CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 11,639: 3,597 3,754 419 7,562 7,461 11,578 11,634: 61 5
Old : 11,639: 3,597 3,754 419 7,562 7,461 11,578 11,634: 61 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 565: 175 3 15 368 547 558 565: 7 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 32.3 3.6 65.0 64.1 99.5 100.0: 0.5 0.0
Old : 100.0: 30.9 32.3 3.6 65.0 64.1 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 11 12 8 14 9 30 24:
Old : 38: 11 12 8 14 9 30 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 : 45.7 57.5 69.0 80.2 38.3 47.6 54.4 59.2
Old : 45.7 57.5 69.0 80.2 38.3 47.6 54.4 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,694,445: 982,608 191,842 1,849,721 2,840,073 3,641,435 5,672,402 5,682,998: 22,043 11,447
Old : 5,694,445: 982,608 191,842 1,849,721 2,840,073 3,641,435 5,672,402 5,682,998: 22,043 11,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 33,677: -18,013 11,228 14,486 38,641 8,647 35,114 34,361: -1,437 -684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 3.4 32.5 49.9 63.9 99.6 99.8: 0.4 0.2
Old : 100.0: 17.3 3.4 32.5 49.9 63.9 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 : 226: 48 26 67 145 133 216 203:
Old : 226: 48 26 67 145 133 216 203:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.9 22.1 37.4 38.0 10.7 16.6 17.9 23.1
Old : 22.9 22.1 37.4 38.0 10.7 16.6 17.9 23.1
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 3,307,367: 146,248 71,772 1,464,082 1,696,005 1,769,802 3,306,335 3,305,656: 1,032 1,711
Old : 3,307,367: 146,248 71,772 1,464,082 1,696,005 1,769,802 3,306,335 3,305,656: 1,032 1,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -93,984: 664 -2,536 -45,241 -49,138 -45,898 -93,715 -93,675: -269 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.2 44.3 51.3 53.5 100.0 99.9: 0.0 0.1
Old : 100.0: 4.4 2.2 44.3 51.3 53.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 109: 30 17 41 60 58 106 100:
Old : 109: 30 17 41 60 58 106 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 36.2 59.4 58.0 4.0 4.7 5.5 6.0
Old : 35.8 36.2 59.4 58.0 4.0 4.7 5.5 6.0
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, September 10, 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 : 228,858: 15,299 372 7,269 187,923 215,055 210,491 222,696: 18,367 6,162
Old : 228,858: 15,299 372 7,269 187,923 215,055 210,491 222,696: 18,367 6,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -20,534: -3,369 -1,221 141 -20,429 -18,108 -23,657 -19,188: 3,123 -1,346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.2 3.2 82.1 94.0 92.0 97.3: 8.0 2.7
Old : 100.0: 6.7 0.2 3.2 82.1 94.0 92.0 97.3: 8.0 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 : 46: 6 1 5 33 33 40 38:
Old : 46: 6 1 5 33 33 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 62.9 56.2 78.3 28.8 43.5 41.8 52.9
Old : 35.0 62.9 56.2 78.3 28.8 43.5 41.8 52.9
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, September 10, 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 : 166,250: 7,047 749 4,510 151,236 157,263 162,793 162,522: 3,457 3,728
Old : 166,250: 7,047 749 4,510 151,236 157,263 162,793 162,522: 3,457 3,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -13,707: -540 212 -798 -12,261 -12,821 -13,599 -13,407: -108 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.5 2.7 91.0 94.6 97.9 97.8: 2.1 2.2
Old : 100.0: 4.2 0.5 2.7 91.0 94.6 97.9 97.8: 2.1 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 1 5 34 35 40 40:
Old : 44: 5 1 5 34 35 40 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 : 60.7 46.5 72.3 64.6 44.7 37.0 52.7 47.2
Old : 60.7 46.5 72.3 64.6 44.7 37.0 52.7 47.2
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, September 10, 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 : 210,916: 10,376 10,909 4,721 186,982 190,173 202,079 205,803: 8,837 5,113
Old : 210,916: 10,376 10,909 4,721 186,982 190,173 202,079 205,803: 8,837 5,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -14,927: 1,794 810 -3,326 -14,113 -12,267 -15,645 -14,783: 718 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.2 2.2 88.7 90.2 95.8 97.6: 4.2 2.4
Old : 100.0: 4.9 5.2 2.2 88.7 90.2 95.8 97.6: 4.2 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 : 43: 4 3 3 30 32 35 37:
Old : 43: 4 3 3 30 32 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 34.4 71.3 55.6 36.7 24.8 47.0 40.7
Old : 48.5 34.4 71.3 55.6 36.7 24.8 47.0 40.7
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, September 10, 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 : 789,428: 1,279 2,127 4,149 778,321 778,339 783,749 784,615: 5,679 4,813
Old : 789,428: 1,279 2,127 4,149 778,321 778,339 783,749 784,615: 5,679 4,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -25,615: 783 210 -941 -25,331 -21,391 -25,489 -22,122: -126 -3,493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 0.5 98.6 98.6 99.3 99.4: 0.7 0.6
Old : 100.0: 0.2 0.3 0.5 98.6 98.6 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 4 5 8 54 45 64 53:
Old : 70: 4 5 8 54 45 64 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 : 37.3 45.2 58.4 62.4 35.9 39.3 55.8 55.1
Old : 37.3 45.2 58.4 62.4 35.9 39.3 55.8 55.1
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, September 10, 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 : 248,071: 3,061 0 976 235,405 237,012 239,442 237,988: 8,629 10,083
Old : 248,071: 3,061 0 976 235,405 237,012 239,442 237,988: 8,629 10,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -10,349: 1,516 0 -980 -9,520 -9,829 -8,984 -10,809: -1,365 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.4 94.9 95.5 96.5 95.9: 3.5 4.1
Old : 100.0: 1.2 0.0 0.4 94.9 95.5 96.5 95.9: 3.5 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 : 39: 2 0 1 24 30 26 31:
Old : 39: 2 0 1 24 30 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 52.6 74.6 71.7 46.1 44.3 65.5 61.5
Old : 51.1 52.6 74.6 71.7 46.1 44.3 65.5 61.5
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, September 10, 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 : 236,589: 8,547 372 4,460 218,918 223,944 231,925 228,776: 4,664 7,813
Old : 236,589: 8,547 372 4,460 218,918 223,944 231,925 228,776: 4,664 7,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -11,587: -500 0 -481 -9,818 -10,923 -10,799 -11,404: -788 -183
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.2 1.9 92.5 94.7 98.0 96.7: 2.0 3.3
Old : 100.0: 3.6 0.2 1.9 92.5 94.7 98.0 96.7: 2.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 1 3 33 40 36 44:
Old : 50: 3 1 3 33 40 36 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 31.1 56.5 54.5 36.9 29.4 53.6 49.3
Old : 38.3 31.1 56.5 54.5 36.9 29.4 53.6 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 92,935: 5,678 2,477 1,873 81,053 82,168 88,604 86,518: 4,331 6,417
