0 0 4,270 4,270 4,270 4,270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.4 0.0 94.3 95.0 95.3 98.3: 4.7 1.7
Old : 100.0: 1.1 3.4 0.0 94.3 95.0 95.3 98.3: 4.7 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 : 24: 1 1 0 14 11 15 12:
Old : 24: 1 1 0 14 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 63.8 81.6 88.8 49.0 63.8 72.8 82.4
Old : 49.7 63.8 81.6 88.8 49.0 63.8 72.8 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, August 18, 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 : 224,596: 2,032 8,714 4,323 212,895 208,732 219,250 221,769: 5,346 2,827
Old : 224,596: 2,032 8,714 4,323 212,895 208,732 219,250 221,769: 5,346 2,827
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -1,292: 577 -2,265 617 -1,956 1,347 -762 -301: -530 -991
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.9 1.9 94.8 92.9 97.6 98.7: 2.4 1.3
Old : 100.0: 0.9 3.9 1.9 94.8 92.9 97.6 98.7: 2.4 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 : 59: 4 5 5 40 37 48 43:
Old : 59: 4 5 5 40 37 48 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 54.5 64.5 71.9 44.8 52.1 62.7 66.6
Old : 45.4 54.5 64.5 71.9 44.8 52.1 62.7 66.6
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 102,489: 0 0 0 100,715 100,943 100,715 100,943: 1,774 1,546
Old : 102,489: 0 0 0 100,715 100,943 100,715 100,943: 1,774 1,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,859: 0 0 0 1,951 1,796 1,951 1,796: -92 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.3 98.5 98.3 98.5: 1.7 1.5
Old : 100.0: 0.0 0.0 0.0 98.3 98.5 98.3 98.5: 1.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 29 29 29 29:
Old : 35: 0 0 0 29 29 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 55.0 69.4 73.6 45.5 50.9 59.6 60.7
Old : 47.7 55.0 69.4 73.6 45.5 50.9 59.6 60.7
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 72,781: 0 0 0 64,175 60,778 64,175 60,778: 8,606 12,003
Old : 72,781: 0 0 0 64,175 60,778 64,175 60,778: 8,606 12,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 658: 0 0 0 1,056 1,086 1,056 1,086: -398 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.2 83.5 88.2 83.5: 11.8 16.5
Old : 100.0: 0.0 0.0 0.0 88.2 83.5 88.2 83.5: 11.8 16.5
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 : 25: 0 0 0 19 18 19 18:
Old : 25: 0 0 0 19 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 54.7 67.3 70.5 41.1 54.1 56.1 62.4
Old : 47.7 54.7 67.3 70.5 41.1 54.1 56.1 62.4
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, August 18, 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 : 71,297: 0 668 0 61,704 68,435 61,704 69,103: 9,593 2,194
Old : 71,297: 0 668 0 61,704 68,435 61,704 69,103: 9,593 2,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -225: 0 -60 0 -1,143 -194 -1,143 -254: 918 29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 86.5 96.0 86.5 96.9: 13.5 3.1
Old : 100.0: 0.0 0.9 0.0 86.5 96.0 86.5 96.9: 13.5 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 : 29: 0 1 0 24 20 24 21:
Old : 29: 0 1 0 24 20 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 73.7 62.5 87.2 39.1 69.2 56.7 78.6
Old : 42.0 73.7 62.5 87.2 39.1 69.2 56.7 78.6
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, August 18, 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 : 76,603: 2,134 0 0 67,295 72,456 69,429 72,456: 7,174 4,147
Old : 76,603: 2,134 0 0 67,295 72,456 69,429 72,456: 7,174 4,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,675: 62 0 0 -1,177 1,429 -1,115 1,429: 2,790 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 87.8 94.6 90.6 94.6: 9.4 5.4
Old : 100.0: 2.8 0.0 0.0 87.8 94.6 90.6 94.6: 9.4 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: 1 0 0 16 11 17 11:
Old : 22: 1 0 0 16 11 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 : 64.4 80.0 78.9 93.3 64.4 79.6 78.0 90.5
Old : 64.4 80.0 78.9 93.3 64.4 79.6 78.0 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 143,335: 13,672 5,932 13,619 115,595 123,250 142,887 142,802: 448 532
Old : 143,335: 13,672 5,932 13,619 115,595 123,250 142,887 142,802: 448 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 685: -1,023 -222 101 1,841 853 919 732: -234 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.1 9.5 80.6 86.0 99.7 99.6: 0.3 0.4
Old : 100.0: 9.5 4.1 9.5 80.6 86.0 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 : 77: 15 11 21 48 51 71 75:
Old : 77: 15 11 21 48 51 71 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 29.1 62.0 49.9 28.0 19.3 34.3 30.2
Old : 45.9 29.1 62.0 49.9 28.0 19.3 34.3 30.2
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, August 18, 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 : 65,567: 340 2,875 3,760 61,363 58,932 65,463 65,567: 104 0
Old : 65,567: 340 2,875 3,760 61,363 58,932 65,463 65,567: 104 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,235: -18 605 -35 2,313 1,666 2,260 2,235: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 4.4 5.7 93.6 89.9 99.8 100.0: 0.2 0.0
