CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 10,309: 4,963 606 175 5,171 9,527 10,309 10,308: 0 1
Old : 10,309: 4,963 606 175 5,171 9,527 10,309 10,308: 0 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 5: 5 0 0 0 5 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 5.9 1.7 50.2 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 48.1 5.9 1.7 50.2 92.4 100.0 100.0: 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 : 23: 10 2 2 9 7 20 10:
Old : 23: 10 2 2 9 7 20 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 : 69.0 85.3 90.7 98.0 63.9 83.4 85.6 92.0
Old : 69.0 85.3 90.7 98.0 63.9 83.4 85.6 92.0
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 50,061: 23,718 8,413 9,249 16,851 32,389 49,817 50,051: 244 10
Old : 50,061: 23,718 8,413 9,249 16,851 32,389 49,817 50,051: 244 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,791: 1,023 523 -65 793 1,333 1,751 1,791: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 16.8 18.5 33.7 64.7 99.5 100.0: 0.5 0.0
Old : 100.0: 47.4 16.8 18.5 33.7 64.7 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 13 9 11 9 10 28 24:
Old : 34: 13 9 11 9 10 28 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 : 62.8 53.1 80.0 78.3 49.5 43.7 55.4 55.7
Old : 62.8 53.1 80.0 78.3 49.5 43.7 55.4 55.7
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 28,825: 15,950 24,345 850 12,025 3,080 28,825 28,275: 0 550
Old : 28,825: 15,950 24,345 850 12,025 3,080 28,825 28,275: 0 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 200: 200 0 0 0 0 200 0: 0 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.3 84.5 2.9 41.7 10.7 100.0 98.1: 0.0 1.9
Old : 100.0: 55.3 84.5 2.9 41.7 10.7 100.0 98.1: 0.0 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 : 22: 7 7 4 6 2 16 10:
Old : 22: 7 7 4 6 2 16 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 : 72.9 84.0 87.6 96.8 72.9 83.8 87.4 94.9
Old : 72.9 84.0 87.6 96.8 72.9 83.8 87.4 94.9
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 15,460: 4,200 13,175 1,745 9,515 500 15,460 15,420: 0 40
Old : 15,460: 4,200 13,175 1,745 9,515 500 15,460 15,420: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,000: 400 500 500 100 0 1,000 1,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 85.2 11.3 61.5 3.2 100.0 99.7: 0.0 0.3
Old : 100.0: 27.2 85.2 11.3 61.5 3.2 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 11 4 6 2 15 13:
Old : 23: 5 11 4 6 2 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 75.2 86.1 93.9 64.3 70.6 83.5 83.2
Old : 64.3 75.2 86.1 93.9 64.3 70.6 83.5 83.2
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 57,123: 5,467 7,139 6,336 45,320 43,648 57,123 57,123: 0 0
Old : 57,123: 5,467 7,139 6,336 45,320 43,648 57,123 57,123: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 447: 18 312 -298 727 433 447 447: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 12.5 11.1 79.3 76.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 12.5 11.1 79.3 76.4 100.0 100.0: 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 : 34: 9 8 10 15 14 29 27:
Old : 34: 9 8 10 15 14 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 55.8 70.1 79.3 39.0 43.8 47.4 51.2
Old : 51.5 55.8 70.1 79.3 39.0 43.8 47.4 51.2
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 11,150: 6,575 8,900 100 4,475 2,150 11,150 11,150: 0 0
Old : 11,150: 6,575 8,900 100 4,475 2,150 11,150 11,150: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 500: 550 350 0 -50 150 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.0 79.8 0.9 40.1 19.3 100.0 100.0: 0.0 0.0
Old : 100.0: 59.0 79.8 0.9 40.1 19.3 100.0 100.0: 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 : 21: 7 7 1 4 4 12 11:
Old : 21: 7 7 1 4 4 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 : 70.0 69.1 94.6 93.5 70.0 69.1 94.6 93.5
Old : 70.0 69.1 94.6 93.5 70.0 69.1 94.6 93.5
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 7,400: 4,025 3,570 320 3,035 3,510 7,380 7,400: 20 0
Old : 7,400: 4,025 3,570 320 3,035 3,510 7,380 7,400: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 750: 750 250 -200 200 700 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 48.2 4.3 41.0 47.4 99.7 100.0: 0.3 0.0
Old : 100.0: 54.4 48.2 4.3 41.0 47.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 1 5 5 13 10:
Old : 20: 8 4 1 5 5 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 61.9 87.9 93.0 58.9 61.9 74.1 80.8
Old : 62.6 61.9 87.9 93.0 58.9 61.9 74.1 80.8
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 with Delta-adjusted Options and Futures Combined, April 19, 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 : 11,945: 3,745 7,020 1,000 7,200 3,925 11,945 11,945: 0 0
Old : 11,945: 3,745 7,020 1,000 7,200 3,925 11,945 11,945: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 100: 0 -100 0 100 200 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 58.8 8.4 60.3 32.9 100.0 100.0: 0.0 0.0
Old : 100.0: 31.4 58.8 8.4 60.3 32.9 100.0 100.0: 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 : 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 : 51.9 71.0 79.9 95.8 51.9 63.4 73.7 84.9
Old : 51.9 71.0 79.9 95.8 51.9 63.4 73.7 84.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,493,635: 585,020 186,385 676,527 3,185,153 3,617,534 4,446,700 4,480,446: 46,935 13,189
Old : 4,493,635: 585,020 186,385 676,527 3,185,153 3,617,534 4,446,700 4,480,446: 46,935 13,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 139,087: 21,151 88 47,730 72,488 92,110 141,369 139,928: -2,282 -841
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 4.1 15.1 70.9 80.5 99.0 99.7: 1.0 0.3
Old : 100.0: 13.0 4.1 15.1 70.9 80.5 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 48 30 59 138 125 213 188:
Old : 233: 48 30 59 138 125 213 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 30.3 41.5 45.3 21.1 30.2 32.4 41.9
Old : 23.9 30.3 41.5 45.3 21.1 30.2 32.4 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,941,151: 73,602 76,721 913,027 949,780 949,514 1,936,408 1,939,262: 4,743 1,889
Old : 1,941,151: 73,602 76,721 913,027 949,780 949,514 1,936,408 1,939,262: 4,743 1,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 38,231: 11,065 7,852 6,296 20,739 23,886 38,100 38,034: 131 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.0 47.0 48.9 48.9 99.8 99.9: 0.2 0.1
Old : 100.0: 3.8 4.0 47.0 48.9 48.9 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 : 93: 25 14 35 51 50 88 87:
Old : 93: 25 14 35 51 50 88 87:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 48.9 65.5 67.0 3.5 5.1 5.3 7.3
Old : 47.6 48.9 65.5 67.0 3.5 5.1 5.3 7.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 283,106: 28,654 3,465 5,933 231,296 267,710 265,883 277,108: 17,223 5,998
Old : 283,106: 28,654 3,465 5,933 231,296 267,710 265,883 277,108: 17,223 5,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 493: -134 -1,124 1,638 -1,412 11 92 525: 401 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.2 2.1 81.7 94.6 93.9 97.9: 6.1 2.1
Old : 100.0: 10.1 1.2 2.1 81.7 94.6 93.9 97.9: 6.1 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 : 62: 10 5 8 42 34 57 43:
Old : 62: 10 5 8 42 34 57 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 53.5 44.8 74.7 21.1 44.2 30.9 55.6
Old : 25.9 53.5 44.8 74.7 21.1 44.2 30.9 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 142,330: 2,231 11,514 3,091 131,383 124,134 136,705 138,739: 5,625 3,591
Old : 142,330: 2,231 11,514 3,091 131,383 124,134 136,705 138,739: 5,625 3,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,541: 236 610 -439 2,530 2,063 2,327 2,234: 214 307
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 8.1 2.2 92.3 87.2 96.0 97.5: 4.0 2.5
Old : 100.0: 1.6 8.1 2.2 92.3 87.2 96.0 97.5: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 6 5 29 33 35 42:
Old : 45: 4 6 5 29 33 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 33.9 68.1 54.2 33.2 24.3 41.8 34.8
Old : 48.8 33.9 68.1 54.2 33.2 24.3 41.8 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 229,527: 1,961 6,582 5,027 209,217 204,590 216,205 216,199: 13,322 13,328
Old : 229,527: 1,961 6,582 5,027 209,217 204,590 216,205 216,199: 13,322 13,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 5,193: -341 -240 274 5,586 3,309 5,519 3,343: -326 1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.9 2.2 91.2 89.1 94.2 94.2: 5.8 5.8
