CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 23,487: 9,335 3,739 1,098 12,984 18,650 23,417 23,487: 70 0
Old : 23,487: 9,335 3,739 1,098 12,984 18,650 23,417 23,487: 70 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,141: 614 195 72 435 874 1,121 1,141: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 15.9 4.7 55.3 79.4 99.7 100.0: 0.3 0.0
Old : 100.0: 39.7 15.9 4.7 55.3 79.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 10 5 4 8 10 20 17:
Old : 26: 10 5 4 8 10 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 : 62.9 67.3 87.0 87.5 54.5 57.4 70.6 72.9
Old : 62.9 67.3 87.0 87.5 54.5 57.4 70.6 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 29,239: 5,289 6,464 1,010 22,940 21,765 29,239 29,239: 0 0
Old : 29,239: 5,289 6,464 1,010 22,940 21,765 29,239 29,239: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 895: 6 0 -3 892 898 895 895: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 22.1 3.5 78.5 74.4 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 22.1 3.5 78.5 74.4 100.0 100.0: 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 : 21: 6 4 2 8 7 15 13:
Old : 21: 6 4 2 8 7 15 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 : 74.1 70.7 91.4 98.7 53.6 59.3 63.2 65.2
Old : 74.1 70.7 91.4 98.7 53.6 59.3 63.2 65.2
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, October 06, 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 : 43,533: 5,972 4,741 5,419 32,142 33,373 43,533 43,533: 0 0
Old : 43,533: 5,972 4,741 5,419 32,142 33,373 43,533 43,533: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 532: 280 644 75 176 -187 532 532: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 10.9 12.4 73.8 76.7 100.0 100.0: 0.0 0.0
Old : 100.0: 13.7 10.9 12.4 73.8 76.7 100.0 100.0: 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: 6 5 7 12 10 22 19:
Old : 26: 6 5 7 12 10 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 60.2 78.8 79.3 32.9 47.5 48.3 53.1
Old : 49.9 60.2 78.8 79.3 32.9 47.5 48.3 53.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,951,084: 290,410 385,443 675,279 2,945,560 2,877,633 3,911,249 3,938,355: 39,835 12,729
Old : 3,951,084: 290,410 385,443 675,279 2,945,560 2,877,633 3,911,249 3,938,355: 39,835 12,729
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 111,899: -13,982 26,950 60,204 70,450 26,550 116,672 113,704: -4,773 -1,805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 9.8 17.1 74.6 72.8 99.0 99.7: 1.0 0.3
Old : 100.0: 7.4 9.8 17.1 74.6 72.8 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 221: 33 40 58 137 117 201 184:
Old : 221: 33 40 58 137 117 201 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 24.3 35.5 41.0 17.7 20.6 28.6 30.2
Old : 20.9 24.3 35.5 41.0 17.7 20.6 28.6 30.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,970,661: 108,418 93,924 935,450 926,605 940,782 1,970,473 1,970,157: 187 504
Old : 1,970,661: 108,418 93,924 935,450 926,605 940,782 1,970,473 1,970,157: 187 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 263,141: 10,053 24,891 165,321 87,655 73,232 263,029 263,444: 111 -304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.8 47.5 47.0 47.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 4.8 47.5 47.0 47.7 100.0 100.0: 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 : 95: 17 24 37 50 48 89 87:
Old : 95: 17 24 37 50 48 89 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 40.0 65.3 60.9 8.1 6.9 9.5 10.2
Old : 44.7 40.0 65.3 60.9 8.1 6.9 9.5 10.2
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, October 06, 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 : 211,739: 7,941 3,233 2,597 186,084 198,694 196,622 204,524: 15,117 7,215
Old : 211,739: 7,941 3,233 2,597 186,084 198,694 196,622 204,524: 15,117 7,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -28,089: 487 -1,596 83 -30,721 -27,852 -30,151 -29,365: 2,062 1,276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.5 1.2 87.9 93.8 92.9 96.6: 7.1 3.4
Old : 100.0: 3.8 1.5 1.2 87.9 93.8 92.9 96.6: 7.1 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 : 45: 4 4 3 32 28 37 34:
Old : 45: 4 4 3 32 28 37 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 : 41.5 52.8 59.7 77.8 33.6 47.0 48.7 60.3
Old : 41.5 52.8 59.7 77.8 33.6 47.0 48.7 60.3
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, October 06, 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 : 100,603: 2,453 569 3,003 88,305 92,450 93,761 96,022: 6,842 4,581
Old : 100,603: 2,453 569 3,003 88,305 92,450 93,761 96,022: 6,842 4,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -17,513: -838 290 1,285 -17,153 -19,097 -16,706 -17,522: -807 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.6 3.0 87.8 91.9 93.2 95.4: 6.8 4.6
Old : 100.0: 2.4 0.6 3.0 87.8 91.9 93.2 95.4: 6.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 4 20 26 24 30:
Old : 34: 3 1 4 20 26 24 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 : 56.3 54.6 78.3 74.9 54.0 49.5 72.3 67.4
Old : 56.3 54.6 78.3 74.9 54.0 49.5 72.3 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 199,479: 243 7,974 2,031 188,450 180,299 190,724 190,304: 8,755 9,175
Old : 199,479: 243 7,974 2,031 188,450 180,299 190,724 190,304: 8,755 9,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -14,780: -1,589 2,119 -904 -13,598 -16,177 -16,091 -14,962: 1,311 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.0 1.0 94.5 90.4 95.6 95.4: 4.4 4.6
Old : 100.0: 0.1 4.0 1.0 94.5 90.4 95.6 95.4: 4.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 4 3 30 30 33 35:
Old : 42: 1 4 3 30 30 33 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 45.4 70.2 63.6 47.5 43.3 63.3 59.8
Old : 53.3 45.4 70.2 63.6 47.5 43.3 63.3 59.8
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, October 06, 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 : 606,373: 9,498 1,736 5,059 585,157 594,380 599,714 601,175: 6,659 5,198
Old : 606,373: 9,498 1,736 5,059 585,157 594,380 599,714 601,175: 6,659 5,198
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -39,341: -213 -863 899 -37,712 -39,279 -37,026 -39,243: -2,315 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.3 0.8 96.5 98.0 98.9 99.1: 1.1 0.9
Old : 100.0: 1.6 0.3 0.8 96.5 98.0 98.9 99.1: 1.1 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 : 59: 4 4 6 50 36 57 43:
Old : 59: 4 4 6 50 36 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 44.5 56.9 70.8 31.8 41.0 50.5 61.9
Old : 34.5 44.5 56.9 70.8 31.8 41.0 50.5 61.9
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, October 06, 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 : 321,701: 2,853 3,862 3,083 307,693 309,891 313,629 316,836: 8,072 4,865
Old : 321,701: 2,853 3,862 3,083 307,693 309,891 313,629 316,836: 8,072 4,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -23,069: -2,543 -46 1,341 -19,928 -22,527 -21,130 -21,232: -1,939 -1,837
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.2 1.0 95.6 96.3 97.5 98.5: 2.5 1.5
Old : 100.0: 0.9 1.2 1.0 95.6 96.3 97.5 98.5: 2.5 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 2 5 5 36 40 42 46:
Old : 60: 2 5 5 36 40 42 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 : 43.3 48.1 65.0 67.0 42.1 45.4 58.3 60.9
Old : 43.3 48.1 65.0 67.0 42.1 45.4 58.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 217,072: 5,545 2,189 3,590 203,898 206,364 213,033 212,143: 4,039 4,929
Old : 217,072: 5,545 2,189 3,590 203,898 206,364 213,033 212,143: 4,039 4,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -14,869: -1,167 -153 -359 -12,741 -15,088 -14,267 -15,600: -602 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.0 1.7 93.9 95.1 98.1 97.7: 1.9 2.3