Old : 92,935: 5,678 2,477 1,873 81,053 82,168 88,604 86,518: 4,331 6,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -10,075: -1,955 -702 -70 -8,030 -9,238 -10,055 -10,010: -20 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.7 2.0 87.2 88.4 95.3 93.1: 4.7 6.9
Old : 100.0: 6.1 2.7 2.0 87.2 88.4 95.3 93.1: 4.7 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 22 19 25 23:
Old : 32: 2 2 3 22 19 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 56.4 81.7 74.5 56.0 55.1 73.6 67.3
Old : 61.9 56.4 81.7 74.5 56.0 55.1 73.6 67.3
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 169,968: 12,633 13,635 9,095 139,962 141,462 161,690 164,192: 8,278 5,776
Old : 169,968: 12,633 13,635 9,095 139,962 141,462 161,690 164,192: 8,278 5,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -11,171: -800 856 183 -11,140 -11,725 -11,757 -10,686: 586 -485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 8.0 5.4 82.3 83.2 95.1 96.6: 4.9 3.4
Old : 100.0: 7.4 8.0 5.4 82.3 83.2 95.1 96.6: 4.9 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 1 5 26 28 33 33:
Old : 42: 6 1 5 26 28 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 : 52.4 41.2 68.3 65.1 49.9 38.4 61.7 57.9
Old : 52.4 41.2 68.3 65.1 49.9 38.4 61.7 57.9
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,369: 0 11,226 1,433 58,790 43,945 60,223 56,604: 7,146 10,765
Old : 67,369: 0 11,226 1,433 58,790 43,945 60,223 56,604: 7,146 10,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -4,273: 0 220 -288 -4,391 -6,017 -4,679 -6,085: 406 1,812
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 2.1 87.3 65.2 89.4 84.0: 10.6 16.0
Old : 100.0: 0.0 16.7 2.1 87.3 65.2 89.4 84.0: 10.6 16.0
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 2 2 18 17 20 19:
Old : 25: 0 2 2 18 17 20 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 : 48.7 40.6 69.6 65.1 47.0 34.1 62.0 53.7
Old : 48.7 40.6 69.6 65.1 47.0 34.1 62.0 53.7
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, September 10, 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 : 148,310: 0 219 2,879 139,915 141,465 142,794 144,563: 5,516 3,747
Old : 148,310: 0 219 2,879 139,915 141,465 142,794 144,563: 5,516 3,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -9,447: 0 187 -67 -10,916 -9,641 -10,983 -9,521: 1,536 74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 1.9 94.3 95.4 96.3 97.5: 3.7 2.5
Old : 100.0: 0.0 0.1 1.9 94.3 95.4 96.3 97.5: 3.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 1 1 28 32 29 33:
Old : 40: 0 1 1 28 32 29 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 : 44.9 45.5 70.1 73.0 43.8 45.4 68.7 72.8
Old : 44.9 45.5 70.1 73.0 43.8 45.4 68.7 72.8
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,176: 0 589 0 61,955 73,499 61,955 74,088: 15,221 3,088
Old : 77,176: 0 589 0 61,955 73,499 61,955 74,088: 15,221 3,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -6,543: 0 0 0 -3,753 -6,194 -3,753 -6,194: -2,790 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 80.3 95.2 80.3 96.0: 19.7 4.0
Old : 100.0: 0.0 0.8 0.0 80.3 95.2 80.3 96.0: 19.7 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 : 26: 0 1 0 16 18 16 19:
Old : 26: 0 1 0 16 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 51.7 64.7 78.1 35.2 50.9 47.6 69.3
Old : 46.9 51.7 64.7 78.1 35.2 50.9 47.6 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 345,231: 0 5,856 4,269 336,381 328,803 340,650 338,928: 4,581 6,303
Old : 345,231: 0 5,856 4,269 336,381 328,803 340,650 338,928: 4,581 6,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -11,309: -13,713 1,674 -450 3,032 -12,975 -11,131 -11,751: -178 442
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 1.2 97.4 95.2 98.7 98.2: 1.3 1.8
Old : 100.0: 0.0 1.7 1.2 97.4 95.2 98.7 98.2: 1.3 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 0 5 2 45 40 47 45:
Old : 59: 0 5 2 45 40 47 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 : 47.3 40.3 63.7 58.1 44.2 40.1 59.6 57.7
Old : 47.3 40.3 63.7 58.1 44.2 40.1 59.6 57.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,034: 3,227 1,956 4,242 68,968 65,924 76,437 72,122: 4,597 8,912
Old : 81,034: 3,227 1,956 4,242 68,968 65,924 76,437 72,122: 4,597 8,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -6,870: -150 -92 -588 -6,042 -7,255 -6,780 -7,935: -90 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.4 5.2 85.1 81.4 94.3 89.0: 5.7 11.0
Old : 100.0: 4.0 2.4 5.2 85.1 81.4 94.3 89.0: 5.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 4 20 23 24 27:
Old : 30: 1 3 4 20 23 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 44.5 75.6 62.9 50.1 34.3 61.2 46.4
Old : 58.8 44.5 75.6 62.9 50.1 34.3 61.2 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 57,618: 0 5,973 503 43,012 43,962 43,515 50,438: 14,103 7,180
Old : 57,618: 0 5,973 503 43,012 43,962 43,515 50,438: 14,103 7,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -6,110: 0 -1,674 60 -6,500 -4,130 -6,440 -5,744: 330 -366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 0.9 74.7 76.3 75.5 87.5: 24.5 12.5
Old : 100.0: 0.0 10.4 0.9 74.7 76.3 75.5 87.5: 24.5 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 14 17 15 18:
Old : 22: 0 1 1 14 17 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 60.5 66.7 79.2 49.1 57.9 58.2 71.0
Old : 52.0 60.5 66.7 79.2 49.1 57.9 58.2 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 141,788: 30,539 10,013 0 110,370 128,109 140,909 138,122: 879 3,666
Old : 141,788: 30,539 10,013 0 110,370 128,109 140,909 138,122: 879 3,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -36,439: -12,518 1,403 0 -23,867 -36,946 -36,385 -35,543: -54 -896
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 7.1 0.0 77.8 90.4 99.4 97.4: 0.6 2.6
Old : 100.0: 21.5 7.1 0.0 77.8 90.4 99.4 97.4: 0.6 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 : 30: 2 1 0 15 20 17 21:
Old : 30: 2 1 0 15 20 17 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 : 76.2 58.5 91.2 80.9 68.4 58.5 82.0 76.6
Old : 76.2 58.5 91.2 80.9 68.4 58.5 82.0 76.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,914: 45,569 11,183 0 69,623 104,041 115,192 115,224: 722 690
Old : 115,914: 45,569 11,183 0 69,623 104,041 115,192 115,224: 722 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -43,821: -3,719 -6,142 -1,205 -38,703 -35,444 -43,627 -42,791: -194 -1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 9.6 0.0 60.1 89.8 99.4 99.4: 0.6 0.6
Old : 100.0: 39.3 9.6 0.0 60.1 89.8 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 : 49: 5 3 0 32 22 37 25:
Old : 49: 5 3 0 32 22 37 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 : 59.3 72.7 73.2 85.9 56.9 68.7 66.4 76.3
Old : 59.3 72.7 73.2 85.9 56.9 68.7 66.4 76.3
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 35,448: 0 0 0 35,327 34,994 35,327 34,994: 121 454
Old : 35,448: 0 0 0 35,327 34,994 35,327 34,994: 121 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -10,625: -310 0 0 -10,223 -10,594 -10,533 -10,594: -92 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 98.7 99.7 98.7: 0.3 1.3