Old : 100.0: 0.9 2.9 2.2 91.2 89.1 94.2 94.2: 5.8 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 : 43: 2 3 4 28 30 32 35:
Old : 43: 2 3 4 28 30 32 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 41.3 67.4 67.4 43.1 41.1 59.8 63.1
Old : 49.5 41.3 67.4 67.4 43.1 41.1 59.8 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 736,965: 217 14,781 13,075 709,451 704,690 722,743 732,546: 14,222 4,419
Old : 736,965: 217 14,781 13,075 709,451 704,690 722,743 732,546: 14,222 4,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 17,424: 0 2,136 -594 16,134 15,742 15,540 17,284: 1,884 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 1.8 96.3 95.6 98.1 99.4: 1.9 0.6
Old : 100.0: 0.0 2.0 1.8 96.3 95.6 98.1 99.4: 1.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 1 6 4 51 39 56 45:
Old : 62: 1 6 4 51 39 56 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 : 36.4 44.3 56.9 70.6 33.0 43.2 52.9 68.5
Old : 36.4 44.3 56.9 70.6 33.0 43.2 52.9 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 308,079: 16,198 1,656 4,339 280,512 294,668 301,049 300,663: 7,030 7,416
Old : 308,079: 16,198 1,656 4,339 280,512 294,668 301,049 300,663: 7,030 7,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,322: -785 -453 549 1,891 2,481 1,655 2,577: 667 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.5 1.4 91.1 95.6 97.7 97.6: 2.3 2.4
Old : 100.0: 5.3 0.5 1.4 91.1 95.6 97.7 97.6: 2.3 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 : 58: 5 1 4 34 39 40 44:
Old : 58: 5 1 4 34 39 40 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 39.9 64.7 58.8 42.4 39.8 62.3 58.7
Old : 44.3 39.9 64.7 58.8 42.4 39.8 62.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 286,436: 14,706 1,397 2,154 264,844 277,966 281,704 281,517: 4,732 4,919
Old : 286,436: 14,706 1,397 2,154 264,844 277,966 281,704 281,517: 4,732 4,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 5,001: -39 -161 -48 4,385 5,395 4,298 5,186: 703 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.5 0.8 92.5 97.0 98.3 98.3: 1.7 1.7
Old : 100.0: 5.1 0.5 0.8 92.5 97.0 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 2 4 37 45 43 49:
Old : 56: 4 2 4 37 45 43 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 : 52.6 34.2 70.5 54.2 52.1 29.3 65.6 46.8
Old : 52.6 34.2 70.5 54.2 52.1 29.3 65.6 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 133,534: 1,021 1,921 2,211 125,179 121,354 128,411 125,486: 5,123 8,048
Old : 133,534: 1,021 1,921 2,211 125,179 121,354 128,411 125,486: 5,123 8,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,870: -472 445 85 2,073 1,340 1,686 1,870: 184 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.4 1.7 93.7 90.9 96.2 94.0: 3.8 6.0
Old : 100.0: 0.8 1.4 1.7 93.7 90.9 96.2 94.0: 3.8 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 : 33: 1 2 2 21 23 23 26:
Old : 33: 1 2 2 21 23 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 58.5 80.1 72.6 67.0 56.3 79.4 69.7
Old : 67.1 58.5 80.1 72.6 67.0 56.3 79.4 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 125,378: 5,498 5,007 2,258 109,383 110,898 117,139 118,163: 8,239 7,215
Old : 125,378: 5,498 5,007 2,258 109,383 110,898 117,139 118,163: 8,239 7,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,396: -1,138 -117 806 245 555 -87 1,244: 1,483 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 4.0 1.8 87.2 88.5 93.4 94.2: 6.6 5.8
Old : 100.0: 4.4 4.0 1.8 87.2 88.5 93.4 94.2: 6.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 3 28 24 31 27:
Old : 35: 1 2 3 28 24 31 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 : 43.8 38.3 64.6 62.0 40.5 37.2 58.4 58.5
Old : 43.8 38.3 64.6 62.0 40.5 37.2 58.4 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,795: 212 1,990 1,396 92,523 89,158 94,131 92,544: 8,664 10,251
Old : 102,795: 212 1,990 1,396 92,523 89,158 94,131 92,544: 8,664 10,251
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,996: 0 644 -62 4,897 2,414 4,835 2,996: -1,839 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.9 1.4 90.0 86.7 91.6 90.0: 8.4 10.0
Old : 100.0: 0.2 1.9 1.4 90.0 86.7 91.6 90.0: 8.4 10.0
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 1 2 18 20 20 22:
Old : 29: 1 1 2 18 20 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 : 72.9 44.4 82.3 68.5 71.8 44.4 78.2 65.6
Old : 72.9 44.4 82.3 68.5 71.8 44.4 78.2 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 168,417: 0 0 0 161,338 157,421 161,338 157,421: 7,079 10,996
Old : 168,417: 0 0 0 161,338 157,421 161,338 157,421: 7,079 10,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 5,878: 0 0 0 7,278 5,451 7,278 5,451: -1,400 427
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 93.5 95.8 93.5: 4.2 6.5
Old : 100.0: 0.0 0.0 0.0 95.8 93.5 95.8 93.5: 4.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 27 20 27 20:
Old : 33: 0 0 0 27 20 27 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 : 38.8 69.1 60.9 81.7 38.4 68.4 58.7 79.0
Old : 38.8 69.1 60.9 81.7 38.4 68.4 58.7 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,752: 0 0 0 77,610 80,124 77,610 80,124: 10,142 7,628
Old : 87,752: 0 0 0 77,610 80,124 77,610 80,124: 10,142 7,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -62: 0 0 0 -124 93 -124 93: 62 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.4 91.3 88.4 91.3: 11.6 8.7
Old : 100.0: 0.0 0.0 0.0 88.4 91.3 88.4 91.3: 11.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 15 16 15:
Old : 24: 0 0 0 16 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 62.8 71.5 85.9 52.9 62.8 68.1 82.2
Old : 52.9 62.8 71.5 85.9 52.9 62.8 68.1 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,497: 0 0 0 21,496 21,835 21,496 21,835: 2,001 1,662
Old : 23,497: 0 0 0 21,496 21,835 21,496 21,835: 2,001 1,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 0: 0 0 0 -31 0 -31 0: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 92.9 91.5 92.9: 8.5 7.1
Old : 100.0: 0.0 0.0 0.0 91.5 92.9 91.5 92.9: 8.5 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 11 13 11 13:
Old : 21: 0 0 0 11 13 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 61.6 87.6 85.3 76.4 61.1 86.3 84.8
Old : 77.0 61.6 87.6 85.3 76.4 61.1 86.3 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 330,668: 1,129 3,596 6,413 309,859 312,254 317,401 322,263: 13,267 8,405
Old : 330,668: 1,129 3,596 6,413 309,859 312,254 317,401 322,263: 13,267 8,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 9,735: -59 215 -400 9,608 9,066 9,149 8,881: 586 854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.1 1.9 93.7 94.4 96.0 97.5: 4.0 2.5
Old : 100.0: 0.3 1.1 1.9 93.7 94.4 96.0 97.5: 4.0 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 3 5 44 39 49 45:
Old : 58: 3 3 5 44 39 49 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 : 27.8 51.7 48.1 70.0 26.4 51.7 43.1 66.8
Old : 27.8 51.7 48.1 70.0 26.4 51.7 43.1 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,903: 1,462 620 1,810 75,178 76,764 78,450 79,194: 7,453 6,709
Old : 85,903: 1,462 620 1,810 75,178 76,764 78,450 79,194: 7,453 6,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,224: 248 0 65 1,077 342 1,390 407: -166 817
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.7 2.1 87.5 89.4 91.3 92.2: 8.7 7.8
Old : 100.0: 1.7 0.7 2.1 87.5 89.4 91.3 92.2: 8.7 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 : 29: 2 1 2 22 20 24 23:
Old : 29: 2 1 2 22 20 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 46.9 74.2 71.1 46.6 40.6 62.0 58.0
Old : 51.0 46.9 74.2 71.1 46.6 40.6 62.0 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 16,441: 240 0 0 12,784 14,607 13,024 14,607: 3,417 1,834
Old : 16,441: 240 0 0 12,784 14,607 13,024 14,607: 3,417 1,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 558: 0 0 0 558 372 558 372: 0 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 77.8 88.8 79.2 88.8: 20.8 11.2
Old : 100.0: 1.5 0.0 0.0 77.8 88.8 79.2 88.8: 20.8 11.2
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 : 22: 1 0 0 9 14 10 14:
Old : 22: 1 0 0 9 14 10 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 : 60.7 53.1 76.3 77.7 59.7 52.2 73.8 74.7
Old : 60.7 53.1 76.3 77.7 59.7 52.2 73.8 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,368: 2,823 7,589 1,709 63,353 61,990 67,885 71,288: 6,483 3,080
