CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 26,198: 11,081 3,878 1,345 13,727 20,975 26,153 26,198: 45 0
Old : 26,198: 11,081 3,878 1,345 13,727 20,975 26,153 26,198: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 2,684: 2,262 -134 -48 465 2,866 2,679 2,684: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 14.8 5.1 52.4 80.1 99.8 100.0: 0.2 0.0
Old : 100.0: 42.3 14.8 5.1 52.4 80.1 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 4 5 9 9 26 17:
Old : 32: 16 4 5 9 9 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 : 56.1 69.8 84.5 90.8 50.1 59.3 63.8 70.3
Old : 56.1 69.8 84.5 90.8 50.1 59.3 63.8 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 25,994: 4,580 7,039 1,361 20,054 17,594 25,994 25,994: 0 0
Old : 25,994: 4,580 7,039 1,361 20,054 17,594 25,994 25,994: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -570: -452 525 -25 -93 -1,070 -570 -570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 27.1 5.2 77.1 67.7 100.0 100.0: 0.0 0.0
Old : 100.0: 17.6 27.1 5.2 77.1 67.7 100.0 100.0: 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 : 25: 5 5 6 9 10 19 19:
Old : 25: 5 5 6 9 10 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 : 74.0 67.0 93.9 88.8 55.6 62.6 67.9 68.5
Old : 74.0 67.0 93.9 88.8 55.6 62.6 67.9 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 39,385: 2,450 4,975 4,704 32,231 29,706 39,385 39,385: 0 0
Old : 39,385: 2,450 4,975 4,704 32,231 29,706 39,385 39,385: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 12.6 11.9 81.8 75.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 12.6 11.9 81.8 75.4 100.0 100.0: 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: 4 6 5 8 7 17 15:
Old : 21: 4 6 5 8 7 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 : 63.5 80.0 86.9 95.7 29.0 31.4 35.0 35.2
Old : 63.5 80.0 86.9 95.7 29.0 31.4 35.0 35.2
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, December 08, 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 : 60,058: 3,343 5,143 5,515 48,100 38,801 56,958 49,458: 3,100 10,600
Old : 60,058: 3,343 5,143 5,515 48,100 38,801 56,958 49,458: 3,100 10,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 5,930: 131 5 633 3,365 3,491 4,130 4,130: 1,800 1,800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 8.6 9.2 80.1 64.6 94.8 82.4: 5.2 17.6
Old : 100.0: 5.6 8.6 9.2 80.1 64.6 94.8 82.4: 5.2 17.6
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 : 31: 8 8 9 14 12 27 24:
Old : 31: 8 8 9 14 12 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 : 56.6 44.5 75.2 61.2 37.7 31.7 49.5 38.7
Old : 56.6 44.5 75.2 61.2 37.7 31.7 49.5 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,857,256: 394,077 381,289 627,059 2,803,079 2,838,775 3,824,215 3,847,123: 33,041 10,133
Old : 3,857,256: 394,077 381,289 627,059 2,803,079 2,838,775 3,824,215 3,847,123: 33,041 10,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 31,304: 26,444 20,471 -37,675 43,716 52,511 32,485 35,307: -1,181 -4,003
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 9.9 16.3 72.7 73.6 99.1 99.7: 0.9 0.3
Old : 100.0: 10.2 9.9 16.3 72.7 73.6 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 27 43 57 137 117 201 181:
Old : 223: 27 43 57 137 117 201 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.6 24.8 37.7 41.3 19.4 24.3 29.2 34.8
Old : 23.6 24.8 37.7 41.3 19.4 24.3 29.2 34.8
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,900,824: 159,262 138,811 1,484,277 1,256,514 1,276,652 2,900,053 2,899,739: 770 1,084
Old : 2,900,824: 159,262 138,811 1,484,277 1,256,514 1,276,652 2,900,053 2,899,739: 770 1,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 444,489: 13,908 18,235 292,862 137,267 132,924 444,038 444,021: 451 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 4.8 51.2 43.3 44.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 4.8 51.2 43.3 44.0 100.0 100.0: 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 : 97: 23 22 43 50 48 95 91:
Old : 97: 23 22 43 50 48 95 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 41.7 68.7 65.1 6.4 6.6 8.5 8.3
Old : 47.0 41.7 68.7 65.1 6.4 6.6 8.5 8.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 227,509: 6,857 9,482 2,471 200,134 207,517 209,462 219,470: 18,047 8,039
Old : 227,509: 6,857 9,482 2,471 200,134 207,517 209,462 219,470: 18,047 8,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -11,677: 121 -1,342 107 -18,297 -13,427 -18,069 -14,662: 6,392 2,985
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.2 1.1 88.0 91.2 92.1 96.5: 7.9 3.5
Old : 100.0: 3.0 4.2 1.1 88.0 91.2 92.1 96.5: 7.9 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 : 45: 3 5 4 33 24 38 31:
Old : 45: 3 5 4 33 24 38 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 : 43.7 48.2 59.0 73.0 37.7 43.8 50.4 60.5
Old : 43.7 48.2 59.0 73.0 37.7 43.8 50.4 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 105,231: 558 982 1,912 93,908 99,464 96,378 102,358: 8,853 2,873
Old : 105,231: 558 982 1,912 93,908 99,464 96,378 102,358: 8,853 2,873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -8,575: -183 982 -89 -9,455 -8,609 -9,727 -7,716: 1,152 -859
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.9 1.8 89.2 94.5 91.6 97.3: 8.4 2.7
Old : 100.0: 0.5 0.9 1.8 89.2 94.5 91.6 97.3: 8.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 3 24 28 27 31:
Old : 35: 1 2 3 24 28 27 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 : 53.7 49.3 75.6 71.3 52.0 46.5 71.9 65.6
Old : 53.7 49.3 75.6 71.3 52.0 46.5 71.9 65.6
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, December 08, 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 : 210,151: 7,194 5,995 3,178 184,944 193,533 195,316 202,706: 14,835 7,445
Old : 210,151: 7,194 5,995 3,178 184,944 193,533 195,316 202,706: 14,835 7,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -11,275: 1,266 1,343 -1,027 -13,072 -10,663 -12,833 -10,347: 1,558 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 2.9 1.5 88.0 92.1 92.9 96.5: 7.1 3.5
Old : 100.0: 3.4 2.9 1.5 88.0 92.1 92.9 96.5: 7.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 3 3 26 29 30 35:
Old : 43: 4 3 3 26 29 30 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 : 48.5 51.1 67.3 69.4 45.7 50.5 63.1 68.2
Old : 48.5 51.1 67.3 69.4 45.7 50.5 63.1 68.2
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, December 08, 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 : 601,135: 8,054 7,435 5,160 578,666 582,618 591,880 595,213: 9,255 5,922
Old : 601,135: 8,054 7,435 5,160 578,666 582,618 591,880 595,213: 9,255 5,922
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -26,664: 6,591 1,070 786 -35,197 -29,042 -27,820 -27,186: 1,156 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.2 0.9 96.3 96.9 98.5 99.0: 1.5 1.0
Old : 100.0: 1.3 1.2 0.9 96.3 96.9 98.5 99.0: 1.5 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 : 58: 3 3 4 48 38 54 42:
Old : 58: 3 3 4 48 38 54 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 42.0 54.6 69.9 31.8 39.2 48.5 61.0
Old : 33.5 42.0 54.6 69.9 31.8 39.2 48.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 312,694: 6,910 3,605 7,340 288,893 294,953 303,143 305,898: 9,551 6,796
Old : 312,694: 6,910 3,605 7,340 288,893 294,953 303,143 305,898: 9,551 6,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -10,011: -3,055 -379 -653 -10,807 -9,186 -14,515 -10,218: 4,504 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.2 2.3 92.4 94.3 96.9 97.8: 3.1 2.2
Old : 100.0: 2.2 1.2 2.3 92.4 94.3 96.9 97.8: 3.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 5 3 5 33 38 40 44:
Old : 57: 5 3 5 33 38 40 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 42.5 65.8 61.4 47.0 42.1 59.4 59.3