Old : 100.0: 0.5 4.4 5.7 93.6 89.9 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 : 42: 3 9 4 24 24 30 34:
Old : 42: 3 9 4 24 24 30 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 : 61.7 40.7 79.4 69.6 44.2 33.4 52.0 48.0
Old : 61.7 40.7 79.4 69.6 44.2 33.4 52.0 48.0
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, August 18, 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 : 498,491: 29,326 15,383 8,017 461,148 475,091 498,491 498,491: 0 0
Old : 498,491: 29,326 15,383 8,017 461,148 475,091 498,491 498,491: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 19,665: 0 3,808 0 19,665 15,857 19,665 19,665: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.1 1.6 92.5 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 3.1 1.6 92.5 95.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 3 18 18 21 23:
Old : 30: 1 4 3 18 18 21 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 : 50.6 49.8 74.2 73.0 29.8 36.0 46.1 47.0
Old : 50.6 49.8 74.2 73.0 29.8 36.0 46.1 47.0
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, August 18, 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 : 1,781,544: 38,540 25,123 36,731 1,706,273 1,719,690 1,781,544 1,781,544: 0 0
Old : 1,781,544: 38,540 25,123 36,731 1,706,273 1,719,690 1,781,544 1,781,544: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 15,022: 6,589 384 0 8,433 14,638 15,022 15,022: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.4 2.1 95.8 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 1.4 2.1 95.8 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 3 5 37 42 44 49:
Old : 56: 6 3 5 37 42 44 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 53.5 73.9 70.1 36.0 34.2 46.2 43.5
Old : 56.7 53.5 73.9 70.1 36.0 34.2 46.2 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 69,422: 1,508 1,028 4,677 63,204 63,708 69,389 69,413: 33 9
Old : 69,422: 1,508 1,028 4,677 63,204 63,708 69,389 69,413: 33 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -542: 85 -90 -3 -647 -449 -566 -542: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.5 6.7 91.0 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 1.5 6.7 91.0 91.8 100.0 100.0: 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 : 39: 7 5 7 24 23 34 32:
Old : 39: 7 5 7 24 23 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 61.9 72.8 79.0 32.5 47.7 52.2 54.9
Old : 46.9 61.9 72.8 79.0 32.5 47.7 52.2 54.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 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 : 518,726: 2,877 6,663 23,372 492,477 488,691 518,726 518,726: 0 0
Old : 518,726: 2,877 6,663 23,372 492,477 488,691 518,726 518,726: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 33,259: 7 0 649 32,603 32,610 33,259 33,259: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.3 4.5 94.9 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 1.3 4.5 94.9 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 : 32: 2 3 2 20 17 22 22:
Old : 32: 2 3 2 20 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 66.2 82.5 85.1 52.8 58.3 65.1 67.3
Old : 59.5 66.2 82.5 85.1 52.8 58.3 65.1 67.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 517,623: 16,406 8,024 9,058 492,159 500,541 517,623 517,623: 0 0
Old : 517,623: 16,406 8,024 9,058 492,159 500,541 517,623 517,623: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,592: 0 0 0 4,592 4,592 4,592 4,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.6 1.7 95.1 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 1.6 1.7 95.1 96.7 100.0 100.0: 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 : 45: 3 3 3 31 29 35 34:
Old : 45: 3 3 3 31 29 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 46.8 73.1 65.4 45.2 45.4 55.8 58.6
Old : 52.7 46.8 73.1 65.4 45.2 45.4 55.8 58.6
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,747: 2,304 2,240 2,097 44,732 44,837 49,133 49,174: 614 573
Old : 49,747: 2,304 2,240 2,097 44,732 44,837 49,133 49,174: 614 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 502: -108 251 -360 970 611 502 502: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.5 4.2 89.9 90.1 98.8 98.8: 1.2 1.2
Old : 100.0: 4.6 4.5 4.2 89.9 90.1 98.8 98.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 4 3 24 26 29 32:
Old : 39: 4 4 3 24 26 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 56.0 76.1 70.6 51.9 55.2 66.0 67.6
Old : 57.1 56.0 76.1 70.6 51.9 55.2 66.0 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,889: 10 245 50 56,554 56,505 56,614 56,800: 275 89
Old : 56,889: 10 245 50 56,554 56,505 56,614 56,800: 275 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 505: 10 -50 50 520 505 580 505: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.1 99.4 99.3 99.5 99.8: 0.5 0.2
Old : 100.0: 0.0 0.4 0.1 99.4 99.3 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 1 1 34 29 35 31:
Old : 44: 1 1 1 34 29 35 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 : 58.7 65.2 72.4 80.9 52.5 57.0 63.5 71.9
