CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 CALIFORNIA CARBON ALLOWANCES :
: : :
All : 10,838: 3,359 3,498 472 6,954 6,863 10,785 10,833: 53 5
Old : 10,838: 3,359 3,498 472 6,954 6,863 10,785 10,833: 53 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 34: 61 90 -22 13 1 52 69: -18 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 32.3 4.4 64.2 63.3 99.5 100.0: 0.5 0.0
Old : 100.0: 31.0 32.3 4.4 64.2 63.3 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 : 37: 11 11 8 14 9 29 24:
Old : 37: 11 11 8 14 9 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 : 43.9 56.5 66.5 80.3 39.9 48.8 56.8 59.1
Old : 43.9 56.5 66.5 80.3 39.9 48.8 56.8 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,645,749: 909,233 281,923 1,748,572 2,966,066 3,604,455 5,623,871 5,634,950: 21,878 10,799
Old : 5,645,749: 909,233 281,923 1,748,572 2,966,066 3,604,455 5,623,871 5,634,950: 21,878 10,799
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -1,852: -91,252 1,013 83,021 8,096 -84,952 -135 -918: -1,717 -934
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 5.0 31.0 52.5 63.8 99.6 99.8: 0.4 0.2
Old : 100.0: 16.1 5.0 31.0 52.5 63.8 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 232: 41 38 66 148 139 222 210:
Old : 232: 41 38 66 148 139 222 210:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.3 21.5 37.9 38.7 11.3 16.7 18.5 23.7
Old : 23.3 21.5 37.9 38.7 11.3 16.7 18.5 23.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 3,776,874: 154,761 60,195 1,714,422 1,906,618 2,000,964 3,775,801 3,775,582: 1,073 1,292
Old : 3,776,874: 154,761 60,195 1,714,422 1,906,618 2,000,964 3,775,801 3,775,582: 1,073 1,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 109,075: -4,266 8,212 77,606 36,478 23,999 109,817 109,817: -742 -742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.6 45.4 50.5 53.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 1.6 45.4 50.5 53.0 100.0 100.0: 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 : 114: 31 17 44 65 61 110 108:
Old : 114: 31 17 44 65 61 110 108:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 34.4 56.0 54.6 3.3 3.3 4.6 4.7
Old : 33.6 34.4 56.0 54.6 3.3 3.3 4.6 4.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 248,673: 18,314 5,380 4,754 209,389 231,119 232,457 241,253: 16,216 7,420
Old : 248,673: 18,314 5,380 4,754 209,389 231,119 232,457 241,253: 16,216 7,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 507: -3,303 -26 16 6,120 314 2,833 304: -2,326 203
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.2 1.9 84.2 92.9 93.5 97.0: 6.5 3.0
Old : 100.0: 7.4 2.2 1.9 84.2 92.9 93.5 97.0: 6.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 5 4 8 36 31 44 40:
Old : 48: 5 4 8 36 31 44 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 64.9 57.2 79.7 29.0 42.9 44.4 53.9
Old : 33.8 64.9 57.2 79.7 29.0 42.9 44.4 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 179,854: 4,896 238 5,777 164,215 170,825 174,888 176,840: 4,966 3,014
Old : 179,854: 4,896 238 5,777 164,215 170,825 174,888 176,840: 4,966 3,014
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,806: -745 0 1,085 322 2,234 662 3,319: 2,144 -513
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.1 3.2 91.3 95.0 97.2 98.3: 2.8 1.7
Old : 100.0: 2.7 0.1 3.2 91.3 95.0 97.2 98.3: 2.8 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 : 46: 5 1 5 34 37 40 42:
Old : 46: 5 1 5 34 37 40 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 : 59.2 45.6 72.0 65.3 46.3 37.3 54.2 49.2
Old : 59.2 45.6 72.0 65.3 46.3 37.3 54.2 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 221,473: 11,312 7,408 4,772 199,422 204,069 215,506 216,249: 5,967 5,224
Old : 221,473: 11,312 7,408 4,772 199,422 204,069 215,506 216,249: 5,967 5,224
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,324: -1,720 2,912 770 4,338 34 3,388 3,716: -64 -392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 3.3 2.2 90.0 92.1 97.3 97.6: 2.7 2.4
Old : 100.0: 5.1 3.3 2.2 90.0 92.1 97.3 97.6: 2.7 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 : 47: 4 4 6 34 34 41 41:
Old : 47: 4 4 6 34 34 41 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 35.1 72.4 57.9 37.5 20.6 45.3 32.2
Old : 50.6 35.1 72.4 57.9 37.5 20.6 45.3 32.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 794,267: 692 3,833 4,693 783,240 783,580 788,625 792,106: 5,642 2,161
Old : 794,267: 692 3,833 4,693 783,240 783,580 788,625 792,106: 5,642 2,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 6,229: 289 1,215 857 6,446 5,468 7,592 7,540: -1,363 -1,311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.5 0.6 98.6 98.7 99.3 99.7: 0.7 0.3
Old : 100.0: 0.1 0.5 0.6 98.6 98.7 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 : 70: 4 4 7 57 49 65 57:
Old : 70: 4 4 7 57 49 65 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 43.3 55.7 61.6 34.1 36.9 52.9 52.4
Old : 34.9 43.3 55.7 61.6 34.1 36.9 52.9 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 252,909: 1,707 1,654 1,940 240,603 241,831 244,250 245,425: 8,659 7,484
Old : 252,909: 1,707 1,654 1,940 240,603 241,831 244,250 245,425: 8,659 7,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,477: -878 -214 -219 4,235 5,674 3,138 5,241: 339 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.7 0.8 95.1 95.6 96.6 97.0: 3.4 3.0
Old : 100.0: 0.7 0.7 0.8 95.1 95.6 96.6 97.0: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 1 2 26 34 29 37:
Old : 44: 3 1 2 26 34 29 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 50.5 76.3 70.5 51.7 45.1 68.5 61.7
Old : 56.1 50.5 76.3 70.5 51.7 45.1 68.5 61.7
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, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 227,863: 21,365 978 4,413 195,543 213,321 221,321 218,712: 6,542 9,151
Old : 227,863: 21,365 978 4,413 195,543 213,321 221,321 218,712: 6,542 9,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,187: -535 606 110 2,637 305 2,212 1,021: 975 2,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.4 1.9 85.8 93.6 97.1 96.0: 2.9 4.0
Old : 100.0: 9.4 0.4 1.9 85.8 93.6 97.1 96.0: 2.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 2 3 33 41 36 45:
Old : 48: 2 2 3 33 41 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.9 31.4 53.2 52.6 29.3 30.2 47.6 48.5
Old : 31.9 31.4 53.2 52.6 29.3 30.2 47.6 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 96,720: 5,073 3,506 2,536 84,361 83,224 91,970 89,266: 4,750 7,454
Old : 96,720: 5,073 3,506 2,536 84,361 83,224 91,970 89,266: 4,750 7,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 9,553: -1,728 2,383 448 11,785 7,747 10,505 10,578: -952 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.6 2.6 87.2 86.0 95.1 92.3: 4.9 7.7