Old : 100.0: 2.6 1.0 1.7 93.9 95.1 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 : 52: 3 2 3 35 38 40 41:
Old : 52: 3 2 3 35 38 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 27.2 75.5 49.3 56.6 25.4 72.3 47.1
Old : 56.7 27.2 75.5 49.3 56.6 25.4 72.3 47.1
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, October 06, 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 : 95,254: 0 931 3,439 84,645 84,841 88,084 89,211: 7,170 6,043
Old : 95,254: 0 931 3,439 84,645 84,841 88,084 89,211: 7,170 6,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -10,308: -341 -2,864 381 -10,927 -7,028 -10,887 -9,511: 579 -797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 3.6 88.9 89.1 92.5 93.7: 7.5 6.3
Old : 100.0: 0.0 1.0 3.6 88.9 89.1 92.5 93.7: 7.5 6.3
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 2 2 18 27 20 29:
Old : 34: 0 2 2 18 27 20 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 : 67.9 44.3 81.9 68.0 67.3 43.8 79.5 67.4
Old : 67.9 44.3 81.9 68.0 67.3 43.8 79.5 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,256: 753 1,767 3,652 83,564 81,391 87,969 86,810: 5,287 6,446
Old : 93,256: 753 1,767 3,652 83,564 81,391 87,969 86,810: 5,287 6,446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -10,437: -2,199 1,067 1,638 -9,116 -12,687 -9,677 -9,982: -760 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.9 3.9 89.6 87.3 94.3 93.1: 5.7 6.9
Old : 100.0: 0.8 1.9 3.9 89.6 87.3 94.3 93.1: 5.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 3 26 25 30 29:
Old : 37: 3 2 3 26 25 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 42.9 68.5 67.2 51.2 42.0 64.7 63.0
Old : 51.9 42.9 68.5 67.2 51.2 42.0 64.7 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,509: 1,677 1,873 969 60,904 52,841 63,550 55,683: 5,959 13,826
Old : 69,509: 1,677 1,873 969 60,904 52,841 63,550 55,683: 5,959 13,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,530: -27 -1,516 166 -5,507 -7,370 -5,368 -8,720: -162 3,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.7 1.4 87.6 76.0 91.4 80.1: 8.6 19.9
Old : 100.0: 2.4 2.7 1.4 87.6 76.0 91.4 80.1: 8.6 19.9
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 : 22: 1 1 2 14 15 16 17:
Old : 22: 1 1 2 14 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 40.7 76.3 64.8 53.1 37.9 68.6 59.3
Old : 57.3 40.7 76.3 64.8 53.1 37.9 68.6 59.3
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, October 06, 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 : 171,808: 0 2,996 0 166,000 162,939 166,000 165,935: 5,808 5,873
Old : 171,808: 0 2,996 0 166,000 162,939 166,000 165,935: 5,808 5,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,963: -248 856 0 -5,641 -6,910 -5,889 -6,054: -74 91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 96.6 94.8 96.6 96.6: 3.4 3.4
Old : 100.0: 0.0 1.7 0.0 96.6 94.8 96.6 96.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 0 27 23 27 24:
Old : 35: 0 1 0 27 23 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 63.7 67.5 81.0 39.7 63.6 63.4 79.4
Old : 42.7 63.7 67.5 81.0 39.7 63.6 63.4 79.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,658: 0 0 0 78,771 83,493 78,771 83,493: 8,887 4,165
Old : 87,658: 0 0 0 78,771 83,493 78,771 83,493: 8,887 4,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -7,282: 0 0 0 -8,882 -7,825 -8,882 -7,825: 1,600 543
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.9 95.2 89.9 95.2: 10.1 4.8
Old : 100.0: 0.0 0.0 0.0 89.9 95.2 89.9 95.2: 10.1 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 : 24: 0 0 0 17 15 17 15:
Old : 24: 0 0 0 17 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 65.0 73.7 88.4 50.3 61.3 69.9 83.7
Old : 53.7 65.0 73.7 88.4 50.3 61.3 69.9 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 11,355: 248 0 0 10,425 10,003 10,673 10,003: 682 1,352
Old : 11,355: 248 0 0 10,425 10,003 10,673 10,003: 682 1,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,710: 0 0 0 -2,659 -3,114 -2,659 -3,114: -51 404
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 91.8 88.1 94.0 88.1: 6.0 11.9
Old : 100.0: 2.2 0.0 0.0 91.8 88.1 94.0 88.1: 6.0 11.9
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 : 21: 1 0 0 12 11 13 11:
Old : 21: 1 0 0 12 11 13 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 : 67.9 69.0 83.1 82.9 67.4 68.5 78.8 78.0
Old : 67.9 69.0 83.1 82.9 67.4 68.5 78.8 78.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 347,772: 2,212 216 5,706 328,187 331,832 336,105 337,754: 11,667 10,018
Old : 347,772: 2,212 216 5,706 328,187 331,832 336,105 337,754: 11,667 10,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,939: -1,487 -156 2,316 -7,230 -4,774 -6,401 -2,614: 3,462 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.1 1.6 94.4 95.4 96.6 97.1: 3.4 2.9
Old : 100.0: 0.6 0.1 1.6 94.4 95.4 96.6 97.1: 3.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 2 3 44 38 49 41:
Old : 57: 3 2 3 44 38 49 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 56.7 53.7 72.6 31.9 52.9 50.7 67.3
Old : 33.4 56.7 53.7 72.6 31.9 52.9 50.7 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,748: 4,131 240 1,070 52,079 53,245 57,280 54,555: 7,468 10,193
Old : 64,748: 4,131 240 1,070 52,079 53,245 57,280 54,555: 7,468 10,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -7,402: 2,927 -438 -1,443 -9,842 -4,322 -8,358 -6,203: 956 -1,199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.4 1.7 80.4 82.2 88.5 84.3: 11.5 15.7
Old : 100.0: 6.4 0.4 1.7 80.4 82.2 88.5 84.3: 11.5 15.7
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 : 22: 2 1 2 16 15 18 18:
Old : 22: 2 1 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 52.3 76.1 70.7 49.6 48.3 64.4 59.1
Old : 55.7 52.3 76.1 70.7 49.6 48.3 64.4 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,757: 0 437 820 51,666 49,650 52,486 50,907: 4,271 5,850
Old : 56,757: 0 437 820 51,666 49,650 52,486 50,907: 4,271 5,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,043: 0 -802 0 -5,279 -4,736 -5,279 -5,538: -764 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 1.4 91.0 87.5 92.5 89.7: 7.5 10.3
Old : 100.0: 0.0 0.8 1.4 91.0 87.5 92.5 89.7: 7.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 14 16 15 17:
Old : 20: 0 1 1 14 16 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 59.2 82.7 79.3 53.6 54.8 72.8 69.0
Old : 57.3 59.2 82.7 79.3 53.6 54.8 72.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 59,189: 2,322 0 0 53,756 58,275 56,078 58,275: 3,111 914
Old : 59,189: 2,322 0 0 53,756 58,275 56,078 58,275: 3,111 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -45,420: -3,002 -6,365 -610 -42,241 -37,542 -45,853 -44,517: 433 -903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.0 90.8 98.5 94.7 98.5: 5.3 1.5
Old : 100.0: 3.9 0.0 0.0 90.8 98.5 94.7 98.5: 5.3 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 : 20: 1 0 0 13 14 14 14:
Old : 20: 1 0 0 13 14 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 71.6 85.6 88.7 58.5 65.7 73.4 78.0
Old : 68.0 71.6 85.6 88.7 58.5 65.7 73.4 78.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,582: 5,324 5,019 1,956 78,477 79,398 85,757 86,373: 1,825 1,209
Old : 87,582: 5,324 5,019 1,956 78,477 79,398 85,757 86,373: 1,825 1,209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -41,038: -2,224 -3,510 -630 -38,420 -37,337 -41,274 -41,477: 236 439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 5.7 2.2 89.6 90.7 97.9 98.6: 2.1 1.4