Old : 58.7 65.2 72.4 80.9 52.5 57.0 63.5 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 75,137: 40 680 80 74,683 74,309 74,803 75,069: 334 68
Old : 75,137: 40 680 80 74,683 74,309 74,803 75,069: 334 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 393: 0 -20 0 393 413 393 393: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.1 99.4 98.9 99.6 99.9: 0.4 0.1
Old : 100.0: 0.1 0.9 0.1 99.4 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 : 53.8 64.6 70.3 85.9 51.9 56.2 63.1 76.2
Old : 53.8 64.6 70.3 85.9 51.9 56.2 63.1 76.2
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,920: 1,200 0 0 16,695 17,920 17,895 17,920: 25 0
Old : 17,920: 1,200 0 0 16,695 17,920 17,895 17,920: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.0 93.2 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 6.7 0.0 0.0 93.2 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 22 17 23 17:
Old : 29: 1 0 0 22 17 23 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 : 50.2 69.9 72.7 89.4 48.7 63.8 64.6 75.3
Old : 50.2 69.9 72.7 89.4 48.7 63.8 64.6 75.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 258,440: 0 9,048 5,520 252,920 243,872 258,440 258,440: 0 0
Old : 258,440: 0 9,048 5,520 252,920 243,872 258,440 258,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -3,968: 0 0 0 -3,968 -3,968 -3,968 -3,968: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 2.1 97.9 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.5 2.1 97.9 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 3 1 22 21 23 24:
Old : 32: 0 3 1 22 21 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 65.3 78.3 84.0 51.4 54.2 65.0 61.7
Old : 52.0 65.3 78.3 84.0 51.4 54.2 65.0 61.7
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,234: 1,381 407 21 5,642 6,593 7,044 7,021: 190 213
Old : 7,234: 1,381 407 21 5,642 6,593 7,044 7,021: 190 213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 341: 0 0 0 234 320 234 320: 107 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 5.6 0.3 78.0 91.1 97.4 97.1: 2.6 2.9
Old : 100.0: 19.1 5.6 0.3 78.0 91.1 97.4 97.1: 2.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 20 22 22 24:
Old : 30: 2 1 1 20 22 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 40.8 71.7 66.4 43.8 35.0 58.9 49.1
Old : 50.2 40.8 71.7 66.4 43.8 35.0 58.9 49.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,000: 1,180 225 20 16,760 17,700 17,960 17,945: 40 55
Old : 18,000: 1,180 225 20 16,760 17,700 17,960 17,945: 40 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 100: 0 0 0 125 100 125 100: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.3 0.1 93.1 98.3 99.8 99.7: 0.2 0.3
Old : 100.0: 6.6 1.3 0.1 93.1 98.3 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 22 20 23 22:
Old : 34: 1 1 1 22 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 65.3 74.5 88.6 51.9 55.4 69.9 73.3
Old : 52.4 65.3 74.5 88.6 51.9 55.4 69.9 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,665: 0 750 120 14,225 13,735 14,345 14,605: 320 60
Old : 14,665: 0 750 120 14,225 13,735 14,345 14,605: 320 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 20: 0 0 0 20 0 20 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.8 97.0 93.7 97.8 99.6: 2.2 0.4
Old : 100.0: 0.0 5.1 0.8 97.0 93.7 97.8 99.6: 2.2 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 : 28: 0 1 1 26 21 27 22:
Old : 28: 0 1 1 26 21 27 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 : 44.2 60.9 67.0 81.9 22.8 31.1 38.2 39.5
Old : 44.2 60.9 67.0 81.9 22.8 31.1 38.2 39.5
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,107: 611 42 131 17,110 16,576 17,852 16,749: 255 1,358
Old : 18,107: 611 42 131 17,110 16,576 17,852 16,749: 255 1,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 277: 0 0 0 256 236 256 236: 21 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.2 0.7 94.5 91.5 98.6 92.5: 1.4 7.5
Old : 100.0: 3.4 0.2 0.7 94.5 91.5 98.6 92.5: 1.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 24 23 25 25:
Old : 28: 1 1 1 24 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 56.9 56.7 75.5 28.1 46.4 48.2 56.0
Old : 33.1 56.9 56.7 75.5 28.1 46.4 48.2 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,931: 0 7,781 1,791 52,825 45,139 54,616 54,711: 315 220
Old : 54,931: 0 7,781 1,791 52,825 45,139 54,616 54,711: 315 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 3,000: 0 -6 316 2,684 2,570 3,000 2,880: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.2 3.3 96.2 82.2 99.4 99.6: 0.6 0.4
Old : 100.0: 0.0 14.2 3.3 96.2 82.2 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 0 7 4 32 30 36 37:
Old : 45: 0 7 4 32 30 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 39.0 67.0 59.2 47.2 37.0 61.0 55.5
Old : 48.1 39.0 67.0 59.2 47.2 37.0 61.0 55.5
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,413: 27 9,989 3,219 58,160 48,119 61,406 61,327: 7 86
Old : 61,413: 27 9,989 3,219 58,160 48,119 61,406 61,327: 7 86