Old : 100.0: 5.2 3.6 2.6 87.2 86.0 95.1 92.3: 4.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 4 20 18 24 23:
Old : 31: 2 3 4 20 18 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 : 59.8 57.8 78.7 74.7 55.8 56.3 73.4 69.0
Old : 59.8 57.8 78.7 74.7 55.8 56.3 73.4 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 167,607: 8,737 12,638 8,519 145,124 139,646 162,380 160,803: 5,227 6,804
Old : 167,607: 8,737 12,638 8,519 145,124 139,646 162,380 160,803: 5,227 6,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,032: -1,502 1,487 302 4,937 -1,802 3,737 -13: -705 3,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.5 5.1 86.6 83.3 96.9 95.9: 3.1 4.1
Old : 100.0: 5.2 7.5 5.1 86.6 83.3 96.9 95.9: 3.1 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 : 43: 5 1 4 32 29 38 33:
Old : 43: 5 1 4 32 29 38 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 : 52.6 41.5 68.1 65.3 51.3 40.1 59.3 60.8
Old : 52.6 41.5 68.1 65.3 51.3 40.1 59.3 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,418: 1,139 10,842 423 55,463 43,757 57,025 55,022: 7,393 9,396
Old : 64,418: 1,139 10,842 423 55,463 43,757 57,025 55,022: 7,393 9,396
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -312: 0 -302 0 -374 -10 -374 -312: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 16.8 0.7 86.1 67.9 88.5 85.4: 11.5 14.6
Old : 100.0: 1.8 16.8 0.7 86.1 67.9 88.5 85.4: 11.5 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 19 16 21 19:
Old : 25: 1 2 2 19 16 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 : 55.9 47.0 72.9 70.8 52.3 36.6 63.3 59.5
Old : 55.9 47.0 72.9 70.8 52.3 36.6 63.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 159,244: 817 0 4,214 149,344 150,414 154,375 154,628: 4,869 4,616
Old : 159,244: 817 0 4,214 149,344 150,414 154,375 154,628: 4,869 4,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,263: 70 -610 1,205 -615 87 660 682: 603 581
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 2.6 93.8 94.5 96.9 97.1: 3.1 2.9
Old : 100.0: 0.5 0.0 2.6 93.8 94.5 96.9 97.1: 3.1 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 : 41: 1 0 1 28 31 29 32:
Old : 41: 1 0 1 28 31 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 47.4 70.8 72.2 45.5 47.4 69.7 72.1
Old : 46.5 47.4 70.8 72.2 45.5 47.4 69.7 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,411: 0 679 0 64,554 77,116 64,554 77,795: 16,857 3,616
Old : 81,411: 0 679 0 64,554 77,116 64,554 77,795: 16,857 3,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,917: 0 0 0 2,856 4,641 2,856 4,641: 1,061 -724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 79.3 94.7 79.3 95.6: 20.7 4.4
Old : 100.0: 0.0 0.8 0.0 79.3 94.7 79.3 95.6: 20.7 4.4
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: 0 1 0 17 17 17 18:
Old : 25: 0 1 0 17 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 53.4 64.3 78.1 35.5 52.5 48.5 69.8
Old : 44.4 53.4 64.3 78.1 35.5 52.5 48.5 69.8
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, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 331,468: 14,242 2,429 4,804 308,216 318,952 327,262 326,185: 4,206 5,283
Old : 331,468: 14,242 2,429 4,804 308,216 318,952 327,262 326,185: 4,206 5,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -870: 538 -1,837 -141 -1,296 -45 -899 -2,023: 29 1,153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.7 1.4 93.0 96.2 98.7 98.4: 1.3 1.6
Old : 100.0: 4.3 0.7 1.4 93.0 96.2 98.7 98.4: 1.3 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 : 58: 3 1 2 43 40 46 43:
Old : 58: 3 1 2 43 40 46 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 : 48.7 44.6 65.2 64.4 46.7 44.3 62.2 63.0
Old : 48.7 44.6 65.2 64.4 46.7 44.3 62.2 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,971: 4,508 148 3,471 71,751 72,134 79,730 75,753: 3,241 7,218
Old : 82,971: 4,508 148 3,471 71,751 72,134 79,730 75,753: 3,241 7,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 471: -114 -5 19 1,694 637 1,599 651: -1,128 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.2 4.2 86.5 86.9 96.1 91.3: 3.9 8.7
Old : 100.0: 5.4 0.2 4.2 86.5 86.9 96.1 91.3: 3.9 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 : 28: 1 1 2 20 23 22 25:
Old : 28: 1 1 2 20 23 22 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 : 63.1 44.7 81.3 62.6 53.6 33.2 63.9 47.1
Old : 63.1 44.7 81.3 62.6 53.6 33.2 63.9 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,419: 984 4,169 1,737 50,189 51,191 52,910 57,097: 11,509 7,322
Old : 64,419: 984 4,169 1,737 50,189 51,191 52,910 57,097: 11,509 7,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 460: 0 -310 0 460 770 460 460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 6.5 2.7 77.9 79.5 82.1 88.6: 17.9 11.4
Old : 100.0: 1.5 6.5 2.7 77.9 79.5 82.1 88.6: 17.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 15 20 17 23:
Old : 26: 1 2 2 15 20 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 57.0 69.1 74.7 50.8 51.7 61.2 66.8
Old : 55.7 57.0 69.1 74.7 50.8 51.7 61.2 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 145,968: 15,243 0 549 129,541 142,005 145,333 142,554: 635 3,414
Old : 145,968: 15,243 0 549 129,541 142,005 145,333 142,554: 635 3,414
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,930: 5,160 0 0 -2,290 2,930 2,870 2,930: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.4 88.7 97.3 99.6 97.7: 0.4 2.3
Old : 100.0: 10.4 0.0 0.4 88.7 97.3 99.6 97.7: 0.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 16 22 18 23:
Old : 31: 2 0 1 16 22 18 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 : 75.2 61.4 90.7 81.6 70.6 61.4 82.0 76.8
Old : 75.2 61.4 90.7 81.6 70.6 61.4 82.0 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,868: 22,243 9,672 797 87,768 100,748 110,808 111,217: 1,060 651
Old : 111,868: 22,243 9,672 797 87,768 100,748 110,808 111,217: 1,060 651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 5,940: 5,160 0 0 780 5,940 5,940 5,940: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 8.6 0.7 78.5 90.1 99.1 99.4: 0.9 0.6
Old : 100.0: 19.9 8.6 0.7 78.5 90.1 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 3 2 25 30 31 34:
Old : 51: 5 3 2 25 30 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 68.6 73.2 81.7 48.1 64.0 69.8 71.4
Old : 51.2 68.6 73.2 81.7 48.1 64.0 69.8 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 35,093: 310 0 0 34,660 34,938 34,970 34,938: 123 155
Old : 35,093: 310 0 0 34,660 34,938 34,970 34,938: 123 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,696: 0 0 0 3,696 3,696 3,696 3,696: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 98.8 99.6 99.6 99.6: 0.4 0.4
Old : 100.0: 0.9 0.0 0.0 98.8 99.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 14 24 15 24:
Old : 33: 1 0 0 14 24 15 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 : 73.9 53.7 93.1 74.3 61.7 31.7 68.0 48.0
Old : 73.9 53.7 93.1 74.3 61.7 31.7 68.0 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 138,361: 0 0 0 124,311 128,880 124,311 128,880: 14,050 9,481
Old : 138,361: 0 0 0 124,311 128,880 124,311 128,880: 14,050 9,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,541: 0 0 0 2,699 3,567 2,699 3,567: 842 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.8 93.1 89.8 93.1: 10.2 6.9
Old : 100.0: 0.0 0.0 0.0 89.8 93.1 89.8 93.1: 10.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 25 25 25 25:
Old : 33: 0 0 0 25 25 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 46.5 74.5 66.6 41.6 32.9 50.6 48.2
Old : 60.5 46.5 74.5 66.6 41.6 32.9 50.6 48.2
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, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 69,457: 1,086 0 2,332 63,142 62,270 66,560 64,602: 2,897 4,855
Old : 69,457: 1,086 0 2,332 63,142 62,270 66,560 64,602: 2,897 4,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 510: -480 0 480 510 30 510 510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 3.4 90.9 89.7 95.8 93.0: 4.2 7.0
Old : 100.0: 1.6 0.0 3.4 90.9 89.7 95.8 93.0: 4.2 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 : 23: 1 0 1 15 16 16 17:
Old : 23: 1 0 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 71.9 89.4 83.4 73.3 71.9 81.5 79.8
Old : 78.3 71.9 89.4 83.4 73.3 71.9 81.5 79.8
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, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,912: 0 3,634 1,564 95,831 98,026 97,395 103,224: 7,517 1,688
Old : 104,912: 0 3,634 1,564 95,831 98,026 97,395 103,224: 7,517 1,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,803: 0 -768 270 1,804 2,756 2,074 2,258: -271 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 1.5 91.3 93.4 92.8 98.4: 7.2 1.6
Old : 100.0: 0.0 3.5 1.5 91.3 93.4 92.8 98.4: 7.2 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 : 36: 0 3 2 26 25 28 28:
Old : 36: 0 3 2 26 25 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 59.1 68.1 73.6 48.3 52.7 59.9 64.2
Old : 51.7 59.1 68.1 73.6 48.3 52.7 59.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,656: 2,072 16 2,122 91,390 90,263 95,584 92,401: 6,072 9,255
Old : 101,656: 2,072 16 2,122 91,390 90,263 95,584 92,401: 6,072 9,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,855: 535 16 181 1,258 2,016 1,974 2,213: 881 642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 2.1 89.9 88.8 94.0 90.9: 6.0 9.1
Old : 100.0: 2.0 0.0 2.1 89.9 88.8 94.0 90.9: 6.0 9.1
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: 1 1 2 15 17 17 19:
Old : 24: 1 1 2 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 61.7 78.6 77.5 49.6 57.6 70.2 70.9
Old : 51.4 61.7 78.6 77.5 49.6 57.6 70.2 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,450: 0 1,517 899 63,984 63,975 64,883 66,391: 5,567 4,059
Old : 70,450: 0 1,517 899 63,984 63,975 64,883 66,391: 5,567 4,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,888: 0 330 -330 2,161 1,702 1,831 1,702: 57 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 1.3 90.8 90.8 92.1 94.2: 7.9 5.8
Old : 100.0: 0.0 2.2 1.3 90.8 90.8 92.1 94.2: 7.9 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 : 20: 0 1 1 16 13 17 14:
Old : 20: 0 1 1 16 13 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 : 49.7 72.9 72.9 90.3 39.0 53.7 55.7 60.8
Old : 49.7 72.9 72.9 90.3 39.0 53.7 55.7 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,657: 0 290 1,752 111,447 112,596 113,199 114,638: 4,458 3,019
Old : 117,657: 0 290 1,752 111,447 112,596 113,199 114,638: 4,458 3,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,039: 0 -601 235 864 1,555 1,099 1,189: -60 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 1.5 94.7 95.7 96.2 97.4: 3.8 2.6
Old : 100.0: 0.0 0.2 1.5 94.7 95.7 96.2 97.4: 3.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 20 19 22 21:
Old : 27: 0 2 2 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 63.6 80.7 81.7 48.3 50.8 60.5 63.9
Old : 58.3 63.6 80.7 81.7 48.3 50.8 60.5 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 310,459: 12,036 6,655 2,371 288,374 297,195 302,781 306,221: 7,678 4,238
Old : 310,459: 12,036 6,655 2,371 288,374 297,195 302,781 306,221: 7,678 4,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 6,294: -741 -3,027 907 6,196 8,388 6,362 6,268: -68 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.1 0.8 92.9 95.7 97.5 98.6: 2.5 1.4
Old : 100.0: 3.9 2.1 0.8 92.9 95.7 97.5 98.6: 2.5 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 : 49: 2 3 5 32 32 37 37:
Old : 49: 2 3 5 32 32 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 49.6 68.6 71.3 47.4 42.6 60.8 60.1
Old : 49.5 49.6 68.6 71.3 47.4 42.6 60.8 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,662: 2,694 0 496 24,181 27,246 27,371 27,742: 1,291 920
Old : 28,662: 2,694 0 496 24,181 27,246 27,371 27,742: 1,291 920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 390: 420 0 0 -90 390 330 390: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 1.7 84.4 95.1 95.5 96.8: 4.5 3.2
Old : 100.0: 9.4 0.0 1.7 84.4 95.1 95.5 96.8: 4.5 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 : 25: 3 0 1 12 15 15 16:
Old : 25: 3 0 1 12 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 62.0 82.8 82.9 61.3 62.0 80.8 82.8
Old : 61.3 62.0 82.8 82.9 61.3 62.0 80.8 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,290: 0 0 0 46,696 47,577 46,696 47,577: 1,594 713
Old : 48,290: 0 0 0 46,696 47,577 46,696 47,577: 1,594 713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 98.5 96.7 98.5: 3.3 1.5
Old : 100.0: 0.0 0.0 0.0 96.7 98.5 96.7 98.5: 3.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 16 17 16:
Old : 26: 0 0 0 17 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 71.0 84.4 89.7 59.9 68.5 72.4 76.4
Old : 67.1 71.0 84.4 89.7 59.9 68.5 72.4 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 223,418: 16,264 29,933 5,139 195,338 184,749 216,741 219,821: 6,677 3,597
Old : 223,418: 16,264 29,933 5,139 195,338 184,749 216,741 219,821: 6,677 3,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 7,724: 553 375 155 6,925 7,761 7,633 8,291: 91 -567
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 13.4 2.3 87.4 82.7 97.0 98.4: 3.0 1.6
Old : 100.0: 7.3 13.4 2.3 87.4 82.7 97.0 98.4: 3.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 4 5 32 30 38 37:
Old : 47: 4 4 5 32 30 38 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 : 44.9 48.1 66.4 67.1 38.5 46.1 56.2 62.1
Old : 44.9 48.1 66.4 67.1 38.5 46.1 56.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 74,061: 9,353 0 2,791 53,586 67,831 65,730 70,622: 8,331 3,439