Old : 100.0: 0.0 0.0 0.0 99.7 98.7 99.7 98.7: 0.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 14 20 14 20:
Old : 29: 0 0 0 14 20 14 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 : 70.6 56.1 93.9 78.3 49.2 35.4 62.8 51.7
Old : 70.6 56.1 93.9 78.3 49.2 35.4 62.8 51.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 132,140: 644 0 225 115,737 122,124 116,606 122,349: 15,534 9,791
Old : 132,140: 644 0 225 115,737 122,124 116,606 122,349: 15,534 9,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -5,977: -322 0 118 -8,569 -5,139 -8,773 -5,021: 2,796 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.2 87.6 92.4 88.2 92.6: 11.8 7.4
Old : 100.0: 0.5 0.0 0.2 87.6 92.4 88.2 92.6: 11.8 7.4
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 1 25 25 26 26:
Old : 33: 1 0 1 25 25 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 : 59.2 47.0 74.5 68.9 41.6 32.7 47.3 46.6
Old : 59.2 47.0 74.5 68.9 41.6 32.7 47.3 46.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,864: 833 0 2,494 59,109 57,435 62,436 59,929: 2,428 4,935
Old : 64,864: 833 0 2,494 59,109 57,435 62,436 59,929: 2,428 4,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -5,092: 833 -637 -1,272 -4,762 -3,322 -5,201 -5,231: 109 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 3.8 91.1 88.5 96.3 92.4: 3.7 7.6
Old : 100.0: 1.3 0.0 3.8 91.1 88.5 96.3 92.4: 3.7 7.6
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: 1 0 1 13 15 14 16:
Old : 23: 1 0 1 13 15 14 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 : 82.4 72.1 92.3 84.4 77.8 72.1 85.1 81.0
Old : 82.4 72.1 92.3 84.4 77.8 72.1 85.1 81.0
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,094: 0 3,503 980 101,779 100,095 102,759 104,578: 5,335 3,516
Old : 108,094: 0 3,503 980 101,779 100,095 102,759 104,578: 5,335 3,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -4,217: 0 1,974 -480 -1,161 -5,399 -1,641 -3,905: -2,576 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.9 94.2 92.6 95.1 96.7: 4.9 3.3
Old : 100.0: 0.0 3.2 0.9 94.2 92.6 95.1 96.7: 4.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 2 1 26 26 27 28:
Old : 37: 0 2 1 26 26 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 56.8 73.1 71.1 53.2 50.3 64.5 62.4
Old : 56.8 56.8 73.1 71.1 53.2 50.3 64.5 62.4
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,345: 1,430 0 2,244 90,323 88,741 93,997 90,985: 4,348 7,360
Old : 98,345: 1,430 0 2,244 90,323 88,741 93,997 90,985: 4,348 7,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -8,555: -767 0 147 -7,537 -7,835 -8,157 -7,688: -398 -867
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 2.3 91.8 90.2 95.6 92.5: 4.4 7.5
Old : 100.0: 1.5 0.0 2.3 91.8 90.2 95.6 92.5: 4.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 2 16 18 18 20:
Old : 26: 2 0 2 16 18 18 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 : 50.4 64.1 75.7 77.8 48.5 59.9 67.9 71.0
Old : 50.4 64.1 75.7 77.8 48.5 59.9 67.9 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,295: 0 2,114 0 61,192 61,999 61,192 64,113: 6,103 3,182
Old : 67,295: 0 2,114 0 61,192 61,999 61,192 64,113: 6,103 3,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -5,987: 0 310 -310 -5,359 -5,172 -5,669 -5,172: -318 -815
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 90.9 92.1 90.9 95.3: 9.1 4.7
Old : 100.0: 0.0 3.1 0.0 90.9 92.1 90.9 95.3: 9.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 18 12 18 13:
Old : 21: 0 1 0 18 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 69.7 70.0 88.6 42.2 54.3 58.7 63.9
Old : 50.6 69.7 70.0 88.6 42.2 54.3 58.7 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 12,937: 401 0 180 11,872 12,395 12,453 12,575: 484 362
Old : 12,937: 401 0 180 11,872 12,395 12,453 12,575: 484 362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -8,339: 161 -211 -161 -8,277 -7,685 -8,277 -8,057: -62 -282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 1.4 91.8 95.8 96.3 97.2: 3.7 2.8
Old : 100.0: 3.1 0.0 1.4 91.8 95.8 96.3 97.2: 3.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 1 9 14 11 15:
Old : 21: 2 0 1 9 14 11 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 : 75.4 66.6 92.0 82.1 69.2 64.7 84.6 79.2
Old : 75.4 66.6 92.0 82.1 69.2 64.7 84.6 79.2
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,005: 0 2,085 1,739 109,905 108,005 111,644 111,829: 4,361 4,176
Old : 116,005: 0 2,085 1,739 109,905 108,005 111,644 111,829: 4,361 4,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -7,370: 0 -251 602 -7,247 -7,603 -6,645 -7,252: -725 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.5 94.7 93.1 96.2 96.4: 3.8 3.6
Old : 100.0: 0.0 1.8 1.5 94.7 93.1 96.2 96.4: 3.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 19 18 20 20:
Old : 26: 0 2 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 60.6 79.3 79.6 46.5 48.3 60.3 61.4
Old : 54.7 60.6 79.3 79.6 46.5 48.3 60.3 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 299,436: 6,145 6,044 2,846 284,265 284,350 293,256 293,240: 6,180 6,196
Old : 299,436: 6,145 6,044 2,846 284,265 284,350 293,256 293,240: 6,180 6,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -12,749: 339 -70 -3,497 -6,614 -9,318 -9,772 -12,885: -2,977 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.0 1.0 94.9 95.0 97.9 97.9: 2.1 2.1
Old : 100.0: 2.1 2.0 1.0 94.9 95.0 97.9 97.9: 2.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 1 3 32 31 35 34:
Old : 47: 2 1 3 32 31 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 49.5 70.5 70.4 48.8 42.5 61.9 60.7
Old : 51.3 49.5 70.5 70.4 48.8 42.5 61.9 60.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,859: 1,190 570 0 20,003 20,149 21,193 20,719: 666 1,140
Old : 21,859: 1,190 570 0 20,003 20,149 21,193 20,719: 666 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -16,833: -1,054 310 -806 -14,601 -15,957 -16,461 -16,453: -372 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.6 0.0 91.5 92.2 97.0 94.8: 3.0 5.2
Old : 100.0: 5.4 2.6 0.0 91.5 92.2 97.0 94.8: 3.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 0 13 13 16 15:
Old : 29: 3 2 0 13 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 62.5 80.1 82.6 49.9 62.5 74.4 82.0
Old : 53.0 62.5 80.1 82.6 49.9 62.5 74.4 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV Code-0233C1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 38,637: 0 0 0 36,661 37,452 36,661 37,452: 1,976 1,185
Old : 38,637: 0 0 0 36,661 37,452 36,661 37,452: 1,976 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -3,219: 0 0 0 -2,735 -3,521 -2,735 -3,521: -484 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.9 96.9 94.9 96.9: 5.1 3.1
Old : 100.0: 0.0 0.0 0.0 94.9 96.9 94.9 96.9: 5.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 17 14 17:
Old : 21: 0 0 0 14 17 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 48.5 89.5 75.7 69.6 47.7 78.0 73.5