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,470: 2 457 683 3,785 3,340 4,470 4,480: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.3 5.2 94.7 78.4 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 16.3 5.2 94.7 78.4 100.0 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 : 49: 1 8 6 36 35 42 44:
Old : 49: 1 8 6 36 35 42 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 44.5 63.5 62.7 40.2 41.1 55.1 57.1
Old : 45.6 44.5 63.5 62.7 40.2 41.1 55.1 57.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,430: 1,070 0 0 47,305 48,400 48,375 48,400: 55 30
Old : 48,430: 1,070 0 0 47,305 48,400 48,375 48,400: 55 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.7 99.9 99.9 99.9: 0.1 0.1
Old : 100.0: 2.2 0.0 0.0 97.7 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 : 34: 2 0 0 29 16 31 16:
Old : 34: 2 0 0 29 16 31 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 : 56.1 90.9 74.2 95.9 52.3 86.4 68.4 87.9
Old : 56.1 90.9 74.2 95.9 52.3 86.4 68.4 87.9
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,855: 925 0 0 48,870 49,820 49,795 49,820: 60 35
Old : 49,855: 925 0 0 48,870 49,820 49,795 49,820: 60 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 580: 30 0 0 610 580 640 580: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.0 99.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.9 0.0 0.0 98.0 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 : 33: 1 0 0 30 19 31 19:
Old : 33: 1 0 0 30 19 31 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 : 55.9 92.6 70.3 95.9 53.8 86.8 67.0 88.1
Old : 55.9 92.6 70.3 95.9 53.8 86.8 67.0 88.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 344,377: 49,980 1,576 20,744 273,653 322,057 344,377 344,377: 0 0
Old : 344,377: 49,980 1,576 20,744 273,653 322,057 344,377 344,377: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,605: 421 0 0 1,184 1,605 1,605 1,605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.5 6.0 79.5 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 14.5 0.5 6.0 79.5 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 6 2 3 28 33 34 38:
Old : 44: 6 2 3 28 33 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 43.8 64.8 63.3 32.2 38.0 48.9 48.1
Old : 42.5 43.8 64.8 63.3 32.2 38.0 48.9 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,112: 3,716 849 789 18,481 21,263 22,986 22,901: 126 211
Old : 23,112: 3,716 849 789 18,481 21,263 22,986 22,901: 126 211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 125: 156 45 -2 -8 61 146 104: -21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.7 3.4 80.0 92.0 99.5 99.1: 0.5 0.9
Old : 100.0: 16.1 3.7 3.4 80.0 92.0 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 : 43: 3 6 7 28 33 35 42:
Old : 43: 3 6 7 28 33 35 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 : 42.4 44.7 67.2 64.2 35.2 43.7 57.5 57.3
Old : 42.4 44.7 67.2 64.2 35.2 43.7 57.5 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 37,347: 1,898 235 459 34,990 36,653 37,347 37,347: 0 0
Old : 37,347: 1,898 235 459 34,990 36,653 37,347 37,347: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,061: 328 58 119 1,614 1,884 2,061 2,061: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.6 1.2 93.7 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.1 0.6 1.2 93.7 98.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 2 19 15 24 18:
Old : 28: 4 2 2 19 15 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 86.5 82.0 92.9 57.4 75.5 66.3 76.9
Old : 64.6 86.5 82.0 92.9 57.4 75.5 66.3 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 485,128: 0 15,644 7,534 477,594 461,950 485,128 485,128: 0 0
Old : 485,128: 0 15,644 7,534 477,594 461,950 485,128 485,128: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,536: 0 0 0 1,536 1,536 1,536 1,536: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.6 98.4 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.2 1.6 98.4 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 : 29: 0 2 1 21 16 22 18:
Old : 29: 0 2 1 21 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 90.6 83.5 95.4 60.6 80.7 75.9 84.5
Old : 63.9 90.6 83.5 95.4 60.6 80.7 75.9 84.5
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 40,533: 4,347 233 2,313 33,661 37,095 40,321 39,641: 212 892
Old : 40,533: 4,347 233 2,313 33,661 37,095 40,321 39,641: 212 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 21: 0 0 0 63 21 63 21: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.6 5.7 83.0 91.5 99.5 97.8: 0.5 2.2
Old : 100.0: 10.7 0.6 5.7 83.0 91.5 99.5 97.8: 0.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 2 17 21 21 24:
Old : 30: 4 1 2 17 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 82.2 81.9 90.1 55.6 73.4 70.3 76.3
Old : 58.8 82.2 81.9 90.1 55.6 73.4 70.3 76.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 60,123: 0 4,345 0 60,123 55,778 60,123 60,123: 0 0
