CALIF CARBON ALLOWANCE-2013 - ICE FUTURES ENERGY DIV Code-006391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 16,782: 3,659 3,383 1,216 11,892 12,183 16,767 16,782: 15 0
Old : 16,782: 3,659 3,383 1,216 11,892 12,183 16,767 16,782: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,137: 98 -170 140 899 1,182 1,137 1,152: -0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 20.2 7.2 70.9 72.6 99.9 100.0: 0.1 0.0
Old : 100.0: 21.8 20.2 7.2 70.9 72.6 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 : 40: 11 12 9 14 11 31 26:
Old : 40: 11 12 9 14 11 31 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 : 46.0 62.7 70.2 79.7 41.5 44.8 56.4 53.5
Old : 46.0 62.7 70.2 79.7 41.5 44.8 56.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI GREENHOUSE GAS VINT 2013 - ICE FUTURES ENERGY DIV Code-00639I
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 Regional Greenhouse Gas Initiative :
: : :
All : 22,669: 5,033 436 2,159 15,477 20,074 22,669 22,669: 0 -0
Old : 22,669: 5,033 436 2,159 15,477 20,074 22,669 22,669: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 311: 1,059 -199 -1,213 465 1,723 311 311: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 1.9 9.5 68.3 88.6 100.0 100.0: 0.0 -0.0
Old : 100.0: 22.2 1.9 9.5 68.3 88.6 100.0 100.0: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 3 4 9 9 18 14:
Old : 20: 7 3 4 9 9 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 71.9 87.5 94.0 51.3 50.9 57.3 56.9
Old : 61.7 71.9 87.5 94.0 51.3 50.9 57.3 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,189,341: 809,109 235,368 1,522,554 2,829,514 3,420,988 5,161,177 5,178,910: 28,164 10,431
Old : 5,189,341: 809,109 235,368 1,522,554 2,829,514 3,420,988 5,161,177 5,178,910: 28,164 10,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -236,103: 107,755 428 -145,853 -199,180 -92,733 -237,278 -238,158: 1,175 2,055
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 4.5 29.3 54.5 65.9 99.5 99.8: 0.5 0.2
Old : 100.0: 15.6 4.5 29.3 54.5 65.9 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 218: 48 27 60 134 123 204 188:
Old : 218: 48 27 60 134 123 204 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.6 21.9 39.0 38.7 12.7 17.5 19.4 26.3
Old : 22.6 21.9 39.0 38.7 12.7 17.5 19.4 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,817,846: 94,261 46,223 1,239,280 1,480,127 1,528,358 2,813,668 2,813,861: 4,178 3,985
Old : 2,817,846: 94,261 46,223 1,239,280 1,480,127 1,528,358 2,813,668 2,813,861: 4,178 3,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 72,820: 12,621 3,027 43,495 15,202 25,098 71,318 71,620: 1,501 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.6 44.0 52.5 54.2 99.9 99.9: 0.1 0.1
Old : 100.0: 3.3 1.6 44.0 52.5 54.2 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 103: 18 26 39 54 57 95 99:
Old : 103: 18 26 39 54 57 95 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 38.1 58.4 56.7 4.3 3.7 5.6 5.0
Old : 38.4 38.1 58.4 56.7 4.3 3.7 5.6 5.0
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, December 3, 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 : 238,689: 10,440 3,701 8,533 200,266 219,281 219,239 231,515: 19,450 7,174
Old : 238,689: 10,440 3,701 8,533 200,266 219,281 219,239 231,515: 19,450 7,174
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 776: -3,109 25 1,135 2,119 534 145 1,694: 631 -918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 1.6 3.6 83.9 91.9 91.9 97.0: 8.1 3.0
Old : 100.0: 4.4 1.6 3.6 83.9 91.9 91.9 97.0: 8.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 2 6 30 30 36 36:
Old : 39: 4 2 6 30 30 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 64.9 60.8 79.5 30.1 54.5 46.4 61.6
Old : 41.0 64.9 60.8 79.5 30.1 54.5 46.4 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 167,058: 7,726 2,009 3,232 151,897 156,402 162,855 161,643: 4,203 5,415
Old : 167,058: 7,726 2,009 3,232 151,897 156,402 162,855 161,643: 4,203 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,148: 1,176 1,343 -894 866 129 1,148 578: 0 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.2 1.9 90.9 93.6 97.5 96.8: 2.5 3.2
Old : 100.0: 4.6 1.2 1.9 90.9 93.6 97.5 96.8: 2.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 2 4 31 34 35 38:
Old : 42: 2 2 4 31 34 35 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 : 54.6 47.3 71.9 69.1 40.9 40.4 52.6 49.1
Old : 54.6 47.3 71.9 69.1 40.9 40.4 52.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 222,858: 16,424 11,000 4,747 192,631 199,347 213,802 215,094: 9,056 7,764
Old : 222,858: 16,424 11,000 4,747 192,631 199,347 213,802 215,094: 9,056 7,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 3,457: -996 4,981 -1,578 6,369 -1,382 3,795 2,021: -338 1,436
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.9 2.1 86.4 89.5 95.9 96.5: 4.1 3.5
Old : 100.0: 7.4 4.9 2.1 86.4 89.5 95.9 96.5: 4.1 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 3 4 31 30 36 35:
Old : 43: 3 3 4 31 30 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 40.1 70.1 59.8 43.9 30.9 55.6 45.1
Old : 50.3 40.1 70.1 59.8 43.9 30.9 55.6 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 708,927: 14,468 1,018 3,445 685,420 698,803 703,333 703,266: 5,594 5,661
Old : 708,927: 14,468 1,018 3,445 685,420 698,803 703,333 703,266: 5,594 5,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -43,047: 905 -104 -426 -44,041 -43,348 -43,562 -43,878: 515 831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.1 0.5 96.7 98.6 99.2 99.2: 0.8 0.8
Old : 100.0: 2.0 0.1 0.5 96.7 98.6 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 5 4 5 47 37 56 42:
Old : 59: 5 4 5 47 37 56 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 44.0 57.5 63.7 35.9 40.5 54.4 55.6
Old : 37.5 44.0 57.5 63.7 35.9 40.5 54.4 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 235,624: 4,277 14,121 2,718 224,151 215,814 231,146 232,653: 4,478 2,971
Old : 235,624: 4,277 14,121 2,718 224,151 215,814 231,146 232,653: 4,478 2,971
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -3,295: 100 448 -1,093 -2,671 -3,016 -3,664 -3,661: 369 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.0 1.2 95.1 91.6 98.1 98.7: 1.9 1.3
Old : 100.0: 1.8 6.0 1.2 95.1 91.6 98.1 98.7: 1.9 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 : 49: 4 3 4 30 31 36 36:
Old : 49: 4 3 4 30 31 36 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 45.3 68.7 65.7 40.2 43.3 59.3 58.5
Old : 47.8 45.3 68.7 65.7 40.2 43.3 59.3 58.5
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, December 3, 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 : 259,872: 10,424 0 7,646 237,167 245,520 255,237 253,166: 4,635 6,706
Old : 259,872: 10,424 0 7,646 237,167 245,520 255,237 253,166: 4,635 6,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 2,126: 388 0 379 -465 8 302 387: 1,824 1,739
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 2.9 91.3 94.5 98.2 97.4: 1.8 2.6
Old : 100.0: 4.0 0.0 2.9 91.3 94.5 98.2 97.4: 1.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 6 0 5 37 39 43 44:
Old : 55: 6 0 5 37 39 43 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 : 42.4 33.9 58.9 54.5 41.5 31.6 57.5 50.7
