NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 5,720,368: 1,062,980 77,157 1,636,386 2,983,128 3,991,766 5,682,494 5,705,309: 37,874 15,059
Old : 5,720,368: 1,062,980 77,157 1,636,386 2,983,128 3,991,766 5,682,494 5,705,309: 37,874 15,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 7,926: 59,544 -3,063 11,160 -56,059 4,407 14,645 12,504: -6,719 -4,578
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 1.3 28.6 52.1 69.8 99.3 99.7: 0.7 0.3
Old : 100.0: 18.6 1.3 28.6 52.1 69.8 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 215: 55 16 57 136 118 204 180:
Old : 215: 55 16 57 136 118 204 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.2 21.9 41.5 37.4 14.7 17.4 20.7 27.2
Old : 26.2 21.9 41.5 37.4 14.7 17.4 20.7 27.2
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,171,808: 83,517 66,192 1,020,182 1,067,014 1,084,150 2,170,713 2,170,525: 1,095 1,283
Old : 2,171,808: 83,517 66,192 1,020,182 1,067,014 1,084,150 2,170,713 2,170,525: 1,095 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -297,260: -29,191 3,243 -147,468 -120,820 -153,560 -297,479 -297,785: 219 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.0 47.0 49.1 49.9 99.9 99.9: 0.1 0.1
Old : 100.0: 3.8 3.0 47.0 49.1 49.9 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 : 113: 27 21 44 58 62 105 107:
Old : 113: 27 21 44 58 62 105 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 37.3 57.2 59.4 5.2 6.5 7.0 8.1
Old : 35.8 37.3 57.2 59.4 5.2 6.5 7.0 8.1
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 251,497: 33,293 6,838 6,316 192,719 225,925 232,328 239,079: 19,169 12,418
Old : 251,497: 33,293 6,838 6,316 192,719 225,925 232,328 239,079: 19,169 12,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -10,181: -1,950 3,590 -1,696 -5,158 -17,818 -8,804 -15,924: -1,377 5,743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.7 2.5 76.6 89.8 92.4 95.1: 7.6 4.9
Old : 100.0: 13.2 2.7 2.5 76.6 89.8 92.4 95.1: 7.6 4.9
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 : 42: 6 3 7 27 25 37 32:
Old : 42: 6 3 7 27 25 37 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 : 40.9 60.7 63.0 75.0 29.9 55.8 50.4 63.7
Old : 40.9 60.7 63.0 75.0 29.9 55.8 50.4 63.7
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 168,439: 13,347 3,744 2,994 147,029 157,820 163,370 164,558: 5,069 3,881
Old : 168,439: 13,347 3,744 2,994 147,029 157,820 163,370 164,558: 5,069 3,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -18,254: 259 -825 480 -18,751 -18,206 -18,012 -18,551: -242 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.2 1.8 87.3 93.7 97.0 97.7: 3.0 2.3
Old : 100.0: 7.9 2.2 1.8 87.3 93.7 97.0 97.7: 3.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 4 4 29 27 33 33:
Old : 39: 2 4 4 29 27 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 57.0 79.1 76.3 56.1 51.4 70.9 68.7
Old : 60.4 57.0 79.1 76.3 56.1 51.4 70.9 68.7
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 218,162: 22,881 6,792 4,735 178,457 197,864 206,073 209,391: 12,089 8,771
Old : 218,162: 22,881 6,792 4,735 178,457 197,864 206,073 209,391: 12,089 8,771
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -10,899: -3,838 1,670 -1,849 -6,929 -14,697 -12,616 -14,876: 1,717 3,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 3.1 2.2 81.8 90.7 94.5 96.0: 5.5 4.0
Old : 100.0: 10.5 3.1 2.2 81.8 90.7 94.5 96.0: 5.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 23 24 27 27:
Old : 32: 2 2 3 23 24 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 39.2 73.1 64.2 49.5 37.0 62.8 53.5
Old : 53.7 39.2 73.1 64.2 49.5 37.0 62.8 53.5
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 798,145: 48,605 3,142 3,219 741,246 782,182 793,070 788,543: 5,075 9,602
Old : 798,145: 48,605 3,142 3,219 741,246 782,182 793,070 788,543: 5,075 9,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 19,375: 3,744 -326 -526 16,069 18,761 19,287 17,909: 88 1,466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.4 0.4 92.9 98.0 99.4 98.8: 0.6 1.2
Old : 100.0: 6.1 0.4 0.4 92.9 98.0 99.4 98.8: 0.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 2 3 51 37 56 40:
Old : 56: 3 2 3 51 37 56 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 46.0 58.8 68.3 37.7 42.4 56.2 60.1
Old : 39.9 46.0 58.8 68.3 37.7 42.4 56.2 60.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,375: 22,531 15,142 1,395 214,811 221,295 238,737 237,832: 8,638 9,543
Old : 247,375: 22,531 15,142 1,395 214,811 221,295 238,737 237,832: 8,638 9,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -16,061: -1,659 -1,313 -7 -16,407 -15,332 -18,073 -16,652: 2,012 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 6.1 0.6 86.8 89.5 96.5 96.1: 3.5 3.9
Old : 100.0: 9.1 6.1 0.6 86.8 89.5 96.5 96.1: 3.5 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 : 45: 6 1 2 27 30 33 33:
Old : 45: 6 1 2 27 30 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 45.8 65.4 68.0 42.5 39.6 57.6 56.3
Old : 46.8 45.8 65.4 68.0 42.5 39.6 57.6 56.3
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 230,089: 130 23 2,497 224,326 222,790 226,953 225,310: 3,136 4,779
Old : 230,089: 130 23 2,497 224,326 222,790 226,953 225,310: 3,136 4,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -19,596: -1,205 1 199 -18,163 -19,181 -19,169 -18,981: -427 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 1.1 97.5 96.8 98.6 97.9: 1.4 2.1
Old : 100.0: 0.1 0.0 1.1 97.5 96.8 98.6 97.9: 1.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 2 3 33 31 36 34:
Old : 48: 1 2 3 33 31 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 42.8 68.8 65.1 51.2 41.9 66.2 62.1
Old : 52.9 42.8 68.8 65.1 51.2 41.9 66.2 62.1
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 81,686: 3,696 0 2,403 69,845 67,044 75,944 69,447: 5,742 12,239
Old : 81,686: 3,696 0 2,403 69,845 67,044 75,944 69,447: 5,742 12,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,344: -3,949 0 -637 2,643 -2,813 -1,943 -3,450: 599 2,106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 2.9 85.5 82.1 93.0 85.0: 7.0 15.0
Old : 100.0: 4.5 0.0 2.9 85.5 82.1 93.0 85.0: 7.0 15.0
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: 2 0 2 15 17 17 19:
Old : 24: 2 0 2 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 50.3 78.8 70.0 52.1 49.4 70.3 62.9
Old : 58.5 50.3 78.8 70.0 52.1 49.4 70.3 62.9
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 141,968: 17,282 12,676 10,129 104,234 113,129 131,645 135,934: 10,323 6,034
Old : 141,968: 17,282 12,676 10,129 104,234 113,129 131,645 135,934: 10,323 6,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -6,016: -183 -2,647 629 -6,583 -3,728 -6,137 -5,746: 121 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 8.9 7.1 73.4 79.7 92.7 95.7: 7.3 4.3
Old : 100.0: 12.2 8.9 7.1 73.4 79.7 92.7 95.7: 7.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 3 25 27 29 30:
Old : 37: 2 2 3 25 27 29 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 : 55.2 41.5 71.6 65.1 52.6 38.6 59.6 53.3
Old : 55.2 41.5 71.6 65.1 52.6 38.6 59.6 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 17,556: 2,690 1,474 0 13,636 15,516 16,326 16,990: 1,230 566
Old : 17,556: 2,690 1,474 0 13,636 15,516 16,326 16,990: 1,230 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -7,440: -1,054 -155 0 -6,579 -6,969 -7,633 -7,124: 193 -316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 8.4 0.0 77.7 88.4 93.0 96.8: 7.0 3.2
Old : 100.0: 15.3 8.4 0.0 77.7 88.4 93.0 96.8: 7.0 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 : 20: 2 1 0 13 10 15 11:
Old : 20: 2 1 0 13 10 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 85.8 80.8 93.9 53.2 80.9 76.1 87.0
Old : 57.6 85.8 80.8 93.9 53.2 80.9 76.1 87.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,942: 758 7,238 4,774 62,610 55,472 68,142 67,484: 9,800 10,458
Old : 77,942: 758 7,238 4,774 62,610 55,472 68,142 67,484: 9,800 10,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -6,812: 738 341 -1,007 -6,642 -6,778 -6,911 -7,444: 99 632
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 9.3 6.1 80.3 71.2 87.4 86.6: 12.6 13.4
Old : 100.0: 1.0 9.3 6.1 80.3 71.2 87.4 86.6: 12.6 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 2 16 16 18 18:
Old : 23: 1 1 2 16 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 43.6 72.1 67.4 48.7 36.8 62.5 56.6
Old : 51.5 43.6 72.1 67.4 48.7 36.8 62.5 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 171,478: 48 0 1,095 163,634 164,795 164,777 165,890: 6,701 5,588
Old : 171,478: 48 0 1,095 163,634 164,795 164,777 165,890: 6,701 5,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -4,227: -1,593 0 -156 -3,908 -4,479 -5,657 -4,635: 1,430 408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.6 95.4 96.1 96.1 96.7: 3.9 3.3
Old : 100.0: 0.0 0.0 0.6 95.4 96.1 96.1 96.7: 3.9 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 1 26 24 27 25:
Old : 37: 1 0 1 26 24 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 : 55.4 50.7 73.5 76.6 54.6 50.7 72.0 76.6
Old : 55.4 50.7 73.5 76.6 54.6 50.7 72.0 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,359: 0 0 0 69,402 79,337 69,402 79,337: 11,957 2,022
Old : 81,359: 0 0 0 69,402 79,337 69,402 79,337: 11,957 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -4,158: 0 0 0 -4,190 -4,399 -4,190 -4,399: 32 241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.3 97.5 85.3 97.5: 14.7 2.5
Old : 100.0: 0.0 0.0 0.0 85.3 97.5 85.3 97.5: 14.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 21 21 21 21:
Old : 28: 0 0 0 21 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 58.0 61.8 79.3 39.3 56.9 54.9 70.1