Old : 60,123: 0 4,345 0 60,123 55,778 60,123 60,123: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 5,088: 0 0 0 5,088 5,088 5,088 5,088: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 0.0 100.0 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.2 0.0 100.0 92.8 100.0 100.0: 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 : 20: 0 1 0 14 14 14 15:
Old : 20: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 64.5 89.5 89.5 60.7 54.7 77.6 77.1
Old : 63.4 64.5 89.5 89.5 60.7 54.7 77.6 77.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,464: 3,071 211 210 13,886 16,493 17,167 16,914: 297 550
Old : 17,464: 3,071 211 210 13,886 16,493 17,167 16,914: 297 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 510: -62 0 84 467 446 489 530: 21 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 1.2 1.2 79.5 94.4 98.3 96.9: 1.7 3.1
Old : 100.0: 17.6 1.2 1.2 79.5 94.4 98.3 96.9: 1.7 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 : 33: 5 2 3 20 24 25 29:
Old : 33: 5 2 3 20 24 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 47.5 68.4 66.7 32.8 34.2 51.1 47.5
Old : 47.6 47.5 68.4 66.7 32.8 34.2 51.1 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 193,062: 13,245 0 5,915 173,902 187,147 193,062 193,062: 0 0
Old : 193,062: 13,245 0 5,915 173,902 187,147 193,062 193,062: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -331: -5,456 0 3,538 1,587 -3,869 -331 -331: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 3.1 90.1 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 0.0 3.1 90.1 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 18 21 20 22:
Old : 29: 2 0 1 18 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 : 58.8 54.3 81.0 79.7 48.8 45.4 63.2 65.2
Old : 58.8 54.3 81.0 79.7 48.8 45.4 63.2 65.2
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,039: 1,208 0 84 11,705 12,088 12,997 12,172: 42 867
Old : 13,039: 1,208 0 84 11,705 12,088 12,997 12,172: 42 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 715: 82 0 0 633 757 715 757: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.0 0.6 89.8 92.7 99.7 93.4: 0.3 6.6
Old : 100.0: 9.3 0.0 0.6 89.8 92.7 99.7 93.4: 0.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 1 20 23 23 24:
Old : 29: 3 0 1 20 23 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 : 56.5 45.1 74.3 66.6 53.3 37.0 67.7 54.7
Old : 56.5 45.1 74.3 66.6 53.3 37.0 67.7 54.7
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 126,914: 5,513 0 0 121,401 126,914 126,914 126,914: 0 0
Old : 126,914: 5,513 0 0 121,401 126,914 126,914 126,914: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,720: 0 0 0 2,720 2,720 2,720 2,720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.0 95.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 0.0 0.0 95.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 22 20 24 20:
Old : 28: 2 0 0 22 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 60.4 75.6 81.7 43.3 48.2 57.0 63.1
Old : 56.3 60.4 75.6 81.7 43.3 48.2 57.0 63.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,106: 430 0 770 19,906 20,336 21,106 21,106: 0 0
Old : 21,106: 430 0 770 19,906 20,336 21,106 21,106: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 162: 0 0 0 162 162 162 162: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 3.6 94.3 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 3.6 94.3 96.4 100.0 100.0: 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 : 22: 1 0 1 17 16 18 17:
Old : 22: 1 0 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 63.3 89.1 83.4 32.9 31.3 40.6 41.6
Old : 76.9 63.3 89.1 83.4 32.9 31.3 40.6 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 173,552: 5,481 0 0 168,071 173,552 173,552 173,552: 0 0
Old : 173,552: 5,481 0 0 168,071 173,552 173,552 173,552: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 640: 0 0 0 640 640 640 640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 96.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 0.0 0.0 96.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 14 16 15 16:
Old : 20: 1 0 0 14 16 15 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 72.6 90.1 89.4 39.9 44.6 47.6 51.1
Old : 70.2 72.6 90.1 89.4 39.9 44.6 47.6 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,555: 0 300 0 9,000 9,190 9,000 9,490: 555 65
Old : 9,555: 0 300 0 9,000 9,190 9,000 9,490: 555 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 125: 0 0 0 65 125 65 125: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 94.2 96.2 94.2 99.3: 5.8 0.7
Old : 100.0: 0.0 3.1 0.0 94.2 96.2 94.2 99.3: 5.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 16 12 16 13:
Old : 23: 0 1 0 16 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 79.6 85.0 95.1 57.9 74.7 71.4 83.9
Old : 67.6 79.6 85.0 95.1 57.9 74.7 71.4 83.9
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, August 18, 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 : 97,136: 4,900 173 12,787 79,206 83,910 96,893 96,870: 243 266