Old : 42.4 33.9 58.9 54.5 41.5 31.6 57.5 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 83,715: 3,324 527 3,943 68,540 70,753 75,807 75,223: 7,908 8,492
Old : 83,715: 3,324 527 3,943 68,540 70,753 75,807 75,223: 7,908 8,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 8,489: 810 310 -327 8,215 6,431 8,698 6,414: -209 2,075
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.6 4.7 81.9 84.5 90.6 89.9: 9.4 10.1
Old : 100.0: 4.0 0.6 4.7 81.9 84.5 90.6 89.9: 9.4 10.1
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 : 33: 2 2 2 26 20 28 24:
Old : 33: 2 2 2 26 20 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 47.5 68.3 66.4 43.6 46.3 60.7 62.5
Old : 47.7 47.5 68.3 66.4 43.6 46.3 60.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 163,111: 18,949 17,980 8,865 124,457 132,944 152,271 159,789: 10,840 3,322
Old : 163,111: 18,949 17,980 8,865 124,457 132,944 152,271 159,789: 10,840 3,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -21: 202 126 -187 -1,063 -52 -1,048 -113: 1,027 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 11.0 5.4 76.3 81.5 93.4 98.0: 6.6 2.0
Old : 100.0: 11.6 11.0 5.4 76.3 81.5 93.4 98.0: 6.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 4 4 26 31 32 36:
Old : 43: 3 4 4 26 31 32 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 : 54.5 38.8 69.0 60.1 54.5 36.4 62.8 54.3
Old : 54.5 38.8 69.0 60.1 54.5 36.4 62.8 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,769: 63 12,232 5,184 76,558 62,981 81,805 80,397: 8,964 10,372
Old : 90,769: 63 12,232 5,184 76,558 62,981 81,805 80,397: 8,964 10,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 3,030: 4 -833 459 2,354 4,001 2,817 3,627: 213 -597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 13.5 5.7 84.3 69.4 90.1 88.6: 9.9 11.4
Old : 100.0: 0.1 13.5 5.7 84.3 69.4 90.1 88.6: 9.9 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 19 16 22 19:
Old : 25: 1 2 3 19 16 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 39.1 73.6 66.4 49.1 34.7 61.5 52.2
Old : 55.4 39.1 73.6 66.4 49.1 34.7 61.5 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 167,864: 276 0 1,606 160,276 157,888 162,158 159,494: 5,706 8,370
Old : 167,864: 276 0 1,606 160,276 157,888 162,158 159,494: 5,706 8,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 3,142: -360 0 76 2,930 2,884 2,646 2,960: 496 182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 1.0 95.5 94.1 96.6 95.0: 3.4 5.0
Old : 100.0: 0.2 0.0 1.0 95.5 94.1 96.6 95.0: 3.4 5.0
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: 1 0 1 24 25 25 26:
Old : 38: 1 0 1 24 25 25 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 : 51.1 47.2 70.5 73.2 49.9 47.2 69.0 73.2
Old : 51.1 47.2 70.5 73.2 49.9 47.2 69.0 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,490: 0 0 0 84,465 97,675 84,465 97,675: 16,025 2,815
Old : 100,490: 0 0 0 84,465 97,675 84,465 97,675: 16,025 2,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 3,424: 0 0 0 3,424 2,649 3,424 2,649: 0 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.1 97.2 84.1 97.2: 15.9 2.8
Old : 100.0: 0.0 0.0 0.0 84.1 97.2 84.1 97.2: 15.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 20 26 20 26:
Old : 29: 0 0 0 20 26 20 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 : 42.8 54.0 62.1 74.8 34.1 52.9 49.2 66.7
Old : 42.8 54.0 62.1 74.8 34.1 52.9 49.2 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 19,572: 1,110 620 0 17,890 18,017 19,000 18,637: 572 935
Old : 19,572: 1,110 620 0 17,890 18,017 19,000 18,637: 572 935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 -270 0 -270: 0 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 3.2 0.0 91.4 92.1 97.1 95.2: 2.9 4.8
Old : 100.0: 5.7 3.2 0.0 91.4 92.1 97.1 95.2: 2.9 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 11 17 13 18:
Old : 24: 2 1 0 11 17 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 68.3 92.2 81.1 75.0 57.9 82.3 70.7
Old : 80.8 68.3 92.2 81.1 75.0 57.9 82.3 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 308,995: 772 640 2,276 300,888 301,388 303,936 304,304: 5,059 4,691
Old : 308,995: 772 640 2,276 300,888 301,388 303,936 304,304: 5,059 4,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -420: -735 59 368 -1,536 -1,058 -1,903 -631: 1,483 211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.2 0.7 97.4 97.5 98.4 98.5: 1.6 1.5
Old : 100.0: 0.2 0.2 0.7 97.4 97.5 98.4 98.5: 1.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 1 2 2 45 39 47 42:
Old : 58: 1 2 2 45 39 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 47.3 61.9 67.5 39.1 47.2 57.1 66.5
Old : 43.3 47.3 61.9 67.5 39.1 47.2 57.1 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,311: 1,641 11,241 4,041 81,148 62,424 86,830 77,706: 2,481 11,605
Old : 89,311: 1,641 11,241 4,041 81,148 62,424 86,830 77,706: 2,481 11,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -1,037: -1,349 -573 963 -527 -1,830 -913 -1,440: -124 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 12.6 4.5 90.9 69.9 97.2 87.0: 2.8 13.0
Old : 100.0: 1.8 12.6 4.5 90.9 69.9 97.2 87.0: 2.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 3 3 23 22 27 27:
Old : 35: 3 3 3 23 22 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 41.8 76.5 59.6 43.8 29.3 52.8 40.8
Old : 59.1 41.8 76.5 59.6 43.8 29.3 52.8 40.8
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,627: 756 4,575 1,093 49,861 50,184 51,710 55,852: 12,917 8,775
Old : 64,627: 756 4,575 1,093 49,861 50,184 51,710 55,852: 12,917 8,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 29: 0 -336 81 -1,621 -766 -1,540 -1,021: 1,569 1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 7.1 1.7 77.2 77.7 80.0 86.4: 20.0 13.6
Old : 100.0: 1.2 7.1 1.7 77.2 77.7 80.0 86.4: 20.0 13.6
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 1 2 13 17 15 19:
Old : 23: 1 1 2 13 17 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 57.9 71.2 78.4 56.8 56.3 67.1 73.4
Old : 58.2 57.9 71.2 78.4 56.8 56.3 67.1 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 178,801: 66,452 5,456 0 111,149 170,498 177,601 175,954: 1,200 2,847
Old : 178,801: 66,452 5,456 0 111,149 170,498 177,601 175,954: 1,200 2,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 62: 0 0 0 124 217 124 217: -62 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 3.1 0.0 62.2 95.4 99.3 98.4: 0.7 1.6
Old : 100.0: 37.2 3.1 0.0 62.2 95.4 99.3 98.4: 0.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 11 2 0 22 28 33 30:
Old : 56: 11 2 0 22 28 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 48.8 76.9 71.4 44.6 42.4 58.6 60.4
Old : 57.9 48.8 76.9 71.4 44.6 42.4 58.6 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 203,367: 104,192 13,736 1,140 96,505 188,037 201,837 202,913: 1,530 454
Old : 203,367: 104,192 13,736 1,140 96,505 188,037 201,837 202,913: 1,530 454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 62: 0 -210 0 -453 217 -453 7: 515 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.2 6.8 0.6 47.5 92.5 99.2 99.8: 0.8 0.2
Old : 100.0: 51.2 6.8 0.6 47.5 92.5 99.2 99.8: 0.8 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 : 70: 14 3 2 37 36 51 41:
Old : 70: 14 3 2 37 36 51 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 62.3 61.0 75.7 43.4 62.3 58.9 74.9
Old : 45.0 62.3 61.0 75.7 43.4 62.3 58.9 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 32,451: 368 0 0 31,409 31,564 31,777 31,564: 674 887
Old : 32,451: 368 0 0 31,409 31,564 31,777 31,564: 674 887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 96.8 97.3 97.9 97.3: 2.1 2.7
Old : 100.0: 1.1 0.0 0.0 96.8 97.3 97.9 97.3: 2.1 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 14 21 15 21:
Old : 28: 1 0 0 14 21 15 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 : 62.5 55.1 85.7 73.1 59.7 51.0 79.9 68.6
Old : 62.5 55.1 85.7 73.1 59.7 51.0 79.9 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 121,225: 0 10,683 731 108,448 100,252 109,179 111,666: 12,046 9,559
Old : 121,225: 0 10,683 731 108,448 100,252 109,179 111,666: 12,046 9,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,916: 0 14 88 1,578 1,814 1,666 1,916: 250 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 0.6 89.5 82.7 90.1 92.1: 9.9 7.9
Old : 100.0: 0.0 8.8 0.6 89.5 82.7 90.1 92.1: 9.9 7.9
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 : 36: 0 3 1 26 23 27 26:
Old : 36: 0 3 1 26 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 45.8 71.3 62.1 53.6 41.8 63.5 56.4
Old : 57.5 45.8 71.3 62.1 53.6 41.8 63.5 56.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 16,628: 4,183 710 401 8,776 14,360 13,360 15,471: 3,268 1,157
Old : 16,628: 4,183 710 401 8,776 14,360 13,360 15,471: 3,268 1,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 465: 0 -155 155 248 465 403 465: 62 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 4.3 2.4 52.8 86.4 80.3 93.0: 19.7 7.0
Old : 100.0: 25.2 4.3 2.4 52.8 86.4 80.3 93.0: 19.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 13 11 16 14:
Old : 23: 2 1 3 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 57.4 67.1 81.7 52.5 53.8 61.4 71.6
Old : 54.3 57.4 67.1 81.7 52.5 53.8 61.4 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,559: 18 991 2,372 103,895 98,567 106,285 101,930: 8,274 12,629
Old : 114,559: 18 991 2,372 103,895 98,567 106,285 101,930: 8,274 12,629
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,989: 18 -1,576 13 1,282 2,885 1,313 1,322: 676 667
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 2.1 90.7 86.0 92.8 89.0: 7.2 11.0
Old : 100.0: 0.0 0.9 2.1 90.7 86.0 92.8 89.0: 7.2 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 : 34: 1 2 2 24 24 26 27:
Old : 34: 1 2 2 24 24 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 46.3 71.8 64.9 46.4 38.0 59.7 50.7
Old : 54.2 46.3 71.8 64.9 46.4 38.0 59.7 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,504: 1,410 155 1,524 88,512 86,296 91,446 87,975: 3,058 6,529
Old : 94,504: 1,410 155 1,524 88,512 86,296 91,446 87,975: 3,058 6,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 384: -472 -112 306 1 522 -165 716: 549 -332
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.2 1.6 93.7 91.3 96.8 93.1: 3.2 6.9
Old : 100.0: 1.5 0.2 1.6 93.7 91.3 96.8 93.1: 3.2 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 19 17 21 19:
Old : 27: 1 1 2 19 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 60.2 77.7 78.9 50.2 54.5 70.0 69.5
Old : 55.8 60.2 77.7 78.9 50.2 54.5 70.0 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,228: 806 0 0 55,483 59,672 56,289 59,672: 6,939 3,556
Old : 63,228: 806 0 0 55,483 59,672 56,289 59,672: 6,939 3,556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -14: 0 0 0 228 -515 228 -515: -242 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 87.8 94.4 89.0 94.4: 11.0 5.6
Old : 100.0: 1.3 0.0 0.0 87.8 94.4 89.0 94.4: 11.0 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 17 11 18 11:
Old : 21: 1 0 0 17 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 76.7 73.9 92.6 49.2 69.4 66.7 77.8
Old : 55.6 76.7 73.9 92.6 49.2 69.4 66.7 77.8
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,396: 3,086 279 0 22,816 25,540 25,902 25,819: 494 577
Old : 26,396: 3,086 279 0 22,816 25,540 25,902 25,819: 494 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 1.1 0.0 86.4 96.8 98.1 97.8: 1.9 2.2
Old : 100.0: 11.7 1.1 0.0 86.4 96.8 98.1 97.8: 1.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 0 9 16 12 17:
Old : 22: 3 1 0 9 16 12 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 : 77.8 43.9 93.1 76.0 67.7 43.3 75.8 68.5
Old : 77.8 43.9 93.1 76.0 67.7 43.3 75.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,409: 3,068 661 1,273 93,361 97,235 97,702 99,169: 5,707 4,240
Old : 103,409: 3,068 661 1,273 93,361 97,235 97,702 99,169: 5,707 4,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -1,398: 124 0 0 -1,280 -1,429 -1,156 -1,429: -242 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.6 1.2 90.3 94.0 94.5 95.9: 5.5 4.1
Old : 100.0: 3.0 0.6 1.2 90.3 94.0 94.5 95.9: 5.5 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 : 20: 2 1 2 17 12 19 15:
Old : 20: 2 1 2 17 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 70.6 72.4 92.0 42.0 54.1 53.3 57.0
Old : 48.4 70.6 72.4 92.0 42.0 54.1 53.3 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 295,725: 5,032 20,120 4,688 271,871 264,487 281,591 289,295: 14,134 6,430
Old : 295,725: 5,032 20,120 4,688 271,871 264,487 281,591 289,295: 14,134 6,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 5,430: 706 3,184 -1,267 3,547 4,136 2,986 6,053: 2,444 -623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.8 1.6 91.9 89.4 95.2 97.8: 4.8 2.2
Old : 100.0: 1.7 6.8 1.6 91.9 89.4 95.2 97.8: 4.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 2 3 31 29 35 33:
Old : 45: 3 2 3 31 29 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 49.0 61.6 70.8 44.7 41.8 59.0 60.6
Old : 44.7 49.0 61.6 70.8 44.7 41.8 59.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV Code-0233BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,554: 2,913 0 0 19,993 24,009 22,906 24,009: 1,648 545
Old : 24,554: 2,913 0 0 19,993 24,009 22,906 24,009: 1,648 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 465 0 465: 0 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.0 0.0 81.4 97.8 93.3 97.8: 6.7 2.2
Old : 100.0: 11.9 0.0 0.0 81.4 97.8 93.3 97.8: 6.7 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 : 21: 4 0 0 7 12 11 12:
Old : 21: 4 0 0 7 12 11 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 : 84.7 86.3 90.7 94.0 84.0 86.3 89.9 94.0
Old : 84.7 86.3 90.7 94.0 84.0 86.3 89.9 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 9,876: 0 1,800 0 9,418 7,646 9,418 9,446: 458 430
Old : 9,876: 0 1,800 0 9,418 7,646 9,418 9,446: 458 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 -60 0 -60: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.2 0.0 95.4 77.4 95.4 95.6: 4.6 4.4
Old : 100.0: 0.0 18.2 0.0 95.4 77.4 95.4 95.6: 4.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 11 10 11 12:
Old : 20: 0 2 0 11 10 11 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 : 67.0 58.9 87.8 84.8 67.0 58.9 81.7 76.9
Old : 67.0 58.9 87.8 84.8 67.0 58.9 81.7 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,994: 600 3,039 1,581 26,838 24,643 29,019 29,263: 975 731