Old : 40.5 58.0 61.8 79.3 39.3 56.9 54.9 70.1
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 294,318: 2,184 3,795 2,819 283,728 279,915 288,731 286,529: 5,587 7,789
Old : 294,318: 2,184 3,795 2,819 283,728 279,915 288,731 286,529: 5,587 7,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -18,513: -163 1,227 78 -18,094 -17,817 -18,179 -16,512: -334 -2,001
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.3 1.0 96.4 95.1 98.1 97.4: 1.9 2.6
Old : 100.0: 0.7 1.3 1.0 96.4 95.1 98.1 97.4: 1.9 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 : 59: 1 2 1 45 41 47 43:
Old : 59: 1 2 1 45 41 47 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 43.5 55.2 62.8 33.1 43.5 50.2 59.6
Old : 37.1 43.5 55.2 62.8 33.1 43.5 50.2 59.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,931: 6,562 14,395 1,112 73,662 61,194 81,336 76,701: 3,595 8,230
Old : 84,931: 6,562 14,395 1,112 73,662 61,194 81,336 76,701: 3,595 8,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -10,585: -2,514 -2,648 -754 -7,671 -6,856 -10,939 -10,258: 354 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 16.9 1.3 86.7 72.1 95.8 90.3: 4.2 9.7
Old : 100.0: 7.7 16.9 1.3 86.7 72.1 95.8 90.3: 4.2 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 3 20 19 24 23:
Old : 30: 3 2 3 20 19 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 41.7 77.6 64.9 45.4 33.2 59.2 53.6
Old : 57.8 41.7 77.6 64.9 45.4 33.2 59.2 53.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,835: 0 3,027 1,743 56,597 55,732 58,340 60,502: 10,495 8,333
Old : 68,835: 0 3,027 1,743 56,597 55,732 58,340 60,502: 10,495 8,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -672: 0 299 -62 237 -18 175 219: -847 -891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 2.5 82.2 81.0 84.8 87.9: 15.2 12.1
Old : 100.0: 0.0 4.4 2.5 82.2 81.0 84.8 87.9: 15.2 12.1
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 1 1 17 16 18 17:
Old : 23: 0 1 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 62.9 74.4 83.0 51.2 59.2 63.1 71.5
Old : 60.5 62.9 74.4 83.0 51.2 59.2 63.1 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY FIN PENULTIMATE 1-MO CALENDAR SPREAD OPTION - ICE FUTURES ENERGY DIV Code-0233AD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2,500 MMbtus :
: : :
All : 123,660: 36,166 16,996 44,964 42,530 61,699 123,660 123,660: 0 -0
Old : 123,660: 36,166 16,996 44,964 42,530 61,699 123,660 123,660: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -99,654: -50,352 -26,880 -23,379 -25,923 -49,395 -99,654 -99,654: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 13.7 36.4 34.4 49.9 100.0 100.0: 0.0 -0.0
Old : 100.0: 29.2 13.7 36.4 34.4 49.9 100.0 100.0: 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 : 20: 7 5 7 3 8 13 17:
Old : 20: 7 5 7 3 8 13 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 : 93.1 83.7 98.4 94.9 38.3 32.7 38.9 38.1
Old : 93.1 83.7 98.4 94.9 38.3 32.7 38.9 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,861: 15,390 6,020 1,860 92,376 96,639 109,626 104,519: 2,235 7,342
Old : 111,861: 15,390 6,020 1,860 92,376 96,639 109,626 104,519: 2,235 7,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -40,266: -26,606 1,824 488 -13,762 -43,282 -39,880 -40,970: -386 704
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 5.4 1.7 82.6 86.4 98.0 93.4: 2.0 6.6
Old : 100.0: 13.8 5.4 1.7 82.6 86.4 98.0 93.4: 2.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 1 13 18 18 20:
Old : 30: 4 2 1 13 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 57.5 90.3 76.0 75.1 55.7 82.5 72.3
Old : 79.1 57.5 90.3 76.0 75.1 55.7 82.5 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,988: 41,790 4,196 4,972 41,860 79,062 88,622 88,230: 1,366 1,758
Old : 89,988: 41,790 4,196 4,972 41,860 79,062 88,622 88,230: 1,366 1,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -42,311: -10,567 -868 -3,034 -26,339 -38,100 -39,940 -42,002: -2,371 -309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 4.7 5.5 46.5 87.9 98.5 98.0: 1.5 2.0
Old : 100.0: 46.4 4.7 5.5 46.5 87.9 98.5 98.0: 1.5 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 : 57: 12 3 2 17 33 30 37:
Old : 57: 12 3 2 17 33 30 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 : 47.1 53.0 65.2 68.5 44.4 47.4 59.9 57.5
Old : 47.1 53.0 65.2 68.5 44.4 47.4 59.9 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,665: 616 0 0 21,393 21,617 22,009 21,617: 1,656 2,048
Old : 23,665: 616 0 0 21,393 21,617 22,009 21,617: 1,656 2,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -9,331: 0 0 0 -8,649 -9,177 -8,649 -9,177: -682 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 90.4 91.3 93.0 91.3: 7.0 8.7
Old : 100.0: 2.6 0.0 0.0 90.4 91.3 93.0 91.3: 7.0 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 13 20 14 20:
Old : 28: 1 0 0 13 20 14 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 53.5 82.0 70.9 60.8 51.8 79.9 67.4
Old : 61.9 53.5 82.0 70.9 60.8 51.8 79.9 67.4
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 105,399: 0 5,076 0 91,259 85,023 91,259 90,099: 14,140 15,300
Old : 105,399: 0 5,076 0 91,259 85,023 91,259 90,099: 14,140 15,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -13,659: 0 -3,210 0 -11,852 -11,497 -11,852 -14,707: -1,807 1,048
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.0 86.6 80.7 86.6 85.5: 13.4 14.5
Old : 100.0: 0.0 4.8 0.0 86.6 80.7 86.6 85.5: 13.4 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 28 24 28 25:
Old : 31: 0 1 0 28 24 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 40.1 62.0 60.2 31.1 34.2 38.2 43.6
Old : 47.9 40.1 62.0 60.2 31.1 34.2 38.2 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,484: 5,517 0 504 53,509 60,141 59,530 60,645: 5,954 4,839
Old : 65,484: 5,517 0 504 53,509 60,141 59,530 60,645: 5,954 4,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -3,407: 1,098 0 -1,123 -2,427 -3,409 -2,452 -4,532: -955 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 0.8 81.7 91.8 90.9 92.6: 9.1 7.4
Old : 100.0: 8.4 0.0 0.8 81.7 91.8 90.9 92.6: 9.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 14 16 16 17:
Old : 24: 2 0 1 14 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 66.4 82.1 81.4 60.2 63.7 72.3 74.3
Old : 67.0 66.4 82.1 81.4 60.2 63.7 72.3 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,360: 0 446 1,600 100,192 91,267 101,792 93,313: 5,568 14,047
Old : 107,360: 0 446 1,600 100,192 91,267 101,792 93,313: 5,568 14,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -4,919: -404 446 -107 -2,689 -6,842 -3,200 -6,503: -1,719 1,584
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.5 93.3 85.0 94.8 86.9: 5.2 13.1
Old : 100.0: 0.0 0.4 1.5 93.3 85.0 94.8 86.9: 5.2 13.1
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 : 32: 0 1 1 25 24 26 25:
Old : 32: 0 1 1 25 24 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 45.6 71.4 67.2 44.6 43.5 59.5 53.4
Old : 51.2 45.6 71.4 67.2 44.6 43.5 59.5 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,290: 573 0 764 67,055 65,312 68,392 66,076: 4,898 7,214
Old : 73,290: 573 0 764 67,055 65,312 68,392 66,076: 4,898 7,214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -10,254: -596 0 124 -10,268 -9,135 -10,740 -9,011: 486 -1,243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 1.0 91.5 89.1 93.3 90.2: 6.7 9.8
Old : 100.0: 0.8 0.0 1.0 91.5 89.1 93.3 90.2: 6.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 16 15 17 16:
Old : 22: 1 0 1 16 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 62.8 83.5 83.6 59.0 56.7 74.0 74.2
Old : 61.5 62.8 83.5 83.6 59.0 56.7 74.0 74.2
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,137: 2,169 0 0 63,709 69,125 65,878 69,125: 6,259 3,012
Old : 72,137: 2,169 0 0 63,709 69,125 65,878 69,125: 6,259 3,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,189: -100 0 -31 -1,521 -252 -1,652 -283: 463 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 88.3 95.8 91.3 95.8: 8.7 4.2
Old : 100.0: 3.0 0.0 0.0 88.3 95.8 91.3 95.8: 8.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 19 14 20 14:
Old : 22: 1 0 0 19 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 78.2 76.1 93.0 46.4 68.1 62.8 72.8
Old : 58.2 78.2 76.1 93.0 46.4 68.1 62.8 72.8
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,732: 7,216 708 0 19,770 26,486 26,986 27,194: 746 538
Old : 27,732: 7,216 708 0 19,770 26,486 26,986 27,194: 746 538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -4,526: -2,108 372 0 -2,263 -4,278 -4,371 -3,906: -155 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 2.6 0.0 71.3 95.5 97.3 98.1: 2.7 1.9
Old : 100.0: 26.0 2.6 0.0 71.3 95.5 97.3 98.1: 2.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 0 13 15 16 17:
Old : 25: 3 2 0 13 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 53.6 90.1 77.3 58.5 51.6 79.9 71.9
Old : 61.9 53.6 90.1 77.3 58.5 51.6 79.9 71.9
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 124,083: 86 3,213 921 114,656 116,579 115,663 120,713: 8,420 3,370
Old : 124,083: 86 3,213 921 114,656 116,579 115,663 120,713: 8,420 3,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -10,190: -250 -194 83 -9,036 -10,478 -9,203 -10,589: -987 399
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.6 0.7 92.4 94.0 93.2 97.3: 6.8 2.7
Old : 100.0: 0.1 2.6 0.7 92.4 94.0 93.2 97.3: 6.8 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 : 21: 1 1 1 16 13 17 15:
Old : 21: 1 1 1 16 13 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 80.7 79.2 91.6 57.3 72.3 76.0 82.3
Old : 58.2 80.7 79.2 91.6 57.3 72.3 76.0 82.3
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 283,496: 1,957 38,354 4,717 256,893 230,775 263,567 273,846: 19,929 9,650