Old : 47.8 42.5 65.8 61.4 47.0 42.1 59.4 59.3
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, December 08, 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 : 234,556: 2,294 2,599 2,309 225,254 217,692 229,857 222,600: 4,699 11,956
Old : 234,556: 2,294 2,599 2,309 225,254 217,692 229,857 222,600: 4,699 11,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -14,141: -933 -25 -452 -13,051 -22,666 -14,436 -23,143: 295 9,002
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.1 1.0 96.0 92.8 98.0 94.9: 2.0 5.1
Old : 100.0: 1.0 1.1 1.0 96.0 92.8 98.0 94.9: 2.0 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 : 51: 2 3 4 34 39 39 43:
Old : 51: 2 3 4 34 39 39 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 : 58.8 28.6 77.0 50.0 58.8 26.7 73.6 45.4
Old : 58.8 28.6 77.0 50.0 58.8 26.7 73.6 45.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 99,824: 0 3,875 1,030 93,225 87,816 94,255 92,721: 5,569 7,103
Old : 99,824: 0 3,875 1,030 93,225 87,816 94,255 92,721: 5,569 7,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -8,282: 0 -3,895 -487 -7,690 -3,704 -8,177 -8,086: -105 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 1.0 93.4 88.0 94.4 92.9: 5.6 7.1
Old : 100.0: 0.0 3.9 1.0 93.4 88.0 94.4 92.9: 5.6 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 3 2 14 25 16 28:
Old : 32: 0 3 2 14 25 16 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 : 75.9 53.4 88.7 71.5 75.8 52.6 87.2 70.7
Old : 75.9 53.4 88.7 71.5 75.8 52.6 87.2 70.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,296: 360 4,014 1,849 98,294 93,068 100,503 98,931: 4,793 6,365
Old : 105,296: 360 4,014 1,849 98,294 93,068 100,503 98,931: 4,793 6,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,742: -73 379 -558 -4,276 -4,359 -4,907 -4,538: 165 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 3.8 1.8 93.4 88.4 95.4 94.0: 4.6 6.0
Old : 100.0: 0.3 3.8 1.8 93.4 88.4 95.4 94.0: 4.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 5 4 35 29 40 34:
Old : 47: 1 5 4 35 29 40 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 : 47.6 45.8 63.3 67.9 47.6 44.0 59.3 61.2
Old : 47.6 45.8 63.3 67.9 47.6 44.0 59.3 61.2
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,611: 172 2,389 1,787 60,560 53,968 62,519 58,144: 9,092 13,467
Old : 71,611: 172 2,389 1,787 60,560 53,968 62,519 58,144: 9,092 13,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -6,700: -2 -922 -148 -6,097 -6,772 -6,247 -7,842: -453 1,142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.3 2.5 84.6 75.4 87.3 81.2: 12.7 18.8
Old : 100.0: 0.2 3.3 2.5 84.6 75.4 87.3 81.2: 12.7 18.8
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: 1 1 2 18 14 20 16:
Old : 24: 1 1 2 18 14 20 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 : 52.5 46.3 68.8 66.9 47.9 43.4 63.3 62.1
Old : 52.5 46.3 68.8 66.9 47.9 43.4 63.3 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 166,131: 0 2,782 0 161,382 157,625 161,382 160,407: 4,749 5,724
Old : 166,131: 0 2,782 0 161,382 157,625 161,382 160,407: 4,749 5,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -11,076: 0 0 0 -10,589 -10,548 -10,589 -10,548: -487 -528
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 97.1 94.9 97.1 96.6: 2.9 3.4
Old : 100.0: 0.0 1.7 0.0 97.1 94.9 97.1 96.6: 2.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 0 28 20 28 21:
Old : 35: 0 1 0 28 20 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 68.8 65.3 82.1 39.6 68.8 61.5 79.9
Old : 42.1 68.8 65.3 82.1 39.6 68.8 61.5 79.9
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,674: 0 0 0 82,641 88,684 82,641 88,684: 8,033 1,990
Old : 90,674: 0 0 0 82,641 88,684 82,641 88,684: 8,033 1,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -5,334: 0 0 0 -5,277 -4,683 -5,277 -4,683: -57 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 97.8 91.1 97.8: 8.9 2.2
Old : 100.0: 0.0 0.0 0.0 91.1 97.8 91.1 97.8: 8.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 19 17 19 17:
Old : 28: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 60.7 70.2 86.2 46.4 60.6 64.0 81.3
Old : 50.6 60.7 70.2 86.2 46.4 60.6 64.0 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 335,342: 5,723 2,577 4,446 312,645 316,086 322,814 323,109: 12,528 12,233
Old : 335,342: 5,723 2,577 4,446 312,645 316,086 322,814 323,109: 12,528 12,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -19,181: 1,757 -428 -577 -25,993 -22,139 -24,813 -23,144: 5,632 3,963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.8 1.3 93.2 94.3 96.3 96.4: 3.7 3.6
Old : 100.0: 1.7 0.8 1.3 93.2 94.3 96.3 96.4: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 1 2 45 39 48 42:
Old : 58: 3 1 2 45 39 48 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 54.5 52.1 71.5 29.6 51.3 48.6 67.5
Old : 32.8 54.5 52.1 71.5 29.6 51.3 48.6 67.5
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 57,344: 2,438 907 1,294 43,750 47,444 47,482 49,645: 9,862 7,699
Old : 57,344: 2,438 907 1,294 43,750 47,444 47,482 49,645: 9,862 7,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,992: 268 -1,021 203 -6,744 -2,472 -6,273 -3,290: 1,281 -1,702
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.6 2.3 76.3 82.7 82.8 86.6: 17.2 13.4
Old : 100.0: 4.3 1.6 2.3 76.3 82.7 82.8 86.6: 17.2 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 17 18 19 20:
Old : 24: 1 1 2 17 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 54.3 71.7 69.8 55.8 49.0 64.4 59.3
Old : 59.4 54.3 71.7 69.8 55.8 49.0 64.4 59.3
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,509: 768 0 579 60,253 59,835 61,600 60,414: 3,909 5,095
Old : 65,509: 768 0 579 60,253 59,835 61,600 60,414: 3,909 5,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,358: 479 0 -602 -3,729 -3,158 -3,852 -3,760: -506 -598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.9 92.0 91.3 94.0 92.2: 6.0 7.8
Old : 100.0: 1.2 0.0 0.9 92.0 91.3 94.0 92.2: 6.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 17 16 18:
Old : 21: 1 0 1 15 17 16 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 : 52.6 65.1 80.7 81.7 50.9 60.5 73.8 72.7
Old : 52.6 65.1 80.7 81.7 50.9 60.5 73.8 72.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,701: 1,960 0 0 52,903 57,237 54,863 57,237: 3,838 1,464
Old : 58,701: 1,960 0 0 52,903 57,237 54,863 57,237: 3,838 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -41,270: -22,661 -14,291 0 -19,780 -25,770 -42,441 -40,061: 1,171 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 90.1 97.5 93.5 97.5: 6.5 2.5
Old : 100.0: 3.3 0.0 0.0 90.1 97.5 93.5 97.5: 6.5 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 : 22: 2 0 0 13 15 15 15:
Old : 22: 2 0 0 13 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 65.7 80.7 83.0 54.0 61.5 68.9 73.7
Old : 62.1 65.7 80.7 83.0 54.0 61.5 68.9 73.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,817: 24,993 14,322 248 73,863 84,441 99,104 99,011: 713 806
Old : 99,817: 24,993 14,322 248 73,863 84,441 99,104 99,011: 713 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -44,915: -2,007 -7,052 -3,358 -38,263 -33,941 -43,628 -44,351: -1,287 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.3 0.2 74.0 84.6 99.3 99.2: 0.7 0.8
Old : 100.0: 25.0 14.3 0.2 74.0 84.6 99.3 99.2: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 9 10 1 32 22 42 32:
Old : 65: 9 10 1 32 22 42 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 57.9 65.4 78.6 43.5 52.7 57.3 64.6
Old : 49.2 57.9 65.4 78.6 43.5 52.7 57.3 64.6
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,117: 2,883 0 0 64,583 67,044 67,466 67,044: 651 1,073