Old : 100.0: 6.1 5.7 2.2 89.6 90.7 97.9 98.6: 2.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 8 5 1 27 25 36 30:
Old : 55: 8 5 1 27 25 36 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 : 48.3 66.1 69.5 80.6 36.6 59.2 51.4 64.8
Old : 48.3 66.1 69.5 80.6 36.6 59.2 51.4 64.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,886: 0 868 0 68,452 67,151 68,452 68,019: 434 867
Old : 68,886: 0 868 0 68,452 67,151 68,452 68,019: 434 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -144: 0 -1,020 0 -182 1,136 -182 116: 38 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 99.4 97.5 99.4 98.7: 0.6 1.3
Old : 100.0: 0.0 1.3 0.0 99.4 97.5 99.4 98.7: 0.6 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 : 29: 0 2 0 12 20 12 22:
Old : 29: 0 2 0 12 20 12 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 : 89.3 70.7 96.6 84.6 88.3 66.2 92.4 79.1
Old : 89.3 70.7 96.6 84.6 88.3 66.2 92.4 79.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 199,568: 3,764 800 1,264 187,906 190,584 192,934 192,648: 6,634 6,920
Old : 199,568: 3,764 800 1,264 187,906 190,584 192,934 192,648: 6,634 6,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,696: 232 -318 -203 -4,142 -2,728 -4,113 -3,249: 417 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.4 0.6 94.2 95.5 96.7 96.5: 3.3 3.5
Old : 100.0: 1.9 0.4 0.6 94.2 95.5 96.7 96.5: 3.3 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 1 35 35 37 36:
Old : 44: 1 1 1 35 35 37 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 : 49.3 41.1 66.0 60.9 38.6 33.7 47.7 47.7
Old : 49.3 41.1 66.0 60.9 38.6 33.7 47.7 47.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 19,191: 0 240 0 17,994 16,652 17,994 16,892: 1,197 2,299
Old : 19,191: 0 240 0 17,994 16,652 17,994 16,892: 1,197 2,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,216: 0 -2,130 0 -4,862 -3,431 -4,862 -5,561: -354 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 93.8 86.8 93.8 88.0: 6.2 12.0
Old : 100.0: 0.0 1.3 0.0 93.8 86.8 93.8 88.0: 6.2 12.0
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 12 11 12 12:
Old : 20: 0 1 0 12 11 12 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 : 79.4 57.4 88.8 81.6 78.1 54.0 86.2 76.4
Old : 79.4 57.4 88.8 81.6 78.1 54.0 86.2 76.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,208: 3,010 671 682 46,002 57,957 49,694 59,310: 12,514 2,898
Old : 62,208: 3,010 671 682 46,002 57,957 49,694 59,310: 12,514 2,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,853: 646 5 -752 -5,589 -2,312 -5,695 -3,059: 2,842 206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 1.1 1.1 73.9 93.2 79.9 95.3: 20.1 4.7
Old : 100.0: 4.8 1.1 1.1 73.9 93.2 79.9 95.3: 20.1 4.7
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 : 22: 1 1 2 15 15 17 17:
Old : 22: 1 1 2 15 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 53.0 64.9 73.5 41.9 49.2 51.5 62.6
Old : 47.8 53.0 64.9 73.5 41.9 49.2 51.5 62.6
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,641: 2,113 5,136 2,750 80,203 75,748 85,066 83,634: 7,575 9,007
Old : 92,641: 2,113 5,136 2,750 80,203 75,748 85,066 83,634: 7,575 9,007
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,848: 1,751 -1,186 -994 -7,126 -5,089 -6,369 -7,269: -479 421
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.5 3.0 86.6 81.8 91.8 90.3: 8.2 9.7
Old : 100.0: 2.3 5.5 3.0 86.6 81.8 91.8 90.3: 8.2 9.7
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 : 31: 2 1 2 16 24 18 27:
Old : 31: 2 1 2 16 24 18 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 : 57.8 39.7 78.3 61.8 54.2 33.2 65.2 49.3
Old : 57.8 39.7 78.3 61.8 54.2 33.2 65.2 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,739: 4,505 1,863 1,180 90,174 96,845 95,859 99,888: 8,880 4,851
Old : 104,739: 4,505 1,863 1,180 90,174 96,845 95,859 99,888: 8,880 4,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -9,212: -1,938 -62 454 -8,085 -11,274 -9,569 -10,882: 357 1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.8 1.1 86.1 92.5 91.5 95.4: 8.5 4.6
Old : 100.0: 4.3 1.8 1.1 86.1 92.5 91.5 95.4: 8.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 18 17 22 21:
Old : 28: 4 1 3 18 17 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 : 53.6 66.9 73.4 84.4 41.9 59.6 57.9 70.0
Old : 53.6 66.9 73.4 84.4 41.9 59.6 57.9 70.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,627: 5,871 0 0 98,297 104,917 104,168 104,917: 3,459 2,710
Old : 107,627: 5,871 0 0 98,297 104,917 104,168 104,917: 3,459 2,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,471: 797 0 0 -4,566 -4,758 -3,769 -4,758: 298 1,287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.0 0.0 91.3 97.5 96.8 97.5: 3.2 2.5
Old : 100.0: 5.5 0.0 0.0 91.3 97.5 96.8 97.5: 3.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 22 18 23 18:
Old : 26: 1 0 0 22 18 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 63.8 76.7 87.8 38.2 46.2 50.6 60.3
Old : 55.6 63.8 76.7 87.8 38.2 46.2 50.6 60.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,082: 0 9 854 97,095 100,849 97,949 101,712: 8,133 4,370
Old : 106,082: 0 9 854 97,095 100,849 97,949 101,712: 8,133 4,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,493: -445 9 215 -7,380 -5,439 -7,610 -5,215: 1,117 -1,278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.8 91.5 95.1 92.3 95.9: 7.7 4.1
Old : 100.0: 0.0 0.0 0.8 91.5 95.1 92.3 95.9: 7.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 15 14 16 15:
Old : 22: 0 1 1 15 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 66.9 87.9 83.9 66.7 65.8 82.4 81.1
Old : 72.2 66.9 87.9 83.9 66.7 65.8 82.4 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 167,002: 1,336 16,448 874 151,371 144,244 153,581 161,566: 13,421 5,436
Old : 167,002: 1,336 16,448 874 151,371 144,244 153,581 161,566: 13,421 5,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -17,361: -538 258 -2,406 -15,803 -13,856 -18,747 -16,004: 1,386 -1,357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 9.8 0.5 90.6 86.4 92.0 96.7: 8.0 3.3
Old : 100.0: 0.8 9.8 0.5 90.6 86.4 92.0 96.7: 8.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 2 1 27 26 28 29:
Old : 38: 1 2 1 27 26 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 51.6 65.2 71.8 44.3 49.5 57.9 68.0
Old : 47.1 51.6 65.2 71.8 44.3 49.5 57.9 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,256: 558 1,209 0 23,326 22,954 23,884 24,163: 372 93
Old : 24,256: 558 1,209 0 23,326 22,954 23,884 24,163: 372 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -13,830: -180 -870 -210 -13,324 -12,510 -13,714 -13,590: -116 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 5.0 0.0 96.2 94.6 98.5 99.6: 1.5 0.4
Old : 100.0: 2.3 5.0 0.0 96.2 94.6 98.5 99.6: 1.5 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: 2 1 0 15 14 17 15:
Old : 28: 2 1 0 15 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 60.4 83.2 86.0 53.9 59.2 78.7 84.8
Old : 55.5 60.4 83.2 86.0 53.9 59.2 78.7 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,468: 496 0 0 38,842 39,011 39,338 39,011: 1,130 1,457
Old : 40,468: 496 0 0 38,842 39,011 39,338 39,011: 1,130 1,457
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -8,071: -1,980 -540 0 -5,551 -7,241 -7,531 -7,781: -540 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 96.0 96.4 97.2 96.4: 2.8 3.6
Old : 100.0: 1.2 0.0 0.0 96.0 96.4 97.2 96.4: 2.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 16 11 17 11:
Old : 25: 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 : 53.7 61.6 84.2 94.1 47.1 61.6 68.3 76.1