Old : 74,368: 2,823 7,589 1,709 63,353 61,990 67,885 71,288: 6,483 3,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 580: -187 309 242 401 395 456 946: 124 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 10.2 2.3 85.2 83.4 91.3 95.9: 8.7 4.1
Old : 100.0: 3.8 10.2 2.3 85.2 83.4 91.3 95.9: 8.7 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 3 3 15 15 19 19:
Old : 23: 2 3 3 15 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 : 46.5 63.3 75.0 82.1 41.4 56.6 64.3 70.6
Old : 46.5 63.3 75.0 82.1 41.4 56.6 64.3 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 60,750: 3,580 1,674 0 54,363 57,986 57,943 59,660: 2,807 1,090
Old : 60,750: 3,580 1,674 0 54,363 57,986 57,943 59,660: 2,807 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 5,205: 248 1,674 0 5,081 3,407 5,329 5,081: -124 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.8 0.0 89.5 95.5 95.4 98.2: 4.6 1.8
Old : 100.0: 5.9 2.8 0.0 89.5 95.5 95.4 98.2: 4.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 0 19 17 21 18:
Old : 29: 2 1 0 19 17 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 59.5 66.4 78.2 30.8 54.3 51.3 66.5
Old : 42.7 59.5 66.4 78.2 30.8 54.3 51.3 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,798: 17,530 11,094 360 86,590 92,983 104,480 104,437: 2,318 2,361
Old : 106,798: 17,530 11,094 360 86,590 92,983 104,480 104,437: 2,318 2,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 5,236: 248 1,550 0 5,050 3,193 5,298 4,743: -62 493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 10.4 0.3 81.1 87.1 97.8 97.8: 2.2 2.2
Old : 100.0: 16.4 10.4 0.3 81.1 87.1 97.8 97.8: 2.2 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 : 61: 9 5 1 33 25 43 30:
Old : 61: 9 5 1 33 25 43 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 : 43.2 60.3 59.1 74.1 41.2 53.7 54.2 65.5
Old : 43.2 60.3 59.1 74.1 41.2 53.7 54.2 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 61,599: 0 0 0 61,209 60,905 61,209 60,905: 390 694
Old : 61,599: 0 0 0 61,209 60,905 61,209 60,905: 390 694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,259: 0 0 0 1,259 1,135 1,259 1,135: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 98.9 99.4 98.9: 0.6 1.1
Old : 100.0: 0.0 0.0 0.0 99.4 98.9 99.4 98.9: 0.6 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 : 30: 0 0 0 17 18 17 18:
Old : 30: 0 0 0 17 18 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 56.6 91.8 80.3 72.7 48.5 82.9 72.2
Old : 74.8 56.6 91.8 80.3 72.7 48.5 82.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,886: 1,052 0 1,351 203,474 201,952 205,877 203,303: 7,009 9,583
Old : 212,886: 1,052 0 1,351 203,474 201,952 205,877 203,303: 7,009 9,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,184: 1,052 -450 452 1,406 2,990 2,910 2,992: 274 192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.6 95.6 94.9 96.7 95.5: 3.3 4.5
Old : 100.0: 0.5 0.0 0.6 95.6 94.9 96.7 95.5: 3.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 0 1 33 33 35 34:
Old : 40: 2 0 1 33 33 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 : 62.6 41.6 75.9 65.0 60.2 36.4 66.7 52.2
Old : 62.6 41.6 75.9 65.0 60.2 36.4 66.7 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 26,588: 1,866 0 0 22,200 24,642 24,066 24,642: 2,522 1,946
Old : 26,588: 1,866 0 0 22,200 24,642 24,066 24,642: 2,522 1,946
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 62: 0 0 0 62 0 62 0: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.0 83.5 92.7 90.5 92.7: 9.5 7.3
Old : 100.0: 7.0 0.0 0.0 83.5 92.7 90.5 92.7: 9.5 7.3
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 : 21: 1 0 0 10 11 11 11:
Old : 21: 1 0 0 10 11 11 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 : 59.9 71.3 86.2 89.4 59.9 65.1 82.6 83.2
Old : 59.9 71.3 86.2 89.4 59.9 65.1 82.6 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,770: 0 4,887 1,246 40,576 42,519 41,822 48,652: 11,948 5,118
Old : 53,770: 0 4,887 1,246 40,576 42,519 41,822 48,652: 11,948 5,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 31: 0 94 31 0 -125 31 0: 0 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.1 2.3 75.5 79.1 77.8 90.5: 22.2 9.5
Old : 100.0: 0.0 9.1 2.3 75.5 79.1 77.8 90.5: 22.2 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 2 15 17 17 20:
Old : 23: 0 3 2 15 17 17 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 : 49.9 46.9 66.5 64.9 37.4 35.0 46.3 47.8
Old : 49.9 46.9 66.5 64.9 37.4 35.0 46.3 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,481: 0 19,846 523 107,619 89,635 108,142 110,004: 8,339 6,477
Old : 116,481: 0 19,846 523 107,619 89,635 108,142 110,004: 8,339 6,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 108: 0 -1,551 0 46 1,597 46 46: 62 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.0 0.4 92.4 77.0 92.8 94.4: 7.2 5.6
Old : 100.0: 0.0 17.0 0.4 92.4 77.0 92.8 94.4: 7.2 5.6
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 : 37: 0 4 1 19 25 20 29:
Old : 37: 0 4 1 19 25 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 44.8 79.8 62.8 62.7 38.1 75.0 54.6
Old : 62.7 44.8 79.8 62.8 62.7 38.1 75.0 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,213: 11,133 0 721 91,035 110,052 102,889 110,773: 14,324 6,440
Old : 117,213: 11,133 0 721 91,035 110,052 102,889 110,773: 14,324 6,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,318: -1,038 0 -250 4,005 1,662 2,717 1,412: -399 906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.6 77.7 93.9 87.8 94.5: 12.2 5.5
Old : 100.0: 9.5 0.0 0.6 77.7 93.9 87.8 94.5: 12.2 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 : 27: 5 0 1 16 13 21 14:
Old : 27: 5 0 1 16 13 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 72.6 65.5 85.5 44.2 67.6 58.9 78.6
Old : 48.2 72.6 65.5 85.5 44.2 67.6 58.9 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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,005: 1,472 0 0 99,014 103,985 100,486 103,985: 5,519 2,020
Old : 106,005: 1,472 0 0 99,014 103,985 100,486 103,985: 5,519 2,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,389: 0 0 0 1,055 1,389 1,055 1,389: 334 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 93.4 98.1 94.8 98.1: 5.2 1.9
Old : 100.0: 1.4 0.0 0.0 93.4 98.1 94.8 98.1: 5.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 18 16 19 16:
Old : 22: 1 0 0 18 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 69.7 83.2 88.5 54.2 59.8 70.0 77.3
Old : 59.1 69.7 83.2 88.5 54.2 59.8 70.0 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 123,413: 1,501 1,866 1,886 113,404 117,644 116,791 121,396: 6,622 2,017
Old : 123,413: 1,501 1,866 1,886 113,404 117,644 116,791 121,396: 6,622 2,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 412: 165 -490 -97 465 906 533 319: -121 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.5 1.5 91.9 95.3 94.6 98.4: 5.4 1.6
Old : 100.0: 1.2 1.5 1.5 91.9 95.3 94.6 98.4: 5.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 3 2 19 19 22 24:
Old : 30: 3 3 2 19 19 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 67.2 81.1 85.7 67.0 63.4 77.0 81.6
Old : 68.5 67.2 81.1 85.7 67.0 63.4 77.0 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 144,414: 2,123 13,967 2,223 123,843 117,442 128,189 133,632: 16,225 10,782
Old : 144,414: 2,123 13,967 2,223 123,843 117,442 128,189 133,632: 16,225 10,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,697: 504 624 134 1,609 1,401 2,247 2,159: 450 538
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.7 1.5 85.8 81.3 88.8 92.5: 11.2 7.5
Old : 100.0: 1.5 9.7 1.5 85.8 81.3 88.8 92.5: 11.2 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 2 23 26 25 30:
Old : 37: 1 3 2 23 26 25 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 : 41.6 43.6 59.6 66.4 24.6 37.0 38.9 50.2
Old : 41.6 43.6 59.6 66.4 24.6 37.0 38.9 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,619: 4,467 5,223 0 19,790 20,026 24,257 25,249: 1,362 370
Old : 25,619: 4,467 5,223 0 19,790 20,026 24,257 25,249: 1,362 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,813: 1,767 403 0 1,926 3,100 3,693 3,503: 120 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 20.4 0.0 77.2 78.2 94.7 98.6: 5.3 1.4
Old : 100.0: 17.4 20.4 0.0 77.2 78.2 94.7 98.6: 5.3 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 0 13 11 16 13:
Old : 23: 3 2 0 13 11 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 : 60.0 59.2 77.9 91.5 52.7 49.7 65.1 67.3
Old : 60.0 59.2 77.9 91.5 52.7 49.7 65.1 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 49,159: 0 1,050 0 47,226 47,656 47,226 48,706: 1,933 453