Old : 74,061: 9,353 0 2,791 53,586 67,831 65,730 70,622: 8,331 3,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 361: 882 0 0 -915 -250 -33 -250: 394 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.0 3.8 72.4 91.6 88.8 95.4: 11.2 4.6
Old : 100.0: 12.6 0.0 3.8 72.4 91.6 88.8 95.4: 11.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 1 16 13 18 14:
Old : 23: 2 0 1 16 13 18 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 : 42.5 79.5 68.3 91.0 37.7 77.3 61.2 83.2
Old : 42.5 79.5 68.3 91.0 37.7 77.3 61.2 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 87,376: 0 0 0 85,131 83,644 85,131 83,644: 2,245 3,732
Old : 87,376: 0 0 0 85,131 83,644 85,131 83,644: 2,245 3,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 89: 0 0 0 89 89 89 89: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 95.7 97.4 95.7: 2.6 4.3
Old : 100.0: 0.0 0.0 0.0 97.4 95.7 97.4 95.7: 2.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 23 21 23 21:
Old : 30: 0 0 0 23 21 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 : 37.9 51.2 62.6 76.6 32.1 38.5 52.3 58.1
Old : 37.9 51.2 62.6 76.6 32.1 38.5 52.3 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 90,470: 791 16,492 624 82,610 70,939 84,025 88,055: 6,445 2,415
Old : 90,470: 791 16,492 624 82,610 70,939 84,025 88,055: 6,445 2,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 708: 0 -93 -62 863 1,252 801 1,097: -93 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 18.2 0.7 91.3 78.4 92.9 97.3: 7.1 2.7
Old : 100.0: 0.9 18.2 0.7 91.3 78.4 92.9 97.3: 7.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 22 20 24 21:
Old : 29: 1 1 1 22 20 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 50.0 66.8 72.0 46.6 43.5 58.2 59.5
Old : 48.9 50.0 66.8 72.0 46.6 43.5 58.2 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 179,653: 26,055 9,566 16,835 136,253 152,360 179,143 178,761: 510 892
Old : 179,653: 26,055 9,566 16,835 136,253 152,360 179,143 178,761: 510 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,079: 553 -548 -695 1,094 2,543 952 1,300: 127 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 5.3 9.4 75.8 84.8 99.7 99.5: 0.3 0.5
Old : 100.0: 14.5 5.3 9.4 75.8 84.8 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 12 8 16 58 55 76 73:
Old : 82: 12 8 16 58 55 76 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.8 29.2 43.4 48.6 16.9 23.1 26.4 34.6
Old : 26.8 29.2 43.4 48.6 16.9 23.1 26.4 34.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 55,900: 1,795 464 2,334 51,771 53,102 55,900 55,900: 0 0
Old : 55,900: 1,795 464 2,334 51,771 53,102 55,900 55,900: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,153: -599 141 235 1,517 777 1,153 1,153: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.8 4.2 92.6 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 0.8 4.2 92.6 95.0 100.0 100.0: 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 : 39: 2 4 2 29 28 32 33:
Old : 39: 2 4 2 29 28 32 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 : 55.0 41.8 76.2 65.6 51.0 34.0 59.3 51.4
Old : 55.0 41.8 76.2 65.6 51.0 34.0 59.3 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 493,513: 14,702 0 5,414 473,397 488,099 493,513 493,513: 0 0
Old : 493,513: 14,702 0 5,414 473,397 488,099 493,513 493,513: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 7,172: -3,513 0 1,304 9,381 5,868 7,172 7,172: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 1.1 95.9 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 0.0 1.1 95.9 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 0 2 24 28 27 30:
Old : 36: 3 0 2 24 28 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 56.7 74.0 76.7 46.6 54.5 64.3 68.7
Old : 52.3 56.7 74.0 76.7 46.6 54.5 64.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH OFF PEAK REAL TIME - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,739,847: 191,498 41,515 43,582 1,504,767 1,654,750 1,739,847 1,739,847: 0 0
Old : 1,739,847: 191,498 41,515 43,582 1,504,767 1,654,750 1,739,847 1,739,847: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 30,829: -9,527 -3,137 24 40,724 33,942 31,221 30,829: -392 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.4 2.5 86.5 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 11.0 2.4 2.5 86.5 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 : 66: 5 6 7 45 45 55 53:
Old : 66: 5 6 7 45 45 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 43.7 61.1 59.7 38.2 38.3 51.6 50.9
Old : 44.9 43.7 61.1 59.7 38.2 38.3 51.6 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 65,757: 136 8,511 4,647 60,974 52,599 65,757 65,757: -0 0
Old : 65,757: 136 8,511 4,647 60,974 52,599 65,757 65,757: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -377: -72 153 547 -852 -1,077 -377 -377: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.9 7.1 92.7 80.0 100.0 100.0: -0.0 0.0
Old : 100.0: 0.2 12.9 7.1 92.7 80.0 100.0 100.0: -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 : 43: 3 4 5 29 29 35 35:
Old : 43: 3 4 5 29 29 35 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 : 49.6 48.1 69.7 68.6 37.3 37.3 47.9 52.0
Old : 49.6 48.1 69.7 68.6 37.3 37.3 47.9 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA LPM OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 372,398: 0 7,673 13,665 358,733 351,060 372,398 372,398: 0 0
Old : 372,398: 0 7,673 13,665 358,733 351,060 372,398 372,398: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -19,551: 0 -2,689 -41 -19,510 -16,821 -19,551 -19,551: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 3.7 96.3 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.1 3.7 96.3 94.3 100.0 100.0: 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 : 29: 0 2 2 18 20 20 22:
Old : 29: 0 2 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 : 61.6 63.7 79.9 84.0 54.7 58.5 70.0 74.3
Old : 61.6 63.7 79.9 84.0 54.7 58.5 70.0 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 645,092: 39,395 211,935 10,385 595,312 422,772 645,092 645,092: 0 0
Old : 645,092: 39,395 211,935 10,385 595,312 422,772 645,092 645,092: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -5,514: -7,017 5,855 -392 1,895 -10,977 -5,514 -5,514: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 32.9 1.6 92.3 65.5 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 32.9 1.6 92.3 65.5 100.0 100.0: 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 : 42: 5 2 2 26 25 31 29:
Old : 42: 5 2 2 26 25 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 55.7 70.8 70.4 46.4 52.6 61.2 65.2
Old : 52.2 55.7 70.8 70.4 46.4 52.6 61.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,734: 5,761 21,758 1,873 42,503 26,236 50,137 49,867: 597 867