Old : 97,136: 4,900 173 12,787 79,206 83,910 96,893 96,870: 243 266
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 3,512: 1,274 29 448 1,801 3,046 3,523 3,523: -11 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.2 13.2 81.5 86.4 99.7 99.7: 0.3 0.3
Old : 100.0: 5.0 0.2 13.2 81.5 86.4 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 3 20 18 24 21:
Old : 26: 3 1 3 20 18 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 62.8 78.6 86.4 24.3 33.3 31.8 35.0
Old : 45.2 62.8 78.6 86.4 24.3 33.3 31.8 35.0
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,470: 0 750 0 25,115 24,720 25,115 25,470: 355 0
Old : 25,470: 0 750 0 25,115 24,720 25,115 25,470: 355 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 235: 0 0 0 235 235 235 235: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 98.6 97.1 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 2.9 0.0 98.6 97.1 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 22 16 22 17:
Old : 28: 0 1 0 22 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 78.8 83.5 91.8 49.7 74.2 73.1 83.3
Old : 58.6 78.8 83.5 91.8 49.7 74.2 73.1 83.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,940: 0 750 0 21,335 21,090 21,335 21,840: 605 100
Old : 21,940: 0 750 0 21,335 21,090 21,335 21,840: 605 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 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 3.4 0.0 97.2 96.1 97.2 99.5: 2.8 0.5
Old : 100.0: 0.0 3.4 0.0 97.2 96.1 97.2 99.5: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.9 87.3 82.5 97.9 58.2 83.9 76.3 89.3
Old : 63.9 87.3 82.5 97.9 58.2 83.9 76.3 89.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,126: 200 0 0 25,926 26,126 26,126 26,126: 0 0
Old : 26,126: 200 0 0 25,926 26,126 26,126 26,126: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 540: 0 0 0 540 540 540 540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 99.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.0 0.0 99.2 100.0 100.0 100.0: 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 : 36: 2 0 0 23 21 25 21:
Old : 36: 2 0 0 23 21 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 75.0 75.4 89.3 49.5 73.1 68.0 79.8
Old : 55.7 75.0 75.4 89.3 49.5 73.1 68.0 79.8
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,738: 175 0 0 23,330 23,723 23,505 23,723: 233 15
Old : 23,738: 175 0 0 23,330 23,723 23,505 23,723: 233 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 590: 0 0 0 590 590 590 590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 98.3 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 0.7 0.0 0.0 98.3 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 18 16 19 16:
Old : 28: 1 0 0 18 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 79.8 78.7 93.6 61.1 77.6 77.3 84.8
Old : 61.3 79.8 78.7 93.6 61.1 77.6 77.3 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,070: 0 100 0 17,220 17,760 17,220 17,860: 850 210
Old : 18,070: 0 100 0 17,220 17,760 17,220 17,860: 850 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.3 98.3 95.3 98.8: 4.7 1.2
Old : 100.0: 0.0 0.6 0.0 95.3 98.3 95.3 98.8: 4.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 15 8 15 9:
Old : 20: 0 1 0 15 8 15 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 : 74.9 95.7 88.5 98.6 74.9 95.0 87.5 95.8
Old : 74.9 95.7 88.5 98.6 74.9 95.0 87.5 95.8
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,935: 25 0 0 12,550 12,865 12,575 12,865: 360 70
Old : 12,935: 25 0 0 12,550 12,865 12,575 12,865: 360 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 95: 0 0 0 310 125 310 125: -215 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 97.0 99.5 97.2 99.5: 2.8 0.5
Old : 100.0: 0.2 0.0 0.0 97.0 99.5 97.2 99.5: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 23 12 24 12:
Old : 26: 1 0 0 23 12 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 89.6 70.1 97.9 44.6 78.5 61.8 80.3
Old : 47.7 89.6 70.1 97.9 44.6 78.5 61.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,047: 25 0 0 13,657 14,047 13,682 14,047: 365 0
Old : 14,047: 25 0 0 13,657 14,047 13,682 14,047: 365 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 145: 0 0 0 -35 145 -35 145: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 97.2 100.0 97.4 100.0: 2.6 0.0
Old : 100.0: 0.2 0.0 0.0 97.2 100.0 97.4 100.0: 2.6 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 : 29: 1 0 0 25 12 26 12:
Old : 29: 1 0 0 25 12 26 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 : 45.0 92.6 64.8 99.0 42.5 83.5 60.0 85.1
Old : 45.0 92.6 64.8 99.0 42.5 83.5 60.0 85.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 117,460: 3,605 1,100 95 113,740 116,075 117,440 117,270: 20 190
Old : 117,460: 3,605 1,100 95 113,740 116,075 117,440 117,270: 20 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,560: 200 0 0 2,360 2,560 2,560 2,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.9 0.1 96.8 98.8 100.0 99.8: 0.0 0.2