Old : 29,994: 600 3,039 1,581 26,838 24,643 29,019 29,263: 975 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 10.1 5.3 89.5 82.2 96.7 97.6: 3.3 2.4
Old : 100.0: 2.0 10.1 5.3 89.5 82.2 96.7 97.6: 3.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 15 15 17 17:
Old : 26: 1 2 1 15 15 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 67.5 79.5 83.9 51.7 62.2 70.9 78.4
Old : 55.8 67.5 79.5 83.9 51.7 62.2 70.9 78.4
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 44,051: 0 0 0 42,859 43,803 42,859 43,803: 1,192 248
Old : 44,051: 0 0 0 42,859 43,803 42,859 43,803: 1,192 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,632: 0 0 0 1,590 1,632 1,590 1,632: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 99.4 97.3 99.4: 2.7 0.6
Old : 100.0: 0.0 0.0 0.0 97.3 99.4 97.3 99.4: 2.7 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 : 21: 0 0 0 14 18 14 18:
Old : 21: 0 0 0 14 18 14 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 : 76.3 45.8 95.5 78.3 75.6 45.5 90.8 77.7
Old : 76.3 45.8 95.5 78.3 75.6 45.5 90.8 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,966: 1,316 1,784 31 44,035 44,228 45,382 46,043: 1,584 923
Old : 46,966: 1,316 1,784 31 44,035 44,228 45,382 46,043: 1,584 923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.8 0.1 93.8 94.2 96.6 98.0: 3.4 2.0
Old : 100.0: 2.8 3.8 0.1 93.8 94.2 96.6 98.0: 3.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 1 16 19 18 22:
Old : 29: 2 2 1 16 19 18 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 : 65.8 57.6 84.8 77.4 61.1 51.9 74.5 69.5
Old : 65.8 57.6 84.8 77.4 61.1 51.9 74.5 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 256,172: 6,152 35,238 5,824 232,523 205,037 244,499 246,099: 11,673 10,073
Old : 256,172: 6,152 35,238 5,824 232,523 205,037 244,499 246,099: 11,673 10,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -3,858: -537 -297 -721 -2,611 -3,767 -3,869 -4,785: 11 927
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 13.8 2.3 90.8 80.0 95.4 96.1: 4.6 3.9
Old : 100.0: 2.4 13.8 2.3 90.8 80.0 95.4 96.1: 4.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 4 7 35 33 42 41:
Old : 53: 4 4 7 35 33 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 48.0 61.5 64.3 35.7 45.3 55.4 60.7
Old : 38.9 48.0 61.5 64.3 35.7 45.3 55.4 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 91,644: 11,078 0 1,588 76,685 85,996 89,351 87,584: 2,293 4,060
Old : 91,644: 11,078 0 1,588 76,685 85,996 89,351 87,584: 2,293 4,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 4,617: -484 0 90 5,107 4,465 4,713 4,555: -96 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 1.7 83.7 93.8 97.5 95.6: 2.5 4.4
Old : 100.0: 12.1 0.0 1.7 83.7 93.8 97.5 95.6: 2.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 0 1 23 18 26 19:
Old : 34: 3 0 1 23 18 26 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 : 42.0 63.3 60.4 81.3 41.6 55.1 57.0 72.7
Old : 42.0 63.3 60.4 81.3 41.6 55.1 57.0 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 82,489: 0 0 0 75,713 79,811 75,713 79,811: 6,776 2,678
Old : 82,489: 0 0 0 75,713 79,811 75,713 79,811: 6,776 2,678
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,170: 0 0 0 1,170 1,170 1,170 1,170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.8 96.8 91.8 96.8: 8.2 3.2
Old : 100.0: 0.0 0.0 0.0 91.8 96.8 91.8 96.8: 8.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 20 20 20 20:
Old : 28: 0 0 0 20 20 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 : 35.6 60.7 60.5 80.7 33.6 52.0 57.6 69.4
Old : 35.6 60.7 60.5 80.7 33.6 52.0 57.6 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGY DIV Code-0233CY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,583: 3,892 1,366 0 25,636 28,547 29,528 29,913: 1,055 670
Old : 30,583: 3,892 1,366 0 25,636 28,547 29,528 29,913: 1,055 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.5 0.0 83.8 93.3 96.6 97.8: 3.4 2.2
Old : 100.0: 12.7 4.5 0.0 83.8 93.3 96.6 97.8: 3.4 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 13 13 14 15:
Old : 25: 1 2 0 13 13 14 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 : 66.6 78.6 83.0 92.0 66.0 78.2 82.4 91.6
Old : 66.6 78.6 83.0 92.0 66.0 78.2 82.4 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 100,132: 0 8,155 1,794 88,271 86,405 90,065 96,354: 10,067 3,778
Old : 100,132: 0 8,155 1,794 88,271 86,405 90,065 96,354: 10,067 3,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -934: 0 -2,965 724 -1,689 1,357 -965 -884: 31 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.1 1.8 88.2 86.3 89.9 96.2: 10.1 3.8
Old : 100.0: 0.0 8.1 1.8 88.2 86.3 89.9 96.2: 10.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 1 24 21 25 24:
Old : 30: 0 3 1 24 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 60.7 62.5 79.1 43.2 53.1 59.2 64.7
Old : 43.6 60.7 62.5 79.1 43.2 53.1 59.2 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 16,157: 0 217 0 15,547 13,908 15,547 14,125: 610 2,032
Old : 16,157: 0 217 0 15,547 13,908 15,547 14,125: 610 2,032
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 96.2 86.1 96.2 87.4: 3.8 12.6
Old : 100.0: 0.0 1.3 0.0 96.2 86.1 96.2 87.4: 3.8 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 10 12 10 13:
Old : 20: 0 1 0 10 12 10 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 : 81.3 61.4 94.1 81.3 81.3 61.4 93.3 81.3
Old : 81.3 61.4 94.1 81.3 81.3 61.4 93.3 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 180,992: 21,412 9,975 11,683 147,209 158,850 180,305 180,508: 687 484
Old : 180,992: 21,412 9,975 11,683 147,209 158,850 180,305 180,508: 687 484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -806: -116 217 -52 -754 -961 -923 -796: 117 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.5 6.5 81.3 87.8 99.6 99.7: 0.4 0.3
Old : 100.0: 11.8 5.5 6.5 81.3 87.8 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 12 6 12 55 49 71 63:
Old : 78: 12 6 12 55 49 71 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 29.5 49.7 49.2 18.2 19.6 27.7 32.5
Old : 33.5 29.5 49.7 49.2 18.2 19.6 27.7 32.5
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, December 3, 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 : 48,398: 853 0 3,399 44,146 44,999 48,398 48,398: 0 0
Old : 48,398: 853 0 3,399 44,146 44,999 48,398 48,398: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -3,945: 53 -627 -75 -3,923 -3,243 -3,945 -3,945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 7.0 91.2 93.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 0.0 7.0 91.2 93.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 2 23 22 26 24:
Old : 32: 3 0 2 23 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 47.5 83.3 74.5 51.7 44.8 66.1 63.8
Old : 56.3 47.5 83.3 74.5 51.7 44.8 66.1 63.8
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, December 3, 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 : 459,107: 328 19,212 17,757 441,022 422,138 459,107 459,107: 0 0