Old : 283,496: 1,957 38,354 4,717 256,893 230,775 263,567 273,846: 19,929 9,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -7,747: -3,523 2,625 575 -5,643 -13,036 -8,591 -9,836: 844 2,089
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 13.5 1.7 90.6 81.4 93.0 96.6: 7.0 3.4
Old : 100.0: 0.7 13.5 1.7 90.6 81.4 93.0 96.6: 7.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 2 4 31 24 35 28:
Old : 43: 2 2 4 31 24 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 45.5 62.4 67.7 41.0 41.1 53.2 61.2
Old : 46.4 45.5 62.4 67.7 41.0 41.1 53.2 61.2
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,586: 3,611 0 0 21,661 25,998 25,272 25,998: 1,314 588
Old : 26,586: 3,611 0 0 21,661 25,998 25,272 25,998: 1,314 588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -9,351: -2,542 0 0 -6,819 -9,305 -9,361 -9,305: 10 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 0.0 81.5 97.8 95.1 97.8: 4.9 2.2
Old : 100.0: 13.6 0.0 0.0 81.5 97.8 95.1 97.8: 4.9 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 : 25: 5 0 0 11 14 16 14:
Old : 25: 5 0 0 11 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 : 44.8 77.0 71.9 89.0 44.8 71.8 68.5 81.4
Old : 44.8 77.0 71.9 89.0 44.8 71.8 68.5 81.4
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,874: 0 0 0 27,814 30,657 27,814 30,657: 3,060 217
Old : 30,874: 0 0 0 27,814 30,657 27,814 30,657: 3,060 217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -5,462: 0 0 0 -5,302 -5,648 -5,302 -5,648: -160 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.1 99.3 90.1 99.3: 9.9 0.7
Old : 100.0: 0.0 0.0 0.0 90.1 99.3 90.1 99.3: 9.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 17 13 17:
Old : 20: 0 0 0 13 17 13 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 : 72.7 52.8 86.2 77.5 71.7 52.4 77.9 77.0
Old : 72.7 52.8 86.2 77.5 71.7 52.4 77.9 77.0
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,688: 2,624 0 0 36,773 41,184 39,397 41,184: 2,291 504
Old : 41,688: 2,624 0 0 36,773 41,184 39,397 41,184: 2,291 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -3,180: 577 0 0 -4,000 -2,669 -3,423 -2,669: 243 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 0.0 88.2 98.8 94.5 98.8: 5.5 1.2
Old : 100.0: 6.3 0.0 0.0 88.2 98.8 94.5 98.8: 5.5 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 14 15 15 15:
Old : 25: 1 0 0 14 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 : 73.3 59.4 89.1 86.7 72.6 57.4 85.5 84.4
Old : 73.3 59.4 89.1 86.7 72.6 57.4 85.5 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 269,548: 7,119 34,095 3,569 248,165 228,641 258,853 266,305: 10,695 3,243
Old : 269,548: 7,119 34,095 3,569 248,165 228,641 258,853 266,305: 10,695 3,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 284: -467 1,182 -784 -392 619 -1,643 1,017: 1,927 -733
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.6 1.3 92.1 84.8 96.0 98.8: 4.0 1.2
Old : 100.0: 2.6 12.6 1.3 92.1 84.8 96.0 98.8: 4.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 3 4 3 38 33 43 38:
Old : 53: 3 4 3 38 33 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 50.3 52.7 66.4 31.5 49.4 47.3 62.0
Old : 31.5 50.3 52.7 66.4 31.5 49.4 47.3 62.0
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 87,950: 8,987 0 0 75,339 83,739 84,326 83,739: 3,624 4,211
Old : 87,950: 8,987 0 0 75,339 83,739 84,326 83,739: 3,624 4,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -3,576: -485 0 0 -2,692 -2,770 -3,177 -2,770: -399 -806
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 0.0 0.0 85.7 95.2 95.9 95.2: 4.1 4.8
Old : 100.0: 10.2 0.0 0.0 85.7 95.2 95.9 95.2: 4.1 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 : 32: 2 0 0 22 20 24 20:
Old : 32: 2 0 0 22 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 57.7 67.9 79.7 42.0 43.8 56.4 65.7
Old : 50.0 57.7 67.9 79.7 42.0 43.8 56.4 65.7
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 74,717: 0 0 0 68,385 72,057 68,385 72,057: 6,332 2,660
Old : 74,717: 0 0 0 68,385 72,057 68,385 72,057: 6,332 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -5,739: 0 0 0 -8,255 -5,528 -8,255 -5,528: 2,516 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.5 96.4 91.5 96.4: 8.5 3.6
Old : 100.0: 0.0 0.0 0.0 91.5 96.4 91.5 96.4: 8.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 19 14 19 14:
Old : 25: 0 0 0 19 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 64.1 69.4 84.7 38.8 54.6 64.8 71.9
Old : 40.7 64.1 69.4 84.7 38.8 54.6 64.8 71.9
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 82,239: 912 3,616 2,163 69,422 70,036 72,497 75,815: 9,742 6,424
Old : 82,239: 912 3,616 2,163 69,422 70,036 72,497 75,815: 9,742 6,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -6,721: 912 -1,735 907 -4,251 -5,228 -2,432 -6,056: -4,289 -665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.4 2.6 84.4 85.2 88.2 92.2: 11.8 7.8