Old : 100.0: 3.1 0.9 0.1 96.8 98.8 100.0 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 37 33 40 36:
Old : 47: 3 2 1 37 33 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 64.0 64.7 82.8 40.1 54.7 55.3 64.2
Old : 41.3 64.0 64.7 82.8 40.1 54.7 55.3 64.2
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 126,435: 1,655 1,470 335 124,445 124,537 126,435 126,342: 0 93
Old : 126,435: 1,655 1,470 335 124,445 124,537 126,435 126,342: 0 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,793: 0 0 0 1,793 1,793 1,793 1,793: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.2 0.3 98.4 98.5 100.0 99.9: 0.0 0.1
Old : 100.0: 1.3 1.2 0.3 98.4 98.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 5 3 40 35 46 40:
Old : 51: 3 5 3 40 35 46 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 : 47.1 64.3 66.9 80.3 41.2 58.9 57.0 68.1
Old : 47.1 64.3 66.9 80.3 41.2 58.9 57.0 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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 141,609: 16,900 6,253 3,719 120,804 131,421 141,423 141,393: 186 216
Old : 141,609: 16,900 6,253 3,719 120,804 131,421 141,423 141,393: 186 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 252: 271 -808 9 -1 1,075 279 276: -27 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 4.4 2.6 85.3 92.8 99.9 99.8: 0.1 0.2
Old : 100.0: 11.9 4.4 2.6 85.3 92.8 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 9 8 9 44 41 56 55:
Old : 67: 9 8 9 44 41 56 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 56.8 49.1 70.6 26.5 50.5 43.5 59.2
Old : 28.3 56.8 49.1 70.6 26.5 50.5 43.5 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 102,173: 945 3,175 2,960 98,157 96,038 102,062 102,173: 111 0
Old : 102,173: 945 3,175 2,960 98,157 96,038 102,062 102,173: 111 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 657: 250 0 0 407 657 657 657: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.1 2.9 96.1 94.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.9 3.1 2.9 96.1 94.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 3 5 38 34 44 40:
Old : 48: 4 3 5 38 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 : 34.2 71.2 53.6 80.0 31.0 60.1 44.8 64.0
Old : 34.2 71.2 53.6 80.0 31.0 60.1 44.8 64.0
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,495: 0 305 25 24,455 24,165 24,480 24,495: 15 0
Old : 24,495: 0 305 25 24,455 24,165 24,480 24,495: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.1 99.8 98.7 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 1.2 0.1 99.8 98.7 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 : 33: 0 1 1 28 13 29 14:
Old : 33: 0 1 1 28 13 29 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 : 54.7 80.9 74.9 95.3 54.7 78.9 73.4 90.2
Old : 54.7 80.9 74.9 95.3 54.7 78.9 73.4 90.2
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,325: 0 105 100 21,165 21,020 21,265 21,225: 60 100
Old : 21,325: 0 105 100 21,165 21,020 21,265 21,225: 60 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 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 0.5 99.2 98.6 99.7 99.5: 0.3 0.5
Old : 100.0: 0.0 0.5 0.5 99.2 98.6 99.7 99.5: 0.3 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 : 28: 0 1 1 25 10 26 11:
Old : 28: 0 1 1 25 10 26 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 83.7 77.3 98.0 57.8 81.5 75.8 90.0
Old : 57.8 83.7 77.3 98.0 57.8 81.5 75.8 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 27,244: 50 950 175 26,840 25,909 27,065 27,034: 179 210
Old : 27,244: 50 950 175 26,840 25,909 27,065 27,034: 179 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 485: 0 0 0 425 485 425 485: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.5 0.6 98.5 95.1 99.3 99.2: 0.7 0.8
Old : 100.0: 0.2 3.5 0.6 98.5 95.1 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 1 28 25 30 27:
Old : 35: 1 2 1 28 25 30 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 : 56.4 51.0 69.6 71.6 54.2 45.9 63.5 60.4
Old : 56.4 51.0 69.6 71.6 54.2 45.9 63.5 60.4
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 10,665: 740 0 160 9,765 10,505 10,665 10,665: 0 0
Old : 10,665: 740 0 160 9,765 10,505 10,665 10,665: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 1.5 91.6 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 0.0 1.5 91.6 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
Old : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,553: 3,083 2,120 400 27,545 29,013 31,028 31,533: 525 20
Old : 31,553: 3,083 2,120 400 27,545 29,013 31,028 31,533: 525 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 660: 60 0 0 600 660 660 660: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.7 1.3 87.3 92.0 98.3 99.9: 1.7 0.1
Old : 100.0: 9.8 6.7 1.3 87.3 92.0 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 2 24 24 27 27:
Old : 35: 2 2 2 24 24 27 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 : 63.8 45.0 78.6 74.0 51.4 43.1 65.2 62.3
Old : 63.8 45.0 78.6 74.0 51.4 43.1 65.2 62.3