Old : 459,107: 328 19,212 17,757 441,022 422,138 459,107 459,107: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -18,381: 0 7,311 -5,136 -13,245 -20,556 -18,381 -18,381: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.2 3.9 96.1 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 4.2 3.9 96.1 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 19 22 21 23:
Old : 30: 1 1 1 19 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 55.3 86.6 82.9 59.4 52.7 77.9 76.5
Old : 66.0 55.3 86.6 82.9 59.4 52.7 77.9 76.5
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, December 3, 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 : 1,640,736: 58,018 5,463 32,644 1,550,074 1,602,629 1,640,736 1,640,736: 0 0
Old : 1,640,736: 58,018 5,463 32,644 1,550,074 1,602,629 1,640,736 1,640,736: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 14,966: 3,454 -1,970 785 10,727 16,151 14,966 14,966: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.3 2.0 94.5 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.3 2.0 94.5 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 7 2 5 43 47 51 53:
Old : 63: 7 2 5 43 47 51 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 : 52.9 40.0 66.0 56.5 42.7 32.6 53.9 45.1
Old : 52.9 40.0 66.0 56.5 42.7 32.6 53.9 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 51,319: 378 9,003 4,675 46,242 37,641 51,295 51,319: 24 0
Old : 51,319: 378 9,003 4,675 46,242 37,641 51,295 51,319: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 574: -76 393 29 622 153 574 574: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 17.5 9.1 90.1 73.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 17.5 9.1 90.1 73.3 100.0 100.0: 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 : 35: 3 4 4 25 21 30 27:
Old : 35: 3 4 4 25 21 30 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 : 49.9 51.8 76.0 74.3 35.6 36.0 51.9 49.1
Old : 49.9 51.8 76.0 74.3 35.6 36.0 51.9 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 341,633: 0 65,591 10,627 331,006 265,415 341,633 341,633: 0 0
Old : 341,633: 0 65,591 10,627 331,006 265,415 341,633 341,633: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 17,413: 0 8,487 0 17,413 8,926 17,413 17,413: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.2 3.1 96.9 77.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 19.2 3.1 96.9 77.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 3 2 17 18 19 21:
Old : 28: 0 3 2 17 18 19 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 : 64.0 66.6 83.1 87.5 58.3 58.0 75.5 76.0
Old : 64.0 66.6 83.1 87.5 58.3 58.0 75.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 538,144: 20,073 0 9,799 508,272 528,345 538,144 538,144: 0 0
Old : 538,144: 20,073 0 9,799 508,272 528,345 538,144 538,144: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,925: -4,680 0 2,720 3,885 -795 1,925 1,925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 1.8 94.4 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 0.0 1.8 94.4 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 0 2 24 29 28 31:
Old : 38: 4 0 2 24 29 28 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 : 54.7 49.1 71.2 67.1 48.8 43.6 59.4 58.4
Old : 54.7 49.1 71.2 67.1 48.8 43.6 59.4 58.4
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 57,524: 4,755 233 2,258 49,959 54,700 56,972 57,191: 552 333
Old : 57,524: 4,755 233 2,258 49,959 54,700 56,972 57,191: 552 333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,273: 0 -41 41 976 1,273 1,017 1,273: 256 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.4 3.9 86.8 95.1 99.0 99.4: 1.0 0.6
Old : 100.0: 8.3 0.4 3.9 86.8 95.1 99.0 99.4: 1.0 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 : 38: 4 1 3 25 30 30 33:
Old : 38: 4 1 3 25 30 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 56.3 69.5 72.5 50.5 54.0 62.5 66.5
Old : 51.5 56.3 69.5 72.5 50.5 54.0 62.5 66.5
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 mwh :
: : :
All : 2,301,979: 0 0 0 2,301,979 2,301,979 2,301,979 2,301,979: 0 0
Old : 2,301,979: 0 0 0 2,301,979 2,301,979 2,301,979 2,301,979: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 18 11 18 11:
Old : 25: 0 0 0 18 11 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 88.5 93.7 98.6 54.9 88.5 91.7 96.1
Old : 56.8 88.5 93.7 98.6 54.9 88.5 91.7 96.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 1,043,980: 0 6,150 0 1,043,980 1,037,830 1,043,980 1,043,980: 0 0
Old : 1,043,980: 0 6,150 0 1,043,980 1,037,830 1,043,980 1,043,980: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 100.0 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.6 0.0 100.0 99.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 21 14 21 15:
Old : 28: 0 1 0 21 14 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 93.0 84.4 97.3 56.3 88.4 82.8 91.2
Old : 56.9 93.0 84.4 97.3 56.3 88.4 82.8 91.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 962,800: 8,160 4,000 0 954,640 958,800 962,800 962,800: 0 0
Old : 962,800: 8,160 4,000 0 954,640 958,800 962,800 962,800: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 24,480: 4,080 0 0 20,400 24,480 24,480 24,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.4 0.0 99.2 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.4 0.0 99.2 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 : 28: 2 1 0 17 13 19 14:
Old : 28: 2 1 0 17 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 77.5 80.0 94.7 52.9 77.5 72.5 86.0
Old : 55.9 77.5 80.0 94.7 52.9 77.5 72.5 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 304,160: 10,312 816 784 293,064 302,560 304,160 304,160: 0 0
Old : 304,160: 10,312 816 784 293,064 302,560 304,160 304,160: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 6,224: 0 0 0 6,224 6,224 6,224 6,224: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.3 0.3 96.4 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.4 0.3 0.3 96.4 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 : 35: 2 2 2 22 21 25 24:
Old : 35: 2 2 2 22 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 59.8 72.3 81.7 40.6 53.9 61.5 68.5
Old : 48.7 59.8 72.3 81.7 40.6 53.9 61.5 68.5
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 13,051: 1,627 593 334 10,880 11,702 12,841 12,629: 210 422
Old : 13,051: 1,627 593 334 10,880 11,702 12,841 12,629: 210 422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -15: -21 0 0 6 -15 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 4.5 2.6 83.4 89.7 98.4 96.8: 1.6 3.2
Old : 100.0: 12.5 4.5 2.6 83.4 89.7 98.4 96.8: 1.6 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 3 17 18 22 22:
Old : 27: 5 1 3 17 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 54.0 69.6 77.6 38.8 50.5 58.0 67.3
Old : 44.8 54.0 69.6 77.6 38.8 50.5 58.0 67.3
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5MWh :
: : :
All : 1,106,273: 16,180 103,813 47,843 1,042,250 954,617 1,106,273 1,106,273: 0 0
Old : 1,106,273: 16,180 103,813 47,843 1,042,250 954,617 1,106,273 1,106,273: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 9.4 4.3 94.2 86.3 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 9.4 4.3 94.2 86.3 100.0 100.0: 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 : 23: 1 1 1 14 15 16 16:
Old : 23: 1 1 1 14 15 16 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 : 50.8 60.1 78.3 82.1 46.3 53.6 67.7 73.4
