CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 8,667: 3,796 131 225 4,636 8,310 8,657 8,666: 10 1
Old : 8,667: 3,796 131 225 4,636 8,310 8,657 8,666: 10 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -770: -495 -50 0 -275 -720 -770 -770: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 1.5 2.6 53.5 95.9 99.9 100.0: 0.1 0.0
Old : 100.0: 43.8 1.5 2.6 53.5 95.9 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 : 21: 9 2 2 7 7 17 10:
Old : 21: 9 2 2 7 7 17 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 : 70.6 87.5 93.0 97.7 64.5 86.0 86.9 91.0
Old : 70.6 87.5 93.0 97.7 64.5 86.0 86.9 91.0
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 32,255: 19,526 10,793 1,680 10,960 19,782 32,166 32,255: 89 0
Old : 32,255: 19,526 10,793 1,680 10,960 19,782 32,166 32,255: 89 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -5,044: -3,041 466 -1,315 -675 -4,195 -5,031 -5,044: -13 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 33.5 5.2 34.0 61.3 99.7 100.0: 0.3 0.0
Old : 100.0: 60.5 33.5 5.2 34.0 61.3 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 12 9 6 6 10 22 22:
Old : 34: 12 9 6 6 10 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 52.2 86.1 79.7 70.2 52.2 79.7 75.4
Old : 72.7 52.2 86.1 79.7 70.2 52.2 79.7 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 8,745: 1,585 7,464 200 6,960 1,081 8,745 8,745: 0 0
Old : 8,745: 1,585 7,464 200 6,960 1,081 8,745 8,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 85.4 2.3 79.6 12.4 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 85.4 2.3 79.6 12.4 100.0 100.0: 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 : 20: 4 8 2 7 2 12 11:
Old : 20: 4 8 2 7 2 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 83.4 92.6 96.7 71.0 83.4 88.0 91.4
Old : 71.6 83.4 92.6 96.7 71.0 83.4 88.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 30,425: 16,250 26,395 850 13,325 3,180 30,425 30,425: 0 0
Old : 30,425: 16,250 26,395 850 13,325 3,180 30,425 30,425: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 86.8 2.8 43.8 10.5 100.0 100.0: 0.0 0.0
Old : 100.0: 53.4 86.8 2.8 43.8 10.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 8 4 7 2 18 11:
Old : 25: 8 8 4 7 2 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 84.1 86.3 97.0 71.0 84.0 85.5 95.2
Old : 71.0 84.1 86.3 97.0 71.0 84.0 85.5 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 16,520: 4,810 13,885 1,595 10,115 1,000 16,520 16,480: 0 40
Old : 16,520: 4,810 13,885 1,595 10,115 1,000 16,520 16,480: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 84.0 9.7 61.2 6.1 100.0 99.8: 0.0 0.2
Old : 100.0: 29.1 84.0 9.7 61.2 6.1 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 10 4 6 3 16 14:
Old : 24: 7 10 4 6 3 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 76.9 86.7 93.3 58.8 73.8 78.5 84.7
Old : 62.6 76.9 86.7 93.3 58.8 73.8 78.5 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 43,086: 4,685 10,171 2,155 36,226 30,740 43,066 43,066: 20 20
Old : 43,086: 4,685 10,171 2,155 36,226 30,740 43,066 43,066: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -2,639: 0 -969 50 -2,689 -1,720 -2,639 -2,639: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 23.6 5.0 84.1 71.3 100.0 100.0: 0.0 0.0
Old : 100.0: 10.9 23.6 5.0 84.1 71.3 100.0 100.0: 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 : 31: 5 10 5 11 11 20 23:
Old : 31: 5 10 5 11 11 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 61.3 79.1 81.3 51.9 56.9 70.2 72.5
Old : 56.6 61.3 79.1 81.3 51.9 56.9 70.2 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 11,860: 6,875 9,110 200 4,775 2,550 11,850 11,860: 10 0
Old : 11,860: 6,875 9,110 200 4,775 2,550 11,850 11,860: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 -250 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 76.8 1.7 40.3 21.5 99.9 100.0: 0.1 0.0
Old : 100.0: 58.0 76.8 1.7 40.3 21.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 8 2 4 4 12 12:
Old : 21: 6 8 2 4 4 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 : 73.6 76.8 96.1 93.1 73.6 76.0 96.1 92.2
Old : 73.6 76.8 96.1 93.1 73.6 76.0 96.1 92.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 9,400: 4,325 5,070 320 4,735 4,010 9,380 9,400: 20 0
Old : 9,400: 4,325 5,070 320 4,735 4,010 9,380 9,400: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 100: 0 100 0 100 0 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 53.9 3.4 50.4 42.7 99.8 100.0: 0.2 0.0
Old : 100.0: 46.0 53.9 3.4 50.4 42.7 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 : 21: 8 4 1 6 5 14 10:
Old : 21: 8 4 1 6 5 14 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 : 65.8 63.8 86.2 94.5 63.1 61.8 77.5 85.4
Old : 65.8 63.8 86.2 94.5 63.1 61.8 77.5 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 12,195: 3,820 6,920 1,000 7,375 4,275 12,195 12,195: 0 0
Old : 12,195: 3,820 6,920 1,000 7,375 4,275 12,195 12,195: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 56.7 8.2 60.5 35.1 100.0 100.0: 0.0 0.0
Old : 100.0: 31.3 56.7 8.2 60.5 35.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 5 3 6 3 17 10:
Old : 23: 10 5 3 6 3 17 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 : 52.3 72.4 80.0 95.9 52.3 65.0 74.6 85.2
Old : 52.3 72.4 80.0 95.9 52.3 65.0 74.6 85.2
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,432,538: 588,522 137,498 683,108 3,111,711 3,597,998 4,383,341 4,418,604: 49,197 13,934
Old : 4,432,538: 588,522 137,498 683,108 3,111,711 3,597,998 4,383,341 4,418,604: 49,197 13,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -251,480: 46,466 -36,515 -91,673 -205,001 -123,117 -250,208 -251,305: -1,272 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 3.1 15.4 70.2 81.2 98.9 99.7: 1.1 0.3
Old : 100.0: 13.3 3.1 15.4 70.2 81.2 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 46 29 58 138 119 207 184:
Old : 222: 46 29 58 138 119 207 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.5 30.1 43.3 45.6 22.8 29.5 35.0 40.8
Old : 25.5 30.1 43.3 45.6 22.8 29.5 35.0 40.8
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 215,113: 53,677 31,340 53,110 105,976 130,053 212,763 214,503: 2,350 610
Old : 215,113: 53,677 31,340 53,110 105,976 130,053 212,763 214,503: 2,350 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -40,543: -15,374 -19,365 -4,841 -20,244 -16,654 -40,459 -40,860: -84 317
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 14.6 24.7 49.3 60.5 98.9 99.7: 1.1 0.3
Old : 100.0: 25.0 14.6 24.7 49.3 60.5 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 12 12 15 31 30 50 50:
Old : 60: 12 12 15 31 30 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 41.4 63.9 65.2 24.3 29.1 35.2 43.5
Old : 43.5 41.4 63.9 65.2 24.3 29.1 35.2 43.5
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 273,687: 33,239 616 9,759 214,679 255,872 257,677 266,247: 16,010 7,440
Old : 273,687: 33,239 616 9,759 214,679 255,872 257,677 266,247: 16,010 7,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,308: -615 304 198 3,093 784 2,676 1,286: -368 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.2 3.6 78.4 93.5 94.2 97.3: 5.8 2.7
Old : 100.0: 12.1 0.2 3.6 78.4 93.5 94.2 97.3: 5.8 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 : 62: 13 1 8 41 32 56 40:
Old : 62: 13 1 8 41 32 56 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.5 52.9 44.4 73.0 22.1 49.6 32.6 60.8
Old : 27.5 52.9 44.4 73.0 22.1 49.6 32.6 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 148,215: 2,396 5,772 3,572 137,271 135,967 143,239 145,311: 4,976 2,904
Old : 148,215: 2,396 5,772 3,572 137,271 135,967 143,239 145,311: 4,976 2,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 542: 575 231 147 376 1,116 1,098 1,494: -556 -952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.9 2.4 92.6 91.7 96.6 98.0: 3.4 2.0
Old : 100.0: 1.6 3.9 2.4 92.6 91.7 96.6 98.0: 3.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 6 6 29 36 36 45:
Old : 49: 4 6 6 29 36 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 40.2 74.8 59.7 43.4 33.0 53.7 44.5
Old : 58.7 40.2 74.8 59.7 43.4 33.0 53.7 44.5
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 233,891: 5,707 7,519 4,331 211,894 214,154 221,932 226,004: 11,959 7,887
Old : 233,891: 5,707 7,519 4,331 211,894 214,154 221,932 226,004: 11,959 7,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,190: 939 -420 1,473 2,839 3,893 5,251 4,946: -61 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.2 1.9 90.6 91.6 94.9 96.6: 5.1 3.4
Old : 100.0: 2.4 3.2 1.9 90.6 91.6 94.9 96.6: 5.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 3 4 34 32 40 36:
Old : 49: 3 3 4 34 32 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 43.8 64.1 70.1 43.7 42.5 59.2 60.2
Old : 46.6 43.8 64.1 70.1 43.7 42.5 59.2 60.2
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 830,438: 2,761 15,970 16,425 796,825 793,369 816,011 825,764: 14,427 4,674
Old : 830,438: 2,761 15,970 16,425 796,825 793,369 816,011 825,764: 14,427 4,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 23,594: -1,013 -6,648 -3,446 28,534 35,596 24,075 25,502: -481 -1,908
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.9 2.0 96.0 95.5 98.3 99.4: 1.7 0.6
Old : 100.0: 0.3 1.9 2.0 96.0 95.5 98.3 99.4: 1.7 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 : 67: 5 7 7 54 37 64 46:
Old : 67: 5 7 7 54 37 64 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 43.7 55.4 70.9 31.2 42.7 48.8 67.9
Old : 34.7 43.7 55.4 70.9 31.2 42.7 48.8 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 356,868: 17,715 2,072 4,705 327,669 341,908 350,089 348,685: 6,779 8,183
Old : 356,868: 17,715 2,072 4,705 327,669 341,908 350,089 348,685: 6,779 8,183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 9,780: -2,311 -4,286 -639 11,986 13,973 9,036 9,048: 744 732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.6 1.3 91.8 95.8 98.1 97.7: 1.9 2.3
Old : 100.0: 5.0 0.6 1.3 91.8 95.8 98.1 97.7: 1.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 6 1 5 38 41 45 46:
Old : 63: 6 1 5 38 41 45 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 39.9 69.8 56.6 43.0 39.9 63.2 56.4
Old : 49.4 39.9 69.8 56.6 43.0 39.9 63.2 56.4
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 304,790: 15,709 1,864 2,659 280,465 299,729 298,833 304,252: 5,957 538
Old : 304,790: 15,709 1,864 2,659 280,465 299,729 298,833 304,252: 5,957 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,325: 964 -189 51 2,649 2,831 3,664 2,693: -1,339 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.6 0.9 92.0 98.3 98.0 99.8: 2.0 0.2
Old : 100.0: 5.2 0.6 0.9 92.0 98.3 98.0 99.8: 2.0 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 : 63: 3 4 4 46 47 53 51:
Old : 63: 3 4 4 46 47 53 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 38.3 67.4 57.4 47.4 34.6 62.4 50.3
Old : 48.1 38.3 67.4 57.4 47.4 34.6 62.4 50.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 123,422: 266 2,423 3,406 115,101 108,941 118,773 114,770: 4,649 8,652
Old : 123,422: 266 2,423 3,406 115,101 108,941 118,773 114,770: 4,649 8,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 3,033: -734 -609 790 3,088 2,706 3,144 2,887: -111 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 2.8 93.3 88.3 96.2 93.0: 3.8 7.0
Old : 100.0: 0.2 2.0 2.8 93.3 88.3 96.2 93.0: 3.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 4 2 21 24 23 29:
Old : 35: 1 4 2 21 24 23 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 : 64.9 47.7 77.9 65.9 63.2 43.1 75.2 60.5
Old : 64.9 47.7 77.9 65.9 63.2 43.1 75.2 60.5
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 140,102: 162 10,648 6,859 125,772 115,936 132,793 133,443: 7,309 6,659
Old : 140,102: 162 10,648 6,859 125,772 115,936 132,793 133,443: 7,309 6,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 3,041: 0 840 -329 2,647 2,994 2,318 3,505: 723 -464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.6 4.9 89.8 82.8 94.8 95.2: 5.2 4.8
Old : 100.0: 0.1 7.6 4.9 89.8 82.8 94.8 95.2: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 5 4 31 28 35 34:
Old : 42: 1 5 4 31 28 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 33.4 70.5 58.2 47.7 30.6 62.1 51.4
Old : 51.7 33.4 70.5 58.2 47.7 30.6 62.1 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,642: 620 0 0 22,440 23,394 23,060 23,394: 582 248
Old : 23,642: 620 0 0 22,440 23,394 23,060 23,394: 582 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 390: 0 -279 0 300 669 300 390: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 94.9 99.0 97.5 99.0: 2.5 1.0
Old : 100.0: 2.6 0.0 0.0 94.9 99.0 97.5 99.0: 2.5 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 : 23: 1 0 0 13 12 14 12:
Old : 23: 1 0 0 13 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 72.1 87.7 91.0 56.9 69.1 75.1 81.0
Old : 64.3 72.1 87.7 91.0 56.9 69.1 75.1 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,495: 5,350 1,321 910 99,789 102,812 106,049 105,043: 10,446 11,452
Old : 116,495: 5,350 1,321 910 99,789 102,812 106,049 105,043: 10,446 11,452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,135: 2,299 -829 -396 -799 869 1,104 -356: 31 1,491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.1 0.8 85.7 88.3 91.0 90.2: 9.0 9.8
Old : 100.0: 4.6 1.1 0.8 85.7 88.3 91.0 90.2: 9.0 9.8
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 : 28: 2 1 2 17 18 20 20:
Old : 28: 2 1 2 17 18 20 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 : 68.7 53.9 79.6 72.9 67.0 53.9 76.1 70.5
Old : 68.7 53.9 79.6 72.9 67.0 53.9 76.1 70.5
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 164,160: 0 0 0 155,549 154,203 155,549 154,203: 8,611 9,957
Old : 164,160: 0 0 0 155,549 154,203 155,549 154,203: 8,611 9,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,229: 0 0 0 1,289 928 1,289 928: -60 301
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.8 93.9 94.8 93.9: 5.2 6.1
Old : 100.0: 0.0 0.0 0.0 94.8 93.9 94.8 93.9: 5.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 27 25 27 25:
Old : 35: 0 0 0 27 25 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 69.5 61.2 81.1 39.3 67.7 60.3 77.6
Old : 40.0 69.5 61.2 81.1 39.3 67.7 60.3 77.6
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,196: 0 1,590 0 70,840 73,236 70,840 74,826: 10,356 6,370
Old : 81,196: 0 1,590 0 70,840 73,236 70,840 74,826: 10,356 6,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 278: 0 30 0 0 821 0 851: 278 -573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 87.2 90.2 87.2 92.2: 12.8 7.8
Old : 100.0: 0.0 2.0 0.0 87.2 90.2 87.2 92.2: 12.8 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 : 25: 0 1 0 17 15 17 16:
Old : 25: 0 1 0 17 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 61.6 71.5 82.9 52.5 61.6 66.6 78.3
Old : 52.5 61.6 71.5 82.9 52.5 61.6 66.6 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,112: 360 600 0 21,406 21,852 21,766 22,452: 2,346 1,660
Old : 24,112: 360 600 0 21,406 21,852 21,766 22,452: 2,346 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,840: 120 0 0 1,720 1,470 1,840 1,470: 0 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.5 0.0 88.8 90.6 90.3 93.1: 9.7 6.9
Old : 100.0: 1.5 2.5 0.0 88.8 90.6 90.3 93.1: 9.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 12 12 13 13:
Old : 23: 1 1 0 12 12 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 60.0 82.0 84.1 63.8 60.0 78.2 79.4
Old : 64.3 60.0 82.0 84.1 63.8 60.0 78.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 346,469: 2,162 3,974 5,523 328,757 329,123 336,442 338,620: 10,027 7,849
Old : 346,469: 2,162 3,974 5,523 328,757 329,123 336,442 338,620: 10,027 7,849
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 524: -1,395 125 -489 3,537 450 1,653 86: -1,129 438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.1 1.6 94.9 95.0 97.1 97.7: 2.9 2.3
Old : 100.0: 0.6 1.1 1.6 94.9 95.0 97.1 97.7: 2.9 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 5 4 5 49 42 56 49:
Old : 67: 5 4 5 49 42 56 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 53.5 47.8 70.7 27.1 53.2 44.9 68.0
Old : 28.6 53.5 47.8 70.7 27.1 53.2 44.9 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,845: 1,331 1,104 995 76,738 73,671 79,064 75,770: 5,781 9,075
Old : 84,845: 1,331 1,104 995 76,738 73,671 79,064 75,770: 5,781 9,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 484: 914 72 -737 1,798 965 1,975 300: -1,491 184
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.3 1.2 90.4 86.8 93.2 89.3: 6.8 10.7
Old : 100.0: 1.6 1.3 1.2 90.4 86.8 93.2 89.3: 6.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 2 20 19 22 22:
Old : 28: 1 2 2 20 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 51.6 77.3 73.4 50.9 50.5 69.3 70.4
Old : 53.1 51.6 77.3 73.4 50.9 50.5 69.3 70.4
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,187: 3,645 11,410 867 66,569 61,399 71,081 73,676: 7,106 4,511
Old : 78,187: 3,645 11,410 867 66,569 61,399 71,081 73,676: 7,106 4,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 3,760: 0 1,778 122 3,849 2,138 3,971 4,038: -211 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 14.6 1.1 85.1 78.5 90.9 94.2: 9.1 5.8
Old : 100.0: 4.7 14.6 1.1 85.1 78.5 90.9 94.2: 9.1 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 : 24: 1 4 2 16 15 19 19:
Old : 24: 1 4 2 16 15 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 : 44.5 58.5 73.2 78.9 40.7 49.4 61.7 65.1
Old : 44.5 58.5 73.2 78.9 40.7 49.4 61.7 65.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,997: 38,269 11,220 0 70,945 97,613 109,214 108,833: 783 1,164
Old : 109,997: 38,269 11,220 0 70,945 97,613 109,214 108,833: 783 1,164
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 25,298: 7,238 2,670 0 17,948 22,350 25,186 25,020: 112 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.8 10.2 0.0 64.5 88.7 99.3 98.9: 0.7 1.1
Old : 100.0: 34.8 10.2 0.0 64.5 88.7 99.3 98.9: 0.7 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 : 71: 13 7 0 28 33 41 40:
Old : 71: 13 7 0 28 33 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 40.0 54.0 63.1 33.6 39.5 47.4 55.3
Old : 34.1 40.0 54.0 63.1 33.6 39.5 47.4 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 173,096: 30,059 21,328 15,593 126,136 133,655 171,788 170,576: 1,308 2,520
Old : 173,096: 30,059 21,328 15,593 126,136 133,655 171,788 170,576: 1,308 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 24,363: 5,606 -1,131 1,663 17,316 23,008 24,585 23,540: -222 823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 12.3 9.0 72.9 77.2 99.2 98.5: 0.8 1.5
Old : 100.0: 17.4 12.3 9.0 72.9 77.2 99.2 98.5: 0.8 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 : 83: 15 10 6 38 39 55 53:
Old : 83: 15 10 6 38 39 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.8 59.1 57.8 39.0 35.1 47.0 47.7
Old : 44.8 38.8 59.1 57.8 39.0 35.1 47.0 47.7
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,455: 896 0 30 62,286 62,905 63,212 62,935: 243 520
Old : 63,455: 896 0 30 62,286 62,905 63,212 62,935: 243 520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,476: 90 0 30 2,991 2,480 3,111 2,510: -635 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.2 99.1 99.6 99.2: 0.4 0.8
Old : 100.0: 1.4 0.0 0.0 98.2 99.1 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 0 1 22 24 24 25:
Old : 39: 2 0 1 22 24 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 45.8 79.6 72.2 39.1 34.6 54.4 53.3
Old : 58.6 45.8 79.6 72.2 39.1 34.6 54.4 53.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 209,957: 0 1,008 816 200,009 198,569 200,825 200,393: 9,132 9,564
Old : 209,957: 0 1,008 816 200,009 198,569 200,825 200,393: 9,132 9,564
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -3,083: -4,523 92 -673 2,176 -2,532 -3,020 -3,113: -63 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.4 95.3 94.6 95.7 95.4: 4.3 4.6
Old : 100.0: 0.0 0.5 0.4 95.3 94.6 95.7 95.4: 4.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 1 1 38 34 39 35:
Old : 41: 0 1 1 38 34 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 : 60.7 50.1 73.4 68.7 58.5 41.1 65.2 54.2
Old : 60.7 50.1 73.4 68.7 58.5 41.1 65.2 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 34,771: 1,256 706 690 31,876 30,685 33,822 32,081: 949 2,690
Old : 34,771: 1,256 706 690 31,876 30,685 33,822 32,081: 949 2,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 900: -720 -714 504 1,026 720 810 510: 90 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.0 2.0 91.7 88.2 97.3 92.3: 2.7 7.7
Old : 100.0: 3.6 2.0 2.0 91.7 88.2 97.3 92.3: 2.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 16 16 17 18:
Old : 28: 1 1 1 16 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 56.7 87.5 76.9 69.4 51.1 81.4 69.0
Old : 69.4 56.7 87.5 76.9 69.4 51.1 81.4 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,631: 868 2,328 314 44,382 48,004 45,564 50,646: 11,067 5,985
Old : 56,631: 868 2,328 314 44,382 48,004 45,564 50,646: 11,067 5,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -2: 246 -3,294 -62 120 3,294 304 -62: -306 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.1 0.6 78.4 84.8 80.5 89.4: 19.5 10.6
Old : 100.0: 1.5 4.1 0.6 78.4 84.8 80.5 89.4: 19.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 16 20 17 23:
Old : 26: 1 2 1 16 20 17 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 : 55.2 44.0 71.9 62.9 42.4 32.4 49.5 44.3
Old : 55.2 44.0 71.9 62.9 42.4 32.4 49.5 44.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,591: 0 17,859 847 106,110 88,970 106,957 107,676: 7,634 6,915
Old : 114,591: 0 17,859 847 106,110 88,970 106,957 107,676: 7,634 6,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 455: -2,889 603 150 3,374 -178 635 575: -180 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.6 0.7 92.6 77.6 93.3 94.0: 6.7 6.0
Old : 100.0: 0.0 15.6 0.7 92.6 77.6 93.3 94.0: 6.7 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 : 43: 0 5 2 23 28 25 33:
Old : 43: 0 5 2 23 28 25 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 : 59.4 43.3 76.7 61.3 59.4 36.4 73.3 53.0
Old : 59.4 43.3 76.7 61.3 59.4 36.4 73.3 53.0
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,335: 8,470 0 1,371 96,683 113,232 106,524 114,603: 15,811 7,732
Old : 122,335: 8,470 0 1,371 96,683 113,232 106,524 114,603: 15,811 7,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,324: 3 0 -26 1,317 1,168 1,294 1,142: 30 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 1.1 79.0 92.6 87.1 93.7: 12.9 6.3
Old : 100.0: 6.9 0.0 1.1 79.0 92.6 87.1 93.7: 12.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 0 1 18 14 22 15:
Old : 27: 4 0 1 18 14 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 72.6 63.6 86.2 46.6 70.8 61.7 78.6
Old : 47.6 72.6 63.6 86.2 46.6 70.8 61.7 78.6
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,580: 984 273 696 97,934 103,706 99,614 104,675: 5,966 905
Old : 105,580: 984 273 696 97,934 103,706 99,614 104,675: 5,966 905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 94: 0 273 696 -27 65 669 1,034: -575 -940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.3 0.7 92.8 98.2 94.3 99.1: 5.7 0.9
Old : 100.0: 0.9 0.3 0.7 92.8 98.2 94.3 99.1: 5.7 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 : 25: 1 1 1 20 16 22 17:
Old : 25: 1 1 1 20 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 : 55.6 65.3 79.0 88.3 51.9 56.7 69.9 74.4
Old : 55.6 65.3 79.0 88.3 51.9 56.7 69.9 74.4
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,995: 2,051 1,076 442 104,356 109,045 106,849 110,563: 6,146 2,432
Old : 112,995: 2,051 1,076 442 104,356 109,045 106,849 110,563: 6,146 2,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 9: 272 -401 -213 533 623 592 9: -583 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.0 0.4 92.4 96.5 94.6 97.8: 5.4 2.2
Old : 100.0: 1.8 1.0 0.4 92.4 96.5 94.6 97.8: 5.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 1 21 19 23 22:
Old : 30: 2 2 1 21 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 59.6 77.5 81.7 54.8 54.9 68.5 76.4
Old : 61.3 59.6 77.5 81.7 54.8 54.9 68.5 76.4
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 137,146: 0 15,303 4,052 116,713 106,874 120,765 126,229: 16,381 10,917
Old : 137,146: 0 15,303 4,052 116,713 106,874 120,765 126,229: 16,381 10,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,001: 0 -610 123 1,878 2,480 2,001 1,993: -1,000 -992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 3.0 85.1 77.9 88.1 92.0: 11.9 8.0
Old : 100.0: 0.0 11.2 3.0 85.1 77.9 88.1 92.0: 11.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 4 2 28 29 30 33:
Old : 40: 0 4 2 28 29 30 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 : 39.4 41.8 56.8 63.9 23.6 30.2 36.7 45.7
Old : 39.4 41.8 56.8 63.9 23.6 30.2 36.7 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,104: 2,387 6,041 0 16,314 13,269 18,701 19,310: 1,403 794
Old : 20,104: 2,387 6,041 0 16,314 13,269 18,701 19,310: 1,403 794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 450: 0 -632 0 693 1,202 693 570: -243 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 30.0 0.0 81.1 66.0 93.0 96.1: 7.0 3.9
Old : 100.0: 11.9 30.0 0.0 81.1 66.0 93.0 96.1: 7.0 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 2 0 11 10 14 12:
Old : 24: 3 2 0 11 10 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 80.0 81.6 92.1 64.0 80.0 80.2 92.0
Old : 65.3 80.0 81.6 92.1 64.0 80.0 80.2 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 51,777: 1,543 758 248 47,659 50,372 49,450 51,378: 2,327 399
Old : 51,777: 1,543 758 248 47,659 50,372 49,450 51,378: 2,327 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,454: -570 0 0 2,174 1,454 1,604 1,454: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.5 0.5 92.0 97.3 95.5 99.2: 4.5 0.8
Old : 100.0: 3.0 1.5 0.5 92.0 97.3 95.5 99.2: 4.5 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 : 33: 3 2 1 21 19 24 22:
Old : 33: 3 2 1 21 19 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 : 49.9 51.1 70.7 76.5 40.2 34.8 52.9 56.5
Old : 49.9 51.1 70.7 76.5 40.2 34.8 52.9 56.5
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,245: 0 818 0 54,168 55,089 54,168 55,907: 2,077 338
Old : 56,245: 0 818 0 54,168 55,089 54,168 55,907: 2,077 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,020: 0 570 0 285 386 285 956: 735 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 96.3 97.9 96.3 99.4: 3.7 0.6
Old : 100.0: 0.0 1.5 0.0 96.3 97.9 96.3 99.4: 3.7 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 : 27: 0 2 0 16 16 16 18:
Old : 27: 0 2 0 16 16 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 : 58.4 73.5 85.1 92.0 57.5 73.5 83.3 90.9
Old : 58.4 73.5 85.1 92.0 57.5 73.5 83.3 90.9
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 212,036: 6,808 6,018 2,775 196,292 197,344 205,875 206,137: 6,161 5,899
Old : 212,036: 6,808 6,018 2,775 196,292 197,344 205,875 206,137: 6,161 5,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,119: 2,882 -35 381 4,810 4,987 8,073 5,333: -2,954 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.8 1.3 92.6 93.1 97.1 97.2: 2.9 2.8
Old : 100.0: 3.2 2.8 1.3 92.6 93.1 97.1 97.2: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 7 7 40 38 48 48:
Old : 59: 4 7 7 40 38 48 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 : 33.9 51.0 54.7 63.8 33.4 45.3 48.1 56.6
Old : 33.9 51.0 54.7 63.8 33.4 45.3 48.1 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 97,706: 1,614 0 243 88,038 89,641 89,895 89,884: 7,811 7,822
Old : 97,706: 1,614 0 243 88,038 89,641 89,895 89,884: 7,811 7,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 120: -60 0 60 120 274 120 334: 0 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.2 90.1 91.7 92.0 92.0: 8.0 8.0
Old : 100.0: 1.7 0.0 0.2 90.1 91.7 92.0 92.0: 8.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 17 17 18 18:
Old : 25: 1 0 1 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 57.9 78.7 79.3 56.6 55.7 74.3 73.0
Old : 57.1 57.9 78.7 79.3 56.6 55.7 74.3 73.0
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 91,027: 0 0 0 81,312 81,736 81,312 81,736: 9,715 9,291
Old : 91,027: 0 0 0 81,312 81,736 81,312 81,736: 9,715 9,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 65: 0 0 0 427 1,014 427 1,014: -362 -949
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.3 89.8 89.3 89.8: 10.7 10.2
Old : 100.0: 0.0 0.0 0.0 89.3 89.8 89.3 89.8: 10.7 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 18 17 18 17:
Old : 27: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 60.0 74.0 75.1 48.3 54.3 65.6 67.3
Old : 52.7 60.0 74.0 75.1 48.3 54.3 65.6 67.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 92,206: 210 1,962 92 83,695 86,592 83,997 88,646: 8,209 3,560
Old : 92,206: 210 1,962 92 83,695 86,592 83,997 88,646: 8,209 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,409: -120 31 -31 1,225 1,070 1,074 1,070: 335 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.1 0.1 90.8 93.9 91.1 96.1: 8.9 3.9
Old : 100.0: 0.2 2.1 0.1 90.8 93.9 91.1 96.1: 8.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 22 17 24 19:
Old : 30: 1 2 1 22 17 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 69.8 76.4 88.5 64.2 68.9 74.3 85.1
Old : 64.2 69.8 76.4 88.5 64.2 68.9 74.3 85.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 98,517: 2,876 0 0 88,442 93,078 91,318 93,078: 7,199 5,439
Old : 98,517: 2,876 0 0 88,442 93,078 91,318 93,078: 7,199 5,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 482: 0 0 0 482 482 482 482: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 89.8 94.5 92.7 94.5: 7.3 5.5
Old : 100.0: 2.9 0.0 0.0 89.8 94.5 92.7 94.5: 7.3 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 : 29: 1 0 0 20 15 21 15:
Old : 29: 1 0 0 20 15 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 71.2 73.9 86.9 56.4 69.3 73.5 84.0
Old : 56.4 71.2 73.9 86.9 56.4 69.3 73.5 84.0
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 139,980: 25,655 11,188 9,755 103,719 118,292 139,129 139,235: 851 745
Old : 139,980: 25,655 11,188 9,755 103,719 118,292 139,129 139,235: 851 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 527: -220 -422 803 -120 127 463 508: 64 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 8.0 7.0 74.1 84.5 99.4 99.5: 0.6 0.5
Old : 100.0: 18.3 8.0 7.0 74.1 84.5 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 : 87: 14 18 20 51 49 78 74:
Old : 87: 14 18 20 51 49 78 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 28.3 61.0 47.2 38.3 24.3 46.7 37.0
Old : 49.7 28.3 61.0 47.2 38.3 24.3 46.7 37.0
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,023: 1,822 2,200 231 48,720 48,592 50,773 51,023: 250 0
Old : 51,023: 1,822 2,200 231 48,720 48,592 50,773 51,023: 250 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,669: -122 410 -26 1,567 1,285 1,419 1,669: 250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 4.3 0.5 95.5 95.2 99.5 100.0: 0.5 0.0
Old : 100.0: 3.6 4.3 0.5 95.5 95.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 2 1 27 26 32 29:
Old : 38: 5 2 1 27 26 32 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 : 52.0 47.6 73.2 73.4 42.2 30.9 49.0 45.3
Old : 52.0 47.6 73.2 73.4 42.2 30.9 49.0 45.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 413,573: 9,856 608 0 393,741 412,965 403,597 413,573: 9,976 0
Old : 413,573: 9,856 608 0 393,741 412,965 403,597 413,573: 9,976 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 7,750: -7,480 608 -912 6,166 8,054 -2,226 7,750: 9,976 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.1 0.0 95.2 99.9 97.6 100.0: 2.4 0.0
Old : 100.0: 2.4 0.1 0.0 95.2 99.9 97.6 100.0: 2.4 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 : 29: 3 1 0 23 22 26 23:
Old : 29: 3 1 0 23 22 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 57.5 70.1 77.6 40.4 43.2 50.8 56.5
Old : 47.9 57.5 70.1 77.6 40.4 43.2 50.8 56.5
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,581,824: 50,676 84,994 62,672 1,468,476 1,434,158 1,581,824 1,581,824: 0 0
Old : 1,581,824: 50,676 84,994 62,672 1,468,476 1,434,158 1,581,824 1,581,824: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 14,182: 0 12,496 817 13,365 869 14,182 14,182: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 5.4 4.0 92.8 90.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 5.4 4.0 92.8 90.7 100.0 100.0: 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 : 63: 3 11 3 39 43 44 55:
Old : 63: 3 11 3 39 43 44 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 42.0 70.6 63.3 46.6 38.3 57.2 50.3
Old : 55.8 42.0 70.6 63.3 46.6 38.3 57.2 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 69,734: 5,060 6,482 983 63,691 62,269 69,734 69,734: 0 0
Old : 69,734: 5,060 6,482 983 63,691 62,269 69,734 69,734: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,171: -235 103 -51 1,483 1,119 1,197 1,171: -26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 9.3 1.4 91.3 89.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 9.3 1.4 91.3 89.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 7 6 21 26 31 35:
Old : 42: 6 7 6 21 26 31 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 : 56.0 55.2 82.3 73.0 46.1 46.0 65.0 59.1
Old : 56.0 55.2 82.3 73.0 46.1 46.0 65.0 59.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 427,649: 2,928 4,056 320 424,401 423,273 427,649 427,649: 0 0
Old : 427,649: 2,928 4,056 320 424,401 423,273 427,649 427,649: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 3,968: 0 -1,888 320 3,648 5,536 3,968 3,968: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.9 0.1 99.2 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.9 0.1 99.2 99.0 100.0 100.0: 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 : 29: 1 4 1 18 18 20 22:
Old : 29: 1 4 1 18 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 68.7 87.2 87.5 47.2 53.2 61.4 63.2
Old : 64.2 68.7 87.2 87.5 47.2 53.2 61.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 416,289: 1,224 728 8,632 406,433 406,929 416,289 416,289: 0 0
Old : 416,289: 1,224 728 8,632 406,433 406,929 416,289 416,289: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,638: 0 0 0 5,638 5,638 5,638 5,638: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 2.1 97.6 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.2 2.1 97.6 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 1 1 27 28 29 29:
Old : 39: 1 1 1 27 28 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 54.1 73.5 74.1 46.1 45.5 64.7 58.2
Old : 47.9 54.1 73.5 74.1 46.1 45.5 64.7 58.2