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,383: 2,287 0 60 20,386 23,323 22,733 23,383: 650 0
Old : 23,383: 2,287 0 60 20,386 23,323 22,733 23,383: 650 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 255: 0 0 0 255 470 255 470: 0 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.0 0.3 87.2 99.7 97.2 100.0: 2.8 0.0
Old : 100.0: 9.8 0.0 0.3 87.2 99.7 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 20 23 22 24:
Old : 30: 2 0 1 20 23 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 : 46.5 54.1 73.8 77.0 31.3 37.9 50.3 51.8
Old : 46.5 54.1 73.8 77.0 31.3 37.9 50.3 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,808: 250 15 200 27,149 27,553 27,599 27,768: 209 40
Old : 27,808: 250 15 200 27,149 27,553 27,599 27,768: 209 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 236: -50 0 0 287 236 237 236: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.1 0.7 97.6 99.1 99.2 99.9: 0.8 0.1
Old : 100.0: 0.9 0.1 0.7 97.6 99.1 99.2 99.9: 0.8 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 : 38: 1 1 1 27 29 29 30:
Old : 38: 1 1 1 27 29 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 69.9 79.6 86.7 58.2 69.8 75.8 85.2
Old : 60.9 69.9 79.6 86.7 58.2 69.8 75.8 85.2
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,294: 600 450 0 22,524 22,844 23,124 23,294: 170 0
Old : 23,294: 600 450 0 22,524 22,844 23,124 23,294: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 369: 0 0 0 369 369 369 369: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.9 0.0 96.7 98.1 99.3 100.0: 0.7 0.0
Old : 100.0: 2.6 1.9 0.0 96.7 98.1 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 : 34: 1 1 0 24 24 25 25:
Old : 34: 1 1 0 24 24 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 63.2 81.9 81.6 64.6 61.4 75.9 79.5
Old : 67.1 63.2 81.9 81.6 64.6 61.4 75.9 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,859: 0 810 0 15,757 15,049 15,757 15,859: 102 0
Old : 15,859: 0 810 0 15,757 15,049 15,757 15,859: 102 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 320: 0 0 0 330 320 330 320: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.0 99.4 94.9 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 5.1 0.0 99.4 94.9 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 18 14 18 15:
Old : 26: 0 1 0 18 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 58.5 85.1 85.8 57.9 49.3 79.5 75.5
Old : 57.9 58.5 85.1 85.8 57.9 49.3 79.5 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,844: 0 0 0 10,029 10,429 10,029 10,429: 815 415
Old : 10,844: 0 0 0 10,029 10,429 10,029 10,429: 815 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 590: 0 0 0 600 480 600 480: -10 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.5 96.2 92.5 96.2: 7.5 3.8
Old : 100.0: 0.0 0.0 0.0 92.5 96.2 92.5 96.2: 7.5 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 : 20: 0 0 0 14 12 14 12:
Old : 20: 0 0 0 14 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 77.1 81.8 91.6 54.8 75.4 80.5 89.2
Old : 54.8 77.1 81.8 91.6 54.8 75.4 80.5 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,487: 25 2,380 245 32,038 29,697 32,308 32,322: 179 165
Old : 32,487: 25 2,380 245 32,038 29,697 32,308 32,322: 179 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 395: 0 0 0 335 395 335 395: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.3 0.8 98.6 91.4 99.4 99.5: 0.6 0.5
Old : 100.0: 0.1 7.3 0.8 98.6 91.4 99.4 99.5: 0.6 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 23 29 25:
Old : 35: 1 2 1 27 23 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 50.2 69.2 74.6 53.5 46.1 66.6 68.5
Old : 54.4 50.2 69.2 74.6 53.5 46.1 66.6 68.5
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 12,451: 1,957 0 0 10,314 12,391 12,271 12,391: 180 60
Old : 12,451: 1,957 0 0 10,314 12,391 12,271 12,391: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 564: 0 0 0 564 564 564 564: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.0 0.0 82.8 99.5 98.6 99.5: 1.4 0.5
Old : 100.0: 15.7 0.0 0.0 82.8 99.5 98.6 99.5: 1.4 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: 2 0 0 16 17 18 17:
Old : 27: 2 0 0 16 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 74.8 71.1 90.1 42.4 67.2 69.2 79.1
Old : 42.6 74.8 71.1 90.1 42.4 67.2 69.2 79.1
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, August 18, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,679: 2,080 50 125 11,409 13,504 13,614 13,679: 65 0
Old : 13,679: 2,080 50 125 11,409 13,504 13,614 13,679: 65 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 25: -30 0 0 305 40 275 40: -250 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.4 0.9 83.4 98.7 99.5 100.0: 0.5 0.0
Old : 100.0: 15.2 0.4 0.9 83.4 98.7 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 : 32: 2 1 1 24 20 26 22:
Old : 32: 2 1 1 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 73.7 67.1 88.2 42.1 68.1 65.6 79.1
Old : 42.4 73.7 67.1 88.2 42.1 68.1 65.6 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2015