Old : 49,159: 0 1,050 0 47,226 47,656 47,226 48,706: 1,933 453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 124: 0 0 0 62 124 62 124: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 96.1 96.9 96.1 99.1: 3.9 0.9
Old : 100.0: 0.0 2.1 0.0 96.1 96.9 96.1 99.1: 3.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 13 16 13 18:
Old : 24: 0 2 0 13 16 13 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 : 68.8 49.8 88.7 80.2 46.0 38.3 64.3 64.2
Old : 68.8 49.8 88.7 80.2 46.0 38.3 64.3 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 60,355: 0 1,208 0 58,223 58,509 58,223 59,717: 2,132 638
Old : 60,355: 0 1,208 0 58,223 58,509 58,223 59,717: 2,132 638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 124: 0 248 0 124 -124 124 124: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 96.5 96.9 96.5 98.9: 3.5 1.1
Old : 100.0: 0.0 2.0 0.0 96.5 96.9 96.5 98.9: 3.5 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 : 24: 0 2 0 14 12 14 14:
Old : 24: 0 2 0 14 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 77.8 91.1 95.2 68.0 77.8 90.3 94.8
Old : 68.8 77.8 91.1 95.2 68.0 77.8 90.3 94.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 199,585: 2,039 6,797 1,643 188,915 183,946 192,597 192,386: 6,988 7,199
Old : 199,585: 2,039 6,797 1,643 188,915 183,946 192,597 192,386: 6,988 7,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 7,916: 332 308 -62 8,655 7,575 8,925 7,821: -1,009 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.4 0.8 94.7 92.2 96.5 96.4: 3.5 3.6
Old : 100.0: 1.0 3.4 0.8 94.7 92.2 96.5 96.4: 3.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 5 3 40 33 43 40:
Old : 52: 2 5 3 40 33 43 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 : 37.5 48.3 56.4 66.3 36.7 45.0 51.7 54.6
Old : 37.5 48.3 56.4 66.3 36.7 45.0 51.7 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 90,227: 0 860 0 80,825 79,246 80,825 80,106: 9,402 10,121
Old : 90,227: 0 860 0 80,825 79,246 80,825 80,106: 9,402 10,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -585: 0 0 0 -585 -585 -585 -585: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 89.6 87.8 89.6 88.8: 10.4 11.2
Old : 100.0: 0.0 1.0 0.0 89.6 87.8 89.6 88.8: 10.4 11.2
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 : 26: 0 1 0 17 16 17 17:
Old : 26: 0 1 0 17 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 60.1 77.0 75.5 51.0 54.8 69.6 69.8
Old : 55.7 60.1 77.0 75.5 51.0 54.8 69.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 91,237: 0 1,195 395 82,735 86,534 83,130 88,124: 8,107 3,113
Old : 91,237: 0 1,195 395 82,735 86,534 83,130 88,124: 8,107 3,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,350: 0 -184 122 1,381 1,412 1,503 1,350: -153 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.4 90.7 94.8 91.1 96.6: 8.9 3.4
Old : 100.0: 0.0 1.3 0.4 90.7 94.8 91.1 96.6: 8.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 20 17 21 18:
Old : 27: 0 1 1 20 17 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 70.1 77.0 87.4 63.6 69.2 74.4 84.0
Old : 63.6 70.1 77.0 87.4 63.6 69.2 74.4 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 96,848: 2,362 0 0 87,784 93,998 90,146 93,998: 6,702 2,850
Old : 96,848: 2,362 0 0 87,784 93,998 90,146 93,998: 6,702 2,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,438: 0 0 0 3,836 6,215 3,836 6,215: -398 -2,777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 90.6 97.1 93.1 97.1: 6.9 2.9
Old : 100.0: 2.4 0.0 0.0 90.6 97.1 93.1 97.1: 6.9 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 : 29: 1 0 0 18 14 19 14:
Old : 29: 1 0 0 18 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 72.8 75.3 87.0 57.5 71.3 75.3 85.4
Old : 57.5 72.8 75.3 87.0 57.5 71.3 75.3 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 161,625: 24,114 7,079 16,833 119,637 136,926 160,584 160,838: 1,041 787
Old : 161,625: 24,114 7,079 16,833 119,637 136,926 160,584 160,838: 1,041 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,155: -4,613 -74 1,419 4,986 450 1,793 1,796: 362 359
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 4.4 10.4 74.0 84.7 99.4 99.5: 0.6 0.5
Old : 100.0: 14.9 4.4 10.4 74.0 84.7 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 : 84: 19 11 21 51 50 80 72:
Old : 84: 19 11 21 51 50 80 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 28.9 59.9 48.2 32.6 21.4 39.4 33.2
Old : 48.0 28.9 59.9 48.2 32.6 21.4 39.4 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 51,219: 3,270 2,167 321 47,629 48,732 51,219 51,219: 0 0
Old : 51,219: 3,270 2,167 321 47,629 48,732 51,219 51,219: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,548: -76 89 9 1,615 1,450 1,548 1,548: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.2 0.6 93.0 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.4 4.2 0.6 93.0 95.1 100.0 100.0: 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 : 39: 5 2 2 27 28 33 31:
Old : 39: 5 2 2 27 28 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 50.3 73.2 76.2 40.7 32.0 49.8 50.1
Old : 51.8 50.3 73.2 76.2 40.7 32.0 49.8 50.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 435,212: 50,184 2,432 0 385,028 432,780 435,212 435,212: 0 0
Old : 435,212: 50,184 2,432 0 385,028 432,780 435,212 435,212: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 15,225: 3,864 0 0 11,361 15,225 15,225 15,225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 0.6 0.0 88.5 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 0.6 0.0 88.5 99.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 0 25 24 29 25:
Old : 32: 4 1 0 25 24 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 56.2 65.6 79.9 36.9 42.3 48.0 52.2
Old : 43.4 56.2 65.6 79.9 36.9 42.3 48.0 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 1,547,128: 61,777 48,567 44,109 1,441,242 1,454,452 1,547,128 1,547,128: 0 0
Old : 1,547,128: 61,777 48,567 44,109 1,441,242 1,454,452 1,547,128 1,547,128: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 55,713: 1,536 9,632 3,636 50,541 42,445 55,713 55,713: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.1 2.9 93.2 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 3.1 2.9 93.2 94.0 100.0 100.0: 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 : 58: 5 7 3 38 41 44 50:
Old : 58: 5 7 3 38 41 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 46.2 71.8 64.2 48.6 38.4 57.4 51.1
Old : 60.6 46.2 71.8 64.2 48.6 38.4 57.4 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 71,529: 5,221 4,896 2,880 63,428 63,753 71,529 71,529: 0 0
Old : 71,529: 5,221 4,896 2,880 63,428 63,753 71,529 71,529: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,014: 691 -153 -56 379 1,223 1,014 1,014: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 6.8 4.0 88.7 89.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.3 6.8 4.0 88.7 89.1 100.0 100.0: 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 : 40: 6 6 6 26 25 36 33:
Old : 40: 6 6 6 26 25 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 54.0 75.2 74.1 35.3 48.8 51.7 58.6
Old : 51.8 54.0 75.2 74.1 35.3 48.8 51.7 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 431,247: 2,928 14,976 0 428,319 416,271 431,247 431,247: 0 0
Old : 431,247: 2,928 14,976 0 428,319 416,271 431,247 431,247: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -4,024: 2,928 -4,992 0 -6,952 968 -4,024 -4,024: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.5 0.0 99.3 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 3.5 0.0 99.3 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 4 0 19 16 20 20:
Old : 29: 1 4 0 19 16 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 : 65.1 65.9 88.6 86.3 45.2 49.1 60.3 60.9
Old : 65.1 65.9 88.6 86.3 45.2 49.1 60.3 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 398,331: 0 760 0 398,331 397,571 398,331 398,331: 0 0
Old : 398,331: 0 760 0 398,331 397,571 398,331 398,331: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 9,980: 0 0 0 9,980 9,980 9,980 9,980: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 0 1 0 29 30 29 31:
Old : 39: 0 1 0 29 30 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 52.8 70.6 75.3 41.8 48.2 59.5 59.7
Old : 44.4 52.8 70.6 75.3 41.8 48.2 59.5 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 37,699: 997 63 402 35,429 36,158 36,828 36,623: 871 1,076