Old : 100.0: 1.1 4.4 2.6 84.4 85.2 88.2 92.2: 11.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 20 15 22 18:
Old : 26: 1 2 2 20 15 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 73.3 65.3 84.3 49.1 66.3 62.1 75.9
Old : 49.8 73.3 65.3 84.3 49.1 66.3 62.1 75.9
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 154,704: 19,585 5,374 9,862 124,364 138,556 153,811 153,792: 893 912
Old : 154,704: 19,585 5,374 9,862 124,364 138,556 153,811 153,792: 893 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -8,363: 94 27 -1,344 -6,981 -6,982 -8,231 -8,299: -132 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 3.5 6.4 80.4 89.6 99.4 99.4: 0.6 0.6
Old : 100.0: 12.7 3.5 6.4 80.4 89.6 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 11 6 12 56 56 71 70:
Old : 78: 11 6 12 56 56 71 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 28.1 54.0 45.6 24.5 20.0 33.6 34.0
Old : 36.1 28.1 54.0 45.6 24.5 20.0 33.6 34.0
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 55,587: 4,185 719 2,866 48,536 51,978 55,587 55,563: 0 24
Old : 55,587: 4,185 719 2,866 48,536 51,978 55,587 55,563: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 1,031: 174 336 -174 1,031 869 1,031 1,031: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.3 5.2 87.3 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 1.3 5.2 87.3 93.5 100.0 100.0: 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: 2 1 3 26 22 29 25:
Old : 32: 2 1 3 26 22 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 49.2 85.3 74.9 54.3 47.2 70.9 69.0
Old : 59.9 49.2 85.3 74.9 54.3 47.2 70.9 69.0
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 491,794: 0 20,718 19,375 472,419 451,701 491,794 491,794: 0 0
Old : 491,794: 0 20,718 19,375 472,419 451,701 491,794 491,794: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 338: -448 1,761 -536 1,322 -887 338 338: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 3.9 96.1 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 3.9 96.1 91.8 100.0 100.0: 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 : 29: 0 4 2 21 20 23 24:
Old : 29: 0 4 2 21 20 23 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 : 63.6 60.7 85.8 84.9 58.3 58.2 76.8 77.8
Old : 63.6 60.7 85.8 84.9 58.3 58.2 76.8 77.8
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,467,164: 25,672 2,108 31,399 1,410,093 1,433,657 1,467,164 1,467,164: 0 0
Old : 1,467,164: 25,672 2,108 31,399 1,410,093 1,433,657 1,467,164 1,467,164: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -55,057: -6,985 -416 2,697 -42,209 -49,170 -46,497 -46,889: -8,560 -8,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.1 2.1 96.1 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.1 2.1 96.1 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 : 59: 5 3 5 42 43 49 49:
Old : 59: 5 3 5 42 43 49 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 41.5 65.3 58.7 38.7 37.4 50.9 49.6
Old : 50.0 41.5 65.3 58.7 38.7 37.4 50.9 49.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 51,483: 1,353 10,076 4,058 46,072 37,349 51,483 51,483: 0 0
Old : 51,483: 1,353 10,076 4,058 46,072 37,349 51,483 51,483: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,798: 66 -653 -22 -1,843 -1,123 -1,798 -1,798: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 19.6 7.9 89.5 72.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 19.6 7.9 89.5 72.5 100.0 100.0: 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: 3 4 3 24 24 28 30:
Old : 35: 3 4 3 24 24 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 56.5 75.1 80.0 32.2 41.7 49.2 51.8
Old : 49.7 56.5 75.1 80.0 32.2 41.7 49.2 51.8
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 348,264: 6,552 27,324 29,830 311,882 291,110 348,264 348,264: 0 0
Old : 348,264: 6,552 27,324 29,830 311,882 291,110 348,264 348,264: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -14,464: 2,512 -4,920 0 -16,976 -9,544 -14,464 -14,464: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.8 8.6 89.6 83.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 7.8 8.6 89.6 83.6 100.0 100.0: 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 : 26: 3 1 2 15 14 19 16:
Old : 26: 3 1 2 15 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 68.8 82.1 90.8 53.0 55.0 70.7 76.0
Old : 58.8 68.8 82.1 90.8 53.0 55.0 70.7 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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 468,817: 38,081 352 2,359 428,377 466,106 468,817 468,817: 0 0
Old : 468,817: 38,081 352 2,359 428,377 466,106 468,817 468,817: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -23,530: 2,704 -392 0 -26,234 -23,138 -23,530 -23,530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.1 0.5 91.4 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 8.1 0.1 0.5 91.4 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 : 41: 5 1 1 23 29 28 31:
Old : 41: 5 1 1 23 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 : 49.8 46.4 68.6 65.2 41.5 34.8 52.8 47.4
Old : 49.8 46.4 68.6 65.2 41.5 34.8 52.8 47.4
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,854: 4,866 340 1,780 42,848 46,266 49,494 48,386: 360 1,468
Old : 49,854: 4,866 340 1,780 42,848 46,266 49,494 48,386: 360 1,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,515: 353 41 -159 -2,794 -2,399 -2,600 -2,517: 85 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 0.7 3.6 85.9 92.8 99.3 97.1: 0.7 2.9
Old : 100.0: 9.8 0.7 3.6 85.9 92.8 99.3 97.1: 0.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 3 29 30 34 34:
Old : 41: 4 2 3 29 30 34 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 : 49.2 49.4 70.3 67.8 46.2 46.2 61.4 58.2
Old : 49.2 49.4 70.3 67.8 46.2 46.2 61.4 58.2
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 mwh :
: : :
All : 3,213,050: 7,750 0 0 3,205,300 3,213,050 3,213,050 3,213,050: 0 0
Old : 3,213,050: 7,750 0 0 3,205,300 3,213,050 3,213,050 3,213,050: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -180,740: 7,750 0 0 -188,490 -180,740 -180,740 -180,740: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 18 12 19 12:
Old : 27: 1 0 0 18 12 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 94.7 84.1 98.9 59.8 94.6 83.7 97.5
Old : 59.8 94.7 84.1 98.9 59.8 94.6 83.7 97.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 4,150: 350 0 250 3,150 3,600 3,750 3,850: 400 300
Old : 4,150: 350 0 250 3,150 3,600 3,750 3,850: 400 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -3,800: 350 -550 150 -3,600 -2,350 -3,100 -2,750: -700 -1,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 6.0 75.9 86.7 90.4 92.8: 9.6 7.2
Old : 100.0: 8.4 0.0 6.0 75.9 86.7 90.4 92.8: 9.6 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 4 0 1 12 11 16 12:
Old : 24: 4 0 1 12 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 63.9 72.3 85.5 48.2 63.9 63.9 78.3
Old : 50.6 63.9 72.3 85.5 48.2 63.9 63.9 78.3
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 1,227,010: 2,100 0 0 1,224,910 1,227,010 1,227,010 1,227,010: 0 0
Old : 1,227,010: 2,100 0 0 1,224,910 1,227,010 1,227,010 1,227,010: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -101,590: 0 0 0 -101,590 -101,590 -101,590 -101,590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 21 13 22 13:
Old : 29: 1 0 0 21 13 22 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 : 57.5 96.1 82.9 99.1 57.3 92.9 82.7 95.5
Old : 57.5 96.1 82.9 99.1 57.3 92.9 82.7 95.5
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 768,080: 0 0 0 768,080 768,080 768,080 768,080: 0 0
Old : 768,080: 0 0 0 768,080 768,080 768,080 768,080: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 10,840: -3,920 0 0 14,760 10,840 10,840 10,840: 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 16 13 16 13:
Old : 25: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 74.8 91.0 94.9 67.9 74.8 85.3 90.6
Old : 68.2 74.8 91.0 94.9 67.9 74.8 85.3 90.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 282,584: 9,792 0 2,752 270,040 279,832 282,584 282,584: 0 0
Old : 282,584: 9,792 0 2,752 270,040 279,832 282,584 282,584: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -9,416: -1,168 0 776 -9,024 -10,192 -9,416 -9,416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 1.0 95.6 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 1.0 95.6 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 23 16 24 17:
Old : 29: 1 0 1 23 16 24 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 : 49.3 65.5 71.9 87.9 41.6 56.4 60.4 70.1
Old : 49.3 65.5 71.9 87.9 41.6 56.4 60.4 70.1
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,552: 1,870 339 106 9,259 10,811 11,235 11,256: 317 296
Old : 11,552: 1,870 339 106 9,259 10,811 11,235 11,256: 317 296
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -777: 253 -334 -190 -858 -233 -795 -757: 18 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.9 0.9 80.2 93.6 97.3 97.4: 2.7 2.6
Old : 100.0: 16.2 2.9 0.9 80.2 93.6 97.3 97.4: 2.7 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 : 29: 4 2 3 13 19 19 22:
Old : 29: 4 2 3 13 19 19 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 : 51.1 57.1 78.9 78.2 46.8 54.2 72.3 72.0
Old : 51.1 57.1 78.9 78.2 46.8 54.2 72.3 72.0
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5MWh :
: : :
All : 1,185,020: 31,000 46,560 93,280 1,060,740 1,045,180 1,185,020 1,185,020: 0 0