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 40,519: 1,405 85 635 37,990 39,226 40,030 39,946: 489 573
Old : 40,519: 1,405 85 635 37,990 39,226 40,030 39,946: 489 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 148: 385 -22 -233 39 403 191 148: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.2 1.6 93.8 96.8 98.8 98.6: 1.2 1.4
Old : 100.0: 3.5 0.2 1.6 93.8 96.8 98.8 98.6: 1.2 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 : 43: 7 2 2 31 27 39 30:
Old : 43: 7 2 2 31 27 39 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 52.5 68.3 75.4 47.0 48.8 63.2 69.7
Old : 49.7 52.5 68.3 75.4 47.0 48.8 63.2 69.7
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,814: 290 150 0 55,956 56,627 56,246 56,777: 568 37
Old : 56,814: 290 150 0 55,956 56,627 56,246 56,777: 568 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -335: 0 0 0 -335 -335 -335 -335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.3 0.0 98.5 99.7 99.0 99.9: 1.0 0.1
Old : 100.0: 0.5 0.3 0.0 98.5 99.7 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 1 0 32 32 33 33:
Old : 45: 1 1 0 32 32 33 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 : 59.2 50.0 73.7 72.0 58.1 46.0 70.9 63.6
Old : 59.2 50.0 73.7 72.0 58.1 46.0 70.9 63.6
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 82,371: 609 50 0 81,101 82,263 81,710 82,313: 661 58
Old : 82,371: 609 50 0 81,101 82,263 81,710 82,313: 661 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -80: 0 50 0 -85 -135 -85 -85: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 0.0 98.5 99.9 99.2 99.9: 0.8 0.1
Old : 100.0: 0.7 0.1 0.0 98.5 99.9 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 1 0 33 32 35 33:
Old : 45: 2 1 0 33 32 35 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 : 54.9 53.7 72.2 73.0 54.4 50.7 68.5 65.7
Old : 54.9 53.7 72.2 73.0 54.4 50.7 68.5 65.7
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,055: 550 675 0 18,939 19,380 19,489 20,055: 566 0
Old : 20,055: 550 675 0 18,939 19,380 19,489 20,055: 566 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 975: 0 0 0 975 975 975 975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.4 0.0 94.4 96.6 97.2 100.0: 2.8 0.0
Old : 100.0: 2.7 3.4 0.0 94.4 96.6 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 0 18 16 20 18:
Old : 29: 2 2 0 18 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 59.9 71.0 84.2 39.9 52.4 56.5 62.9
Old : 49.7 59.9 71.0 84.2 39.9 52.4 56.5 62.9
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 336,144: 2,464 0 752 332,928 335,392 336,144 336,144: 0 0
Old : 336,144: 2,464 0 752 332,928 335,392 336,144 336,144: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 12,568: 0 0 0 12,568 12,568 12,568 12,568: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.2 99.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.0 0.2 99.0 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 : 30: 1 0 1 24 18 25 19:
Old : 30: 1 0 1 24 18 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 82.2 69.3 92.7 42.8 72.3 60.5 75.5
Old : 47.3 82.2 69.3 92.7 42.8 72.3 60.5 75.5
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 10,661: 2,007 1,038 170 8,310 9,368 10,487 10,576: 174 85
Old : 10,661: 2,007 1,038 170 8,310 9,368 10,487 10,576: 174 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 536: 148 1 22 344 513 514 536: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 9.7 1.6 77.9 87.9 98.4 99.2: 1.6 0.8
Old : 100.0: 18.8 9.7 1.6 77.9 87.9 98.4 99.2: 1.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 2 3 23 18 30 21:
Old : 32: 5 2 3 23 18 30 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 : 37.6 61.6 63.5 79.5 37.0 55.0 62.3 68.2
Old : 37.6 61.6 63.5 79.5 37.0 55.0 62.3 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,545: 7,350 0 150 6,985 14,335 14,485 14,485: 60 60
Old : 14,545: 7,350 0 150 6,985 14,335 14,485 14,485: 60 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 300: 300 0 0 0 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.5 0.0 1.0 48.0 98.6 99.6 99.6: 0.4 0.4
Old : 100.0: 50.5 0.0 1.0 48.0 98.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 1 11 15 15 16:
Old : 22: 4 0 1 11 15 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 : 62.6 59.5 87.3 81.7 61.2 57.3 84.9 72.2
Old : 62.6 59.5 87.3 81.7 61.2 57.3 84.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,485: 1,450 400 600 9,715 11,485 11,765 12,485: 720 0
Old : 12,485: 1,450 400 600 9,715 11,485 11,765 12,485: 720 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -145: 300 0 0 -505 -85 -205 -85: 60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 3.2 4.8 77.8 92.0 94.2 100.0: 5.8 0.0
Old : 100.0: 11.6 3.2 4.8 77.8 92.0 94.2 100.0: 5.8 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 : 24: 1 2 2 13 16 15 19:
Old : 24: 1 2 2 13 16 15 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 : 71.4 60.3 85.9 79.7 60.1 58.0 70.4 70.8
Old : 71.4 60.3 85.9 79.7 60.1 58.0 70.4 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,153: 0 0 0 9,033 8,960 9,033 8,960: 120 193
Old : 9,153: 0 0 0 9,033 8,960 9,033 8,960: 120 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 97.9 98.7 97.9: 1.3 2.1
Old : 100.0: 0.0 0.0 0.0 98.7 97.9 98.7 97.9: 1.3 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 : 20: 0 0 0 15 11 15 11:
Old : 20: 0 0 0 15 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 86.4 89.6 94.7 75.1 85.8 86.3 88.8
Old : 75.2 86.4 89.6 94.7 75.1 85.8 86.3 88.8
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,446: 250 1,300 0 27,196 26,141 27,446 27,441: 0 5
Old : 27,446: 250 1,300 0 27,196 26,141 27,446 27,441: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 725: -100 0 0 825 725 725 725: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.7 0.0 99.1 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 4.7 0.0 99.1 95.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 0 25 25 26 27:
Old : 36: 1 2 0 25 25 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 45.6 72.8 67.9 36.4 39.7 54.7 53.9
Old : 46.7 45.6 72.8 67.9 36.4 39.7 54.7 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,180: 50 75 600 22,350 22,430 23,000 23,105: 180 75
Old : 23,180: 50 75 600 22,350 22,430 23,000 23,105: 180 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 35: 0 0 0 35 35 35 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 2.6 96.4 96.8 99.2 99.7: 0.8 0.3
Old : 100.0: 0.2 0.3 2.6 96.4 96.8 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 23 22 25 24:
Old : 31: 1 1 1 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 67.0 65.3 83.6 34.2 52.4 49.3 60.5
Old : 43.7 67.0 65.3 83.6 34.2 52.4 49.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 25,151: 1,101 274 64 23,836 24,197 25,001 24,535: 150 616
Old : 25,151: 1,101 274 64 23,836 24,197 25,001 24,535: 150 616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 220: 173 0 43 4 177 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.1 0.3 94.8 96.2 99.4 97.6: 0.6 2.4
Old : 100.0: 4.4 1.1 0.3 94.8 96.2 99.4 97.6: 0.6 2.4
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 : 41: 6 2 2 30 22 36 26:
Old : 41: 6 2 2 30 22 36 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 : 32.9 61.2 57.8 78.0 31.8 47.5 51.9 59.9
Old : 32.9 61.2 57.8 78.0 31.8 47.5 51.9 59.9
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,222: 1,251 4,439 998 57,813 54,644 60,062 60,081: 160 141
Old : 60,222: 1,251 4,439 998 57,813 54,644 60,062 60,081: 160 141
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 578: -170 360 99 649 98 578 557: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 7.4 1.7 96.0 90.7 99.7 99.8: 0.3 0.2
Old : 100.0: 2.1 7.4 1.7 96.0 90.7 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 : 43: 2 4 5 33 30 38 36:
Old : 43: 2 4 5 33 30 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 : 47.7 43.5 67.6 66.6 45.8 42.2 62.1 62.1
Old : 47.7 43.5 67.6 66.6 45.8 42.2 62.1 62.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 78,283: 3,783 2,500 4,233 70,202 71,475 78,218 78,208: 65 75
Old : 78,283: 3,783 2,500 4,233 70,202 71,475 78,218 78,208: 65 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,118: -305 319 189 1,204 590 1,088 1,098: 30 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.2 5.4 89.7 91.3 99.9 99.9: 0.1 0.1
Old : 100.0: 4.8 3.2 5.4 89.7 91.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 8 10 34 33 44 45:
Old : 53: 4 8 10 34 33 44 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 44.3 59.6 63.0 40.3 42.1 54.9 55.2
Old : 42.3 44.3 59.6 63.0 40.3 42.1 54.9 55.2