Old : 37,699: 997 63 402 35,429 36,158 36,828 36,623: 871 1,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 94: -110 0 44 160 50 94 94: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.2 1.1 94.0 95.9 97.7 97.1: 2.3 2.9
Old : 100.0: 2.6 0.2 1.1 94.0 95.9 97.7 97.1: 2.3 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 1 2 28 26 33 29:
Old : 37: 5 1 2 28 26 33 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 : 48.7 54.4 68.4 77.6 46.9 53.2 64.2 70.4
Old : 48.7 54.4 68.4 77.6 46.9 53.2 64.2 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,400: 0 0 0 53,919 54,343 53,919 54,343: 481 57
Old : 54,400: 0 0 0 53,919 54,343 53,919 54,343: 481 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,160: 0 0 0 2,160 2,160 2,160 2,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.9 99.1 99.9: 0.9 0.1
Old : 100.0: 0.0 0.0 0.0 99.1 99.9 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 0 0 34 33 34 33:
Old : 44: 0 0 0 34 33 34 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 : 54.2 52.6 70.1 75.8 50.7 44.4 63.4 63.9
Old : 54.2 52.6 70.1 75.8 50.7 44.4 63.4 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 76,222: 396 0 5 75,147 76,157 75,548 76,162: 674 60
Old : 76,222: 396 0 5 75,147 76,157 75,548 76,162: 674 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,700: 50 0 0 3,650 3,700 3,700 3,700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 98.6 99.9 99.1 99.9: 0.9 0.1
Old : 100.0: 0.5 0.0 0.0 98.6 99.9 99.1 99.9: 0.9 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 : 46: 3 0 1 36 30 39 31:
Old : 46: 3 0 1 36 30 39 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 52.7 67.6 76.3 49.6 46.4 64.6 65.3
Old : 51.0 52.7 67.6 76.3 49.6 46.4 64.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,443: 100 75 0 18,313 18,368 18,413 18,443: 30 0
Old : 18,443: 100 75 0 18,313 18,368 18,413 18,443: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.4 0.0 99.3 99.6 99.8 100.0: 0.2 0.0
Old : 100.0: 0.5 0.4 0.0 99.3 99.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 18 14 19 15:
Old : 28: 1 1 0 18 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 62.7 79.7 90.5 45.0 56.2 67.9 73.9
Old : 53.1 62.7 79.7 90.5 45.0 56.2 67.9 73.9
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 318,872: 2,872 0 752 315,248 318,120 318,872 318,872: 0 0
Old : 318,872: 2,872 0 752 315,248 318,120 318,872 318,872: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 16: 0 0 0 16 16 16 16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.2 98.9 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.0 0.2 98.9 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 27 16 28 17:
Old : 30: 1 0 1 27 16 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 82.1 63.0 93.4 37.4 70.6 54.5 72.5
Old : 42.0 82.1 63.0 93.4 37.4 70.6 54.5 72.5
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,999: 2,043 0 0 7,764 9,787 9,807 9,787: 192 212
Old : 9,999: 2,043 0 0 7,764 9,787 9,807 9,787: 192 212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 64: -21 0 0 -1 64 -22 64: 86 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.0 0.0 77.6 97.9 98.1 97.9: 1.9 2.1
Old : 100.0: 20.4 0.0 0.0 77.6 97.9 98.1 97.9: 1.9 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 : 30: 7 0 0 20 17 27 17:
Old : 30: 7 0 0 20 17 27 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 64.3 67.5 81.6 40.7 58.8 65.6 75.1
Old : 42.4 64.3 67.5 81.6 40.7 58.8 65.6 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,970: 5,850 0 0 7,060 12,910 12,910 12,910: 60 60
Old : 12,970: 5,850 0 0 7,060 12,910 12,910 12,910: 60 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.1 0.0 0.0 54.4 99.5 99.5 99.5: 0.5 0.5
Old : 100.0: 45.1 0.0 0.0 54.4 99.5 99.5 99.5: 0.5 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 : 20: 2 0 0 10 15 12 15:
Old : 20: 2 0 0 10 15 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 59.0 94.1 83.7 72.9 58.5 86.0 74.8
Old : 72.9 59.0 94.1 83.7 72.9 58.5 86.0 74.8
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,060: 50 450 340 11,115 11,180 11,505 11,970: 555 90
Old : 12,060: 50 450 340 11,115 11,180 11,505 11,970: 555 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,400: 0 220 -180 1,580 1,360 1,400 1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.7 2.8 92.2 92.7 95.4 99.3: 4.6 0.7
Old : 100.0: 0.4 3.7 2.8 92.2 92.7 95.4 99.3: 4.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 1 16 12 18 13:
Old : 21: 1 1 1 16 12 18 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 : 62.1 62.5 79.1 85.1 58.5 58.6 68.1 73.2
Old : 62.1 62.5 79.1 85.1 58.5 58.6 68.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,816: 0 625 0 25,816 25,191 25,816 25,816: 0 0
Old : 25,816: 0 625 0 25,816 25,191 25,816 25,816: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 100.0 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.4 0.0 100.0 97.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 0 24 20 24 22:
Old : 34: 0 2 0 24 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 55.3 80.2 81.6 52.3 48.2 67.8 68.8
Old : 56.8 55.3 80.2 81.6 52.3 48.2 67.8 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,502: 50 75 600 22,672 22,827 23,322 23,502: 180 0
Old : 23,502: 50 75 600 22,672 22,827 23,322 23,502: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -260: 0 0 0 -260 -260 -260 -260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 2.6 96.5 97.1 99.2 100.0: 0.8 0.0
Old : 100.0: 0.2 0.3 2.6 96.5 97.1 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 25 22 27 24:
Old : 33: 1 1 1 25 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 62.6 65.0 82.5 33.2 45.6 48.0 55.8
Old : 43.2 62.6 65.0 82.5 33.2 45.6 48.0 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 24,440: 1,001 126 0 22,161 23,147 23,162 23,273: 1,278 1,167
Old : 24,440: 1,001 126 0 22,161 23,147 23,162 23,273: 1,278 1,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 32: 63 0 0 -31 -32 32 -32: 0 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.5 0.0 90.7 94.7 94.8 95.2: 5.2 4.8
Old : 100.0: 4.1 0.5 0.0 90.7 94.7 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 : 31: 2 1 0 26 22 28 23:
Old : 31: 2 1 0 26 22 28 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 : 34.6 59.8 59.5 78.0 29.9 51.4 48.5 61.8
Old : 34.6 59.8 59.5 78.0 29.9 51.4 48.5 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,740: 390 4,135 557 55,598 51,918 56,545 56,610: 195 130
Old : 56,740: 390 4,135 557 55,598 51,918 56,545 56,610: 195 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,042: 25 1,195 -35 1,052 -118 1,042 1,042: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.3 1.0 98.0 91.5 99.7 99.8: 0.3 0.2
Old : 100.0: 0.7 7.3 1.0 98.0 91.5 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 : 44: 2 4 5 34 33 39 39:
Old : 44: 2 4 5 34 33 39 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 45.6 71.0 68.6 47.2 44.7 67.3 65.8
Old : 48.4 45.6 71.0 68.6 47.2 44.7 67.3 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,568: 3,261 2,925 2,073 65,214 65,480 70,548 70,478: 20 90
Old : 70,568: 3,261 2,925 2,073 65,214 65,480 70,548 70,478: 20 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,062: -395 622 119 1,323 326 1,047 1,067: 15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.1 2.9 92.4 92.8 100.0 99.9: 0.0 0.1
Old : 100.0: 4.6 4.1 2.9 92.4 92.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 6 6 7 36 33 46 42:
Old : 52: 6 6 7 36 33 46 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 47.6 61.4 63.7 40.9 45.5 57.9 56.9
Old : 41.4 47.6 61.4 63.7 40.9 45.5 57.9 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,410: 1,055 0 0 42,343 43,380 43,398 43,380: 12 30
Old : 43,410: 1,055 0 0 42,343 43,380 43,398 43,380: 12 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,980: -15 0 0 2,995 2,980 2,980 2,980: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 97.5 99.9 100.0 99.9: 0.0 0.1
Old : 100.0: 2.4 0.0 0.0 97.5 99.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 27 15 28 15:
Old : 31: 1 0 0 27 15 28 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 : 52.2 96.3 70.2 98.6 51.0 91.6 65.4 92.0
Old : 52.2 96.3 70.2 98.6 51.0 91.6 65.4 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,413: 1,515 0 0 47,853 49,413 49,368 49,413: 45 0