Old : 76.4 48.5 89.5 75.7 69.6 47.7 78.0 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,546: 840 0 0 41,216 42,822 42,056 42,822: 1,490 724
Old : 43,546: 840 0 0 41,216 42,822 42,056 42,822: 1,490 724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -8,494: -454 0 0 -7,850 -8,360 -8,304 -8,360: -190 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 94.6 98.3 96.6 98.3: 3.4 1.7
Old : 100.0: 1.9 0.0 0.0 94.6 98.3 96.6 98.3: 3.4 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 : 29: 2 0 0 16 17 18 17:
Old : 29: 2 0 0 16 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 70.3 86.2 90.5 62.6 61.6 68.6 70.4
Old : 72.4 70.3 86.2 90.5 62.6 61.6 68.6 70.4
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, September 10, 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 : 223,850: 6,299 27,666 6,723 205,212 183,942 218,234 218,331: 5,616 5,519
Old : 223,850: 6,299 27,666 6,723 205,212 183,942 218,234 218,331: 5,616 5,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -4,864: -7,438 -1,845 660 2,932 -4,040 -3,846 -5,225: -1,018 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 12.4 3.0 91.7 82.2 97.5 97.5: 2.5 2.5
Old : 100.0: 2.8 12.4 3.0 91.7 82.2 97.5 97.5: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 2 4 34 31 39 36:
Old : 47: 4 2 4 34 31 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 47.6 67.8 68.0 38.8 47.6 57.5 62.8
Old : 45.5 47.6 67.8 68.0 38.8 47.6 57.5 62.8
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 67,108: 11,814 0 1,885 47,398 63,151 61,097 65,036: 6,011 2,072
Old : 67,108: 11,814 0 1,885 47,398 63,151 61,097 65,036: 6,011 2,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -8,581: -501 0 302 -8,063 -8,368 -8,262 -8,066: -319 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.0 2.8 70.6 94.1 91.0 96.9: 9.0 3.1
Old : 100.0: 17.6 0.0 2.8 70.6 94.1 91.0 96.9: 9.0 3.1
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 : 26: 3 0 1 16 14 19 15:
Old : 26: 3 0 1 16 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 80.6 64.2 92.2 36.1 80.6 60.9 87.9
Old : 38.9 80.6 64.2 92.2 36.1 80.6 60.9 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 82,958: 0 0 0 80,827 78,248 80,827 78,248: 2,131 4,710
Old : 82,958: 0 0 0 80,827 78,248 80,827 78,248: 2,131 4,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -6,822: 0 0 0 -6,948 -8,560 -6,948 -8,560: 126 1,738
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 94.3 97.4 94.3: 2.6 5.7
Old : 100.0: 0.0 0.0 0.0 97.4 94.3 97.4 94.3: 2.6 5.7
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: 0 0 0 23 20 23 20:
Old : 29: 0 0 0 23 20 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.3 55.1 63.0 79.2 35.0 42.4 57.1 62.7
Old : 38.3 55.1 63.0 79.2 35.0 42.4 57.1 62.7
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, September 10, 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 : 89,293: 431 15,707 802 78,922 69,154 80,155 85,663: 9,138 3,630
Old : 89,293: 431 15,707 802 78,922 69,154 80,155 85,663: 9,138 3,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -4,201: -360 1,170 92 -4,147 -5,286 -4,415 -4,024: 214 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 17.6 0.9 88.4 77.4 89.8 95.9: 10.2 4.1
Old : 100.0: 0.5 17.6 0.9 88.4 77.4 89.8 95.9: 10.2 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 : 30: 1 2 1 22 20 24 22:
Old : 30: 1 2 1 22 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 49.1 67.2 70.6 47.2 43.4 58.3 58.0
Old : 47.9 49.1 67.2 70.6 47.2 43.4 58.3 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 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 : 172,402: 22,669 7,911 15,513 133,526 148,576 171,708 172,000: 694 402
Old : 172,402: 22,669 7,911 15,513 133,526 148,576 171,708 172,000: 694 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -6,183: -514 -889 -2,457 -3,331 -2,771 -6,302 -6,117: 119 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.6 9.0 77.5 86.2 99.6 99.8: 0.4 0.2
Old : 100.0: 13.1 4.6 9.0 77.5 86.2 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 : 80: 11 8 15 54 55 70 73:
Old : 80: 11 8 15 54 55 70 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 : 28.6 30.3 45.3 50.7 16.9 25.5 26.2 36.7
Old : 28.6 30.3 45.3 50.7 16.9 25.5 26.2 36.7
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, September 10, 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 : 57,658: 1,168 341 3,245 53,221 54,048 57,634 57,634: 24 24
Old : 57,658: 1,168 341 3,245 53,221 54,048 57,634 57,634: 24 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 575: -446 326 260 761 -11 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.6 5.6 92.3 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.6 5.6 92.3 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 3 27 26 30 29:
Old : 34: 1 2 3 27 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 : 56.7 47.8 80.5 72.9 54.1 44.0 67.3 63.3
Old : 56.7 47.8 80.5 72.9 54.1 44.0 67.3 63.3
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, September 10, 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 : 463,613: 26,283 0 6,423 430,907 457,190 463,613 463,613: 0 0
Old : 463,613: 26,283 0 6,423 430,907 457,190 463,613 463,613: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -98: -952 0 952 -98 -1,050 -98 -98: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 1.4 92.9 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 0.0 1.4 92.9 98.6 100.0 100.0: 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 : 32: 2 0 2 23 25 25 27:
Old : 32: 2 0 2 23 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 57.0 78.0 76.5 51.5 56.0 65.6 69.2
Old : 58.2 57.0 78.0 76.5 51.5 56.0 65.6 69.2
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, September 10, 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 : 1,681,514: 158,868 9,000 36,096 1,486,550 1,636,418 1,681,514 1,681,514: 0 0
Old : 1,681,514: 158,868 9,000 36,096 1,486,550 1,636,418 1,681,514 1,681,514: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -61,418: -6,706 -20,403 -15,341 -39,371 -25,674 -61,418 -61,418: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.5 2.1 88.4 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.4 0.5 2.1 88.4 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 6 3 6 44 46 53 52:
Old : 63: 6 3 6 44 46 53 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 42.6 60.3 58.6 37.2 37.9 51.0 50.2
Old : 44.7 42.6 60.3 58.6 37.2 37.9 51.0 50.2
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, September 10, 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 : 59,317: 131 7,354 4,941 54,244 46,998 59,317 59,293: -0 24
Old : 59,317: 131 7,354 4,941 54,244 46,998 59,317 59,293: -0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -3,477: -5 -1,037 195 -3,643 -2,635 -3,453 -3,477: -24 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.4 8.3 91.4 79.2 100.0 100.0: -0.0 0.0