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,432: 985 0 0 50,092 51,427 51,077 51,427: 355 5
Old : 51,432: 985 0 0 50,092 51,427 51,077 51,427: 355 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 310: 40 0 0 235 310 275 310: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 97.4 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 1.9 0.0 0.0 97.4 100.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 26 14 27 14:
Old : 32: 1 0 0 26 14 27 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 95.9 76.8 98.9 53.1 92.5 73.1 93.2
Old : 54.1 95.9 76.8 98.9 53.1 92.5 73.1 93.2
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 58,767: 1,650 0 0 57,077 58,767 58,727 58,767: 40 0
Old : 58,767: 1,650 0 0 57,077 58,767 58,727 58,767: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 260: 20 0 0 240 260 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.1 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 2.8 0.0 0.0 97.1 100.0 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 27 21 28 21:
Old : 34: 1 0 0 27 21 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 : 55.0 88.2 73.2 96.2 54.1 87.3 69.8 91.1
Old : 55.0 88.2 73.2 96.2 54.1 87.3 69.8 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 372,299: 31,167 30,905 7,458 333,674 333,936 372,299 372,299: 0 0
Old : 372,299: 31,167 30,905 7,458 333,674 333,936 372,299 372,299: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,025: 1,632 0 768 2,625 4,257 5,025 5,025: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 8.3 2.0 89.6 89.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.4 8.3 2.0 89.6 89.7 100.0 100.0: 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 : 41: 3 3 2 29 32 32 37:
Old : 41: 3 3 2 29 32 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 39.7 66.7 61.6 40.2 36.7 56.7 53.4
Old : 45.2 39.7 66.7 61.6 40.2 36.7 56.7 53.4
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 29,533: 1,358 2,413 2,953 25,096 24,124 29,407 29,490: 126 43
Old : 29,533: 1,358 2,413 2,953 25,096 24,124 29,407 29,490: 126 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 640: -272 86 148 764 406 640 640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.2 10.0 85.0 81.7 99.6 99.9: 0.4 0.1
Old : 100.0: 4.6 8.2 10.0 85.0 81.7 99.6 99.9: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 5 6 27 35 33 44:
Old : 47: 4 5 6 27 35 33 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 : 46.1 44.4 70.1 59.8 43.3 42.0 60.7 53.6
Old : 46.1 44.4 70.1 59.8 43.3 42.0 60.7 53.6
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 42,595: 1,319 3,092 302 40,974 39,201 42,595 42,595: 0 0
Old : 42,595: 1,319 3,092 302 40,974 39,201 42,595 42,595: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,060: 130 130 0 930 930 1,060 1,060: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 7.3 0.7 96.2 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 7.3 0.7 96.2 92.0 100.0 100.0: 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: 4 6 2 19 15 24 22:
Old : 33: 4 6 2 19 15 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 : 68.2 72.0 90.9 88.9 63.3 68.3 73.4 75.3
Old : 68.2 72.0 90.9 88.9 63.3 68.3 73.4 75.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 316,569: 0 384 0 316,569 316,185 316,569 316,569: 0 0
Old : 316,569: 0 384 0 316,569 316,185 316,569 316,569: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 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 : 27: 0 1 0 22 19 22 20:
Old : 27: 0 1 0 22 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 70.5 79.2 85.4 54.8 63.3 65.1 69.1
Old : 62.7 70.5 79.2 85.4 54.8 63.3 65.1 69.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 24,304: 660 129 0 23,456 23,708 24,116 23,837: 188 467
Old : 24,304: 660 129 0 23,456 23,708 24,116 23,837: 188 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -41: 0 0 0 -41 -41 -41 -41: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.5 0.0 96.5 97.5 99.2 98.1: 0.8 1.9
Old : 100.0: 2.7 0.5 0.0 96.5 97.5 99.2 98.1: 0.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 0 20 21 23 22:
Old : 28: 3 1 0 20 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 80.5 78.4 88.4 52.5 71.2 67.2 74.3
Old : 62.0 80.5 78.4 88.4 52.5 71.2 67.2 74.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 14,298: 2,244 0 596 11,309 13,153 14,149 13,749: 149 549
Old : 14,298: 2,244 0 596 11,309 13,153 14,149 13,749: 149 549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -877: -22 0 0 -855 -389 -877 -389: 0 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.0 4.2 79.1 92.0 99.0 96.2: 1.0 3.8
Old : 100.0: 15.7 0.0 4.2 79.1 92.0 99.0 96.2: 1.0 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 0 2 17 21 22 23:
Old : 29: 5 0 2 17 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 54.1 70.8 73.6 36.3 43.2 54.6 59.8
Old : 51.5 54.1 70.8 73.6 36.3 43.2 54.6 59.8
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 157,135: 11,377 3,546 752 145,006 152,837 157,135 157,135: 0 0
Old : 157,135: 11,377 3,546 752 145,006 152,837 157,135 157,135: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,398: 0 0 0 1,398 1,398 1,398 1,398: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.3 0.5 92.3 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.2 2.3 0.5 92.3 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 1 17 18 21 20:
Old : 30: 4 1 1 17 18 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 54.7 82.8 76.8 59.1 52.0 74.6 66.7
Old : 65.5 54.7 82.8 76.8 59.1 52.0 74.6 66.7
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 19,510: 0 3,305 405 18,934 15,227 19,339 18,937: 171 573
Old : 19,510: 0 3,305 405 18,934 15,227 19,339 18,937: 171 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 64: -24 192 -62 215 -44 129 86: -65 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.9 2.1 97.0 78.0 99.1 97.1: 0.9 2.9
Old : 100.0: 0.0 16.9 2.1 97.0 78.0 99.1 97.1: 0.9 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 5 3 26 27 29 32:
Old : 34: 0 5 3 26 27 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 41.4 81.2 61.1 59.0 39.8 69.9 55.0
Old : 64.6 41.4 81.2 61.1 59.0 39.8 69.9 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 191,223: 0 9,319 793 190,430 181,111 191,223 191,223: 0 0
Old : 191,223: 0 9,319 793 190,430 181,111 191,223 191,223: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.4 99.6 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.9 0.4 99.6 94.7 100.0 100.0: 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 : 30: 0 3 1 20 20 21 23:
Old : 30: 0 3 1 20 20 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 : 61.2 63.3 81.9 81.8 48.3 59.5 61.1 66.5
Old : 61.2 63.3 81.9 81.8 48.3 59.5 61.1 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MW :
: : :
All : 8,050: 0 900 0 7,510 7,050 7,510 7,950: 540 100
Old : 8,050: 0 900 0 7,510 7,050 7,510 7,950: 540 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 590: 0 0 0 590 490 590 490: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 0.0 93.3 87.6 93.3 98.8: 6.7 1.2
Old : 100.0: 0.0 11.2 0.0 93.3 87.6 93.3 98.8: 6.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 0 11 14 11 17:
Old : 20: 0 3 0 11 14 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 : 66.7 57.5 87.6 80.9 37.0 37.4 53.5 52.2
Old : 66.7 57.5 87.6 80.9 37.0 37.4 53.5 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,095: 100 780 0 7,935 7,275 8,035 8,055: 60 40
Old : 8,095: 100 780 0 7,935 7,275 8,035 8,055: 60 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -25: 0 20 -20 -5 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 9.6 0.0 98.0 89.9 99.3 99.5: 0.7 0.5
Old : 100.0: 1.2 9.6 0.0 98.0 89.9 99.3 99.5: 0.7 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 : 22: 1 3 0 15 11 16 14:
Old : 22: 1 3 0 15 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 74.4 80.2 92.0 42.1 56.8 62.5 72.6
Old : 51.4 74.4 80.2 92.0 42.1 56.8 62.5 72.6
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 25,116: 390 511 0 24,701 24,605 25,091 25,116: 25 0
Old : 25,116: 390 511 0 24,701 24,605 25,091 25,116: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 669: 26 0 0 618 669 644 669: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.0 0.0 98.3 98.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 2.0 0.0 98.3 98.0 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 : 22: 1 1 0 15 17 16 18:
Old : 22: 1 1 0 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 : 83.2 46.5 92.7 75.9 59.4 41.6 65.3 61.3
Old : 83.2 46.5 92.7 75.9 59.4 41.6 65.3 61.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,355: 420 1,400 0 11,730 10,915 12,150 12,315: 205 40