Old : 53.7 61.6 84.2 94.1 47.1 61.6 68.3 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 200,960: 1,208 4,461 1,361 192,725 189,588 195,294 195,410: 5,666 5,550
Old : 200,960: 1,208 4,461 1,361 192,725 189,588 195,294 195,410: 5,666 5,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -17,637: -196 -1,381 363 -18,666 -19,104 -18,499 -20,122: 862 2,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.2 0.7 95.9 94.3 97.2 97.2: 2.8 2.8
Old : 100.0: 0.6 2.2 0.7 95.9 94.3 97.2 97.2: 2.8 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 : 52: 4 2 4 37 33 42 38:
Old : 52: 4 2 4 37 33 42 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 : 46.6 53.9 68.1 70.0 46.2 51.5 66.9 65.9
Old : 46.6 53.9 68.1 70.0 46.2 51.5 66.9 65.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 93,159: 0 0 0 85,449 88,391 85,449 88,391: 7,710 4,768
Old : 93,159: 0 0 0 85,449 88,391 85,449 88,391: 7,710 4,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -8,336: 0 0 0 -11,163 -10,638 -11,163 -10,638: 2,827 2,302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 94.9 91.7 94.9: 8.3 5.1
Old : 100.0: 0.0 0.0 0.0 91.7 94.9 91.7 94.9: 8.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 19 19 19 19:
Old : 25: 0 0 0 19 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 56.1 71.1 77.8 49.3 53.7 64.1 66.4
Old : 53.3 56.1 71.1 77.8 49.3 53.7 64.1 66.4
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, October 06, 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 : 71,399: 0 0 0 62,230 68,544 62,230 68,544: 9,169 2,855
Old : 71,399: 0 0 0 62,230 68,544 62,230 68,544: 9,169 2,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,363: 0 0 0 -2,112 -882 -2,112 -882: 749 -481
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.2 96.0 87.2 96.0: 12.8 4.0
Old : 100.0: 0.0 0.0 0.0 87.2 96.0 87.2 96.0: 12.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 17 18 17 18:
Old : 24: 0 0 0 17 18 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 : 53.9 68.7 73.3 85.0 53.4 61.4 66.9 74.2
Old : 53.9 68.7 73.3 85.0 53.4 61.4 66.9 74.2
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, October 06, 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 : 147,250: 20,510 6,146 10,379 115,790 130,533 146,679 147,058: 571 192
Old : 147,250: 20,510 6,146 10,379 115,790 130,533 146,679 147,058: 571 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,752: 770 -666 -155 -4,905 -3,201 -4,290 -4,021: -1,462 -1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 4.2 7.0 78.6 88.6 99.6 99.9: 0.4 0.1
Old : 100.0: 13.9 4.2 7.0 78.6 88.6 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 : 78: 13 14 20 47 49 71 72:
Old : 78: 13 14 20 47 49 71 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 32.9 62.1 53.3 27.5 19.8 33.6 29.6
Old : 47.6 32.9 62.1 53.3 27.5 19.8 33.6 29.6
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, October 06, 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 : 54,470: 114 2,995 445 53,911 51,030 54,470 54,470: 0 0
Old : 54,470: 114 2,995 445 53,911 51,030 54,470 54,470: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,203: -78 465 -1,642 -4,459 -5,026 -6,179 -6,203: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.5 0.8 99.0 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 5.5 0.8 99.0 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 6 3 25 21 29 28:
Old : 37: 2 6 3 25 21 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 44.8 79.2 74.1 42.7 34.1 53.4 45.2
Old : 51.1 44.8 79.2 74.1 42.7 34.1 53.4 45.2
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, October 06, 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 : 492,916: 0 18,490 2,989 489,927 471,437 492,916 492,916: 0 0
Old : 492,916: 0 18,490 2,989 489,927 471,437 492,916 492,916: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -50,516: -1,053 8,595 -7,300 -42,163 -51,811 -50,516 -50,516: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.6 99.4 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.8 0.6 99.4 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 4 2 18 21 20 25:
Old : 30: 0 4 2 18 21 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 53.3 82.1 77.7 39.9 42.3 60.4 54.8
Old : 53.7 53.3 82.1 77.7 39.9 42.3 60.4 54.8
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, October 06, 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 : 1,653,510: 23,606 27,738 19,603 1,610,301 1,606,169 1,653,510 1,653,510: 0 0
Old : 1,653,510: 23,606 27,738 19,603 1,610,301 1,606,169 1,653,510 1,653,510: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -82,148: -5,366 -1,544 -1,536 -75,246 -79,068 -82,148 -82,148: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.7 1.2 97.4 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 1.7 1.2 97.4 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 4 4 36 42 44 48:
Old : 55: 6 4 4 36 42 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 56.9 73.6 71.8 36.4 36.9 49.2 44.6
Old : 56.9 56.9 73.6 71.8 36.4 36.9 49.2 44.6
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, October 06, 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 : 65,761: 701 1,381 984 64,076 63,397 65,761 65,761: 0 0
Old : 65,761: 701 1,381 984 64,076 63,397 65,761 65,761: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,949: -594 745 108 -3,456 -4,794 -3,942 -3,942: -7 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.1 1.5 97.4 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 2.1 1.5 97.4 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 : 35: 2 7 3 23 22 26 31:
Old : 35: 2 7 3 23 22 26 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 : 60.1 63.1 83.0 82.6 44.6 57.0 66.9 65.5
Old : 60.1 63.1 83.0 82.6 44.6 57.0 66.9 65.5
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, October 06, 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 : 601,658: 1,982 8,568 3,274 596,402 589,816 601,658 601,658: 0 0
Old : 601,658: 1,982 8,568 3,274 596,402 589,816 601,658 601,658: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -31,090: -1,929 -2,560 -632 -28,529 -27,898 -31,090 -31,090: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.4 0.5 99.1 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.4 0.5 99.1 98.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 1 20 18 22 21:
Old : 32: 2 2 1 20 18 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 : 66.7 82.1 85.9 94.4 63.3 74.4 75.0 80.2
Old : 66.7 82.1 85.9 94.4 63.3 74.4 75.0 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 477,243: 401 7,600 392 476,450 469,251 477,243 477,243: 0 0
Old : 477,243: 401 7,600 392 476,450 469,251 477,243 477,243: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -35,359: -3,840 0 0 -31,519 -35,359 -35,359 -35,359: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.6 0.1 99.8 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 1.6 0.1 99.8 98.3 100.0 100.0: 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 : 40: 1 1 1 31 32 33 34:
Old : 40: 1 1 1 31 32 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 50.3 75.0 69.1 49.5 48.2 62.0 60.6
Old : 53.1 50.3 75.0 69.1 49.5 48.2 62.0 60.6
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 44,701: 701 1,826 277 42,683 41,281 43,661 43,384: 1,040 1,317
Old : 44,701: 701 1,826 277 42,683 41,281 43,661 43,384: 1,040 1,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,094: -208 -697 -21 -2,865 -2,737 -3,094 -3,455: 0 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.1 0.6 95.5 92.3 97.7 97.1: 2.3 2.9