Old : 68,117: 2,883 0 0 64,583 67,044 67,466 67,044: 651 1,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -16,252: -455 0 -240 -15,962 -16,260 -16,657 -16,500: 405 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.0 0.0 94.8 98.4 99.0 98.4: 1.0 1.6
Old : 100.0: 4.2 0.0 0.0 94.8 98.4 99.0 98.4: 1.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 13 21 14 21:
Old : 31: 1 0 0 13 21 14 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 : 85.0 69.6 95.0 83.1 83.9 68.9 92.6 82.3
Old : 85.0 69.6 95.0 83.1 83.9 68.9 92.6 82.3
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 207,754: 4,906 0 1,219 195,474 197,166 201,599 198,385: 6,155 9,369
Old : 207,754: 4,906 0 1,219 195,474 197,166 201,599 198,385: 6,155 9,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -10,737: -1,061 -1,736 -121 -9,329 -8,420 -10,511 -10,277: -226 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.6 94.1 94.9 97.0 95.5: 3.0 4.5
Old : 100.0: 2.4 0.0 0.6 94.1 94.9 97.0 95.5: 3.0 4.5
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 : 46: 2 0 1 36 35 38 36:
Old : 46: 2 0 1 36 35 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 44.3 68.3 64.9 47.8 32.8 55.9 46.7
Old : 50.7 44.3 68.3 64.9 47.8 32.8 55.9 46.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 17,199: 0 1,302 0 16,649 13,041 16,649 14,343: 550 2,856
Old : 17,199: 0 1,302 0 16,649 13,041 16,649 14,343: 550 2,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,624: 0 -1,140 -120 -2,962 -2,345 -3,082 -3,605: -542 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.0 96.8 75.8 96.8 83.4: 3.2 16.6
Old : 100.0: 0.0 7.6 0.0 96.8 75.8 96.8 83.4: 3.2 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 12 10 12 12:
Old : 20: 0 2 0 12 10 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 : 78.1 59.4 91.1 75.9 78.1 57.8 89.4 73.9
Old : 78.1 59.4 91.1 75.9 78.1 57.8 89.4 73.9
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,804: 500 10,469 2,014 90,975 75,352 93,489 87,835: 7,315 12,969
Old : 100,804: 500 10,469 2,014 90,975 75,352 93,489 87,835: 7,315 12,969
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -6,009: 500 -1,537 -221 -7,692 -5,673 -7,413 -7,431: 1,404 1,422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 10.4 2.0 90.2 74.8 92.7 87.1: 7.3 12.9
Old : 100.0: 0.5 10.4 2.0 90.2 74.8 92.7 87.1: 7.3 12.9
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 : 33: 1 3 2 19 24 21 28:
Old : 33: 1 3 2 19 24 21 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 : 56.9 39.3 77.6 59.6 56.9 30.8 67.8 48.3
Old : 56.9 39.3 77.6 59.6 56.9 30.8 67.8 48.3
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,397: 9,084 0 1,441 82,949 98,889 93,474 100,330: 8,923 2,067
Old : 102,397: 9,084 0 1,441 82,949 98,889 93,474 100,330: 8,923 2,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -5,974: 3,482 0 585 -8,879 -5,662 -4,812 -5,077: -1,162 -897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 0.0 1.4 81.0 96.6 91.3 98.0: 8.7 2.0
Old : 100.0: 8.9 0.0 1.4 81.0 96.6 91.3 98.0: 8.7 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 : 31: 5 0 2 19 19 24 21:
Old : 31: 5 0 2 19 19 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 : 51.6 63.8 70.3 81.0 42.6 54.0 57.3 68.6
Old : 51.6 63.8 70.3 81.0 42.6 54.0 57.3 68.6
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,164: 2,996 0 0 103,342 107,385 106,338 107,385: 4,826 3,779
Old : 111,164: 2,996 0 0 103,342 107,385 106,338 107,385: 4,826 3,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,981: -1,085 -403 0 -5,695 -4,447 -6,780 -4,850: 1,799 -131
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 93.0 96.6 95.7 96.6: 4.3 3.4
Old : 100.0: 2.7 0.0 0.0 93.0 96.6 95.7 96.6: 4.3 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 : 24: 1 0 0 19 15 20 15:
Old : 24: 1 0 0 19 15 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 71.0 78.5 91.4 47.6 53.7 59.8 70.1
Old : 61.3 71.0 78.5 91.4 47.6 53.7 59.8 70.1
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,074: 0 955 514 101,495 104,284 102,009 105,753: 6,065 2,321
Old : 108,074: 0 955 514 101,495 104,284 102,009 105,753: 6,065 2,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -6,857: -453 62 -421 -5,760 -6,188 -6,634 -6,547: -223 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.5 93.9 96.5 94.4 97.9: 5.6 2.1
Old : 100.0: 0.0 0.9 0.5 93.9 96.5 94.4 97.9: 5.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 17 15 19 17:
Old : 24: 0 2 2 17 15 19 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 : 67.9 66.5 83.5 87.4 63.7 64.8 77.2 85.2
Old : 67.9 66.5 83.5 87.4 63.7 64.8 77.2 85.2
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 143,923: 0 7,215 1,910 124,701 123,630 126,611 132,755: 17,312 11,168
Old : 143,923: 0 7,215 1,910 124,701 123,630 126,611 132,755: 17,312 11,168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -16,591: 0 -8,993 68 -19,058 -8,358 -18,990 -17,283: 2,399 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 1.3 86.6 85.9 88.0 92.2: 12.0 7.8
Old : 100.0: 0.0 5.0 1.3 86.6 85.9 88.0 92.2: 12.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 5 3 26 22 29 27:
Old : 35: 0 5 3 26 22 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 51.4 62.9 67.0 40.6 51.2 56.2 64.6
Old : 44.8 51.4 62.9 67.0 40.6 51.2 56.2 64.6
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 18,315: 0 3,317 0 18,067 14,750 18,067 18,067: 248 248
Old : 18,315: 0 3,317 0 18,067 14,750 18,067 18,067: 248 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -6,758: 0 -120 0 -6,608 -6,368 -6,608 -6,488: -150 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 0.0 98.6 80.5 98.6 98.6: 1.4 1.4
Old : 100.0: 0.0 18.1 0.0 98.6 80.5 98.6 98.6: 1.4 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 : 27: 0 5 0 11 12 11 17:
Old : 27: 0 5 0 11 12 11 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 56.0 94.2 79.5 76.9 56.0 90.1 76.5
Old : 76.9 56.0 94.2 79.5 76.9 56.0 90.1 76.5
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,233: 0 496 0 38,394 38,447 38,394 38,943: 1,839 1,290
Old : 40,233: 0 496 0 38,394 38,447 38,394 38,943: 1,839 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -7,298: -360 -300 0 -6,095 -6,976 -6,455 -7,276: -843 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 95.4 95.6 95.4 96.8: 4.6 3.2
Old : 100.0: 0.0 1.2 0.0 95.4 95.6 95.4 96.8: 4.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 13 14 13 15:
Old : 24: 0 1 0 13 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 75.6 86.3 91.2 53.3 75.6 76.2 80.3
Old : 55.3 75.6 86.3 91.2 53.3 75.6 76.2 80.3
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, December 08, 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 : 183,290: 0 6,126 610 175,006 168,791 175,616 175,527: 7,674 7,763
Old : 183,290: 0 6,126 610 175,006 168,791 175,616 175,527: 7,674 7,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -12,495: 0 -375 -569 -12,676 -11,440 -13,245 -12,384: 750 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.3 95.5 92.1 95.8 95.8: 4.2 4.2
Old : 100.0: 0.0 3.3 0.3 95.5 92.1 95.8 95.8: 4.2 4.2
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 : 50: 0 5 2 36 33 38 38:
Old : 50: 0 5 2 36 33 38 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 : 45.9 49.4 64.6 65.0 45.4 44.4 61.8 58.5
Old : 45.9 49.4 64.6 65.0 45.4 44.4 61.8 58.5
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 93,245: 0 0 0 85,734 88,411 85,734 88,411: 7,511 4,834
Old : 93,245: 0 0 0 85,734 88,411 85,734 88,411: 7,511 4,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -8,053: -279 0 0 -8,645 -7,729 -8,924 -7,729: 871 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.9 94.8 91.9 94.8: 8.1 5.2