Old : 12,355: 420 1,400 0 11,730 10,915 12,150 12,315: 205 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,390: 0 600 0 2,390 1,790 2,390 2,390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 11.3 0.0 94.9 88.3 98.3 99.7: 1.7 0.3
Old : 100.0: 3.4 11.3 0.0 94.9 88.3 98.3 99.7: 1.7 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 : 22: 1 1 0 15 12 16 13:
Old : 22: 1 1 0 15 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 79.9 86.7 94.2 63.2 77.5 77.7 85.8
Old : 70.9 79.9 86.7 94.2 63.2 77.5 77.7 85.8
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,090: 200 3,130 300 13,360 10,620 13,860 14,050: 230 40
Old : 14,090: 200 3,130 300 13,360 10,620 13,860 14,050: 230 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,650: -300 600 250 2,700 1,800 2,650 2,650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 22.2 2.1 94.8 75.4 98.4 99.7: 1.6 0.3
Old : 100.0: 1.4 22.2 2.1 94.8 75.4 98.4 99.7: 1.6 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 1 16 15 17 18:
Old : 25: 1 2 1 16 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 77.0 84.5 90.2 60.1 73.3 74.1 82.0
Old : 68.0 77.0 84.5 90.2 60.1 73.3 74.1 82.0
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 11,560: 4,250 340 0 7,310 11,220 11,560 11,560: 0 0
Old : 11,560: 4,250 340 0 7,310 11,220 11,560 11,560: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 2.9 0.0 63.2 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 36.8 2.9 0.0 63.2 97.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 0 10 7 15 8:
Old : 22: 5 1 0 10 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5
Old : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,195: 0 0 0 17,160 17,195 17,160 17,195: 35 0
Old : 17,195: 0 0 0 17,160 17,195 17,160 17,195: 35 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.2 78.0 94.0 97.6 78.3 76.2 89.6 90.1
Old : 79.2 78.0 94.0 97.6 78.3 76.2 89.6 90.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,085: 0 120 0 20,825 20,950 20,825 21,070: 260 15
Old : 21,085: 0 120 0 20,825 20,950 20,825 21,070: 260 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 98.8 99.4 98.8 99.9: 1.2 0.1
Old : 100.0: 0.0 0.6 0.0 98.8 99.4 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 19 16 19 18:
Old : 28: 0 2 0 19 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 80.1 91.0 92.8 62.0 79.8 84.9 89.6
Old : 65.6 80.1 91.0 92.8 62.0 79.8 84.9 89.6
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,675: 0 75 0 18,235 18,600 18,235 18,675: 440 0
Old : 18,675: 0 75 0 18,235 18,600 18,235 18,675: 440 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 97.6 99.6 97.6 100.0: 2.4 0.0
Old : 100.0: 0.0 0.4 0.0 97.6 99.6 97.6 100.0: 2.4 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 : 23: 0 1 0 16 13 16 14:
Old : 23: 0 1 0 16 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.4 90.1 91.8 97.8 74.5 89.7 87.9 94.1
Old : 78.4 90.1 91.8 97.8 74.5 89.7 87.9 94.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,931: 1,100 200 0 23,711 24,731 24,811 24,931: 120 0
Old : 24,931: 1,100 200 0 23,711 24,731 24,811 24,931: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 250: 50 0 0 200 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.8 0.0 95.1 99.2 99.5 100.0: 0.5 0.0
Old : 100.0: 4.4 0.8 0.0 95.1 99.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 0 19 16 23 17:
Old : 31: 4 1 0 19 16 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 76.6 82.1 92.6 64.1 72.7 77.4 85.3
Old : 68.0 76.6 82.1 92.6 64.1 72.7 77.4 85.3
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,290: 250 75 0 16,722 17,215 16,972 17,290: 318 0
Old : 17,290: 250 75 0 16,722 17,215 16,972 17,290: 318 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 175: 50 0 0 125 175 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.4 0.0 96.7 99.6 98.2 100.0: 1.8 0.0
Old : 100.0: 1.4 0.4 0.0 96.7 99.6 98.2 100.0: 1.8 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 : 28: 2 1 0 18 15 20 16:
Old : 28: 2 1 0 18 15 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 : 69.6 73.1 85.1 94.2 61.7 69.6 77.2 82.8
Old : 69.6 73.1 85.1 94.2 61.7 69.6 77.2 82.8
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,060: 0 750 0 24,695 24,290 24,695 25,040: 365 20
Old : 25,060: 0 750 0 24,695 24,290 24,695 25,040: 365 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -1,395: 0 0 0 -1,395 -1,395 -1,395 -1,395: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.5 96.9 98.5 99.9: 1.5 0.1
Old : 100.0: 0.0 3.0 0.0 98.5 96.9 98.5 99.9: 1.5 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 3 0 17 16 17 19:
Old : 27: 0 3 0 17 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 82.9 89.1 91.7 58.1 74.5 76.2 81.3
Old : 68.8 82.9 89.1 91.7 58.1 74.5 76.2 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,460: 0 0 0 18,065 18,460 18,065 18,460: 395 0
Old : 18,460: 0 0 0 18,065 18,460 18,065 18,460: 395 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 100.0 97.9 100.0: 2.1 0.0
Old : 100.0: 0.0 0.0 0.0 97.9 100.0 97.9 100.0: 2.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 11 17 11:
Old : 20: 0 0 0 17 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 87.4 88.1 98.7 63.2 79.1 77.2 84.6
Old : 68.2 87.4 88.1 98.7 63.2 79.1 77.2 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,265: 230 0 70 22,545 23,105 22,845 23,175: 420 90
Old : 23,265: 230 0 70 22,545 23,105 22,845 23,175: 420 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 505: 0 0 0 505 505 505 505: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.3 96.9 99.3 98.2 99.6: 1.8 0.4
Old : 100.0: 1.0 0.0 0.3 96.9 99.3 98.2 99.6: 1.8 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 : 24: 1 0 1 19 13 20 14:
Old : 24: 1 0 1 19 13 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 86.4 85.1 97.6 59.7 79.8 70.6 80.7
Old : 70.9 86.4 85.1 97.6 59.7 79.8 70.6 80.7
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,547: 730 0 70 23,297 24,397 24,097 24,467: 450 80
Old : 24,547: 730 0 70 23,297 24,397 24,097 24,467: 450 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 930: 0 0 0 930 930 930 930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.3 94.9 99.4 98.2 99.7: 1.8 0.3
Old : 100.0: 3.0 0.0 0.3 94.9 99.4 98.2 99.7: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 19 11 21 12:
Old : 24: 2 0 1 19 11 21 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 : 66.0 91.0 81.7 97.9 48.9 77.3 64.6 78.7
Old : 66.0 91.0 81.7 97.9 48.9 77.3 64.6 78.7
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,595: 5,080 905 145 113,370 117,515 118,595 118,565: 0 30
Old : 118,595: 5,080 905 145 113,370 117,515 118,595 118,565: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 5,020: 600 375 -75 4,615 4,720 5,140 5,020: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.8 0.1 95.6 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 0.8 0.1 95.6 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 5 1 36 37 43 42:
Old : 55: 6 5 1 36 37 43 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 : 36.0 49.7 59.3 71.5 25.5 44.0 43.3 54.2
Old : 36.0 49.7 59.3 71.5 25.5 44.0 43.3 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 136,548: 2,744 3,165 2,701 131,103 130,682 136,548 136,548: 0 0
Old : 136,548: 2,744 3,165 2,701 131,103 130,682 136,548 136,548: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 2,610: 205 295 500 1,905 1,830 2,610 2,625: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.3 2.0 96.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 2.3 2.0 96.0 95.7 100.0 100.0: 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 : 60: 5 6 4 43 38 50 47:
Old : 60: 5 6 4 43 38 50 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 : 42.6 48.2 60.1 68.2 33.9 41.6 48.0 55.9
Old : 42.6 48.2 60.1 68.2 33.9 41.6 48.0 55.9
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 177,316: 8,753 14,096 11,108 157,363 152,081 177,224 177,285: 92 31
Old : 177,316: 8,753 14,096 11,108 157,363 152,081 177,224 177,285: 92 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 595: -258 480 118 752 0 612 598: -17 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 7.9 6.3 88.7 85.8 99.9 100.0: 0.1 0.0
Old : 100.0: 4.9 7.9 6.3 88.7 85.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 13 12 13 47 51 66 70:
Old : 80: 13 12 13 47 51 66 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 54.7 53.2 68.2 37.1 49.7 50.4 57.7
Old : 37.7 54.7 53.2 68.2 37.1 49.7 50.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 128,161: 4,940 1,970 1,590 121,555 124,526 128,085 128,086: 76 75