Old : 100.0: 1.6 4.1 0.6 95.5 92.3 97.7 97.1: 2.3 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 : 36: 4 3 2 24 22 29 26:
Old : 36: 4 3 2 24 22 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 55.6 78.3 74.2 53.6 54.9 72.1 70.3
Old : 55.1 55.6 78.3 74.2 53.6 54.9 72.1 70.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,442: 0 40 60 50,810 51,099 50,870 51,199: 572 243
Old : 51,442: 0 40 60 50,810 51,099 50,870 51,199: 572 243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,338: 0 -50 0 -5,335 -5,400 -5,335 -5,450: -3 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.1 98.8 99.3 98.9 99.5: 1.1 0.5
Old : 100.0: 0.0 0.1 0.1 98.8 99.3 98.9 99.5: 1.1 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 : 44: 0 1 1 35 32 36 33:
Old : 44: 0 1 1 35 32 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 : 51.1 61.7 68.8 79.2 47.7 50.1 57.5 65.4
Old : 51.1 61.7 68.8 79.2 47.7 50.1 57.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,805: 0 655 0 65,165 65,046 65,165 65,701: 640 104
Old : 65,805: 0 655 0 65,165 65,046 65,165 65,701: 640 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,188: -40 -50 0 -6,152 -6,133 -6,192 -6,183: 4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 99.0 98.8 99.0 99.8: 1.0 0.2
Old : 100.0: 0.0 1.0 0.0 99.0 98.8 99.0 99.8: 1.0 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 : 44: 0 1 0 36 34 36 35:
Old : 44: 0 1 0 36 34 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 59.3 67.9 81.9 47.3 51.0 62.0 71.5
Old : 48.8 59.3 67.9 81.9 47.3 51.0 62.0 71.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,324: 100 0 0 20,204 20,324 20,304 20,324: 20 0
Old : 20,324: 100 0 0 20,204 20,324 20,304 20,324: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 855: 0 0 0 855 855 855 855: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.4 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.5 0.0 0.0 99.4 100.0 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 : 31: 1 0 0 23 20 24 20:
Old : 31: 1 0 0 23 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 65.5 77.3 87.3 52.4 60.2 65.4 71.7
Old : 56.5 65.5 77.3 87.3 52.4 60.2 65.4 71.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 264,664: 768 0 1,176 262,720 263,488 264,664 264,664: 0 0
Old : 264,664: 768 0 1,176 262,720 263,488 264,664 264,664: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,976: -392 0 0 2,368 1,976 1,976 1,976: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.4 99.3 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.4 99.3 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 1 24 21 26 22:
Old : 33: 1 0 1 24 21 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 : 55.2 60.2 79.4 81.8 54.7 51.5 65.3 63.9
Old : 55.2 60.2 79.4 81.8 54.7 51.5 65.3 63.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,683: 1,556 260 0 7,960 9,273 9,516 9,533: 167 150
Old : 9,683: 1,556 260 0 7,960 9,273 9,516 9,533: 167 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 699: 154 0 0 567 699 721 699: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.7 0.0 82.2 95.8 98.3 98.5: 1.7 1.5
Old : 100.0: 16.1 2.7 0.0 82.2 95.8 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 : 29: 3 1 0 20 18 23 19:
Old : 29: 3 1 0 20 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 53.5 76.6 76.3 63.6 48.8 73.0 65.1
Old : 63.6 53.5 76.6 76.3 63.6 48.8 73.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,600: 2,400 0 0 9,200 11,600 11,600 11,600: 0 0
Old : 11,600: 2,400 0 0 9,200 11,600 11,600 11,600: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 0.0 0.0 79.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 20.7 0.0 0.0 79.3 100.0 100.0 100.0: 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 10 13 11 13:
Old : 20: 1 0 0 10 13 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 58.6 96.1 88.8 80.6 58.6 91.4 84.1
Old : 80.6 58.6 96.1 88.8 80.6 58.6 91.4 84.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,995: 0 750 0 18,995 18,195 18,995 18,945: 0 50
Old : 18,995: 0 750 0 18,995 18,195 18,995 18,945: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 605: 0 -50 0 605 655 605 605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.0 100.0 95.8 100.0 99.7: 0.0 0.3
Old : 100.0: 0.0 3.9 0.0 100.0 95.8 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 0 24 21 24 24:
Old : 35: 0 3 0 24 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 65.3 75.8 85.4 52.4 59.5 69.4 75.5
Old : 54.2 65.3 75.8 85.4 52.4 59.5 69.4 75.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,402: 0 5 25 16,047 16,372 16,072 16,402: 330 0
Old : 16,402: 0 5 25 16,047 16,372 16,072 16,402: 330 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 357: 0 0 0 357 357 357 357: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.2 97.8 99.8 98.0 100.0: 2.0 0.0
Old : 100.0: 0.0 0.0 0.2 97.8 99.8 98.0 100.0: 2.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 24 26 25 27:
Old : 30: 0 1 1 24 26 25 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 : 51.5 54.6 73.4 78.0 31.1 29.1 45.6 42.0
Old : 51.5 54.6 73.4 78.0 31.1 29.1 45.6 42.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,320: 0 126 0 16,727 16,385 16,727 16,511: 593 809
Old : 17,320: 0 126 0 16,727 16,385 16,727 16,511: 593 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 406: 0 126 0 408 299 408 425: -2 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 96.6 94.6 96.6 95.3: 3.4 4.7
Old : 100.0: 0.0 0.7 0.0 96.6 94.6 96.6 95.3: 3.4 4.7
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 : 31: 0 1 0 27 27 27 28:
Old : 31: 0 1 0 27 27 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.2 54.0 54.9 69.3 27.6 41.5 44.4 48.8
Old : 31.2 54.0 54.9 69.3 27.6 41.5 44.4 48.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,258: 0 4,162 192 51,360 47,699 51,552 52,053: 706 205
Old : 52,258: 0 4,162 192 51,360 47,699 51,552 52,053: 706 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,327: 0 -712 -2 -3,280 -2,525 -3,282 -3,239: -45 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 0.4 98.3 91.3 98.6 99.6: 1.4 0.4
Old : 100.0: 0.0 8.0 0.4 98.3 91.3 98.6 99.6: 1.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 3 3 33 30 36 33:
Old : 38: 0 3 3 33 30 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 : 51.1 49.8 70.8 69.5 50.9 48.3 67.1 66.3
Old : 51.1 49.8 70.8 69.5 50.9 48.3 67.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,638: 71 6,214 2,408 62,138 55,880 64,617 64,502: 21 136
Old : 64,638: 71 6,214 2,408 62,138 55,880 64,617 64,502: 21 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,037: -157 -837 785 -2,650 -2,017 -2,022 -2,069: -15 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 9.6 3.7 96.1 86.5 100.0 99.8: 0.0 0.2
Old : 100.0: 0.1 9.6 3.7 96.1 86.5 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 5 4 35 33 39 40:
Old : 46: 2 5 4 35 33 39 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 : 44.6 44.1 64.6 69.1 42.1 42.2 56.8 59.3
Old : 44.6 44.1 64.6 69.1 42.1 42.2 56.8 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,210: 650 0 0 45,530 46,180 46,180 46,180: 30 30
Old : 46,210: 650 0 0 45,530 46,180 46,180 46,180: 30 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -4,270: -110 0 0 -4,150 -4,300 -4,260 -4,300: -10 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.5 99.9 99.9 99.9: 0.1 0.1
Old : 100.0: 1.4 0.0 0.0 98.5 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: 1 0 0 29 14 30 14:
Old : 34: 1 0 0 29 14 30 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 : 59.0 93.4 77.7 97.0 56.2 92.4 74.5 93.3