Old : 100.0: 0.2 12.4 8.3 91.4 79.2 100.0 100.0: -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 : 40: 2 4 4 26 28 31 33:
Old : 40: 2 4 4 26 28 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 48.8 71.9 69.6 41.9 34.0 50.3 50.3
Old : 53.6 48.8 71.9 69.6 41.9 34.0 50.3 50.3
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, September 10, 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 : 316,241: 6,018 2,500 12,527 297,696 301,214 316,241 316,241: 0 0
Old : 316,241: 6,018 2,500 12,527 297,696 301,214 316,241 316,241: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -23,712: 4,680 624 -4,992 -23,400 -19,344 -23,712 -23,712: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.8 4.0 94.1 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 0.8 4.0 94.1 95.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 20 17 22 19:
Old : 28: 1 1 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 68.0 76.6 87.6 49.5 61.6 66.0 75.6
Old : 55.4 68.0 76.6 87.6 49.5 61.6 66.0 75.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 609,297: 30,114 7,065 11,137 568,046 591,095 609,297 609,297: 0 0
Old : 609,297: 30,114 7,065 11,137 568,046 591,095 609,297 609,297: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -38,107: -4,672 -180,270 752 -34,187 141,411 -38,107 -38,107: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.2 1.8 93.2 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 1.2 1.8 93.2 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 1 2 24 28 29 31:
Old : 41: 5 1 2 24 28 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 54.1 73.0 71.1 49.0 51.0 63.3 63.6
Old : 54.8 54.1 73.0 71.1 49.0 51.0 63.3 63.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,900: 5,453 425 1,418 42,474 47,426 49,345 49,269: 555 631
Old : 49,900: 5,453 425 1,418 42,474 47,426 49,345 49,269: 555 631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,964: 177 -19,396 -409 -1,666 18,074 -1,898 -1,731: -66 -233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.9 2.8 85.1 95.0 98.9 98.7: 1.1 1.3
Old : 100.0: 10.9 0.9 2.8 85.1 95.0 98.9 98.7: 1.1 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 : 36: 4 1 2 22 28 26 31:
Old : 36: 4 1 2 22 28 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 58.1 75.5 75.1 56.2 56.2 71.6 72.5
Old : 56.8 58.1 75.5 75.1 56.2 56.2 71.6 72.5
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 mwh :
: : :
All : 1,577,285: 0 4,000 0 1,577,285 1,573,285 1,577,285 1,577,285: 0 0
Old : 1,577,285: 0 4,000 0 1,577,285 1,573,285 1,577,285 1,577,285: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -280,280: -7,840 -1,042,605 0 -272,440 762,325 -280,280 -280,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 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 : 20: 0 1 0 12 10 12 11:
Old : 20: 0 1 0 12 10 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 93.2 94.0 99.2 69.1 92.3 91.5 96.2
Old : 71.4 93.2 94.0 99.2 69.1 92.3 91.5 96.2
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 572,500: 0 1,000 0 572,500 571,500 572,500 572,500: 0 0
Old : 572,500: 0 1,000 0 572,500 571,500 572,500 572,500: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -78,550: 0 -367,150 0 -78,550 288,600 -78,550 -78,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 18 11 18 12:
Old : 25: 0 1 0 18 11 18 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 : 59.2 89.5 82.5 98.0 56.8 88.7 79.9 91.3
Old : 59.2 89.5 82.5 98.0 56.8 88.7 79.9 91.3
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 818,800: 0 0 0 818,800 818,800 818,800 818,800: 0 0
Old : 818,800: 0 0 0 818,800 818,800 818,800 818,800: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -107,640: 0 -3,920 0 -107,640 -103,720 -107,640 -107,640: 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 13 11 13 11:
Old : 21: 0 0 0 13 11 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 79.6 89.7 96.6 59.5 79.6 84.0 91.6
Old : 65.2 79.6 89.7 96.6 59.5 79.6 84.0 91.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 290,248: 12,336 2,376 1,184 276,728 286,688 290,248 290,248: 0 0
Old : 290,248: 12,336 2,376 1,184 276,728 286,688 290,248 290,248: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -7,376: 0 -32 -752 -6,624 -6,592 -7,376 -7,376: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.8 0.4 95.3 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 4.3 0.8 0.4 95.3 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 2 24 18 27 21:
Old : 34: 2 2 2 24 18 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 59.0 65.9 80.7 34.0 52.8 56.3 68.6
Old : 40.8 59.0 65.9 80.7 34.0 52.8 56.3 68.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,402: 1,698 424 230 9,345 10,430 11,273 11,084: 129 318
Old : 11,402: 1,698 424 230 9,345 10,430 11,273 11,084: 129 318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,822: 154 -265 -176 -1,841 -1,699 -1,863 -2,140: 41 318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 3.7 2.0 82.0 91.5 98.9 97.2: 1.1 2.8
Old : 100.0: 14.9 3.7 2.0 82.0 91.5 98.9 97.2: 1.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 1 22 19 25 22:
Old : 32: 3 2 1 22 19 25 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 : 42.1 48.4 67.6 77.2 33.2 45.1 52.4 64.7
Old : 42.1 48.4 67.6 77.2 33.2 45.1 52.4 64.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5MWh :
: : :
All : 1,091,527: 0 19,100 27,700 1,063,827 1,044,727 1,091,527 1,091,527: 0 0
Old : 1,091,527: 0 19,100 27,700 1,063,827 1,044,727 1,091,527 1,091,527: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -30,224: 0 -3,920 0 -30,224 -26,304 -30,224 -30,224: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 2.5 97.5 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.7 2.5 97.5 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 16 12 17 13:
Old : 22: 0 1 1 16 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 51.5 77.9 85.3 39.2 46.1 67.3 70.0
Old : 49.0 51.5 77.9 85.3 39.2 46.1 67.3 70.0
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 273,525: 0 0 0 273,525 273,525 273,525 273,525: 0 0
Old : 273,525: 0 0 0 273,525 273,525 273,525 273,525: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -54,450: 0 0 0 -54,450 -54,450 -54,450 -54,450: 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 16 9 16 9:
Old : 22: 0 0 0 16 9 16 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 : 58.1 88.6 86.3 99.6 58.1 88.6 86.3 96.5
Old : 58.1 88.6 86.3 99.6 58.1 88.6 86.3 96.5
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, September 10, 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 : 210,640: 4,225 0 0 206,415 210,640 210,640 210,640: 0 0
Old : 210,640: 4,225 0 0 206,415 210,640 210,640 210,640: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -7,500: 4,225 -50 -1,600 -10,125 -5,850 -7,500 -7,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 0.0 0.0 98.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 23 23 24 23:
Old : 29: 1 0 0 23 23 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 : 52.4 49.6 71.8 76.5 43.7 28.3 52.6 45.6
Old : 52.4 49.6 71.8 76.5 43.7 28.3 52.6 45.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,149: 888 1,037 127 19,156 19,478 20,171 20,642: 1,978 1,507
Old : 22,149: 888 1,037 127 19,156 19,478 20,171 20,642: 1,978 1,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,718: 0 -47 -63 -1,886 -1,520 -1,949 -1,630: 231 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.7 0.6 86.5 87.9 91.1 93.2: 8.9 6.8
Old : 100.0: 4.0 4.7 0.6 86.5 87.9 91.1 93.2: 8.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 2 20 18 23 21:
Old : 28: 2 2 2 20 18 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 : 41.4 51.0 63.2 73.9 29.4 49.5 47.1 66.1
Old : 41.4 51.0 63.2 73.9 29.4 49.5 47.1 66.1
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, September 10, 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 : 2,197,376: 82,632 109,701 155,199 1,959,545 1,932,476 2,197,376 2,197,376: 0 0
Old : 2,197,376: 82,632 109,701 155,199 1,959,545 1,932,476 2,197,376 2,197,376: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -36,192: 5,488 -21,840 -5,488 -36,192 -8,864 -36,192 -36,192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 5.0 7.1 89.2 87.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 5.0 7.1 89.2 87.9 100.0 100.0: 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 : 39: 1 2 1 29 26 30 29:
Old : 39: 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 : 43.2 48.5 67.4 70.4 38.1 41.6 55.4 55.1
Old : 43.2 48.5 67.4 70.4 38.1 41.6 55.4 55.1
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, September 10, 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 : 705,662: 0 107,619 11,725 693,937 586,318 705,662 705,662: 0 0
Old : 705,662: 0 107,619 11,725 693,937 586,318 705,662 705,662: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -22,761: 0 -9,512 255 -23,016 -13,504 -22,761 -22,761: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.3 1.7 98.3 83.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 15.3 1.7 98.3 83.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 3 1 31 26 32 29:
Old : 40: 0 3 1 31 26 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 44.5 68.8 70.8 41.8 41.2 66.4 60.7
Old : 42.7 44.5 68.8 70.8 41.8 41.2 66.4 60.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWH :
: : :
All : 1,060,340: 0 0 0 1,060,340 1,060,340 1,060,340 1,060,340: 0 0
Old : 1,060,340: 0 0 0 1,060,340 1,060,340 1,060,340 1,060,340: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -124,512: 0 0 0 -124,512 -124,512 -124,512 -124,512: 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 19 10 19 10:
Old : 23: 0 0 0 19 10 19 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 : 58.1 88.8 80.5 98.1 50.1 65.9 64.4 73.0
Old : 58.1 88.8 80.5 98.1 50.1 65.9 64.4 73.0
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 336,345: 4,200 0 0 332,145 336,345 336,345 336,345: 0 0
Old : 336,345: 4,200 0 0 332,145 336,345 336,345 336,345: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -41,600: 0 0 0 -41,600 -41,600 -41,600 -41,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 23 13 24 13:
Old : 29: 1 0 0 23 13 24 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 : 44.8 80.3 64.7 96.4 35.7 59.7 54.1 73.4
Old : 44.8 80.3 64.7 96.4 35.7 59.7 54.1 73.4
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 599,584: 110,804 12,158 30,739 458,041 556,687 599,584 599,584: 0 0
Old : 599,584: 110,804 12,158 30,739 458,041 556,687 599,584 599,584: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -33,448: 5,324 -4,236 -2,772 -36,000 -26,440 -33,448 -33,448: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 2.0 5.1 76.4 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 18.5 2.0 5.1 76.4 92.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 1 3 28 31 31 34:
Old : 41: 2 1 3 28 31 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 : 62.5 53.1 81.6 70.1 55.3 52.4 68.9 61.9
Old : 62.5 53.1 81.6 70.1 55.3 52.4 68.9 61.9
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 40,846: 7,114 3,565 1,518 31,939 35,596 40,571 40,679: 275 167
Old : 40,846: 7,114 3,565 1,518 31,939 35,596 40,571 40,679: 275 167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -2,199: 336 -621 -65 -2,448 -1,513 -2,177 -2,199: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.7 3.7 78.2 87.1 99.3 99.6: 0.7 0.4
Old : 100.0: 17.4 8.7 3.7 78.2 87.1 99.3 99.6: 0.7 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 : 40: 1 4 4 30 31 34 36:
Old : 40: 1 4 4 30 31 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 50.4 75.1 73.4 46.6 49.8 65.3 71.8
Old : 50.5 50.4 75.1 73.4 46.6 49.8 65.3 71.8
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,524: 2,774 353 129 18,597 21,042 21,500 21,524: 24 0
Old : 21,524: 2,774 353 129 18,597 21,042 21,500 21,524: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,534: -317 78 27 -1,268 -1,639 -1,558 -1,534: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 1.6 0.6 86.4 97.8 99.9 100.0: 0.1 0.0
Old : 100.0: 12.9 1.6 0.6 86.4 97.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 2 20 16 22 20:
Old : 31: 1 3 2 20 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 79.8 86.8 93.3 55.2 76.9 77.4 85.9
Old : 56.1 79.8 86.8 93.3 55.2 76.9 77.4 85.9
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 174,062: 22,905 0 0 151,157 174,062 174,062 174,062: 0 0
Old : 174,062: 22,905 0 0 151,157 174,062 174,062 174,062: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -2,455: -3,432 0 -624 1,601 -1,831 -2,455 -2,455: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 0.0 0.0 86.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 13.2 0.0 0.0 86.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 0 15 11 17 11:
Old : 23: 2 0 0 15 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 80.0 82.5 96.8 61.7 67.9 76.4 82.6
Old : 63.4 80.0 82.5 96.8 61.7 67.9 76.4 82.6
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 598,272: 9,178 13,505 31,740 557,354 553,027 598,272 598,272: 0 0
Old : 598,272: 9,178 13,505 31,740 557,354 553,027 598,272 598,272: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -24,055: 2,352 392 -3,528 -22,879 -20,919 -24,055 -24,055: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.3 5.3 93.2 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 2.3 5.3 93.2 92.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 2 26 17 28 19:
Old : 33: 1 1 2 26 17 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 78.6 69.8 91.9 53.5 66.3 64.2 72.1
Old : 53.5 78.6 69.8 91.9 53.5 66.3 64.2 72.1
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 30,193: 3,326 0 63 26,465 29,921 29,854 29,984: 339 209
Old : 30,193: 3,326 0 63 26,465 29,921 29,854 29,984: 339 209