Old : 49,413: 1,515 0 0 47,853 49,413 49,368 49,413: 45 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 3,070: 85 0 0 2,985 3,070 3,070 3,070: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.8 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 3.1 0.0 0.0 96.8 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 27 17 28 17:
Old : 31: 1 0 0 27 17 28 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 : 54.7 91.1 71.3 97.3 51.8 88.1 67.6 90.1
Old : 54.7 91.1 71.3 97.3 51.8 88.1 67.6 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 339,929: 9,499 28,347 9,530 320,900 302,052 339,929 339,929: 0 0
Old : 339,929: 9,499 28,347 9,530 320,900 302,052 339,929 339,929: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,780: -11,514 8,712 3,626 10,668 -9,558 2,780 2,780: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.3 2.8 94.4 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 8.3 2.8 94.4 88.9 100.0 100.0: 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 : 43: 2 5 2 30 32 33 38:
Old : 43: 2 5 2 30 32 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 34.6 69.7 58.4 41.2 31.1 53.4 46.0
Old : 48.5 34.6 69.7 58.4 41.2 31.1 53.4 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,430: 2,784 1,469 1,507 22,033 23,347 26,324 26,323: 106 107
Old : 26,430: 2,784 1,469 1,507 22,033 23,347 26,324 26,323: 106 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 14: -765 218 440 339 -687 14 -29: 0 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.6 5.7 83.4 88.3 99.6 99.6: 0.4 0.4
Old : 100.0: 10.5 5.6 5.7 83.4 88.3 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 : 45: 3 6 7 29 34 36 43:
Old : 45: 3 6 7 29 34 36 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 36.4 73.2 52.4 40.3 36.0 61.1 49.5
Old : 48.0 36.4 73.2 52.4 40.3 36.0 61.1 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 39,697: 492 3,948 432 38,773 35,317 39,697 39,697: 0 0
Old : 39,697: 492 3,948 432 38,773 35,317 39,697 39,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 486: 0 -130 0 486 616 486 486: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 9.9 1.1 97.7 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 9.9 1.1 97.7 89.0 100.0 100.0: 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: 2 6 2 14 17 17 24:
Old : 29: 2 6 2 14 17 17 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 : 79.7 62.3 94.2 83.4 71.9 61.3 76.5 72.5
Old : 79.7 62.3 94.2 83.4 71.9 61.3 76.5 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 322,208: 0 1,520 0 322,208 320,688 322,208 322,208: 0 0
Old : 322,208: 0 1,520 0 322,208 320,688 322,208 322,208: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -2,592: 0 -2,592 0 -2,592 0 -2,592 -2,592: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 12 11 12 13:
Old : 20: 0 2 0 12 11 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 89.8 98.3 98.5 71.5 86.8 86.7 88.0
Old : 76.3 89.8 98.3 98.5 71.5 86.8 86.7 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 360,940: 0 384 0 360,940 360,556 360,940 360,940: 0 0
Old : 360,940: 0 384 0 360,940 360,556 360,940 360,940: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,853: 0 0 0 1,853 1,853 1,853 1,853: 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 : 26: 0 1 0 19 16 19 17:
Old : 26: 0 1 0 19 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 76.7 82.7 91.0 61.2 68.2 71.9 72.8
Old : 66.3 76.7 82.7 91.0 61.2 68.2 71.9 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 28,192: 953 84 0 27,155 27,198 28,108 27,282: 84 910
Old : 28,192: 953 84 0 27,155 27,198 28,108 27,282: 84 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -491: 212 0 0 -703 -534 -491 -534: 0 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.3 0.0 96.3 96.5 99.7 96.8: 0.3 3.2
Old : 100.0: 3.4 0.3 0.0 96.3 96.5 99.7 96.8: 0.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 0 17 18 21 19:
Old : 26: 4 1 0 17 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 80.9 82.0 88.3 57.9 73.2 71.1 78.2
Old : 64.8 80.9 82.0 88.3 57.9 73.2 71.1 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 132,380: 0 3,545 0 132,380 128,835 132,380 132,380: 0 0
Old : 132,380: 0 3,545 0 132,380 128,835 132,380 132,380: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 800: 0 0 0 800 800 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 100.0 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.7 0.0 100.0 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 : 20: 0 1 0 10 10 10 11:
Old : 20: 0 1 0 10 10 10 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 : 77.3 88.2 97.9 98.0 77.3 87.9 97.9 97.6
Old : 77.3 88.2 97.9 98.0 77.3 87.9 97.9 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,694: 2,383 125 467 10,698 12,150 13,548 12,742: 146 952
Old : 13,694: 2,383 125 467 10,698 12,150 13,548 12,742: 146 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 630: 146 0 0 443 653 589 653: 41 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 0.9 3.4 78.1 88.7 98.9 93.0: 1.1 7.0
Old : 100.0: 17.4 0.9 3.4 78.1 88.7 98.9 93.0: 1.1 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 : 28: 4 1 2 17 19 21 22:
Old : 28: 4 1 2 17 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 52.6 68.3 71.6 32.6 38.5 49.5 49.4
Old : 44.4 52.6 68.3 71.6 32.6 38.5 49.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 156,721: 16,114 3,930 0 140,607 152,791 156,721 156,721: 0 0
Old : 156,721: 16,114 3,930 0 140,607 152,791 156,721 156,721: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 4,777: 2,425 0 0 2,352 4,777 4,777 4,777: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.5 0.0 89.7 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 2.5 0.0 89.7 97.5 100.0 100.0: 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 : 28: 3 1 0 16 17 19 18:
Old : 28: 3 1 0 16 17 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 : 65.1 54.2 81.4 76.9 62.6 52.9 74.6 69.9
Old : 65.1 54.2 81.4 76.9 62.6 52.9 74.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 18,288: 429 2,340 0 17,516 15,419 17,945 17,759: 343 529
Old : 18,288: 429 2,340 0 17,516 15,419 17,945 17,759: 343 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 433: 64 108 0 325 346 389 454: 44 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.8 0.0 95.8 84.3 98.1 97.1: 1.9 2.9
Old : 100.0: 2.3 12.8 0.0 95.8 84.3 98.1 97.1: 1.9 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: 4 2 0 25 22 29 24:
Old : 34: 4 2 0 25 22 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 45.5 76.7 65.6 49.1 40.9 58.0 56.8
Old : 55.9 45.5 76.7 65.6 49.1 40.9 58.0 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 200,087: 384 11,279 793 198,910 188,015 200,087 200,087: 0 0
Old : 200,087: 384 11,279 793 198,910 188,015 200,087 200,087: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,448: 0 0 0 2,448 2,448 2,448 2,448: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.6 0.4 99.4 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 5.6 0.4 99.4 94.0 100.0 100.0: 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 1 1 20 17 22 18:
Old : 29: 1 1 1 20 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 64.8 82.9 85.2 49.2 61.0 65.9 73.4
Old : 62.2 64.8 82.9 85.2 49.2 61.0 65.9 73.4
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,615: 0 760 70 8,485 7,740 8,555 8,570: 60 45
Old : 8,615: 0 760 70 8,485 7,740 8,555 8,570: 60 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 150: 0 50 0 150 100 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.8 98.5 89.8 99.3 99.5: 0.7 0.5
Old : 100.0: 0.0 8.8 0.8 98.5 89.8 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 : 23: 0 3 2 17 12 19 15:
Old : 23: 0 3 2 17 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 72.8 80.8 88.8 43.6 53.2 60.9 65.6
Old : 53.1 72.8 80.8 88.8 43.6 53.2 60.9 65.6
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,168: 752 486 0 20,416 20,682 21,168 21,168: 0 0
Old : 21,168: 752 486 0 20,416 20,682 21,168 21,168: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 103: 104 0 0 -1 103 103 103: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.3 0.0 96.4 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.6 2.3 0.0 96.4 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 17 18 18 19:
Old : 25: 1 1 0 17 18 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 56.5 89.8 79.6 40.1 34.8 47.8 47.4
Old : 76.9 56.5 89.8 79.6 40.1 34.8 47.8 47.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,180: 420 0 0 8,055 9,135 8,475 9,135: 705 45