Old : 59.0 93.4 77.7 97.0 56.2 92.4 74.5 93.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,325: 810 0 0 46,455 47,325 47,265 47,325: 60 0
Old : 47,325: 810 0 0 46,455 47,325 47,265 47,325: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,755: -140 0 0 -2,605 -2,755 -2,745 -2,755: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 98.2 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.7 0.0 0.0 98.2 100.0 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 : 34: 1 0 0 29 18 30 18:
Old : 34: 1 0 0 29 18 30 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 : 52.7 93.9 70.7 97.1 51.1 88.8 66.0 89.7
Old : 52.7 93.9 70.7 97.1 51.1 88.8 66.0 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 319,372: 29,471 3,104 2,392 287,509 313,876 319,372 319,372: 0 0
Old : 319,372: 29,471 3,104 2,392 287,509 313,876 319,372 319,372: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -23,320: -5,299 784 -776 -17,245 -23,328 -23,320 -23,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.0 0.7 90.0 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 1.0 0.7 90.0 98.3 100.0 100.0: 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 : 42: 3 3 2 28 32 31 37:
Old : 42: 3 3 2 28 32 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 48.4 75.3 69.4 41.9 41.9 65.8 57.6
Old : 50.7 48.4 75.3 69.4 41.9 41.9 65.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 22,934: 2,752 619 329 19,662 21,752 22,743 22,700: 191 234
Old : 22,934: 2,752 619 329 19,662 21,752 22,743 22,700: 191 234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,360: 68 -169 -127 -1,321 -1,021 -1,380 -1,317: 20 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 2.7 1.4 85.7 94.8 99.2 99.0: 0.8 1.0
Old : 100.0: 12.0 2.7 1.4 85.7 94.8 99.2 99.0: 0.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 5 3 24 32 29 38:
Old : 41: 3 5 3 24 32 29 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 : 46.3 43.3 77.0 64.9 42.5 42.0 70.1 61.8
Old : 46.3 43.3 77.0 64.9 42.5 42.0 70.1 61.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 34,468: 2,096 790 643 31,729 33,035 34,468 34,468: 0 0
Old : 34,468: 2,096 790 643 31,729 33,035 34,468 34,468: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,935: -52 -2 29 -3,912 -3,962 -3,935 -3,935: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.3 1.9 92.1 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 2.3 1.9 92.1 95.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 2 16 14 21 19:
Old : 30: 4 4 2 16 14 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 81.6 87.7 93.5 63.5 71.6 71.6 75.1
Old : 68.6 81.6 87.7 93.5 63.5 71.6 71.6 75.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 427,909: 0 2,370 0 427,909 425,539 427,909 427,909: 0 0
Old : 427,909: 0 2,370 0 427,909 425,539 427,909 427,909: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -43,375: -768 -768 0 -42,607 -42,607 -43,375 -43,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 100.0 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.6 0.0 100.0 99.4 100.0 100.0: 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 : 28: 0 1 0 21 13 21 14:
Old : 28: 0 1 0 21 13 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 91.6 85.2 97.0 60.3 81.5 79.4 85.0
Old : 63.0 91.6 85.2 97.0 60.3 81.5 79.4 85.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 32,285: 636 553 0 31,563 31,244 32,199 31,797: 86 488
Old : 32,285: 636 553 0 31,563 31,244 32,199 31,797: 86 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,586: -1,012 -126 0 -1,510 -2,377 -2,522 -2,503: -64 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.7 0.0 97.8 96.8 99.7 98.5: 0.3 1.5
Old : 100.0: 2.0 1.7 0.0 97.8 96.8 99.7 98.5: 0.3 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 : 29: 2 2 0 18 19 20 21:
Old : 29: 2 2 0 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 83.5 90.4 91.7 73.0 76.4 84.6 83.7
Old : 73.2 83.5 90.4 91.7 73.0 76.4 84.6 83.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,974: 1,989 106 300 13,280 14,785 15,569 15,191: 405 783
Old : 15,974: 1,989 106 300 13,280 14,785 15,569 15,191: 405 783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -734: -208 -21 -84 -718 -884 -1,010 -989: 276 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.7 1.9 83.1 92.6 97.5 95.1: 2.5 4.9
Old : 100.0: 12.5 0.7 1.9 83.1 92.6 97.5 95.1: 2.5 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 : 29: 3 1 1 18 19 21 21:
Old : 29: 3 1 1 18 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 45.5 72.3 64.2 41.4 41.1 60.2 57.4
Old : 50.4 45.5 72.3 64.2 41.4 41.1 60.2 57.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 186,042: 23,366 0 3,564 159,112 182,478 186,042 186,042: 0 0
Old : 186,042: 23,366 0 3,564 159,112 182,478 186,042 186,042: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 4,566: 7 0 0 4,559 4,566 4,566 4,566: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.0 1.9 85.5 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 12.6 0.0 1.9 85.5 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 : 29: 2 0 1 18 22 20 23:
Old : 29: 2 0 1 18 22 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 54.6 82.6 79.3 51.8 48.5 66.4 70.2
Old : 61.1 54.6 82.6 79.3 51.8 48.5 66.4 70.2
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,292: 308 348 145 11,817 11,335 12,270 11,828: 22 464
Old : 12,292: 308 348 145 11,817 11,335 12,270 11,828: 22 464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -607: -21 125 -85 -501 -667 -607 -627: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.8 1.2 96.1 92.2 99.8 96.2: 0.2 3.8
Old : 100.0: 2.5 2.8 1.2 96.1 92.2 99.8 96.2: 0.2 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 : 29: 1 2 1 21 20 23 22:
Old : 29: 1 2 1 21 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 : 55.8 44.3 74.8 66.9 52.0 38.6 64.9 56.6
Old : 55.8 44.3 74.8 66.9 52.0 38.6 64.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 152,055: 3,496 0 0 148,559 152,055 152,055 152,055: 0 0
Old : 152,055: 3,496 0 0 148,559 152,055 152,055 152,055: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 8,752: -1,152 0 0 9,904 8,752 8,752 8,752: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 97.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.0 0.0 97.7 100.0 100.0 100.0: 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 21 24 21:
Old : 28: 2 0 0 22 21 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 : 61.3 58.3 81.2 77.1 47.7 52.4 63.5 64.0
Old : 61.3 58.3 81.2 77.1 47.7 52.4 63.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 17,145: 0 0 0 17,145 17,145 17,145 17,145: 0 0
Old : 17,145: 0 0 0 17,145 17,145 17,145 17,145: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,375: -50 0 -100 -1,225 -1,275 -1,375 -1,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 16 15 16:
Old : 20: 0 0 0 15 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 : 83.2 70.5 92.2 87.2 33.6 30.9 38.9 38.4
Old : 83.2 70.5 92.2 87.2 33.6 30.9 38.9 38.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,430: 0 600 0 7,965 7,795 7,965 8,395: 465 35
Old : 8,430: 0 600 0 7,965 7,795 7,965 8,395: 465 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -390: 0 0 0 -345 -390 -345 -390: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 94.5 92.5 94.5 99.6: 5.5 0.4
Old : 100.0: 0.0 7.1 0.0 94.5 92.5 94.5 99.6: 5.5 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 : 22: 0 1 0 15 12 15 13:
Old : 22: 0 1 0 15 12 15 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 : 69.5 76.0 86.4 95.6 64.8 73.8 77.1 86.7