Old : 100.0: 0.0 0.0 0.0 91.9 94.8 91.9 94.8: 8.1 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 19 19 19:
Old : 24: 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 : 58.8 64.1 76.3 80.3 56.3 55.4 68.3 67.9
Old : 58.8 64.1 76.3 80.3 56.3 55.4 68.3 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 73,555: 0 0 0 61,845 64,479 61,845 64,479: 11,710 9,076
Old : 73,555: 0 0 0 61,845 64,479 61,845 64,479: 11,710 9,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,833: 0 0 0 -5,345 -5,058 -5,345 -5,058: 512 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.1 87.7 84.1 87.7: 15.9 12.3
Old : 100.0: 0.0 0.0 0.0 84.1 87.7 84.1 87.7: 15.9 12.3
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 : 23: 0 0 0 15 16 15 16:
Old : 23: 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 : 52.4 61.0 75.4 78.9 52.1 60.6 66.8 73.3
Old : 52.4 61.0 75.4 78.9 52.1 60.6 66.8 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 72,816: 0 0 0 65,696 68,832 65,696 68,832: 7,120 3,984
Old : 72,816: 0 0 0 65,696 68,832 65,696 68,832: 7,120 3,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,351: -248 0 0 -2,115 -1,701 -2,363 -1,701: 12 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.2 94.5 90.2 94.5: 9.8 5.5
Old : 100.0: 0.0 0.0 0.0 90.2 94.5 90.2 94.5: 9.8 5.5
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: 0 0 0 20 16 20 16:
Old : 26: 0 0 0 20 16 20 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 : 52.8 67.9 71.2 81.9 51.9 64.7 63.3 74.5
Old : 52.8 67.9 71.2 81.9 51.9 64.7 63.3 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 88,750: 3,772 0 0 76,610 82,112 80,382 82,112: 8,368 6,638
Old : 88,750: 3,772 0 0 76,610 82,112 80,382 82,112: 8,368 6,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,720: -310 0 0 -8,168 -6,057 -8,478 -6,057: 3,758 1,337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 0.0 86.3 92.5 90.6 92.5: 9.4 7.5
Old : 100.0: 4.3 0.0 0.0 86.3 92.5 90.6 92.5: 9.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 14 10 15 10:
Old : 22: 1 0 0 14 10 15 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 : 62.1 71.6 77.9 89.3 62.1 70.7 77.9 87.3
Old : 62.1 71.6 77.9 89.3 62.1 70.7 77.9 87.3
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, December 08, 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 : 159,966: 23,064 11,806 14,347 121,875 133,408 159,286 159,561: 680 405
Old : 159,966: 23,064 11,806 14,347 121,875 133,408 159,286 159,561: 680 405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,380: 721 741 -594 -3,484 -3,554 -3,357 -3,407: -23 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.4 9.0 76.2 83.4 99.6 99.7: 0.4 0.3
Old : 100.0: 14.4 7.4 9.0 76.2 83.4 99.6 99.7: 0.4 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 : 82: 13 16 23 50 52 76 78:
Old : 82: 13 16 23 50 52 76 78:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 30.2 60.2 49.1 28.1 15.6 32.9 23.6
Old : 44.8 30.2 60.2 49.1 28.1 15.6 32.9 23.6
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, December 08, 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 : 51,391: 1,166 477 445 49,781 50,470 51,391 51,391: 0 0
Old : 51,391: 1,166 477 445 49,781 50,470 51,391 51,391: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 4,475: 102 -36 38 4,334 4,473 4,475 4,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.9 0.9 96.9 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.9 0.9 96.9 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 3 4 26 24 31 28:
Old : 36: 2 3 4 26 24 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 43.7 75.1 73.1 40.8 30.7 51.3 48.4
Old : 53.5 43.7 75.1 73.1 40.8 30.7 51.3 48.4
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, December 08, 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 : 449,064: 3,925 7,996 2,539 442,600 438,529 449,064 449,064: 0 0
Old : 449,064: 3,925 7,996 2,539 442,600 438,529 449,064 449,064: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 42,651: 101 -1,572 931 41,619 43,292 42,651 42,651: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.8 0.6 98.6 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 1.8 0.6 98.6 97.7 100.0 100.0: 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 : 28: 2 2 2 18 17 20 21:
Old : 28: 2 2 2 18 17 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 : 51.5 59.2 79.2 81.9 47.5 49.4 66.3 64.6
Old : 51.5 59.2 79.2 81.9 47.5 49.4 66.3 64.6
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, December 08, 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 : 1,573,657: 46,185 56,847 23,080 1,504,392 1,493,730 1,573,657 1,573,657: 0 0
Old : 1,573,657: 46,185 56,847 23,080 1,504,392 1,493,730 1,573,657 1,573,657: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -56,293: 9,763 4,305 -437 -65,619 -60,161 -56,293 -56,293: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.6 1.5 95.6 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 3.6 1.5 95.6 94.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 7 4 38 39 44 48:
Old : 56: 4 7 4 38 39 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 : 60.8 50.7 74.7 68.1 42.9 34.6 53.8 45.5
Old : 60.8 50.7 74.7 68.1 42.9 34.6 53.8 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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 : 68,497: 2,647 2,968 1,003 64,847 64,527 68,497 68,497: 0 0
Old : 68,497: 2,647 2,968 1,003 64,847 64,527 68,497 68,497: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,569: 591 489 -429 -2,731 -2,605 -2,569 -2,545: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.3 1.5 94.7 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 4.3 1.5 94.7 94.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 5 4 20 19 26 26:
Old : 35: 4 5 4 20 19 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 64.9 82.3 82.2 56.8 55.2 72.2 66.3
Old : 64.8 64.9 82.3 82.2 56.8 55.2 72.2 66.3
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, December 08, 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 : 529,044: 0 12,008 4,000 525,044 513,036 529,044 529,044: 0 0
Old : 529,044: 0 12,008 4,000 525,044 513,036 529,044 529,044: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -35,022: 0 1,650 -674 -34,348 -35,998 -35,022 -35,022: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.8 99.2 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.3 0.8 99.2 97.0 100.0 100.0: 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 : 31: 0 3 1 20 19 21 22:
Old : 31: 0 3 1 20 19 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 : 62.9 70.5 80.7 89.4 52.2 63.8 66.6 74.3
Old : 62.9 70.5 80.7 89.4 52.2 63.8 66.6 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 430,280: 0 1,544 0 430,280 428,736 430,280 430,280: 0 0
Old : 430,280: 0 1,544 0 430,280 428,736 430,280 430,280: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -20,393: 0 784 0 -20,393 -21,177 -20,393 -20,393: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.0 100.0 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 : 39: 0 2 0 27 31 27 33:
Old : 39: 0 2 0 27 31 27 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 : 53.0 52.6 78.6 72.1 50.0 49.8 67.0 66.4
Old : 53.0 52.6 78.6 72.1 50.0 49.8 67.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 41,082: 446 1,027 298 39,336 38,629 40,080 39,954: 1,002 1,128
Old : 41,082: 446 1,027 298 39,336 38,629 40,080 39,954: 1,002 1,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,925: -60 -320 0 -1,868 -1,953 -1,928 -2,273: 3 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.5 0.7 95.7 94.0 97.6 97.3: 2.4 2.7
Old : 100.0: 1.1 2.5 0.7 95.7 94.0 97.6 97.3: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 2 2 30 25 36 28:
Old : 40: 5 2 2 30 25 36 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 : 49.0 58.3 72.7 75.1 46.0 55.9 64.7 68.9
Old : 49.0 58.3 72.7 75.1 46.0 55.9 64.7 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,777: 7 0 98 48,514 48,632 48,619 48,730: 158 47
Old : 48,777: 7 0 98 48,514 48,632 48,619 48,730: 158 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,950: 7 0 98 -4,039 -3,970 -3,934 -3,872: -16 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.2 99.5 99.7 99.7 99.9: 0.3 0.1
Old : 100.0: 0.0 0.0 0.2 99.5 99.7 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 0 1 37 31 38 32:
Old : 44: 1 0 1 37 31 38 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 52.1 67.3 74.5 46.6 42.1 57.3 62.5
Old : 50.5 52.1 67.3 74.5 46.6 42.1 57.3 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 64,846: 50 0 0 64,547 64,710 64,597 64,710: 249 136
Old : 64,846: 50 0 0 64,547 64,710 64,597 64,710: 249 136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,547: 0 0 0 -4,531 -4,578 -4,531 -4,578: -16 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.5 99.8 99.6 99.8: 0.4 0.2
Old : 100.0: 0.1 0.0 0.0 99.5 99.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 0 0 36 33 37 33:
Old : 44: 1 0 0 36 33 37 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 : 45.9 51.3 67.0 75.9 44.2 45.9 60.8 65.3
Old : 45.9 51.3 67.0 75.9 44.2 45.9 60.8 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,062: 0 0 0 16,752 16,932 16,752 16,932: 310 130
Old : 17,062: 0 0 0 16,752 16,932 16,752 16,932: 310 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,228: 0 0 0 -1,398 -1,238 -1,398 -1,238: 170 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.2 99.2 98.2 99.2: 1.8 0.8
Old : 100.0: 0.0 0.0 0.0 98.2 99.2 98.2 99.2: 1.8 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 : 26: 0 0 0 20 17 20 17:
Old : 26: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 72.9 85.4 92.5 56.3 70.7 71.6 77.3
Old : 63.7 72.9 85.4 92.5 56.3 70.7 71.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 239,880: 392 0 0 239,488 239,880 239,880 239,880: 0 0
Old : 239,880: 392 0 0 239,488 239,880 239,880 239,880: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,688: 0 0 0 -2,688 -2,688 -2,688 -2,688: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 25 21 26 21:
Old : 31: 1 0 0 25 21 26 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 : 43.6 70.7 66.6 89.1 43.2 61.4 62.5 71.1
Old : 43.6 70.7 66.6 89.1 43.2 61.4 62.5 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,124: 1,108 44 0 6,931 7,609 8,039 7,653: 85 471
Old : 8,124: 1,108 44 0 6,931 7,609 8,039 7,653: 85 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,077: -160 -140 0 -879 -979 -1,039 -1,119: -38 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.5 0.0 85.3 93.7 99.0 94.2: 1.0 5.8
Old : 100.0: 13.6 0.5 0.0 85.3 93.7 99.0 94.2: 1.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 18 15 19 16:
Old : 22: 1 1 0 18 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 59.8 77.6 82.5 54.4 54.0 72.4 69.5
Old : 55.5 59.8 77.6 82.5 54.4 54.0 72.4 69.5
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,435: 0 500 0 18,435 17,815 18,435 18,315: 0 120
Old : 18,435: 0 500 0 18,435 17,815 18,435 18,315: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -520: 0 -50 0 -520 -450 -520 -500: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 100.0 96.6 100.0 99.3: 0.0 0.7
Old : 100.0: 0.0 2.7 0.0 100.0 96.6 100.0 99.3: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 0 21 19 21 21:
Old : 32: 0 2 0 21 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 52.9 79.7 80.9 53.1 47.1 68.2 65.1
Old : 56.3 52.9 79.7 80.9 53.1 47.1 68.2 65.1
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,845: 0 275 0 21,665 21,490 21,665 21,765: 180 80
Old : 21,845: 0 275 0 21,665 21,490 21,665 21,765: 180 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -355: 0 0 0 -355 -355 -355 -355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 99.2 98.4 99.2 99.6: 0.8 0.4
Old : 100.0: 0.0 1.3 0.0 99.2 98.4 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 0 26 26 26 28:
Old : 32: 0 2 0 26 26 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 59.4 66.9 82.6 30.4 40.7 44.9 50.8
Old : 46.6 59.4 66.9 82.6 30.4 40.7 44.9 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,371: 170 82 66 17,942 17,353 18,178 17,501: 193 870
Old : 18,371: 170 82 66 17,942 17,353 18,178 17,501: 193 870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -943: 60 0 22 -1,007 -711 -925 -689: -18 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.4 0.4 97.7 94.5 98.9 95.3: 1.1 4.7
Old : 100.0: 0.9 0.4 0.4 97.7 94.5 98.9 95.3: 1.1 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 : 34: 2 1 2 24 26 27 28:
Old : 34: 2 1 2 24 26 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 : 37.2 61.0 58.2 78.7 35.6 52.7 53.8 64.0
Old : 37.2 61.0 58.2 78.7 35.6 52.7 53.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,847: 325 5,558 58 61,224 56,031 61,607 61,647: 240 200
Old : 61,847: 325 5,558 58 61,224 56,031 61,607 61,647: 240 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,929: 220 -522 -81 -4,063 -3,301 -3,924 -3,904: -5 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 9.0 0.1 99.0 90.6 99.6 99.7: 0.4 0.3
Old : 100.0: 0.5 9.0 0.1 99.0 90.6 99.6 99.7: 0.4 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 : 45: 3 5 2 34 30 39 35:
Old : 45: 3 5 2 34 30 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 42.5 74.8 68.4 54.1 41.4 72.3 65.7
Old : 54.9 42.5 74.8 68.4 54.1 41.4 72.3 65.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,286: 100 11,929 961 70,194 58,286 71,255 71,176: 31 110
Old : 71,286: 100 11,929 961 70,194 58,286 71,255 71,176: 31 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -5,495: -56 -736 -1,029 -4,405 -3,725 -5,490 -5,490: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.7 1.3 98.5 81.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.1 16.7 1.3 98.5 81.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 10 5 33 36 38 47:
Old : 51: 1 10 5 33 36 38 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 45.9 68.4 67.2 48.3 44.1 64.1 62.6
Old : 48.8 45.9 68.4 67.2 48.3 44.1 64.1 62.6
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,720: 910 0 0 45,800 46,720 46,710 46,720: 10 0
Old : 46,720: 910 0 0 45,800 46,720 46,710 46,720: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,995: -120 0 0 -2,865 -2,995 -2,985 -2,995: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.0 98.0 100.0 100.0 100.0: 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 : 33: 1 0 0 29 16 30 16:
Old : 33: 1 0 0 29 16 30 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 : 62.9 95.0 78.6 97.7 61.1 93.8 76.6 94.2
Old : 62.9 95.0 78.6 97.7 61.1 93.8 76.6 94.2
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,060: 765 0 0 50,235 51,060 51,000 51,060: 60 0
Old : 51,060: 765 0 0 50,235 51,060 51,000 51,060: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,135: -130 0 0 -1,005 -1,135 -1,135 -1,135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.4 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 0.0 0.0 98.4 100.0 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 : 34: 1 0 0 30 17 31 17:
Old : 34: 1 0 0 30 17 31 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 : 61.5 93.4 76.1 97.5 60.6 89.9 74.8 91.0
Old : 61.5 93.4 76.1 97.5 60.6 89.9 74.8 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 341,693: 33,090 26,528 2,007 306,596 313,158 341,693 341,693: 0 0