Old : 9,180: 420 0 0 8,055 9,135 8,475 9,135: 705 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 70: 120 0 0 -50 70 70 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 87.7 99.5 92.3 99.5: 7.7 0.5
Old : 100.0: 4.6 0.0 0.0 87.7 99.5 92.3 99.5: 7.7 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 : 21: 1 0 0 14 12 15 12:
Old : 21: 1 0 0 14 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 81.3 82.1 95.2 57.8 81.3 73.0 85.0
Old : 66.2 81.3 82.1 95.2 57.8 81.3 73.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,750: 350 1,630 100 9,570 9,020 10,020 10,750: 730 0
Old : 10,750: 350 1,630 100 9,570 9,020 10,020 10,750: 730 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 15.2 0.9 89.0 83.9 93.2 100.0: 6.8 0.0
Old : 100.0: 3.3 15.2 0.9 89.0 83.9 93.2 100.0: 6.8 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 : 25: 1 1 1 15 17 16 19:
Old : 25: 1 1 1 15 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 73.2 78.0 88.1 53.6 68.8 66.1 78.8
Old : 61.6 73.2 78.0 88.1 53.6 68.8 66.1 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 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 : 611,822: 26,494 58,899 117,607 463,806 435,317 607,907 611,822: 3,915 0
Old : 611,822: 26,494 58,899 117,607 463,806 435,317 607,907 611,822: 3,915 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 35,168: -250 14,270 669 32,337 20,228 32,757 35,168: 2,411 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.6 19.2 75.8 71.2 99.4 100.0: 0.6 0.0
Old : 100.0: 4.3 9.6 19.2 75.8 71.2 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 4 18 17 23 22:
Old : 27: 3 3 4 18 17 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 : 61.0 64.9 84.2 88.4 28.5 32.1 33.9 35.3
Old : 61.0 64.9 84.2 88.4 28.5 32.1 33.9 35.3
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,405: 0 0 0 18,350 18,405 18,350 18,405: 55 0
Old : 18,405: 0 0 0 18,350 18,405 18,350 18,405: 55 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 0: 0 0 0 -15 0 -15 0: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 0.0 0.0 99.7 100.0 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 : 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 : 78.2 77.6 93.6 97.2 76.9 76.4 89.9 90.7
Old : 78.2 77.6 93.6 97.2 76.9 76.4 89.9 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,580: 0 150 0 21,325 21,400 21,325 21,550: 255 30
Old : 21,580: 0 150 0 21,325 21,400 21,325 21,550: 255 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 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 0.7 0.0 98.8 99.2 98.8 99.9: 1.2 0.1
Old : 100.0: 0.0 0.7 0.0 98.8 99.2 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 : 27: 0 1 0 19 15 19 16:
Old : 27: 0 1 0 19 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 78.5 90.4 91.8 62.5 77.7 83.2 87.7
Old : 66.8 78.5 90.4 91.8 62.5 77.7 83.2 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,140: 0 150 0 18,675 18,990 18,675 19,140: 465 0
Old : 19,140: 0 150 0 18,675 18,990 18,675 19,140: 465 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 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 0.8 0.0 97.6 99.2 97.6 100.0: 2.4 0.0
Old : 100.0: 0.0 0.8 0.0 97.6 99.2 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 : 75.7 88.6 90.6 96.6 71.3 87.9 86.3 93.1
Old : 75.7 88.6 90.6 96.6 71.3 87.9 86.3 93.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,962: 825 0 0 21,017 21,962 21,842 21,962: 120 0
Old : 21,962: 825 0 0 21,017 21,962 21,842 21,962: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,170: 0 0 0 1,170 1,170 1,170 1,170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.0 95.7 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 3.8 0.0 0.0 95.7 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 17 15 19 15:
Old : 27: 2 0 0 17 15 19 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 : 68.9 73.0 84.9 92.2 62.7 70.7 77.9 84.5
Old : 68.9 73.0 84.9 92.2 62.7 70.7 77.9 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,203: 225 0 0 17,595 18,203 17,820 18,203: 383 0
Old : 18,203: 225 0 0 17,595 18,203 17,820 18,203: 383 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,250: 0 0 0 1,250 1,250 1,250 1,250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 96.7 100.0 97.9 100.0: 2.1 0.0
Old : 100.0: 1.2 0.0 0.0 96.7 100.0 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 : 24: 1 0 0 16 14 17 14:
Old : 24: 1 0 0 16 14 17 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 : 71.4 74.5 87.5 94.2 63.5 70.7 77.9 83.4
Old : 71.4 74.5 87.5 94.2 63.5 70.7 77.9 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,885: 0 550 0 22,480 22,315 22,480 22,865: 405 20
Old : 22,885: 0 550 0 22,480 22,315 22,480 22,865: 405 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,485: 0 300 0 1,485 1,185 1,485 1,485: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 98.2 97.5 98.2 99.9: 1.8 0.1
Old : 100.0: 0.0 2.4 0.0 98.2 97.5 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 17 15 17 17:
Old : 25: 0 2 0 17 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 79.2 88.7 91.3 61.4 74.2 77.8 82.8
Old : 71.2 79.2 88.7 91.3 61.4 74.2 77.8 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,650: 0 0 0 22,290 22,540 22,290 22,540: 360 110
Old : 22,650: 0 0 0 22,290 22,540 22,290 22,540: 360 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 615: 0 0 0 615 615 615 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.4 99.5 98.4 99.5: 1.6 0.5
Old : 100.0: 0.0 0.0 0.0 98.4 99.5 98.4 99.5: 1.6 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 : 24: 0 0 0 21 11 21 11:
Old : 24: 0 0 0 21 11 21 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 : 65.7 93.7 81.6 99.1 60.3 84.1 74.2 85.2
Old : 65.7 93.7 81.6 99.1 60.3 84.1 74.2 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,887: 200 0 0 21,292 21,797 21,492 21,797: 395 90
Old : 21,887: 200 0 0 21,292 21,797 21,492 21,797: 395 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 450: 0 0 0 450 450 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 97.3 99.6 98.2 99.6: 1.8 0.4
Old : 100.0: 0.9 0.0 0.0 97.3 99.6 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 : 25: 1 0 0 20 11 21 11:
Old : 25: 1 0 0 20 11 21 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 93.1 80.0 99.2 52.3 78.3 67.7 80.3
Old : 63.5 93.1 80.0 99.2 52.3 78.3 67.7 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,927: 3,565 1,130 100 115,142 117,667 118,807 118,897: 120 30
Old : 118,927: 3,565 1,130 100 115,142 117,667 118,807 118,897: 120 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,640: 0 120 -40 2,680 2,560 2,640 2,640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.0 0.1 96.8 98.9 99.9 100.0: 0.1 0.0
Old : 100.0: 3.0 1.0 0.1 96.8 98.9 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 : 51: 3 4 1 37 33 41 37:
Old : 51: 3 4 1 37 33 41 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 : 38.2 53.4 60.5 77.8 26.4 50.9 43.3 63.0
Old : 38.2 53.4 60.5 77.8 26.4 50.9 43.3 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 133,351: 3,115 3,455 450 129,786 129,426 133,351 133,331: 0 20
Old : 133,351: 3,115 3,455 450 129,786 129,426 133,351 133,331: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,113: 300 0 -50 1,863 2,163 2,113 2,113: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.6 0.3 97.3 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 2.6 0.3 97.3 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 : 61: 7 6 2 42 34 49 42:
Old : 61: 7 6 2 42 34 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 53.1 59.3 75.8 34.1 50.4 50.4 63.6
Old : 38.7 53.1 59.3 75.8 34.1 50.4 50.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 170,863: 9,789 17,988 6,733 154,079 146,108 170,600 170,829: 263 34
Old : 170,863: 9,789 17,988 6,733 154,079 146,108 170,600 170,829: 263 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 4,553: 1,593 5,157 -2,819 5,624 2,225 4,398 4,563: 155 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 10.5 3.9 90.2 85.5 99.8 100.0: 0.2 0.0
Old : 100.0: 5.7 10.5 3.9 90.2 85.5 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 9 12 12 46 45 64 61:
Old : 74: 9 12 12 46 45 64 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 55.5 52.3 68.6 36.0 50.7 50.0 60.8
Old : 36.3 55.5 52.3 68.6 36.0 50.7 50.0 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,465: 1,800 200 3,275 113,324 114,990 118,399 118,465: 66 0