Old : 69.5 76.0 86.4 95.6 64.8 73.8 77.1 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 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 : 190,024: 17,892 5,486 23,989 146,641 160,150 188,522 189,624: 1,502 399
Old : 190,024: 17,892 5,486 23,989 146,641 160,150 188,522 189,624: 1,502 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 31,180: 6,025 -217 537 23,138 30,687 29,700 31,007: 1,481 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.9 12.6 77.2 84.3 99.2 99.8: 0.8 0.2
Old : 100.0: 9.4 2.9 12.6 77.2 84.3 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 4 21 18 27 22:
Old : 28: 4 2 4 21 18 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 : 48.5 53.8 76.7 80.0 24.7 31.8 34.4 38.7
Old : 48.5 53.8 76.7 80.0 24.7 31.8 34.4 38.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,170: 0 575 0 22,805 22,355 22,805 22,930: 365 240
Old : 23,170: 0 575 0 22,805 22,355 22,805 22,930: 365 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -950: 0 -75 0 -925 -1,115 -925 -1,190: -25 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 98.4 96.5 98.4 99.0: 1.6 1.0
Old : 100.0: 0.0 2.5 0.0 98.4 96.5 98.4 99.0: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 15 21 16:
Old : 27: 0 1 0 21 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 80.9 83.4 92.9 52.0 76.1 73.8 83.3
Old : 57.6 80.9 83.4 92.9 52.0 76.1 73.8 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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,205: 0 600 0 19,670 19,305 19,670 19,905: 535 300
Old : 20,205: 0 600 0 19,670 19,305 19,670 19,905: 535 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -740: 0 -75 0 -705 -905 -705 -980: -35 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 97.4 95.5 97.4 98.5: 2.6 1.5
Old : 100.0: 0.0 3.0 0.0 97.4 95.5 97.4 98.5: 2.6 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 : 23: 0 1 0 17 12 17 13:
Old : 23: 0 1 0 17 12 17 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 : 64.1 88.7 82.5 97.0 60.0 85.7 78.0 89.5
Old : 64.1 88.7 82.5 97.0 60.0 85.7 78.0 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,394: 350 0 0 22,924 23,394 23,274 23,394: 120 0
Old : 23,394: 350 0 0 22,924 23,394 23,274 23,394: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,390: -50 0 0 -1,460 -1,390 -1,510 -1,390: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.0 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 1.5 0.0 0.0 98.0 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 0 23 20 25 20:
Old : 34: 2 0 0 23 20 25 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 75.3 76.4 93.5 55.5 74.3 74.4 85.7
Old : 56.3 75.3 76.4 93.5 55.5 74.3 74.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,529: 250 0 0 22,069 22,529 22,319 22,529: 210 0
Old : 22,529: 250 0 0 22,069 22,529 22,319 22,529: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,426: 0 0 0 -1,536 -1,426 -1,536 -1,426: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.0 100.0 99.1 100.0: 0.9 0.0
Old : 100.0: 1.1 0.0 0.0 98.0 100.0 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 19 12 20 12:
Old : 24: 1 0 0 19 12 20 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 : 63.9 82.2 80.0 97.4 63.9 79.1 79.9 86.8
Old : 63.9 82.2 80.0 97.4 63.9 79.1 79.9 86.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,305: 0 0 0 11,960 12,065 11,960 12,065: 345 240
Old : 12,305: 0 0 0 11,960 12,065 11,960 12,065: 345 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -385: 0 0 0 -400 -410 -400 -410: 15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 98.0 97.2 98.0: 2.8 2.0
Old : 100.0: 0.0 0.0 0.0 97.2 98.0 97.2 98.0: 2.8 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 : 23: 0 0 0 22 9 22 9:
Old : 23: 0 0 0 22 9 22 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 : 49.8 89.4 72.9 97.7 46.3 78.6 64.9 80.2
Old : 49.8 89.4 72.9 97.7 46.3 78.6 64.9 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,952: 0 0 0 12,532 12,712 12,532 12,712: 420 240
Old : 12,952: 0 0 0 12,532 12,712 12,532 12,712: 420 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -415: 0 0 0 -495 -460 -495 -460: 80 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 98.1 96.8 98.1: 3.2 1.9
Old : 100.0: 0.0 0.0 0.0 96.8 98.1 96.8 98.1: 3.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 23 10 23 10:
Old : 24: 0 0 0 23 10 23 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 91.4 67.7 97.6 44.8 82.6 63.1 83.0
Old : 47.5 91.4 67.7 97.6 44.8 82.6 63.1 83.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 104,430: 3,560 1,090 50 100,820 103,290 104,430 104,430: 0 0
Old : 104,430: 3,560 1,090 50 100,820 103,290 104,430 104,430: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,636: 40 -60 0 -6,671 -6,566 -6,631 -6,626: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.0 0.0 96.5 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.4 1.0 0.0 96.5 98.9 100.0 100.0: 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 : 47: 3 3 1 36 32 39 36:
Old : 47: 3 3 1 36 32 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 61.2 63.6 79.8 40.6 51.6 55.5 62.9
Old : 41.9 61.2 63.6 79.8 40.6 51.6 55.5 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 112,181: 3,500 1,090 200 108,466 110,821 112,166 112,111: 15 70
Old : 112,181: 3,500 1,090 200 108,466 110,821 112,166 112,111: 15 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -8,520: 255 -10 50 -8,825 -8,540 -8,520 -8,500: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.0 0.2 96.7 98.8 100.0 99.9: 0.0 0.1
Old : 100.0: 3.1 1.0 0.2 96.7 98.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 4 4 2 41 34 45 40:
Old : 52: 4 4 2 41 34 45 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 : 45.0 61.7 64.3 80.1 39.1 58.3 54.2 67.5
Old : 45.0 61.7 64.3 80.1 39.1 58.3 54.2 67.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 149,016: 18,558 11,456 3,583 126,750 133,907 148,891 148,947: 125 69
Old : 149,016: 18,558 11,456 3,583 126,750 133,907 148,891 148,947: 125 69
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,182: 2,381 1,839 200 -1,367 -838 1,214 1,201: -32 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 7.7 2.4 85.1 89.9 99.9 100.0: 0.1 0.0
Old : 100.0: 12.5 7.7 2.4 85.1 89.9 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 : 68: 11 7 9 46 41 60 54:
Old : 68: 11 7 9 46 41 60 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 54.9 49.2 69.1 28.1 48.0 44.4 57.5
Old : 29.1 54.9 49.2 69.1 28.1 48.0 44.4 57.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 102,160: 1,175 3,305 1,355 99,535 97,320 102,065 101,980: 95 180
Old : 102,160: 1,175 3,305 1,355 99,535 97,320 102,065 101,980: 95 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,091: -15 -185 -85 -1,983 -1,821 -2,083 -2,091: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.2 1.3 97.4 95.3 99.9 99.8: 0.1 0.2
Old : 100.0: 1.2 3.2 1.3 97.4 95.3 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 : 48: 3 3 4 41 35 47 40:
Old : 48: 3 3 4 41 35 47 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 69.8 51.7 80.0 31.0 59.7 45.2 64.4
Old : 33.0 69.8 51.7 80.0 31.0 59.7 45.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,140: 100 775 150 21,890 21,135 22,140 22,060: 0 80
Old : 22,140: 100 775 150 21,890 21,135 22,140 22,060: 0 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,255: 100 250 -50 -1,305 -1,445 -1,255 -1,245: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 3.5 0.7 98.9 95.5 100.0 99.6: 0.0 0.4
Old : 100.0: 0.5 3.5 0.7 98.9 95.5 100.0 99.6: 0.0 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: 1 2 1 25 14 26 17:
Old : 31: 1 2 1 25 14 26 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 : 53.7 79.1 75.7 95.3 53.7 78.6 75.4 91.0
Old : 53.7 79.1 75.7 95.3 53.7 78.6 75.4 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,185: 50 0 125 18,980 18,900 19,155 19,025: 30 160
Old : 19,185: 50 0 125 18,980 18,900 19,155 19,025: 30 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -890: 25 0 -25 -880 -915 -880 -940: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.7 98.9 98.5 99.8 99.2: 0.2 0.8
Old : 100.0: 0.3 0.0 0.7 98.9 98.5 99.8 99.2: 0.2 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 : 27: 1 0 1 24 10 25 11:
Old : 27: 1 0 1 24 10 25 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 80.9 76.8 97.5 57.5 76.4 76.8 88.8
Old : 57.5 80.9 76.8 97.5 57.5 76.4 76.8 88.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 28,854: 0 300 0 28,355 28,329 28,355 28,629: 499 225
Old : 28,854: 0 300 0 28,355 28,329 28,355 28,629: 499 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -785: -30 0 -25 -945 -735 -1,000 -760: 215 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 98.3 98.2 98.3 99.2: 1.7 0.8
Old : 100.0: 0.0 1.0 0.0 98.3 98.2 98.3 99.2: 1.7 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 : 32: 0 1 0 27 25 27 26:
Old : 32: 0 1 0 27 25 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 55.5 67.7 72.8 51.7 48.9 60.8 60.8
Old : 54.3 55.5 67.7 72.8 51.7 48.9 60.8 60.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 10,629: 0 50 0 10,629 10,579 10,629 10,629: 0 0
Old : 10,629: 0 50 0 10,629 10,579 10,629 10,629: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 16 16 16 17:
Old : 21: 0 1 0 16 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 63.9 78.3 89.0 42.5 57.4 58.5 62.2
Old : 53.6 63.9 78.3 89.0 42.5 57.4 58.5 62.2
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,920: 2,593 2,020 300 26,376 27,559 29,269 29,879: 651 41
Old : 29,920: 2,593 2,020 300 26,376 27,559 29,269 29,879: 651 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -380: -115 -150 -50 -185 -180 -350 -380: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 6.8 1.0 88.2 92.1 97.8 99.9: 2.2 0.1
Old : 100.0: 8.7 6.8 1.0 88.2 92.1 97.8 99.9: 2.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 1 20 24 23 26:
Old : 32: 3 1 1 20 24 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 43.3 81.2 68.8 58.5 43.3 72.0 67.8
Old : 64.8 43.3 81.2 68.8 58.5 43.3 72.0 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,541: 1,940 0 0 21,865 24,541 23,805 24,541: 736 0
Old : 24,541: 1,940 0 0 21,865 24,541 23,805 24,541: 736 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -364: -170 0 0 -141 -364 -311 -364: -53 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.0 0.0 89.1 100.0 97.0 100.0: 3.0 0.0
Old : 100.0: 7.9 0.0 0.0 89.1 100.0 97.0 100.0: 3.0 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 0 17 22 19 22:
Old : 29: 2 0 0 17 22 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 56.0 79.1 80.1 37.9 42.0 59.1 57.3
Old : 51.9 56.0 79.1 80.1 37.9 42.0 59.1 57.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,025: 315 205 170 28,123 28,624 28,608 28,999: 417 26
Old : 29,025: 315 205 170 28,123 28,624 28,608 28,999: 417 26
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,483: 0 70 -30 -1,456 -1,528 -1,486 -1,488: 3 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.7 0.6 96.9 98.6 98.6 99.9: 1.4 0.1
Old : 100.0: 1.1 0.7 0.6 96.9 98.6 98.6 99.9: 1.4 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 : 33: 2 1 2 24 24 27 26:
Old : 33: 2 1 2 24 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 69.6 77.6 86.7 62.2 68.8 76.1 85.0
Old : 63.3 69.6 77.6 86.7 62.2 68.8 76.1 85.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,869: 0 155 140 22,244 22,574 22,384 22,869: 485 0
Old : 22,869: 0 155 140 22,244 22,574 22,384 22,869: 485 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -770: 0 -265 140 -1,020 -645 -880 -770: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.6 97.3 98.7 97.9 100.0: 2.1 0.0
Old : 100.0: 0.0 0.7 0.6 97.3 98.7 97.9 100.0: 2.1 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 : 31: 0 1 1 24 24 25 25:
Old : 31: 0 1 1 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 : 66.3 67.5 81.2 84.3 62.5 65.2 74.8 81.5
Old : 66.3 67.5 81.2 84.3 62.5 65.2 74.8 81.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,672: 0 640 0 16,488 15,712 16,488 16,352: 184 320
Old : 16,672: 0 640 0 16,488 15,712 16,488 16,352: 184 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 825: 0 -70 0 826 895 826 825: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.0 98.9 94.2 98.9 98.1: 1.1 1.9
Old : 100.0: 0.0 3.8 0.0 98.9 94.2 98.9 98.1: 1.1 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 : 24: 0 1 0 17 17 17 18:
Old : 24: 0 1 0 17 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 : 52.1 59.2 81.9 83.9 50.8 54.8 77.6 78.9
Old : 52.1 59.2 81.9 83.9 50.8 54.8 77.6 78.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,786: 0 0 0 12,266 12,771 12,266 12,771: 520 15
Old : 12,786: 0 0 0 12,266 12,771 12,266 12,771: 520 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,090: 0 0 0 1,110 1,095 1,110 1,095: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.9 99.9 95.9 99.9: 4.1 0.1
Old : 100.0: 0.0 0.0 0.0 95.9 99.9 95.9 99.9: 4.1 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 : 21: 0 0 0 16 14 16 14:
Old : 21: 0 0 0 16 14 16 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 : 53.6 75.0 79.9 92.2 53.6 73.7 75.3 83.5
Old : 53.6 75.0 79.9 92.2 53.6 73.7 75.3 83.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,119: 1,875 900 0 32,815 34,024 34,690 34,924: 429 195
Old : 35,119: 1,875 900 0 32,815 34,024 34,690 34,924: 429 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -680: 50 -10 -15 -720 -620 -685 -645: 5 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.6 0.0 93.4 96.9 98.8 99.4: 1.2 0.6
Old : 100.0: 5.3 2.6 0.0 93.4 96.9 98.8 99.4: 1.2 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 : 38: 3 2 0 27 23 30 25:
Old : 38: 3 2 0 27 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 53.9 69.4 74.4 50.6 50.5 67.1 69.1
Old : 51.8 53.9 69.4 74.4 50.6 50.5 67.1 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,300: 1,091 0 0 12,049 13,229 13,140 13,229: 160 71
Old : 13,300: 1,091 0 0 12,049 13,229 13,140 13,229: 160 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 199: -111 0 0 380 128 269 128: -70 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.0 90.6 99.5 98.8 99.5: 1.2 0.5
Old : 100.0: 8.2 0.0 0.0 90.6 99.5 98.8 99.5: 1.2 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 : 25: 1 0 0 18 18 19 18:
Old : 25: 1 0 0 18 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 : 42.6 68.1 72.9 87.1 41.1 62.2 67.1 78.4
Old : 42.6 68.1 72.9 87.1 41.1 62.2 67.1 78.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,513: 1,874 75 0 11,259 13,438 13,133 13,513: 380 0
Old : 13,513: 1,874 75 0 11,259 13,438 13,133 13,513: 380 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -46: -71 0 -25 5 4 -91 -21: 45 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 0.6 0.0 83.3 99.4 97.2 100.0: 2.8 0.0
Old : 100.0: 13.9 0.6 0.0 83.3 99.4 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 : 27: 1 1 0 20 21 21 22:
Old : 27: 1 1 0 20 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 73.9 70.9 87.4 42.5 66.2 61.7 73.5
Old : 45.1 73.9 70.9 87.4 42.5 66.2 61.7 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2015