Old : 341,693: 33,090 26,528 2,007 306,596 313,158 341,693 341,693: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -21,572: -482 800 0 -21,090 -22,372 -21,572 -21,572: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.8 0.6 89.7 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 9.7 7.8 0.6 89.7 91.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 3 2 26 32 29 37:
Old : 42: 3 3 2 26 32 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 45.5 74.0 64.9 43.6 40.1 65.4 58.7
Old : 48.0 45.5 74.0 64.9 43.6 40.1 65.4 58.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,602: 5,044 2,523 438 20,911 23,044 26,393 26,005: 209 597
Old : 26,602: 5,044 2,523 438 20,911 23,044 26,393 26,005: 209 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,279: -136 -22 -30 -1,076 -1,228 -1,241 -1,280: -38 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 9.5 1.6 78.6 86.6 99.2 97.8: 0.8 2.2
Old : 100.0: 19.0 9.5 1.6 78.6 86.6 99.2 97.8: 0.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 5 4 24 30 29 38:
Old : 41: 4 5 4 24 30 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 : 52.4 36.3 79.4 57.1 48.9 35.6 71.4 55.1
Old : 52.4 36.3 79.4 57.1 48.9 35.6 71.4 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 30,851: 155 3,131 1,257 29,439 26,463 30,851 30,851: 0 0
Old : 30,851: 155 3,131 1,257 29,439 26,463 30,851 30,851: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,160: -264 204 0 -2,896 -3,364 -3,160 -3,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 10.1 4.1 95.4 85.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 10.1 4.1 95.4 85.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 5 2 13 13 16 18:
Old : 25: 1 5 2 13 13 16 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 : 69.7 76.6 87.6 90.3 61.6 69.9 72.6 76.2
Old : 69.7 76.6 87.6 90.3 61.6 69.9 72.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 333,366: 0 784 0 333,366 332,582 333,366 333,366: 0 0
Old : 333,366: 0 784 0 333,366 332,582 333,366 333,366: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -55,437: 0 -802 0 -55,437 -54,635 -55,437 -55,437: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 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 : 29: 0 1 0 21 18 21 19:
Old : 29: 0 1 0 21 18 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 : 63.8 89.8 83.6 96.0 63.0 79.3 78.9 83.5
Old : 63.8 89.8 83.6 96.0 63.0 79.3 78.9 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 27,982: 740 217 0 27,220 27,340 27,960 27,557: 22 425
Old : 27,982: 740 217 0 27,220 27,340 27,960 27,557: 22 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,986: -41 -160 0 -2,925 -2,804 -2,966 -2,964: -20 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.8 0.0 97.3 97.7 99.9 98.5: 0.1 1.5
Old : 100.0: 2.6 0.8 0.0 97.3 97.7 99.9 98.5: 0.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 0 17 22 20 24:
Old : 32: 3 2 0 17 22 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 80.5 86.0 90.3 61.7 71.9 75.7 78.0
Old : 66.1 80.5 86.0 90.3 61.7 71.9 75.7 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 127,946: 0 6,664 0 127,946 121,282 127,946 127,946: 0 0
Old : 127,946: 0 6,664 0 127,946 121,282 127,946 127,946: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -2,121: 0 -401 0 -2,121 -1,720 -2,121 -2,121: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 12 11 13:
Old : 21: 0 1 0 11 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0
Old : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,247: 2,207 0 176 12,799 14,351 15,182 14,527: 65 720
Old : 15,247: 2,207 0 176 12,799 14,351 15,182 14,527: 65 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,170: 95 0 -254 -1,012 -816 -1,171 -1,070: 1 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.0 1.2 83.9 94.1 99.6 95.3: 0.4 4.7
Old : 100.0: 14.5 0.0 1.2 83.9 94.1 99.6 95.3: 0.4 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 : 30: 4 0 2 20 21 24 23:
Old : 30: 4 0 2 20 21 24 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 : 45.7 46.6 70.9 65.1 35.1 35.4 53.0 50.1
Old : 45.7 46.6 70.9 65.1 35.1 35.4 53.0 50.1
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 184,439: 23,675 0 793 159,971 183,646 184,439 184,439: 0 0
Old : 184,439: 23,675 0 793 159,971 183,646 184,439 184,439: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -10,942: -5,905 0 -811 -4,226 -10,131 -10,942 -10,942: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 0.4 86.7 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 12.8 0.0 0.4 86.7 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 : 30: 3 0 1 18 22 21 23:
Old : 30: 3 0 1 18 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 56.5 77.9 78.6 49.9 50.1 63.5 67.3
Old : 57.5 56.5 77.9 78.6 49.9 50.1 63.5 67.3
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,363: 0 1,060 63 15,300 13,985 15,363 15,108: 0 255
Old : 15,363: 0 1,060 63 15,300 13,985 15,363 15,108: 0 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -656: -14 306 -86 -496 -793 -596 -573: -60 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.9 0.4 99.6 91.0 100.0 98.3: 0.0 1.7
Old : 100.0: 0.0 6.9 0.4 99.6 91.0 100.0 98.3: 0.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 3 1 21 23 22 26:
Old : 31: 0 3 1 21 23 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 50.5 78.2 69.1 47.7 44.6 64.3 61.5
Old : 54.9 50.5 78.2 69.1 47.7 44.6 64.3 61.5
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 162,833: 2,788 0 1,909 158,136 160,924 162,833 162,833: 0 0
Old : 162,833: 2,788 0 1,909 158,136 160,924 162,833 162,833: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -7,198: 802 0 -802 -7,198 -6,396 -7,198 -7,198: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 21 19 23 21:
Old : 28: 2 0 2 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 63.0 84.6 82.7 59.6 57.1 68.7 68.8
Old : 66.4 63.0 84.6 82.7 59.6 57.1 68.7 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 17,048: 78 0 0 16,970 17,048 17,048 17,048: 0 0
Old : 17,048: 78 0 0 16,970 17,048 17,048 17,048: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 693: 0 0 0 693 693 693 693: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 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 : 23: 1 0 0 14 20 15 20:
Old : 23: 1 0 0 14 20 15 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 : 89.9 64.3 95.0 87.5 46.8 37.6 51.2 47.5
Old : 89.9 64.3 95.0 87.5 46.8 37.6 51.2 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,675: 0 0 0 6,460 6,600 6,460 6,600: 215 75
Old : 6,675: 0 0 0 6,460 6,600 6,460 6,600: 215 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 98.9 96.8 98.9: 3.2 1.1
Old : 100.0: 0.0 0.0 0.0 96.8 98.9 96.8 98.9: 3.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 9 15 9:
Old : 20: 0 0 0 15 9 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 82.7 85.1 98.1 60.1 80.1 77.1 85.9
Old : 65.6 82.7 85.1 98.1 60.1 80.1 77.1 85.9
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,540: 0 1,180 0 9,415 8,355 9,415 9,535: 125 5
Old : 9,540: 0 1,180 0 9,415 8,355 9,415 9,535: 125 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -155: 0 130 0 -140 -280 -140 -150: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 0.0 98.7 87.6 98.7 99.9: 1.3 0.1
Old : 100.0: 0.0 12.4 0.0 98.7 87.6 98.7 99.9: 1.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 16 21 17:
Old : 27: 0 1 0 21 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 69.3 77.9 86.7 52.9 66.1 66.6 78.2
Old : 60.3 69.3 77.9 86.7 52.9 66.1 66.6 78.2
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, December 08, 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 : 837,821: 84,838 24,637 94,576 658,407 718,607 837,821 837,821: 0 0