Old : 118,465: 1,800 200 3,275 113,324 114,990 118,399 118,465: 66 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 2,460: 360 -1,320 420 1,680 3,360 2,460 2,460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.2 2.8 95.7 97.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 0.2 2.8 95.7 97.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 2 3 42 35 48 39:
Old : 51: 5 2 3 42 35 48 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 68.2 48.6 82.7 29.6 61.4 43.3 66.7
Old : 30.3 68.2 48.6 82.7 29.6 61.4 43.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,765: 320 730 290 36,125 35,735 36,735 36,755: 30 10
Old : 36,765: 320 730 290 36,125 35,735 36,735 36,755: 30 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 435: 0 0 0 435 435 435 435: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.0 0.8 98.3 97.2 99.9 100.0: 0.1 0.0
Old : 100.0: 0.9 2.0 0.8 98.3 97.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 24 13 28 16:
Old : 32: 2 2 3 24 13 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 90.3 78.7 95.7 61.5 85.5 76.2 89.6
Old : 61.6 90.3 78.7 95.7 61.5 85.5 76.2 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,955: 0 315 0 32,955 32,640 32,955 32,955: 0 0
Old : 32,955: 0 315 0 32,955 32,640 32,955 32,955: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 215: 0 0 0 215 215 215 215: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.0 0.0 100.0 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 : 28: 0 2 0 23 13 23 15:
Old : 28: 0 2 0 23 13 23 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 : 64.5 90.7 80.1 96.9 61.0 81.7 73.4 85.3
Old : 64.5 90.7 80.1 96.9 61.0 81.7 73.4 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 28,968: 314 0 5 28,514 28,798 28,833 28,803: 135 165
Old : 28,968: 314 0 5 28,514 28,798 28,833 28,803: 135 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 205: 100 -200 -50 135 320 185 70: 20 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.4 99.4 99.5 99.4: 0.5 0.6
Old : 100.0: 1.1 0.0 0.0 98.4 99.4 99.5 99.4: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 0 1 26 26 28 27:
Old : 36: 2 0 1 26 26 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.0 54.0 60.8 71.3 36.2 45.1 51.8 58.9
Old : 40.0 54.0 60.8 71.3 36.2 45.1 51.8 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 16,295: 225 0 0 16,070 16,135 16,295 16,135: 0 160
Old : 16,295: 225 0 0 16,070 16,135 16,295 16,135: 0 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 20: 0 0 0 225 20 225 20: -205 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 19 16 20 16:
Old : 23: 1 0 0 19 16 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 71.5 61.3 90.2 27.4 56.8 44.5 65.3
Old : 36.6 71.5 61.3 90.2 27.4 56.8 44.5 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,803: 3,242 1,620 116 26,340 28,062 29,698 29,798: 105 5
Old : 29,803: 3,242 1,620 116 26,340 28,062 29,698 29,798: 105 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 1,677: 125 0 0 1,542 1,672 1,667 1,672: 10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 5.4 0.4 88.4 94.2 99.6 100.0: 0.4 0.0
Old : 100.0: 10.9 5.4 0.4 88.4 94.2 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 1 4 25 26 31 31:
Old : 39: 6 1 4 25 26 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 32.1 72.5 56.4 42.8 31.2 58.9 53.0
Old : 52.8 32.1 72.5 56.4 42.8 31.2 58.9 53.0
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 with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,465: 505 0 115 19,509 20,245 20,129 20,360: 336 105
Old : 20,465: 505 0 115 19,509 20,245 20,129 20,360: 336 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 30: 0 0 0 -100 10 -100 10: 130 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.6 95.3 98.9 98.4 99.5: 1.6 0.5
Old : 100.0: 2.5 0.0 0.6 95.3 98.9 98.4 99.5: 1.6 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 : 31: 2 0 1 20 23 22 24:
Old : 31: 2 0 1 20 23 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 48.4 80.9 75.9 56.1 48.1 71.7 71.7
Old : 62.6 48.4 80.9 75.9 56.1 48.1 71.7 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,668: 1,283 4,090 252 39,088 36,306 40,623 40,648: 45 20
Old : 40,668: 1,283 4,090 252 39,088 36,306 40,623 40,648: 45 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 621: 206 10 19 396 577 621 606: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 10.1 0.6 96.1 89.3 99.9 100.0: 0.1 0.0
Old : 100.0: 3.2 10.1 0.6 96.1 89.3 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 : 42: 3 4 4 30 27 35 33:
Old : 42: 3 4 4 30 27 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 : 53.2 58.2 68.7 81.8 50.9 57.9 64.8 77.1
Old : 53.2 58.2 68.7 81.8 50.9 57.9 64.8 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,696: 655 50 0 21,737 22,559 22,392 22,609: 304 87
Old : 22,696: 655 50 0 21,737 22,559 22,392 22,609: 304 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 260: 300 0 0 -40 260 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.2 0.0 95.8 99.4 98.7 99.6: 1.3 0.4
Old : 100.0: 2.9 0.2 0.0 95.8 99.4 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 0 24 17 26 18:
Old : 32: 2 1 0 24 17 26 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 : 46.4 61.6 65.2 92.0 41.0 54.8 58.5 75.9
Old : 46.4 61.6 65.2 92.0 41.0 54.8 58.5 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,327: 0 2,538 0 22,317 19,789 22,317 22,327: 10 0
Old : 22,327: 0 2,538 0 22,317 19,789 22,317 22,327: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 270: 0 0 0 270 270 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.4 0.0 100.0 88.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 11.4 0.0 100.0 88.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 0 21 19 21 21:
Old : 29: 0 2 0 21 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 54.8 81.4 78.9 54.0 52.1 79.0 70.4
Old : 54.4 54.8 81.4 78.9 54.0 52.1 79.0 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,765: 0 450 0 14,748 14,011 14,748 14,461: 17 304
Old : 14,765: 0 450 0 14,748 14,011 14,748 14,461: 17 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 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 3.0 0.0 99.9 94.9 99.9 97.9: 0.1 2.1
Old : 100.0: 0.0 3.0 0.0 99.9 94.9 99.9 97.9: 0.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 17 15 17 17:
Old : 24: 0 2 0 17 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 62.3 83.7 86.9 54.1 59.4 81.9 82.9
Old : 54.6 62.3 83.7 86.9 54.1 59.4 81.9 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,129: 200 500 0 36,560 36,189 36,760 36,689: 369 440
Old : 37,129: 200 500 0 36,560 36,189 36,760 36,689: 369 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 620: 0 300 0 620 320 620 620: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 0.0 98.5 97.5 99.0 98.8: 1.0 1.2
Old : 100.0: 0.5 1.3 0.0 98.5 97.5 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 : 37: 2 2 0 27 26 29 28:
Old : 37: 2 2 0 27 26 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 45.5 67.2 71.3 45.4 41.8 63.1 62.0
Old : 48.0 45.5 67.2 71.3 45.4 41.8 63.1 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,136: 441 0 20 14,573 15,077 15,034 15,097: 102 39
Old : 15,136: 441 0 20 14,573 15,077 15,034 15,097: 102 39
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.1 96.3 99.6 99.3 99.7: 0.7 0.3
Old : 100.0: 2.9 0.0 0.1 96.3 99.6 99.3 99.7: 0.7 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 : 27: 1 0 1 22 20 23 21:
Old : 27: 1 0 1 22 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 67.6 67.2 86.1 41.1 59.6 59.3 72.9
Old : 42.9 67.6 67.2 86.1 41.1 59.6 59.3 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 19, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,117: 1,281 0 0 12,029 13,972 13,310 13,972: 807 145
Old : 14,117: 1,281 0 0 12,029 13,972 13,310 13,972: 807 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 12, 2016 :
: -110: 0 0 0 -110 -110 -110 -110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.0 85.2 99.0 94.3 99.0: 5.7 1.0
Old : 100.0: 9.1 0.0 0.0 85.2 99.0 94.3 99.0: 5.7 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 : 26: 1 0 0 24 15 25 15:
Old : 26: 1 0 0 24 15 25 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 : 39.6 72.7 63.3 89.8 35.4 66.3 56.7 77.7
Old : 39.6 72.7 63.3 89.8 35.4 66.3 56.7 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 22, 2016