Old : 128,161: 4,940 1,970 1,590 121,555 124,526 128,085 128,086: 76 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 1,285: 3,050 -25 -2,440 675 3,740 1,285 1,275: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.5 1.2 94.8 97.2 99.9 99.9: 0.1 0.1
Old : 100.0: 3.9 1.5 1.2 94.8 97.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 3 4 41 35 47 41:
Old : 51: 5 3 4 41 35 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.2 65.1 48.6 81.4 29.2 58.6 42.8 65.4
Old : 30.2 65.1 48.6 81.4 29.2 58.6 42.8 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,225: 855 1,220 405 39,950 39,595 41,210 41,220: 15 5
Old : 41,225: 855 1,220 405 39,950 39,595 41,210 41,220: 15 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 145: -30 -180 100 75 225 145 145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.0 1.0 96.9 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 3.0 1.0 96.9 96.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 27 14 31 17:
Old : 32: 2 2 3 27 14 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 : 58.1 88.7 75.6 97.1 57.3 83.2 72.6 85.7
Old : 58.1 88.7 75.6 97.1 57.3 83.2 72.6 85.7
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,365: 0 445 175 35,190 34,745 35,365 35,365: 0 0
Old : 35,365: 0 445 175 35,190 34,745 35,365 35,365: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 325: 0 -225 175 150 375 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.5 99.5 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.3 0.5 99.5 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 : 28: 0 3 1 23 12 24 15:
Old : 28: 0 3 1 23 12 24 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 : 58.8 89.4 79.0 96.8 57.7 79.4 72.7 82.3
Old : 58.8 89.4 79.0 96.8 57.7 79.4 72.7 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 32,042: 1,190 0 309 30,424 31,573 31,923 31,882: 119 160
Old : 32,042: 1,190 0 309 30,424 31,573 31,923 31,882: 119 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 510: 0 0 0 510 510 510 510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 1.0 95.0 98.5 99.6 99.5: 0.4 0.5
Old : 100.0: 3.7 0.0 1.0 95.0 98.5 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 2 30 27 32 29:
Old : 35: 2 0 2 30 27 32 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 : 38.6 52.5 58.0 71.7 34.1 44.5 46.7 59.1
Old : 38.6 52.5 58.0 71.7 34.1 44.5 46.7 59.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 15,535: 225 0 0 15,310 15,385 15,535 15,385: 0 150
Old : 15,535: 225 0 0 15,310 15,385 15,535 15,385: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 105: 0 0 0 105 105 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.6 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 1.4 0.0 0.0 98.6 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 : 23: 1 0 0 21 15 22 15:
Old : 23: 1 0 0 21 15 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 71.5 59.7 89.3 25.3 59.2 41.0 62.8
Old : 34.2 71.5 59.7 89.3 25.3 59.2 41.0 62.8
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,223: 2,356 2,431 514 28,003 28,218 30,873 31,163: 350 60
Old : 31,223: 2,356 2,431 514 28,003 28,218 30,873 31,163: 350 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -224: -270 -10 10 -94 -224 -354 -224: 130 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 7.8 1.6 89.7 90.4 98.9 99.8: 1.1 0.2
Old : 100.0: 7.5 7.8 1.6 89.7 90.4 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 3 5 27 26 34 32:
Old : 40: 5 3 5 27 26 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 36.4 70.0 58.2 37.9 33.0 55.4 52.0
Old : 47.2 36.4 70.0 58.2 37.9 33.0 55.4 52.0
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,402: 1,035 30 251 19,696 21,091 20,982 21,372: 420 30
Old : 21,402: 1,035 30 251 19,696 21,091 20,982 21,372: 420 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 160: 10 -90 0 325 250 335 160: -175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.1 1.2 92.0 98.5 98.0 99.9: 2.0 0.1
Old : 100.0: 4.8 0.1 1.2 92.0 98.5 98.0 99.9: 2.0 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 : 35: 3 1 2 24 24 27 27:
Old : 35: 3 1 2 24 24 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 49.9 75.4 75.2 49.5 49.7 64.1 65.1
Old : 57.8 49.9 75.4 75.2 49.5 49.7 64.1 65.1
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,661: 2,679 4,380 490 38,422 36,731 41,591 41,601: 70 60
Old : 41,661: 2,679 4,380 490 38,422 36,731 41,591 41,601: 70 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 113: 714 50 -5 -621 43 88 88: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.5 1.2 92.2 88.2 99.8 99.9: 0.2 0.1
Old : 100.0: 6.4 10.5 1.2 92.2 88.2 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 4 3 3 31 29 36 34:
Old : 43: 4 3 3 31 29 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 53.4 68.0 76.1 46.5 52.6 60.6 72.4
Old : 50.8 53.4 68.0 76.1 46.5 52.6 60.6 72.4
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 - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,802: 310 175 0 21,920 22,569 22,230 22,744: 572 58
Old : 22,802: 310 175 0 21,920 22,569 22,230 22,744: 572 58
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -155: 0 0 0 -105 165 -105 165: -50 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.8 0.0 96.1 99.0 97.5 99.7: 2.5 0.3
Old : 100.0: 1.4 0.8 0.0 96.1 99.0 97.5 99.7: 2.5 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 : 33: 1 2 0 26 19 27 21:
Old : 33: 1 2 0 26 19 27 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 : 48.0 60.2 67.3 89.4 39.7 50.8 58.0 72.8
Old : 48.0 60.2 67.3 89.4 39.7 50.8 58.0 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,576: 0 2,181 393 24,166 21,997 24,559 24,571: 17 5
Old : 24,576: 0 2,181 393 24,166 21,997 24,559 24,571: 17 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 220: 0 -50 50 170 220 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 1.6 98.3 89.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 8.9 1.6 98.3 89.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 21 19 22 22:
Old : 29: 0 3 1 21 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 52.5 80.2 74.1 55.2 46.9 76.0 65.9
Old : 55.9 52.5 80.2 74.1 55.2 46.9 76.0 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,780: 10 400 120 15,278 15,084 15,408 15,604: 372 176
Old : 15,780: 10 400 120 15,278 15,084 15,408 15,604: 372 176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.5 0.8 96.8 95.6 97.6 98.9: 2.4 1.1
Old : 100.0: 0.1 2.5 0.8 96.8 95.6 97.6 98.9: 2.4 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 : 25: 1 2 1 16 15 17 18:
Old : 25: 1 2 1 16 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 58.7 86.1 81.9 61.7 56.3 82.9 78.5
Old : 62.1 58.7 86.1 81.9 61.7 56.3 82.9 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,712: 700 250 300 37,319 37,693 38,319 38,243: 393 469
Old : 38,712: 700 250 300 37,319 37,693 38,319 38,243: 393 469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 305: 0 0 0 305 275 305 275: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 0.8 96.4 97.4 99.0 98.8: 1.0 1.2
Old : 100.0: 1.8 0.6 0.8 96.4 97.4 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 2 1 29 27 31 30:
Old : 38: 2 2 1 29 27 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 49.3 67.0 71.8 46.1 45.5 60.8 63.6
Old : 48.6 49.3 67.0 71.8 46.1 45.5 60.8 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 16,809: 438 0 39 16,245 16,739 16,722 16,778: 87 31
Old : 16,809: 438 0 39 16,245 16,739 16,722 16,778: 87 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: 404: 20 0 14 370 390 404 404: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.2 96.6 99.6 99.5 99.8: 0.5 0.2
Old : 100.0: 2.6 0.0 0.2 96.6 99.6 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 18 23 19:
Old : 27: 1 0 1 22 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 71.0 64.1 85.7 38.3 64.6 57.2 75.8
Old : 43.0 71.0 64.1 85.7 38.3 64.6 57.2 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders - Futures Only, May 31, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,582: 1,097 0 34 13,384 14,493 14,515 14,527: 67 55
Old : 14,582: 1,097 0 34 13,384 14,493 14,515 14,527: 67 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 24, 2016 :
: -5: 40 0 0 -45 -5 -5 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.2 91.8 99.4 99.5 99.6: 0.5 0.4
Old : 100.0: 7.5 0.0 0.2 91.8 99.4 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 26 20 27 21:
Old : 30: 1 0 1 26 20 27 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 : 34.8 65.8 60.3 84.9 32.2 59.1 52.1 68.7
Old : 34.8 65.8 60.3 84.9 32.2 59.1 52.1 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 3, 2016