Old : 837,821: 84,838 24,637 94,576 658,407 718,607 837,821 837,821: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 24,554: 9,162 -2,365 7,672 21,458 31,600 38,291 36,906: -13,737 -12,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.9 11.3 78.6 85.8 100.0 100.0: 0.0 0.0
Old : 100.0: 10.1 2.9 11.3 78.6 85.8 100.0 100.0: 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 : 29: 5 2 4 22 19 29 23:
Old : 29: 5 2 4 22 19 29 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 : 48.8 44.8 73.1 73.5 22.0 25.8 29.0 30.6
Old : 48.8 44.8 73.1 73.5 22.0 25.8 29.0 30.6
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,035: 0 450 0 22,720 22,585 22,720 23,035: 315 0
Old : 23,035: 0 450 0 22,720 22,585 22,720 23,035: 315 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -160: 0 -75 0 -75 -85 -75 -160: -85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 22 16 22 17:
Old : 28: 0 1 0 22 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 79.4 83.3 93.2 56.5 74.5 74.9 81.7
Old : 60.2 79.4 83.3 93.2 56.5 74.5 74.9 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,695: 0 450 0 19,310 19,180 19,310 19,630: 385 65
Old : 19,695: 0 450 0 19,310 19,180 19,310 19,630: 385 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -970: 0 -75 0 -885 -880 -885 -955: -85 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3
Old : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 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 : 24: 0 1 0 19 13 19 14:
Old : 24: 0 1 0 19 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 88.7 83.7 95.5 60.0 86.4 80.1 91.1
Old : 62.6 88.7 83.7 95.5 60.0 86.4 80.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,349: 250 75 0 21,099 21,274 21,349 21,349: 0 0
Old : 21,349: 250 75 0 21,099 21,274 21,349 21,349: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,965: 0 -150 0 -1,965 -1,815 -1,965 -1,965: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.4 0.0 98.8 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.4 0.0 98.8 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 1 0 22 20 23 21:
Old : 33: 1 1 0 22 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 64.9 77.6 86.5 55.6 63.8 75.3 82.0
Old : 57.6 64.9 77.6 86.5 55.6 63.8 75.3 82.0
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,064: 250 0 0 19,814 20,064 20,064 20,064: 0 0
Old : 20,064: 250 0 0 19,814 20,064 20,064 20,064: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,790: 0 0 0 -1,790 -1,790 -1,790 -1,790: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 20 16 21 16:
Old : 27: 1 0 0 20 16 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 : 63.0 72.9 80.0 93.0 61.6 69.3 77.7 84.8
Old : 63.0 72.9 80.0 93.0 61.6 69.3 77.7 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 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: 0 300 0 18,395 18,695 18,395 18,995: 600 0
Old : 18,995: 0 300 0 18,395 18,695 18,395 18,995: 600 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,000: 0 -200 0 -965 -800 -965 -1,000: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 96.8 98.4 96.8 100.0: 3.2 0.0
Old : 100.0: 0.0 1.6 0.0 96.8 98.4 96.8 100.0: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 16 10 16 12:
Old : 22: 0 2 0 16 10 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 93.1 85.0 97.6 69.5 89.5 83.6 92.9
Old : 69.5 93.1 85.0 97.6 69.5 89.5 83.6 92.9
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,295: 0 0 0 16,910 17,175 16,910 17,175: 385 120
Old : 17,295: 0 0 0 16,910 17,175 16,910 17,175: 385 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 790: 0 0 0 855 830 855 830: -65 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 99.3 97.8 99.3: 2.2 0.7
Old : 100.0: 0.0 0.0 0.0 97.8 99.3 97.8 99.3: 2.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 23 13 23 13:
Old : 26: 0 0 0 23 13 23 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 : 57.2 88.2 73.1 98.2 53.6 79.4 69.2 84.3
Old : 57.2 88.2 73.1 98.2 53.6 79.4 69.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,295: 0 200 0 18,010 17,975 18,010 18,175: 285 120
Old : 18,295: 0 200 0 18,010 17,975 18,010 18,175: 285 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 463: -25 0 0 578 503 553 503: -90 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 98.4 98.3 98.4 99.3: 1.6 0.7
Old : 100.0: 0.0 1.1 0.0 98.4 98.3 98.4 99.3: 1.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 0 24 17 24 18:
Old : 30: 0 1 0 24 17 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 85.8 72.8 95.6 50.6 80.7 67.5 87.6
Old : 55.0 85.8 72.8 95.6 50.6 80.7 67.5 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,134: 1,410 830 50 116,674 117,254 118,134 118,134: 0 0
Old : 118,134: 1,410 830 50 116,674 117,254 118,134 118,134: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -5,430: -1,700 -230 0 -3,730 -5,200 -5,430 -5,430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.7 0.0 98.8 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.7 0.0 98.8 99.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 2 1 34 34 37 37:
Old : 48: 3 2 1 34 34 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 60.6 61.7 78.5 38.6 52.5 53.7 63.1
Old : 41.5 60.6 61.7 78.5 38.6 52.5 53.7 63.1
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 125,333: 3,135 1,480 425 121,773 123,341 125,333 125,246: 0 87
Old : 125,333: 3,135 1,480 425 121,773 123,341 125,333 125,246: 0 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,318: -445 -355 100 -3,958 -4,078 -4,303 -4,333: -15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.2 0.3 97.2 98.4 100.0 99.9: 0.0 0.1
Old : 100.0: 2.5 1.2 0.3 97.2 98.4 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 3 4 36 35 42 42:
Old : 53: 6 3 4 36 35 42 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 60.0 60.0 76.2 38.4 53.9 53.5 62.8
Old : 41.7 60.0 60.0 76.2 38.4 53.9 53.5 62.8
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 149,882: 14,474 14,389 5,239 129,948 130,187 149,661 149,815: 221 67
Old : 149,882: 14,474 14,389 5,239 129,948 130,187 149,661 149,815: 221 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -3,819: -1,340 1,369 135 -2,652 -5,160 -3,857 -3,656: 38 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.6 3.5 86.7 86.9 99.9 100.0: 0.1 0.0
Old : 100.0: 9.7 9.6 3.5 86.7 86.9 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 : 72: 7 13 12 47 42 61 60:
Old : 72: 7 13 12 47 42 61 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.8 51.5 47.4 65.4 29.3 45.0 42.2 55.5
Old : 29.8 51.5 47.4 65.4 29.3 45.0 42.2 55.5
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 105,462: 1,810 2,285 2,300 101,083 100,787 105,193 105,372: 269 90
Old : 105,462: 1,810 2,285 2,300 101,083 100,787 105,193 105,372: 269 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -4,618: -100 -110 -200 -4,495 -4,398 -4,795 -4,708: 177 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.2 2.2 95.8 95.6 99.7 99.9: 0.3 0.1
Old : 100.0: 1.7 2.2 2.2 95.8 95.6 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 3 3 39 35 45 39:
Old : 49: 4 3 3 39 35 45 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 66.1 46.7 79.5 26.8 59.0 41.7 66.8
Old : 29.4 66.1 46.7 79.5 26.8 59.0 41.7 66.8
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,565: 370 785 60 22,135 21,660 22,565 22,505: 0 60
Old : 22,565: 370 785 60 22,135 21,660 22,565 22,505: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,160: -25 -20 0 -1,135 -1,130 -1,160 -1,150: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.5 0.3 98.1 96.0 100.0 99.7: 0.0 0.3
Old : 100.0: 1.6 3.5 0.3 98.1 96.0 100.0 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 : 32: 1 2 1 26 14 27 17:
Old : 32: 1 2 1 26 14 27 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 81.9 77.3 95.4 58.5 81.6 76.7 91.5
Old : 58.5 81.9 77.3 95.4 58.5 81.6 76.7 91.5
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,905: 50 0 100 17,735 17,725 17,885 17,825: 20 80
Old : 17,905: 50 0 100 17,735 17,725 17,885 17,825: 20 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -665: 25 0 -25 -655 -680 -655 -705: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.6 99.1 99.0 99.9 99.6: 0.1 0.4
Old : 100.0: 0.3 0.0 0.6 99.1 99.0 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 23 11 24 12:
Old : 26: 1 0 1 23 11 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 85.6 77.9 98.4 56.7 85.1 77.0 91.6
Old : 56.7 85.6 77.9 98.4 56.7 85.1 77.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 29,543: 334 300 5 29,154 28,973 29,493 29,278: 50 265
Old : 29,543: 334 300 5 29,154 28,973 29,493 29,278: 50 265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -820: 0 0 0 -800 -800 -800 -800: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.7 98.1 99.8 99.1: 0.2 0.9
Old : 100.0: 1.1 1.0 0.0 98.7 98.1 99.8 99.1: 0.2 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 : 37: 2 1 1 29 29 31 31:
Old : 37: 2 1 1 29 29 31 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 : 48.3 53.3 65.2 71.3 42.8 43.7 54.9 56.3
Old : 48.3 53.3 65.2 71.3 42.8 43.7 54.9 56.3
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 12,540: 0 0 0 12,540 12,420 12,540 12,420: 0 120
Old : 12,540: 0 0 0 12,540 12,420 12,540 12,420: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -68: 0 0 0 -68 -68 -68 -68: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 0.0 0.0 0.0 100.0 99.0 100.0 99.0: 0.0 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 : 21: 0 0 0 17 16 17 16:
Old : 21: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 68.5 75.5 90.0 43.1 60.4 60.3 69.8
Old : 46.9 68.5 75.5 90.0 43.1 60.4 60.3 69.8
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,400: 2,945 1,795 100 25,195 26,370 28,240 28,265: 160 135
Old : 28,400: 2,945 1,795 100 25,195 26,370 28,240 28,265: 160 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,945: -483 0 -125 -1,272 -1,820 -1,880 -1,945: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 6.3 0.4 88.7 92.9 99.4 99.5: 0.6 0.5
Old : 100.0: 10.4 6.3 0.4 88.7 92.9 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 1 21 26 25 29:
Old : 36: 4 2 1 21 26 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 42.8 78.0 68.8 51.7 42.7 67.7 66.7
Old : 60.7 42.8 78.0 68.8 51.7 42.7 67.7 66.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,100: 1,470 0 0 22,466 24,070 23,936 24,070: 164 30
Old : 24,100: 1,470 0 0 22,466 24,070 23,936 24,070: 164 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,517: -435 0 0 -1,054 -1,492 -1,489 -1,492: -28 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 0.0 93.2 99.9 99.3 99.9: 0.7 0.1
Old : 100.0: 6.1 0.0 0.0 93.2 99.9 99.3 99.9: 0.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 0 22 22 24 22:
Old : 32: 2 0 0 22 22 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 60.1 80.3 81.5 39.8 45.7 58.5 60.3
Old : 56.1 60.1 80.3 81.5 39.8 45.7 58.5 60.3
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,251: 265 976 71 32,865 32,204 33,201 33,251: 50 0
Old : 33,251: 265 976 71 32,865 32,204 33,201 33,251: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: 152: 74 -109 -19 102 280 157 152: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.9 0.2 98.8 96.9 99.8 100.0: 0.2 0.0
Old : 100.0: 0.8 2.9 0.2 98.8 96.9 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 3 2 30 28 32 32:
Old : 39: 1 3 2 30 28 32 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 60.1 73.7 81.2 54.5 59.4 70.5 77.3
Old : 56.7 60.1 73.7 81.2 54.5 59.4 70.5 77.3
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,583: 0 35 170 22,018 22,258 22,188 22,463: 395 120
Old : 22,583: 0 35 170 22,018 22,258 22,188 22,463: 395 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -680: 0 -90 30 -695 -740 -665 -800: -15 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.8 97.5 98.6 98.3 99.5: 1.7 0.5
Old : 100.0: 0.0 0.2 0.8 97.5 98.6 98.3 99.5: 1.7 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 : 33: 0 1 1 26 25 27 26:
Old : 33: 0 1 1 26 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 : 55.4 66.7 73.0 88.7 45.3 61.9 59.8 73.7
Old : 55.4 66.7 73.0 88.7 45.3 61.9 59.8 73.7
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,304: 0 590 0 19,160 18,404 19,160 18,994: 144 310
Old : 19,304: 0 590 0 19,160 18,404 19,160 18,994: 144 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -502: 0 -112 0 -482 -190 -482 -302: -20 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 99.3 95.3 99.3 98.4: 0.7 1.6
Old : 100.0: 0.0 3.1 0.0 99.3 95.3 99.3 98.4: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 19 18 19 19:
Old : 26: 0 1 0 19 18 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 : 57.1 63.9 84.4 83.1 56.1 62.7 78.5 78.5
Old : 57.1 63.9 84.4 83.1 56.1 62.7 78.5 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,303: 0 300 0 15,189 14,793 15,189 15,093: 114 210
Old : 15,303: 0 300 0 15,189 14,793 15,189 15,093: 114 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -160: 0 0 0 -140 30 -140 30: -20 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 99.3 96.7 99.3 98.6: 0.7 1.4
Old : 100.0: 0.0 2.0 0.0 99.3 96.7 99.3 98.6: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 14 18 15:
Old : 23: 0 1 0 18 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 66.7 77.6 87.5 45.8 64.2 71.1 77.6
Old : 46.5 66.7 77.6 87.5 45.8 64.2 71.1 77.6
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, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,349: 1,064 900 10 34,085 34,224 35,159 35,134: 190 215
Old : 35,349: 1,064 900 10 34,085 34,224 35,159 35,134: 190 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -1,900: -565 0 -10 -1,325 -2,000 -1,900 -2,010: 0 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.5 0.0 96.4 96.8 99.5 99.4: 0.5 0.6
Old : 100.0: 3.0 2.5 0.0 96.4 96.8 99.5 99.4: 0.5 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 : 39: 4 2 1 29 24 33 27:
Old : 39: 4 2 1 29 24 33 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 : 47.4 45.7 66.3 73.3 45.5 42.0 62.0 66.7
Old : 47.4 45.7 66.3 73.3 45.5 42.0 62.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,329: 910 0 0 14,299 15,329 15,209 15,329: 120 0
Old : 15,329: 910 0 0 14,299 15,329 15,209 15,329: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -91: -25 0 0 -66 -91 -91 -91: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.0 0.0 93.3 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 5.9 0.0 0.0 93.3 100.0 99.2 100.0: 0.8 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 0 0 22 20 23 20:
Old : 27: 1 0 0 22 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 65.9 73.8 86.9 47.4 61.7 68.0 78.2
Old : 47.6 65.9 73.8 86.9 47.4 61.7 68.0 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,522: 1,873 125 0 12,609 14,367 14,482 14,492: 40 30
Old : 14,522: 1,873 125 0 12,609 14,367 14,482 14,492: 40 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 1, 2015 :
: -616: -45 75 0 -561 -691 -606 -616: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.9 0.0 86.8 98.9 99.7 99.8: 0.3 0.2
Old : 100.0: 12.9 0.9 0.0 86.8 98.9 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 0 23 22 24 24:
Old : 30: 1 2 0 23 22 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 : 41.3 69.1 64.2 86.0 37.0 63.4 55.5 71.3
Old : 41.3 69.1 64.2 86.0 37.0 63.4 55.5 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 11, 2015