Old : 50,734: 5,761 21,758 1,873 42,503 26,236 50,137 49,867: 597 867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 249: -442 108 58 271 -1 -113 165: 362 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 42.9 3.7 83.8 51.7 98.8 98.3: 1.2 1.7
Old : 100.0: 11.4 42.9 3.7 83.8 51.7 98.8 98.3: 1.2 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 : 35: 3 2 2 24 26 27 30:
Old : 35: 3 2 2 24 26 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 59.4 74.6 74.2 53.5 57.1 69.9 69.9
Old : 54.7 59.4 74.6 74.2 53.5 57.1 69.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 mwh :
: : :
All : 1,813,565: 7,840 1,026,605 0 1,805,725 786,960 1,813,565 1,813,565: 0 0
Old : 1,813,565: 7,840 1,026,605 0 1,805,725 786,960 1,813,565 1,813,565: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 35,690: 0 0 0 35,690 35,690 35,690 35,690: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 56.6 0.0 99.6 43.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 56.6 0.0 99.6 43.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 13 9 14 10:
Old : 22: 1 1 0 13 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 91.7 93.0 98.9 68.6 91.1 90.6 96.3
Old : 71.0 91.7 93.0 98.9 68.6 91.1 90.6 96.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 547,450: 0 334,400 0 547,450 213,050 547,450 547,450: 0 0
Old : 547,450: 0 334,400 0 547,450 213,050 547,450 547,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 33,450: 0 1,000 0 33,450 32,450 33,450 33,450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 61.1 0.0 100.0 38.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 61.1 0.0 100.0 38.9 100.0 100.0: 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 : 22: 0 1 0 16 10 16 11:
Old : 22: 0 1 0 16 10 16 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 : 61.4 85.4 87.6 95.5 59.8 85.0 82.3 90.1
Old : 61.4 85.4 87.6 95.5 59.8 85.0 82.3 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 884,440: 0 3,920 0 884,440 880,520 884,440 884,440: 0 0
Old : 884,440: 0 3,920 0 884,440 880,520 884,440 884,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -135,240: 0 0 0 -135,240 -135,240 -135,240 -135,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 14 9 14 10:
Old : 22: 0 1 0 14 9 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 83.7 93.5 99.1 64.0 83.7 88.2 93.6
Old : 69.3 83.7 93.5 99.1 64.0 83.7 88.2 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CIN HUB REAL TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 298,080: 13,552 2,408 2,336 282,192 293,336 298,080 298,080: 0 0
Old : 298,080: 13,552 2,408 2,336 282,192 293,336 298,080 298,080: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,648: 8 -1,176 -800 3,440 4,624 2,648 2,648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.8 0.8 94.7 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 0.8 0.8 94.7 98.4 100.0 100.0: 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 : 36: 2 2 3 24 21 27 25:
Old : 36: 2 2 3 24 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 56.3 65.2 80.3 38.9 52.6 60.7 70.3
Old : 42.8 56.3 65.2 80.3 38.9 52.6 60.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 12,421: 1,457 583 491 10,131 11,347 12,079 12,421: 342 0
Old : 12,421: 1,457 583 491 10,131 11,347 12,079 12,421: 342 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -77: 190 -257 -190 -34 436 -34 -11: -43 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 4.7 4.0 81.6 91.4 97.2 100.0: 2.8 0.0
Old : 100.0: 11.7 4.7 4.0 81.6 91.4 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 2 25 25 28 29:
Old : 35: 3 2 2 25 25 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 44.5 64.6 67.4 35.3 39.1 47.3 54.5
Old : 44.0 44.5 64.6 67.4 35.3 39.1 47.3 54.5
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, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5MWh :
: : :
All : 1,179,951: 0 35,020 23,700 1,156,251 1,121,231 1,179,951 1,179,951: 0 0
Old : 1,179,951: 0 35,020 23,700 1,156,251 1,121,231 1,179,951 1,179,951: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 2.0 98.0 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 2.0 98.0 95.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 1 11 13 12 14:
Old : 20: 0 1 1 11 13 12 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 53.4 88.4 82.1 55.3 46.8 72.9 66.6
Old : 68.8 53.4 88.4 82.1 55.3 46.8 72.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 308,575: 0 0 0 308,575 308,575 308,575 308,575: 0 0
Old : 308,575: 0 0 0 308,575 308,575 308,575 308,575: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -60,500: 0 0 0 -60,500 -60,500 -60,500 -60,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 17 13 17 13:
Old : 25: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 81.7 88.4 95.1 58.9 81.0 87.3 94.0
Old : 58.9 81.7 88.4 95.1 58.9 81.0 87.3 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISCO CINERGY HUB REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWH PER LOT :
: : :
All : 216,065: 0 50 1,600 214,465 214,415 216,065 216,065: 0 0
Old : 216,065: 0 50 1,600 214,465 214,415 216,065 216,065: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -14,350: 0 -1,100 0 -14,350 -13,250 -14,350 -14,350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.7 99.3 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.7 99.3 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 21 23 22 24:
Old : 27: 0 1 1 21 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 : 52.2 48.5 74.5 75.2 43.2 27.4 49.2 41.0
Old : 52.2 48.5 74.5 75.2 43.2 27.4 49.2 41.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 24,019: 1,040 1,168 191 21,062 21,087 22,293 22,446: 1,726 1,573
Old : 24,019: 1,040 1,168 191 21,062 21,087 22,293 22,446: 1,726 1,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -2,038: -46 -88 -61 -1,887 -1,801 -1,994 -1,950: -43 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 4.9 0.8 87.7 87.8 92.8 93.5: 7.2 6.5
Old : 100.0: 4.3 4.9 0.8 87.7 87.8 92.8 93.5: 7.2 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 : 30: 2 2 3 23 22 26 26:
Old : 30: 2 2 3 23 22 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 48.5 64.2 73.2 31.3 46.7 46.8 64.9
Old : 43.4 48.5 64.2 73.2 31.3 46.7 46.8 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Offpk Mon Min - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any multiple of 5 MWh :
: : :
All : 1,884,651: 52,069 126,077 158,687 1,673,895 1,599,887 1,884,651 1,884,651: 0 0
Old : 1,884,651: 52,069 126,077 158,687 1,673,895 1,599,887 1,884,651 1,884,651: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 57,167: -14,086 3,066 12,504 58,749 41,597 57,167 57,167: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.7 8.4 88.8 84.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 6.7 8.4 88.8 84.9 100.0 100.0: 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 : 40: 1 2 1 29 26 30 29:
Old : 40: 1 2 1 29 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 44.5 69.4 67.7 37.1 39.1 54.8 56.4
Old : 43.6 44.5 69.4 67.7 37.1 39.1 54.8 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Nepool MH DA LMP Peak Mon Mini - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any multiple of 16 MWh :
: : :
All : 632,178: 0 101,370 15,105 617,073 515,703 632,178 632,178: 0 0
Old : 632,178: 0 101,370 15,105 617,073 515,703 632,178 632,178: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 10,673: 0 9,825 0 10,673 848 10,673 10,673: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 2.4 97.6 81.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 16.0 2.4 97.6 81.6 100.0 100.0: 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 : 41: 0 3 1 32 26 33 29:
Old : 41: 0 3 1 32 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 : 43.0 41.3 66.3 67.5 42.0 36.9 63.2 56.7
Old : 43.0 41.3 66.3 67.5 42.0 36.9 63.2 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWH :
: : :
All : 997,022: 0 0 0 997,022 997,022 997,022 997,022: 0 0
Old : 997,022: 0 0 0 997,022 997,022 997,022 997,022: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 8,000: 0 0 0 8,000 8,000 8,000 8,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 10 18 10:
Old : 23: 0 0 0 18 10 18 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 : 49.9 86.5 76.4 97.6 41.7 61.3 57.8 70.8
Old : 49.9 86.5 76.4 97.6 41.7 61.3 57.8 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 323,545: 4,200 0 0 319,345 323,545 323,545 323,545: 0 0
Old : 323,545: 4,200 0 0 319,345 323,545 323,545 323,545: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 6,000: 0 0 0 6,000 6,000 6,000 6,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 98.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.3 0.0 0.0 98.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 23 12 24 12:
Old : 29: 1 0 0 23 12 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 74.3 59.7 96.2 29.9 58.7 48.1 70.8
Old : 38.1 74.3 59.7 96.2 29.9 58.7 48.1 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 597,239: 109,464 20,553 23,849 463,926 552,837 597,239 597,239: 0 0
Old : 597,239: 109,464 20,553 23,849 463,926 552,837 597,239 597,239: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 5,848: 679 -816 -744 5,913 7,408 5,848 5,848: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 3.4 4.0 77.7 92.6 100.0 100.0: 0.0 0.0
Old : 100.0: 18.3 3.4 4.0 77.7 92.6 100.0 100.0: 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 : 41: 1 2 3 30 30 33 33:
Old : 41: 1 2 3 30 30 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 53.9 78.9 69.8 53.4 51.2 66.9 62.3
Old : 59.9 53.9 78.9 69.8 53.4 51.2 66.9 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 42,075: 6,173 4,947 1,157 34,468 35,825 41,798 41,929: 277 146
Old : 42,075: 6,173 4,947 1,157 34,468 35,825 41,798 41,929: 277 146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 225: -96 181 -39 360 63 225 205: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 11.8 2.7 81.9 85.1 99.3 99.7: 0.7 0.3
Old : 100.0: 14.7 11.8 2.7 81.9 85.1 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 : 42: 1 4 4 32 31 36 36:
Old : 42: 1 4 4 32 31 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 49.3 76.6 73.6 46.0 48.6 68.2 72.4
Old : 51.2 49.3 76.6 73.6 46.0 48.6 68.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N PATH 15 EZ GEN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,791: 2,793 196 129 18,869 21,466 21,791 21,791: 0 0
Old : 21,791: 2,793 196 129 18,869 21,466 21,791 21,791: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -2,378: -209 26 -52 -2,117 -2,352 -2,378 -2,378: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.9 0.6 86.6 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 12.8 0.9 0.6 86.6 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 2 21 18 23 22:
Old : 32: 1 3 2 21 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 76.1 81.6 88.5 54.9 71.5 72.1 80.1
Old : 55.7 76.1 81.6 88.5 54.9 71.5 72.1 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NPATH 15 EZ GEN HUB DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 156,360: 12,302 672 1,296 142,762 154,392 156,360 156,360: 0 0
Old : 156,360: 12,302 672 1,296 142,762 154,392 156,360 156,360: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -25,752: -2,968 336 -656 -22,128 -25,432 -25,752 -25,752: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.4 0.8 91.3 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 7.9 0.4 0.8 91.3 98.7 100.0 100.0: 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: 2 1 1 15 12 17 14:
Old : 25: 2 1 1 15 12 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 : 60.5 77.6 81.2 94.3 56.5 68.4 72.7 79.9
Old : 60.5 77.6 81.2 94.3 56.5 68.4 72.7 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 557,534: 16,186 4,449 34,524 506,824 518,561 557,534 557,534: 0 0
Old : 557,534: 16,186 4,449 34,524 506,824 518,561 557,534 557,534: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -1,152: 0 -3,880 -800 -352 3,528 -1,152 -1,152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.8 6.2 90.9 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 0.8 6.2 90.9 93.0 100.0 100.0: 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 : 34: 2 1 2 25 21 28 23:
Old : 34: 2 1 2 25 21 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 : 46.7 72.1 65.7 85.8 45.0 60.7 56.6 64.7
Old : 46.7 72.1 65.7 85.8 45.0 60.7 56.6 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 30,918: 3,320 0 130 27,423 30,385 30,873 30,515: 45 403
Old : 30,918: 3,320 0 130 27,423 30,385 30,873 30,515: 45 403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,263: -162 0 -20 1,784 1,561 1,602 1,541: -339 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.0 0.4 88.7 98.3 99.9 98.7: 0.1 1.3
Old : 100.0: 10.7 0.0 0.4 88.7 98.3 99.9 98.7: 0.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 1 26 24 28 25:
Old : 34: 2 0 1 26 24 28 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 : 39.0 82.1 66.5 89.0 36.2 60.5 53.1 64.3
Old : 39.0 82.1 66.5 89.0 36.2 60.5 53.1 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 86,298: 0 3,897 0 86,298 82,401 86,298 86,298: 0 0
Old : 86,298: 0 3,897 0 86,298 82,401 86,298 86,298: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 3,950: 0 0 0 3,950 3,950 3,950 3,950: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 13 12 13 13:
Old : 21: 0 1 0 13 12 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 80.5 94.1 95.0 47.8 58.4 59.2 63.8
Old : 72.9 80.5 94.1 95.0 47.8 58.4 59.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 20,310: 3,015 144 44 16,784 19,932 19,843 20,120: 467 190