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,557: -22 0 -110 -1,719 -1,253 -1,851 -1,363: 294 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.0 0.2 87.7 99.1 98.9 99.3: 1.1 0.7
Old : 100.0: 11.0 0.0 0.2 87.7 99.1 98.9 99.3: 1.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 25 20 27 21:
Old : 30: 2 0 1 25 20 27 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 82.7 67.4 91.4 36.9 61.6 53.9 65.5
Old : 38.9 82.7 67.4 91.4 36.9 61.6 53.9 65.5
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 19,791: 3,567 100 0 15,821 19,266 19,388 19,366: 403 425
Old : 19,791: 3,567 100 0 15,821 19,266 19,388 19,366: 403 425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,127: 22 -44 -44 -1,083 -1,017 -1,105 -1,105: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.5 0.0 79.9 97.3 98.0 97.9: 2.0 2.1
Old : 100.0: 18.0 0.5 0.0 79.9 97.3 98.0 97.9: 2.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 0 21 21 25 22:
Old : 31: 4 1 0 21 21 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 50.9 72.2 74.0 49.7 43.2 64.0 57.4
Old : 53.4 50.9 72.2 74.0 49.7 43.2 64.0 57.4
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 302,298: 50,909 0 1,560 249,829 300,738 302,298 302,298: 0 0
Old : 302,298: 50,909 0 1,560 249,829 300,738 302,298 302,298: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -19,248: 1,152 0 0 -20,400 -19,248 -19,248 -19,248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 0.0 0.5 82.6 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 16.8 0.0 0.5 82.6 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 : 28: 3 0 1 22 18 25 19:
Old : 28: 3 0 1 22 18 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 59.7 82.2 83.7 64.3 53.4 74.4 72.8
Old : 66.0 59.7 82.2 83.7 64.3 53.4 74.4 72.8
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,671: 808 367 337 14,185 14,522 15,330 15,226: 341 445
Old : 15,671: 808 367 337 14,185 14,522 15,330 15,226: 341 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -1,203: -88 47 0 -1,328 -1,588 -1,416 -1,541: 213 338
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.3 2.2 90.5 92.7 97.8 97.2: 2.2 2.8
Old : 100.0: 5.2 2.3 2.2 90.5 92.7 97.8 97.2: 2.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 3 21 22 24 26:
Old : 30: 2 2 3 21 22 24 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 : 45.7 50.5 69.6 70.2 40.3 43.7 57.2 60.5
Old : 45.7 50.5 69.6 70.2 40.3 43.7 57.2 60.5
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 212,215: 3,209 0 0 209,006 212,215 212,215 212,215: 0 0
Old : 212,215: 3,209 0 0 209,006 212,215 212,215 212,215: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -9,772: -1,960 0 0 -7,812 -9,772 -9,772 -9,772: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.0 0.0 98.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 18 14 20 14:
Old : 28: 2 0 0 18 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 71.0 87.6 92.2 63.4 71.0 76.7 82.3
Old : 72.1 71.0 87.6 92.2 63.4 71.0 76.7 82.3
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 27,599: 0 1,715 2,838 24,737 23,046 27,575 27,599: 24 0
Old : 27,599: 0 1,715 2,838 24,737 23,046 27,575 27,599: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -108: 0 -95 -31 -77 18 -108 -108: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 10.3 89.6 83.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 6.2 10.3 89.6 83.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 20 21 21 22:
Old : 28: 0 1 1 20 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 56.7 83.6 80.1 48.3 44.0 60.9 59.9
Old : 56.6 56.7 83.6 80.1 48.3 44.0 60.9 59.9
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 163,854: 0 672 0 163,854 163,182 163,854 163,854: 0 0
Old : 163,854: 0 672 0 163,854 163,182 163,854 163,854: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -885: 0 0 0 -885 -885 -885 -885: 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 : 25: 0 1 0 17 18 17 19:
Old : 25: 0 1 0 17 18 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 : 60.4 60.5 83.1 81.0 56.0 50.6 68.7 64.4
Old : 60.4 60.5 83.1 81.0 56.0 50.6 68.7 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 735,512: 0 70,240 0 735,512 665,272 735,512 735,512: 0 0
Old : 735,512: 0 70,240 0 735,512 665,272 735,512 735,512: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -48,688: 0 -7,840 0 -48,688 -40,848 -48,688 -48,688: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 0.0 100.0 90.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.5 0.0 100.0 90.5 100.0 100.0: 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 : 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 : 62.9 68.0 80.9 93.8 62.0 67.0 76.2 83.4
Old : 62.9 68.0 80.9 93.8 62.0 67.0 76.2 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 222,160: 0 6,850 0 222,160 215,310 222,160 222,160: 0 0
Old : 222,160: 0 6,850 0 222,160 215,310 222,160 222,160: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -21,460: 0 -1,650 0 -21,460 -19,810 -21,460 -21,460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 21 11 21 12:
Old : 26: 0 1 0 21 11 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 68.3 78.2 91.6 59.7 64.1 76.9 81.7
Old : 59.7 68.3 78.2 91.6 59.7 64.1 76.9 81.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 122,705: 0 1,000 0 122,705 121,705 122,705 122,705: 0 0
Old : 122,705: 0 1,000 0 122,705 121,705 122,705 122,705: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -14,620: 0 0 0 -14,620 -14,620 -14,620 -14,620: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 100.0 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.8 0.0 100.0 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 : 21: 0 1 0 16 11 16 12:
Old : 21: 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 : 67.3 70.6 88.7 95.0 64.7 58.8 78.8 79.9
Old : 67.3 70.6 88.7 95.0 64.7 58.8 78.8 79.9
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 Mwh :
: : :
All : 221,290: 0 0 0 221,290 221,290 221,290 221,290: 0 0
Old : 221,290: 0 0 0 221,290 221,290 221,290 221,290: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -14,410: 0 0 0 -14,410 -14,410 -14,410 -14,410: 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 : 24: 0 0 0 17 10 17 10:
Old : 24: 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 : 57.4 90.4 87.5 99.1 56.7 90.4 86.7 98.1
Old : 57.4 90.4 87.5 99.1 56.7 90.4 86.7 98.1
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 Mwh :
: : :
All : 778,363: 0 0 0 778,363 778,363 778,363 778,363: 0 0
Old : 778,363: 0 0 0 778,363 778,363 778,363 778,363: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -31,360: 0 0 0 -31,360 -31,360 -31,360 -31,360: 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 15 7 15 7:
Old : 21: 0 0 0 15 7 15 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 94.7 86.3 100.0 60.9 94.7 86.1 99.7
Old : 60.9 94.7 86.3 100.0 60.9 94.7 86.1 99.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 147,935: 0 0 0 147,935 147,935 147,935 147,935: 0 0