Old : 50.8 60.1 78.3 82.1 46.3 53.6 67.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 336,750: 2,050 0 0 334,700 336,750 336,750 336,750: 0 0
Old : 336,750: 2,050 0 0 334,700 336,750 336,750 336,750: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 8,400: 1,050 0 0 7,350 8,400 8,400 8,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.0 0.0 99.4 100.0 100.0 100.0: 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 13 20 13:
Old : 28: 2 0 0 18 13 20 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 : 69.1 76.7 87.0 93.3 64.4 76.7 81.0 91.1
Old : 69.1 76.7 87.0 93.3 64.4 76.7 81.0 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 210,320: 3,650 0 0 206,670 210,320 210,320 210,320: 0 0
Old : 210,320: 3,650 0 0 206,670 210,320 210,320 210,320: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 98.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 0.0 98.3 100.0 100.0 100.0: 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: 1 0 0 26 23 27 23:
Old : 30: 1 0 0 26 23 27 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 : 52.0 54.8 73.6 79.7 45.0 33.5 56.1 51.5
Old : 52.0 54.8 73.6 79.7 45.0 33.5 56.1 51.5
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 23,251: 1,068 1,004 250 20,278 20,960 21,596 22,214: 1,655 1,037
Old : 23,251: 1,068 1,004 250 20,278 20,960 21,596 22,214: 1,655 1,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 382: 128 -1 21 490 340 639 360: -256 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.3 1.1 87.2 90.1 92.9 95.5: 7.1 4.5
Old : 100.0: 4.6 4.3 1.1 87.2 90.1 92.9 95.5: 7.1 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 3 24 21 27 25:
Old : 30: 1 3 3 24 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 50.8 58.9 72.5 28.0 44.2 42.9 59.1
Old : 38.0 50.8 58.9 72.5 28.0 44.2 42.9 59.1
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, December 3, 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 : 2,853,800: 0 331,041 257,321 2,596,479 2,265,438 2,853,800 2,853,800: 0 0
Old : 2,853,800: 0 331,041 257,321 2,596,479 2,265,438 2,853,800 2,853,800: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 12,099: 0 11,523 -816 12,915 1,392 12,099 12,099: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 9.0 91.0 79.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 11.6 9.0 91.0 79.4 100.0 100.0: 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 : 46: 0 4 1 33 32 34 36:
Old : 46: 0 4 1 33 32 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 : 38.5 52.1 60.6 71.6 34.9 36.1 51.3 51.4
Old : 38.5 52.1 60.6 71.6 34.9 36.1 51.3 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 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 : 891,065: 3,955 101,910 47,184 839,926 741,929 891,065 891,023: 0 42
Old : 891,065: 3,955 101,910 47,184 839,926 741,929 891,065 891,023: 0 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 8,840: 1,050 4,926 168 7,622 3,746 8,840 8,840: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.4 5.3 94.3 83.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 11.4 5.3 94.3 83.3 100.0 100.0: 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 : 52: 2 4 4 37 34 41 40:
Old : 52: 2 4 4 37 34 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.5 64.2 70.7 39.1 38.7 63.5 60.4
Old : 39.7 46.5 64.2 70.7 39.1 38.7 63.5 60.4
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWH :
: : :
All : 2,278,305: 0 0 0 2,278,305 2,278,305 2,278,305 2,278,305: 0 0
Old : 2,278,305: 0 0 0 2,278,305 2,278,305 2,278,305 2,278,305: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 21 10 21 10:
Old : 27: 0 0 0 21 10 21 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 : 77.4 95.1 88.5 99.4 77.4 89.1 86.3 92.5
Old : 77.4 95.1 88.5 99.4 77.4 89.1 86.3 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 654,095: 0 0 0 654,095 654,095 654,095 654,095: 0 0
Old : 654,095: 0 0 0 654,095 654,095 654,095 654,095: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 26 13 26 13:
Old : 29: 0 0 0 26 13 26 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 : 69.6 91.8 79.4 97.8 69.0 87.2 78.6 91.7
Old : 69.6 91.8 79.4 97.8 69.0 87.2 78.6 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 572,057: 119,067 3,196 22,708 430,282 546,153 572,057 572,057: 0 0
Old : 572,057: 119,067 3,196 22,708 430,282 546,153 572,057 572,057: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 1,991: -1,166 1,960 814 2,343 -783 1,991 1,991: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 0.6 4.0 75.2 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 20.8 0.6 4.0 75.2 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 2 2 32 30 35 33:
Old : 44: 2 2 2 32 30 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 57.5 67.0 74.4 39.1 53.0 52.7 63.2
Old : 45.4 57.5 67.0 74.4 39.1 53.0 52.7 63.2
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 41,806: 6,858 3,126 689 33,648 37,908 41,195 41,723: 611 83
Old : 41,806: 6,858 3,126 689 33,648 37,908 41,195 41,723: 611 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -190: -210 152 59 -40 -339 -190 -127: 0 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.5 1.6 80.5 90.7 98.5 99.8: 1.5 0.2
Old : 100.0: 16.4 7.5 1.6 80.5 90.7 98.5 99.8: 1.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 5 3 29 35 33 42:
Old : 46: 3 5 3 29 35 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 45.6 71.4 67.2 38.8 44.0 59.0 65.4
Old : 44.6 45.6 71.4 67.2 38.8 44.0 59.0 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 26,205: 5,447 52 897 19,861 25,256 26,205 26,205: 0 0
Old : 26,205: 5,447 52 897 19,861 25,256 26,205 26,205: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -151: -76 -76 0 -75 -75 -151 -151: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 0.2 3.4 75.8 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 20.8 0.2 3.4 75.8 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 2 22 14 25 17:
Old : 30: 3 1 2 22 14 25 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 : 64.3 85.3 83.5 96.0 54.6 82.8 72.1 84.4
Old : 64.3 85.3 83.5 96.0 54.6 82.8 72.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 254,465: 100,704 0 665 153,096 253,800 254,465 254,465: 0 0
Old : 254,465: 100,704 0 665 153,096 253,800 254,465 254,465: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -943: 0 -1,895 0 -943 952 -943 -943: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 0.0 0.3 60.2 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 39.6 0.0 0.3 60.2 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 : 26: 2 0 1 16 11 18 12:
Old : 26: 2 0 1 16 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 : 73.3 96.0 86.4 99.0 66.8 88.7 77.8 90.2
Old : 73.3 96.0 86.4 99.0 66.8 88.7 77.8 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 550,989: 9,154 4,105 26,733 515,102 520,151 550,989 550,989: 0 0
Old : 550,989: 9,154 4,105 26,733 515,102 520,151 550,989 550,989: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.7 4.9 93.5 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.7 4.9 93.5 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 27 20 29 22:
Old : 32: 1 1 2 27 20 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 78.6 72.5 92.8 54.9 66.4 63.4 72.9
Old : 55.0 78.6 72.5 92.8 54.9 66.4 63.4 72.9
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 31,426: 6,208 0 20 24,647 30,559 30,875 30,579: 551 847
Old : 31,426: 6,208 0 20 24,647 30,559 30,875 30,579: 551 847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 0.0 0.1 78.4 97.2 98.2 97.3: 1.8 2.7
Old : 100.0: 19.8 0.0 0.1 78.4 97.2 98.2 97.3: 1.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 0 1 24 20 27 21:
Old : 31: 3 0 1 24 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 : 43.5 78.7 72.4 91.8 40.1 58.7 58.8 67.3
Old : 43.5 78.7 72.4 91.8 40.1 58.7 58.8 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 8,151: 0 507 21 7,032 7,286 7,053 7,814: 1,098 337
Old : 8,151: 0 507 21 7,032 7,286 7,053 7,814: 1,098 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 -42 -21 -42 -21: 42 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.3 86.3 89.4 86.5 95.9: 13.5 4.1
Old : 100.0: 0.0 6.2 0.3 86.3 89.4 86.5 95.9: 13.5 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 : 23: 0 2 1 15 16 16 18:
Old : 23: 0 2 1 15 16 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 57.8 74.3 81.8 32.9 43.0 45.0 55.7
Old : 53.1 57.8 74.3 81.8 32.9 43.0 45.0 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 78,990: 0 809 0 78,990 78,181 78,990 78,990: 0 0
Old : 78,990: 0 809 0 78,990 78,181 78,990 78,990: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 408: 0 0 0 408 408 408 408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.0 0.0 100.0 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 15 11 15 12:
Old : 21: 0 1 0 15 11 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 : 70.3 75.0 94.5 96.5 50.3 59.4 62.1 65.8
Old : 70.3 75.0 94.5 96.5 50.3 59.4 62.1 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 21,470: 2,265 758 326 18,798 20,220 21,389 21,304: 81 166
Old : 21,470: 2,265 758 326 18,798 20,220 21,389 21,304: 81 166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 637: 63 552 -42 576 127 597 637: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 3.5 1.5 87.6 94.2 99.6 99.2: 0.4 0.8
Old : 100.0: 10.5 3.5 1.5 87.6 94.2 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 3 3 24 26 30 30:
Old : 36: 4 3 3 24 26 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 46.4 63.9 70.1 38.8 41.0 55.2 57.6
Old : 44.1 46.4 63.9 70.1 38.8 41.0 55.2 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 304,795: 41,474 2,448 4,488 258,833 297,859 304,795 304,795: 0 0
Old : 304,795: 41,474 2,448 4,488 258,833 297,859 304,795 304,795: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 408: 0 0 0 408 408 408 408: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.8 1.5 84.9 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 13.6 0.8 1.5 84.9 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 1 25 18 28 21:
Old : 34: 3 2 1 25 18 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 65.1 78.0 82.0 55.0 57.4 66.9 68.4
Old : 58.1 65.1 78.0 82.0 55.0 57.4 66.9 68.4
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 18,093: 1,167 66 462 16,423 17,462 18,052 17,990: 41 103
Old : 18,093: 1,167 66 462 16,423 17,462 18,052 17,990: 41 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 171: 64 24 42 45 65 151 131: 20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.4 2.6 90.8 96.5 99.8 99.4: 0.2 0.6
Old : 100.0: 6.5 0.4 2.6 90.8 96.5 99.8 99.4: 0.2 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 : 38: 7 1 5 24 26 31 32:
Old : 38: 7 1 5 24 26 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 45.9 63.1 63.9 31.5 38.6 45.3 51.8
Old : 45.1 45.9 63.1 63.9 31.5 38.6 45.3 51.8
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 217,559: 3,241 1,992 0 214,318 215,567 217,559 217,559: 0 0
Old : 217,559: 3,241 1,992 0 214,318 215,567 217,559 217,559: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -424: 392 1,176 0 -816 -1,600 -424 -424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.9 0.0 98.5 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.9 0.0 98.5 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 0 22 19 26 21:
Old : 36: 4 2 0 22 19 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 64.1 82.8 82.3 63.0 62.9 74.4 74.8
Old : 66.3 64.1 82.8 82.3 63.0 62.9 74.4 74.8
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,310: 0 1,689 2,148 18,162 16,473 20,310 20,310: 0 0
Old : 20,310: 0 1,689 2,148 18,162 16,473 20,310 20,310: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -1,480: 0 231 -231 -1,249 -1,480 -1,480 -1,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.3 10.6 89.4 81.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.3 10.6 89.4 81.1 100.0 100.0: 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 : 26: 0 1 1 19 18 20 19:
Old : 26: 0 1 1 19 18 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 : 57.9 70.1 85.5 89.3 51.2 50.2 62.0 63.1
Old : 57.9 70.1 85.5 89.3 51.2 50.2 62.0 63.1
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 150,001: 0 0 0 150,001 150,001 150,001 150,001: 0 0
Old : 150,001: 0 0 0 150,001 150,001 150,001 150,001: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -11,530: 0 0 0 -11,530 -11,530 -11,530 -11,530: 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 17 17 17:
Old : 24: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 69.7 88.7 88.5 66.2 64.3 78.8 77.9
Old : 72.0 69.7 88.7 88.5 66.2 64.3 78.8 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 729,084: 0 54,720 0 729,084 674,364 729,084 729,084: 0 0
Old : 729,084: 0 54,720 0 729,084 674,364 729,084 729,084: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 19 12 19 13:
Old : 25: 0 1 0 19 12 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 67.2 79.7 91.8 62.3 65.5 76.7 83.6
Old : 62.3 67.2 79.7 91.8 62.3 65.5 76.7 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 213,495: 0 5,275 0 213,495 208,220 213,495 213,495: 0 0
Old : 213,495: 0 5,275 0 213,495 208,220 213,495 213,495: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 21 12 21 13:
Old : 27: 0 1 0 21 12 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 68.6 76.5 89.4 58.4 63.4 72.2 78.1
Old : 58.4 68.6 76.5 89.4 58.4 63.4 72.2 78.1
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 Mwh :
: : :
All : 266,860: 0 0 0 266,860 266,860 266,860 266,860: 0 0
Old : 266,860: 0 0 0 266,860 266,860 266,860 266,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 11 19 11:
Old : 24: 0 0 0 19 11 19 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 : 55.7 93.2 85.3 98.8 54.7 91.9 84.1 96.5
Old : 55.7 93.2 85.3 98.8 54.7 91.9 84.1 96.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 Mwh :
: : :
All : 924,643: 0 0 0 924,643 924,643 924,643 924,643: 0 0
Old : 924,643: 0 0 0 924,643 924,643 924,643 924,643: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 5 16 5:
Old : 21: 0 0 0 16 5 16 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 97.5 86.9 100.0 59.1 97.5 86.9 100.0
Old : 59.1 97.5 86.9 100.0 59.1 97.5 86.9 100.0
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 165,010: 0 0 0 165,010 165,010 165,010 165,010: 0 0