Old : 20,310: 3,015 144 44 16,784 19,932 19,843 20,120: 467 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -1,626: -118 -44 0 -1,570 -1,538 -1,688 -1,582: 62 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.7 0.2 82.6 98.1 97.7 99.1: 2.3 0.9
Old : 100.0: 14.8 0.7 0.2 82.6 98.1 97.7 99.1: 2.3 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 : 31: 4 1 1 22 22 26 24:
Old : 31: 4 1 1 22 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 52.1 68.4 73.2 45.4 46.6 58.6 59.6
Old : 50.3 52.1 68.4 73.2 45.4 46.6 58.6 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 319,081: 47,373 0 1,560 270,148 317,521 319,081 319,081: 0 0
Old : 319,081: 47,373 0 1,560 270,148 317,521 319,081 319,081: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -5,514: 0 0 0 -5,514 -5,514 -5,514 -5,514: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.0 0.5 84.7 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 14.8 0.0 0.5 84.7 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 : 29: 3 0 1 21 21 24 22:
Old : 29: 3 0 1 21 21 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 : 62.0 59.6 81.5 81.3 60.0 49.5 71.1 68.0
Old : 62.0 59.6 81.5 81.3 60.0 49.5 71.1 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,769: 1,172 0 124 15,132 16,496 16,428 16,620: 341 149
Old : 16,769: 1,172 0 124 15,132 16,496 16,428 16,620: 341 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -1,304: -110 0 0 -1,194 -1,280 -1,304 -1,280: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 0.7 90.2 98.4 98.0 99.1: 2.0 0.9
Old : 100.0: 7.0 0.0 0.7 90.2 98.4 98.0 99.1: 2.0 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 : 30: 3 0 2 23 23 26 25:
Old : 30: 3 0 2 23 23 26 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 : 45.8 52.8 69.4 72.3 40.0 47.0 56.0 62.0
Old : 45.8 52.8 69.4 72.3 40.0 47.0 56.0 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 218,365: 5,169 4,680 0 213,196 213,685 218,365 218,365: 0 0
Old : 218,365: 5,169 4,680 0 213,196 213,685 218,365 218,365: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: -801: 0 0 0 -801 -801 -801 -801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.1 0.0 97.6 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 2.1 0.0 97.6 97.9 100.0 100.0: 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 : 30: 2 1 0 19 17 21 18:
Old : 30: 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 : 71.8 69.4 89.1 90.3 66.0 69.4 78.2 82.2
Old : 71.8 69.4 89.1 90.3 66.0 69.4 78.2 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 30,167: 0 964 3,053 27,114 26,150 30,167 30,167: 0 0
Old : 30,167: 0 964 3,053 27,114 26,150 30,167 30,167: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 132: 0 -77 77 55 132 132 132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 10.1 89.9 86.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.2 10.1 89.9 86.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 21 23 22 24:
Old : 30: 0 1 1 21 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 : 53.6 52.2 79.9 75.0 43.9 40.7 57.3 55.5
Old : 53.6 52.2 79.9 75.0 43.9 40.7 57.3 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 185,389: 1,584 0 0 183,805 185,389 185,389 185,389: 0 0
Old : 185,389: 1,584 0 0 183,805 185,389 185,389 185,389: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 624: 0 0 0 624 624 624 624: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.0 0.0 99.1 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 17 19 18 19:
Old : 27: 1 0 0 17 19 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 : 58.6 61.0 79.5 80.9 54.4 50.9 69.0 65.3
Old : 58.6 61.0 79.5 80.9 54.4 50.9 69.0 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 770,435: 0 78,080 0 770,435 692,355 770,435 770,435: 0 0
Old : 770,435: 0 78,080 0 770,435 692,355 770,435 770,435: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 17,343: 0 0 0 17,343 17,343 17,343 17,343: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.1 0.0 100.0 89.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.1 0.0 100.0 89.9 100.0 100.0: 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: 0 1 0 16 11 16 12:
Old : 23: 0 1 0 16 11 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 : 63.8 68.5 81.9 94.1 63.5 66.3 77.4 82.5
Old : 63.8 68.5 81.9 94.1 63.5 66.3 77.4 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 239,365: 0 8,500 0 239,365 230,865 239,365 239,365: 0 0
Old : 239,365: 0 8,500 0 239,365 230,865 239,365 239,365: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,120: 0 0 0 2,120 2,120 2,120 2,120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 100.0 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.6 0.0 100.0 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 23 14 23 15:
Old : 29: 0 1 0 23 14 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 : 59.3 65.9 77.2 88.7 57.3 60.6 73.1 78.0
Old : 59.3 65.9 77.2 88.7 57.3 60.6 73.1 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,377: 481 9 313 1,567 2,041 2,362 2,363: 15 15
Old : 2,377: 481 9 313 1,567 2,041 2,362 2,363: 15 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 84: -1 3 20 73 47 92 70: -8 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 0.4 13.2 65.9 85.8 99.4 99.4: 0.6 0.6
Old : 100.0: 20.3 0.4 13.2 65.9 85.8 99.4 99.4: 0.6 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 : 21: 1 2 3 17 17 20 20:
Old : 21: 1 2 3 17 17 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 : 72.5 65.0 85.5 86.9 48.8 48.1 54.3 52.8
Old : 72.5 65.0 85.5 86.9 48.8 48.1 54.3 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM EASTERN HUB DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 122,220: 0 0 0 122,220 122,220 122,220 122,220: 0 0
Old : 122,220: 0 0 0 122,220 122,220 122,220 122,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 12 16 12:
Old : 21: 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 : 60.9 79.8 85.7 95.5 58.7 70.7 77.4 80.7
Old : 60.9 79.8 85.7 95.5 58.7 70.7 77.4 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 Mwh :
: : :
All : 234,625: 0 0 0 234,625 234,625 234,625 234,625: 0 0
Old : 234,625: 0 0 0 234,625 234,625 234,625 234,625: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 18 14 18 14:
Old : 25: 0 0 0 18 14 18 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 : 61.2 86.7 89.1 97.0 59.6 85.1 87.3 94.7
Old : 61.2 86.7 89.1 97.0 59.6 85.1 87.3 94.7
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, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 Mwh :
: : :
All : 809,803: 0 0 0 809,803 809,803 809,803 809,803: 0 0
Old : 809,803: 0 0 0 809,803 809,803 809,803 809,803: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 14 10 14 10:
Old : 22: 0 0 0 14 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 93.5 89.5 99.5 62.9 93.5 89.0 99.5
Old : 63.2 93.5 89.5 99.5 62.9 93.5 89.0 99.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 157,705: 220 0 0 157,485 157,705 157,705 157,705: 0 0
Old : 157,705: 220 0 0 157,485 157,705 157,705 157,705: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 17 14 18 14:
Old : 23: 1 0 0 17 14 18 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 : 45.6 65.8 78.3 88.9 41.6 61.1 61.6 69.1
Old : 45.6 65.8 78.3 88.9 41.6 61.1 61.6 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mwh :
: : :
All : 557,069: 0 0 0 557,069 557,069 557,069 557,069: 0 0
Old : 557,069: 0 0 0 557,069 557,069 557,069 557,069: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 12 16 12:
Old : 21: 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 : 51.5 73.4 82.2 94.1 43.5 65.0 62.2 69.6
Old : 51.5 73.4 82.2 94.1 43.5 65.0 62.2 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 220,875: 4,240 0 0 216,635 220,875 220,875 220,875: 0 0
Old : 220,875: 4,240 0 0 216,635 220,875 220,875 220,875: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 2,100: 0 0 0 2,100 2,100 2,100 2,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.0 0.0 98.1 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 23 12 24 12:
Old : 27: 1 0 0 23 12 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 78.6 74.2 92.6 49.0 70.5 70.2 81.5
Old : 52.0 78.6 74.2 92.6 49.0 70.5 70.2 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 692,063: 0 0 0 692,063 692,063 692,063 692,063: 0 0
Old : 692,063: 0 0 0 692,063 692,063 692,063 692,063: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 10 17 10:
Old : 20: 0 0 0 17 10 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 : 57.7 80.7 79.0 96.3 56.3 71.8 73.8 81.4
Old : 57.7 80.7 79.0 96.3 56.3 71.8 73.8 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,074,083: 0 3,920 0 1,074,083 1,070,163 1,074,083 1,074,083: 0 0
Old : 1,074,083: 0 3,920 0 1,074,083 1,070,163 1,074,083 1,074,083: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 18 8 18 9:
Old : 24: 0 1 0 18 8 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 97.0 90.8 99.6 70.5 96.2 89.7 97.9
Old : 70.5 97.0 90.8 99.6 70.5 96.2 89.7 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 292,660: 0 0 0 292,660 292,660 292,660 292,660: 0 0
Old : 292,660: 0 0 0 292,660 292,660 292,660 292,660: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 1,270: 0 0 0 1,270 1,270 1,270 1,270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 24 9 24 9:
Old : 31: 0 0 0 24 9 24 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 95.4 83.5 99.6 64.7 95.4 83.0 98.8
Old : 64.7 95.4 83.5 99.6 64.7 95.4 83.0 98.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 6,560,095: 258,916 0 0 6,301,179 6,560,095 6,560,095 6,560,095: 0 0
Old : 6,560,095: 258,916 0 0 6,301,179 6,560,095 6,560,095 6,560,095: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 50,732: 0 0 0 50,732 50,732 50,732 50,732: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.0 96.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 0.0 0.0 96.1 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 0 0 37 35 40 35:
Old : 45: 3 0 0 37 35 40 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 : 40.9 63.7 61.8 81.5 32.4 55.9 47.7 65.4
Old : 40.9 63.7 61.8 81.5 32.4 55.9 47.7 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 2,176,835: 65,330 3,200 0 2,111,505 2,173,635 2,176,835 2,176,835: 0 0
Old : 2,176,835: 65,330 3,200 0 2,111,505 2,173,635 2,176,835 2,176,835: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 13,345: -475 1,000 0 13,820 12,345 13,345 13,345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.1 0.0 97.0 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 0.1 0.0 97.0 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 : 56: 5 2 0 42 39 47 41:
Old : 56: 5 2 0 42 39 47 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 58.8 60.6 77.7 31.8 55.3 50.4 71.1
Old : 36.4 58.8 60.6 77.7 31.8 55.3 50.4 71.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 2,720,557: 568,718 569,870 118,456 2,033,384 2,032,231 2,720,557 2,720,557: 0 0
Old : 2,720,557: 568,718 569,870 118,456 2,033,384 2,032,231 2,720,557 2,720,557: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 82,089: 12,425 6,334 -7,654 77,318 83,409 82,089 82,089: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 20.9 4.4 74.7 74.7 100.0 100.0: 0.0 0.0
Old : 100.0: 20.9 20.9 4.4 74.7 74.7 100.0 100.0: 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 : 65: 5 9 6 46 42 55 53:
Old : 65: 5 9 6 46 42 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 48.8 61.6 65.8 46.8 45.6 58.8 60.9
Old : 47.0 48.8 61.6 65.8 46.8 45.6 58.8 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MWh (Megawatt Hours) :
: : :
All : 5,451,970: 132,942 382,107 141,652 5,177,376 4,928,211 5,451,970 5,451,970: 0 0
Old : 5,451,970: 132,942 382,107 141,652 5,177,376 4,928,211 5,451,970 5,451,970: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 163,463: 0 0 0 163,463 163,463 163,463 163,463: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 7.0 2.6 95.0 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 7.0 2.6 95.0 90.4 100.0 100.0: 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 : 50: 3 4 4 35 31 40 37:
Old : 50: 3 4 4 35 31 40 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 : 46.0 67.4 62.9 81.1 45.7 61.8 61.4 73.8
Old : 46.0 67.4 62.9 81.1 45.7 61.8 61.4 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSA-PJM PSEG ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 602,880: 0 510 330 602,550 602,040 602,880 602,880: 0 0
Old : 602,880: 0 510 330 602,550 602,040 602,880 602,880: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.1 99.9 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.1 0.1 99.9 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 : 33: 0 1 1 30 14 31 15:
Old : 33: 0 1 1 30 14 31 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 : 45.1 68.9 68.9 92.6 45.0 67.4 64.7 82.4
Old : 45.1 68.9 68.9 92.6 45.0 67.4 64.7 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PSB-PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 2,067,198: 0 9,914 0 2,067,198 2,057,284 2,067,198 2,067,198: 0 0
Old : 2,067,198: 0 9,914 0 2,067,198 2,057,284 2,067,198 2,067,198: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 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 : 33: 0 1 0 28 15 28 16:
Old : 33: 0 1 0 28 15 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 : 50.2 67.3 72.0 88.5 50.2 65.4 68.1 79.1
Old : 50.2 67.3 72.0 88.5 50.2 65.4 68.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2013