Old : 147,935: 0 0 0 147,935 147,935 147,935 147,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -15,180: -220 0 0 -14,960 -15,180 -15,180 -15,180: 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 15 13 15 13:
Old : 22: 0 0 0 15 13 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 67.6 79.5 90.7 42.0 62.2 62.1 72.5
Old : 47.0 67.6 79.5 90.7 42.0 62.2 62.1 72.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mwh :
: : :
All : 531,933: 0 0 0 531,933 531,933 531,933 531,933: 0 0
Old : 531,933: 0 0 0 531,933 531,933 531,933 531,933: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -34,496: 0 0 0 -34,496 -34,496 -34,496 -34,496: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 12 15 12:
Old : 20: 0 0 0 15 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 72.9 81.3 93.1 42.2 63.7 61.4 69.9
Old : 50.2 72.9 81.3 93.1 42.2 63.7 61.4 69.9
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 196,745: 3,800 0 0 192,945 196,745 196,745 196,745: 0 0
Old : 196,745: 3,800 0 0 192,945 196,745 196,745 196,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -25,630: -440 0 0 -25,190 -25,630 -25,630 -25,630: 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 21 12 22 12:
Old : 27: 1 0 0 21 12 22 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 : 53.7 78.0 74.9 92.2 52.4 69.9 71.1 83.0
Old : 53.7 78.0 74.9 92.2 52.4 69.9 71.1 83.0
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 651,687: 0 0 0 651,687 651,687 651,687 651,687: 0 0
Old : 651,687: 0 0 0 651,687 651,687 651,687 651,687: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -40,376: 0 0 0 -40,376 -40,376 -40,376 -40,376: 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 : 59.3 81.4 79.1 96.4 57.8 72.4 74.0 81.1
Old : 59.3 81.4 79.1 96.4 57.8 72.4 74.0 81.1
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,045,227: 0 0 0 1,045,227 1,045,227 1,045,227 1,045,227: 0 0
Old : 1,045,227: 0 0 0 1,045,227 1,045,227 1,045,227 1,045,227: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -89,696: 0 -3,920 0 -89,696 -85,776 -89,696 -89,696: 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 17 8 17 8:
Old : 23: 0 0 0 17 8 17 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 90.3 90.1 100.0 71.3 88.7 89.0 96.7
Old : 71.3 90.3 90.1 100.0 71.3 88.7 89.0 96.7
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 276,135: 0 0 0 276,135 276,135 276,135 276,135: 0 0
Old : 276,135: 0 0 0 276,135 276,135 276,135 276,135: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -33,100: 0 0 0 -33,100 -33,100 -33,100 -33,100: 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 : 30: 0 0 0 23 10 23 10:
Old : 30: 0 0 0 23 10 23 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 90.0 83.8 99.3 65.9 87.8 83.2 96.3
Old : 65.9 90.0 83.8 99.3 65.9 87.8 83.2 96.3
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 6,738,219: 197,532 0 800 6,539,887 6,737,419 6,738,219 6,738,219: 0 0
Old : 6,738,219: 197,532 0 800 6,539,887 6,737,419 6,738,219 6,738,219: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -371,709: -26,264 0 0 -345,445 -371,709 -371,709 -371,709: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 97.1 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 0.0 0.0 97.1 100.0 100.0 100.0: 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 1 37 37 40 38:
Old : 45: 3 0 1 37 37 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 62.4 64.5 81.8 32.3 53.8 48.7 64.9
Old : 39.9 62.4 64.5 81.8 32.3 53.8 48.7 64.9
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 2,196,805: 47,040 9,000 400 2,149,365 2,187,405 2,196,805 2,196,805: 0 0
Old : 2,196,805: 47,040 9,000 400 2,149,365 2,187,405 2,196,805 2,196,805: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -166,975: -9,790 -2,200 0 -157,185 -164,775 -166,975 -166,975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.4 0.0 97.8 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.4 0.0 97.8 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 1 1 40 36 43 38:
Old : 50: 3 1 1 40 36 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 56.8 59.2 78.4 31.2 53.8 49.8 70.2
Old : 36.2 56.8 59.2 78.4 31.2 53.8 49.8 70.2
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 2,803,144: 579,867 364,756 100,535 2,122,742 2,337,853 2,803,144 2,803,144: -0 0
Old : 2,803,144: 579,867 364,756 100,535 2,122,742 2,337,853 2,803,144 2,803,144: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -17,685: 11,264 -217,470 -6,370 -22,579 206,155 -17,685 -17,685: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 13.0 3.6 75.7 83.4 100.0 100.0: -0.0 0.0
Old : 100.0: 20.7 13.0 3.6 75.7 83.4 100.0 100.0: -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 : 62: 6 8 6 44 41 54 51:
Old : 62: 6 8 6 44 41 54 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 50.5 62.0 67.6 46.0 46.9 59.8 62.5
Old : 46.1 50.5 62.0 67.6 46.0 46.9 59.8 62.5
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, September 10, 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 : 5,889,434: 163,888 117,215 137,426 5,588,120 5,634,793 5,889,434 5,889,434: 0 0
Old : 5,889,434: 163,888 117,215 137,426 5,588,120 5,634,793 5,889,434 5,889,434: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: 162,717: 26,386 -241,292 -15,410 151,741 419,419 162,717 162,717: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.0 2.3 94.9 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 2.0 2.3 94.9 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 1 3 35 29 39 33:
Old : 47: 4 1 3 35 29 39 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 : 50.3 69.8 66.7 82.2 50.0 65.2 65.5 76.3
Old : 50.3 69.8 66.7 82.2 50.0 65.2 65.5 76.3
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 573,085: 0 840 0 573,085 572,245 573,085 573,085: 0 0
Old : 573,085: 0 840 0 573,085 572,245 573,085 573,085: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -44,090: 0 330 -330 -43,760 -44,090 -44,090 -44,090: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 27 13 27 14:
Old : 31: 0 1 0 27 13 27 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 70.4 69.1 91.7 46.1 69.4 64.7 82.2
Old : 46.1 70.4 69.1 91.7 46.1 69.4 64.7 82.2
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, September 10, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 2,072,697: 0 5,210 0 2,072,697 2,067,487 2,072,697 2,072,697: 0 0
Old : 2,072,697: 0 5,210 0 2,072,697 2,067,487 2,072,697 2,072,697: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 3, 2013 :
: -92,494: 0 -4,704 0 -92,494 -87,790 -92,494 -92,494: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.0 100.0 99.7 100.0 100.0: 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 : 32: 0 1 0 28 15 28 16:
Old : 32: 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 : 50.6 69.2 73.2 89.7 49.0 68.0 69.8 79.1
Old : 50.6 69.2 73.2 89.7 49.0 68.0 69.8 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2013