Old : 165,010: 0 0 0 165,010 165,010 165,010 165,010: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 15 15 15 15:
Old : 24: 0 0 0 15 15 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 67.2 85.4 88.8 54.6 61.0 68.1 72.1
Old : 57.8 67.2 85.4 88.8 54.6 61.0 68.1 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mwh :
: : :
All : 719,698: 0 0 0 719,698 719,698 719,698 719,698: 0 0
Old : 719,698: 0 0 0 719,698 719,698 719,698 719,698: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -2,272: 0 0 0 -2,272 -2,272 -2,272 -2,272: 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 14 16 14:
Old : 22: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 63.5 87.8 89.4 61.6 61.6 73.5 76.9
Old : 66.6 63.5 87.8 89.4 61.6 61.6 73.5 76.9
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 198,835: 0 0 0 198,835 198,835 198,835 198,835: 0 0
Old : 198,835: 0 0 0 198,835 198,835 198,835 198,835: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 21 15 21 15:
Old : 27: 0 0 0 21 15 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 72.8 74.4 90.8 52.2 65.9 71.6 82.8
Old : 53.9 72.8 74.4 90.8 52.2 65.9 71.6 82.8
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 655,608: 0 0 0 655,608 655,608 655,608 655,608: 0 0
Old : 655,608: 0 0 0 655,608 655,608 655,608 655,608: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 20 13 20 13:
Old : 24: 0 0 0 20 13 20 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 : 56.6 74.2 75.4 92.2 54.7 65.3 71.7 80.8
Old : 56.6 74.2 75.4 92.2 54.7 65.3 71.7 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,323,104: 0 0 0 1,323,104 1,323,104 1,323,104 1,323,104: 0 0
Old : 1,323,104: 0 0 0 1,323,104 1,323,104 1,323,104 1,323,104: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 23,480: 0 0 0 23,480 23,480 23,480 23,480: 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 19 9 19 9:
Old : 24: 0 0 0 19 9 19 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 : 76.4 85.3 89.4 99.8 76.4 84.2 88.3 95.7
Old : 76.4 85.3 89.4 99.8 76.4 84.2 88.3 95.7
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 352,645: 0 0 0 352,645 352,645 352,645 352,645: 0 0
Old : 352,645: 0 0 0 352,645 352,645 352,645 352,645: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 6,350: 0 0 0 6,350 6,350 6,350 6,350: 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 : 29: 0 0 0 24 9 24 9:
Old : 29: 0 0 0 24 9 24 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.7 86.8 85.6 99.8 72.7 84.9 85.4 95.6
Old : 72.7 86.8 85.6 99.8 72.7 84.9 85.4 95.6
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 8,695,137: 127,552 0 0 8,567,585 8,695,137 8,695,137 8,695,137: 0 0
Old : 8,695,137: 127,552 0 0 8,567,585 8,695,137 8,695,137 8,695,137: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: -7,536: 0 0 0 -7,536 -7,536 -7,536 -7,536: 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 : 49: 4 0 0 41 34 45 34:
Old : 49: 4 0 0 41 34 45 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 : 39.8 59.2 61.3 80.9 30.9 52.6 49.1 65.0
Old : 39.8 59.2 61.3 80.9 30.9 52.6 49.1 65.0
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 2,803,205: 38,360 0 0 2,764,845 2,803,205 2,803,205 2,803,205: 0 0
Old : 2,803,205: 38,360 0 0 2,764,845 2,803,205 2,803,205 2,803,205: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 22,700: 1,050 0 0 21,650 22,700 22,700 22,700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.0 0.0 98.6 100.0 100.0 100.0: 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 : 53: 3 0 0 42 37 45 37:
Old : 53: 3 0 0 42 37 45 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 : 36.0 52.1 58.7 78.7 32.4 50.2 52.5 63.0
Old : 36.0 52.1 58.7 78.7 32.4 50.2 52.5 63.0
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, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 3,083,760: 518,116 358,750 87,708 2,477,936 2,637,302 3,083,760 3,083,760: 0 0
Old : 3,083,760: 518,116 358,750 87,708 2,477,936 2,637,302 3,083,760 3,083,760: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 22,148: 1,290 -3,906 5,158 15,700 20,896 22,148 22,148: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 11.6 2.8 80.4 85.5 100.0 100.0: 0.0 0.0
Old : 100.0: 16.8 11.6 2.8 80.4 85.5 100.0 100.0: 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 : 63: 5 9 6 44 41 53 52:
Old : 63: 5 9 6 44 41 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 : 48.9 49.6 66.2 66.1 48.9 45.6 64.1 59.1
Old : 48.9 49.6 66.2 66.1 48.9 45.6 64.1 59.1
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, December 3, 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 : 6,682,438: 133,388 199,015 164,355 6,384,695 6,319,068 6,682,438 6,682,438: 0 0
Old : 6,682,438: 133,388 199,015 164,355 6,384,695 6,319,068 6,682,438 6,682,438: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 112,663: -13,992 0 13,992 112,663 98,671 112,663 112,663: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.0 2.5 95.5 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 3.0 2.5 95.5 94.6 100.0 100.0: 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 : 48: 4 2 3 37 32 41 37:
Old : 48: 4 2 3 37 32 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 72.2 66.1 84.2 49.7 66.4 63.7 75.5
Old : 50.0 72.2 66.1 84.2 49.7 66.4 63.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 658,125: 0 3,560 0 658,125 654,565 658,125 658,125: 0 0
Old : 658,125: 0 3,560 0 658,125 654,565 658,125 658,125: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 30,530: 0 0 0 30,530 30,530 30,530 30,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.5 0.0 100.0 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 0 29 15 29 16:
Old : 32: 0 1 0 29 15 29 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 : 43.3 79.1 63.7 95.6 41.2 70.3 58.5 80.5
Old : 43.3 79.1 63.7 95.6 41.2 70.3 58.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 2,269,582: 0 3,658 0 2,269,582 2,265,924 2,269,582 2,269,582: 0 0
Old : 2,269,582: 0 3,658 0 2,269,582 2,265,924 2,269,582 2,269,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: 107,576: 0 0 0 107,576 107,576 107,576 107,576: 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 : 34: 0 1 0 28 16 28 17:
Old : 34: 0 1 0 28 16 28 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 72.8 67.1 91.2 43.1 61.5 62.3 73.2
Old : 44.9 72.8 67.1 91.2 43.1 61.5 62.3 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 3, 2013
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 16 MEGAWATTS PER HOUR) :
: : :
All : 60,762: 7,555 525 0 48,122 50,417 55,677 50,942: 5,085 9,820
Old : 60,762: 7,555 525 0 48,122 50,417 55,677 50,942: 5,085 9,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 26, 2013 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.9 0.0 79.2 83.0 91.6 83.8: 8.4 16.2
Old : 100.0: 12.4 0.9 0.0 79.2 83.0 91.6 83.8: 8.4 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 0 11 8 14 9:
Old : 20: 3 1 0 11 8 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 69.1 87.0 83.5 44.3 45.4 55.6 49.7
Old : 65.0 69.1 87.0 83.5 44.3 45.4 55.6 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2013