Old : 1,185,020: 31,000 46,560 93,280 1,060,740 1,045,180 1,185,020 1,185,020: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -8,020: 15,500 -7,840 0 -23,520 -180 -8,020 -8,020: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.9 7.9 89.5 88.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 3.9 7.9 89.5 88.2 100.0 100.0: 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 : 20: 1 2 1 11 10 13 12:
Old : 20: 1 2 1 11 10 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 59.2 83.9 88.1 53.6 57.2 72.6 74.9
Old : 53.6 59.2 83.9 88.1 53.6 57.2 72.6 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NEW ENGLAND CT DA LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643AU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MwH :
: : :
All : 114,190: 0 6,925 0 114,190 107,265 114,190 114,190: 0 0
Old : 114,190: 0 6,925 0 114,190 107,265 114,190 114,190: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -8,120: 0 -1,760 0 -8,120 -6,360 -8,120 -8,120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 14 10 14 11:
Old : 22: 0 1 0 14 10 14 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 : 60.3 73.7 89.9 96.5 57.6 73.7 82.4 90.6
Old : 60.3 73.7 89.9 96.5 57.6 73.7 82.4 90.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 316,275: 8,400 0 0 307,875 316,275 316,275 316,275: 0 0
Old : 316,275: 8,400 0 0 307,875 316,275 316,275 316,275: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -24,600: -2,200 0 0 -22,400 -24,600 -24,600 -24,600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 97.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.0 0.0 97.3 100.0 100.0 100.0: 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 : 28: 1 0 0 19 13 20 13:
Old : 28: 1 0 0 19 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 : 63.3 80.5 86.3 95.9 62.8 78.2 85.5 93.4
Old : 63.3 80.5 86.3 95.9 62.8 78.2 85.5 93.4
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 191,876: 2,625 0 0 189,251 191,876 191,876 191,876: 0 0
Old : 191,876: 2,625 0 0 189,251 191,876 191,876 191,876: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,479: 0 0 0 -1,479 -1,479 -1,479 -1,479: 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 : 29: 1 0 0 24 18 25 18:
Old : 29: 1 0 0 24 18 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 62.4 76.6 88.4 46.9 42.9 60.9 66.0
Old : 52.7 62.4 76.6 88.4 46.9 42.9 60.9 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO CINERGY HUB (REAL-TIME LMP) - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 23,063: 784 369 601 21,298 20,669 22,683 21,639: 380 1,424
Old : 23,063: 784 369 601 21,298 20,669 22,683 21,639: 380 1,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,086: -86 -23 44 -1,042 -1,083 -1,084 -1,062: -2 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.6 2.6 92.3 89.6 98.4 93.8: 1.6 6.2
Old : 100.0: 3.4 1.6 2.6 92.3 89.6 98.4 93.8: 1.6 6.2
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 : 33: 1 2 1 27 25 28 28:
Old : 33: 1 2 1 27 25 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 54.4 56.0 73.5 22.7 47.9 39.9 56.4
Old : 33.7 54.4 56.0 73.5 22.7 47.9 39.9 56.4
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 2,930,406: 0 302,651 286,010 2,644,396 2,341,745 2,930,406 2,930,406: 0 0
Old : 2,930,406: 0 302,651 286,010 2,644,396 2,341,745 2,930,406 2,930,406: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -148,341: 0 -55,056 25,920 -174,261 -119,205 -148,341 -148,341: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.3 9.8 90.2 79.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.3 9.8 90.2 79.9 100.0 100.0: 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 : 44: 0 4 1 30 29 31 33:
Old : 44: 0 4 1 30 29 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 52.6 63.2 70.3 35.2 35.1 51.6 48.5
Old : 37.4 52.6 63.2 70.3 35.2 35.1 51.6 48.5
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 877,955: 17,460 71,512 67,873 792,602 738,528 877,935 877,913: 20 42
Old : 877,955: 17,460 71,512 67,873 792,602 738,528 877,935 877,913: 20 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -50,343: 7,428 -36,313 9,535 -67,326 -23,521 -50,363 -50,299: 20 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 8.1 7.7 90.3 84.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 8.1 7.7 90.3 84.1 100.0 100.0: 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 : 52: 2 6 5 39 30 45 37:
Old : 52: 2 6 5 39 30 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 : 34.3 45.2 59.2 67.2 33.7 36.7 56.2 54.8
Old : 34.3 45.2 59.2 67.2 33.7 36.7 56.2 54.8
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWH :
: : :
All : 2,084,201: 0 0 0 2,084,201 2,084,201 2,084,201 2,084,201: 0 0
Old : 2,084,201: 0 0 0 2,084,201 2,084,201 2,084,201 2,084,201: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -151,712: 0 0 0 -151,712 -151,712 -151,712 -151,712: 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 19 10 19 10:
Old : 25: 0 0 0 19 10 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 93.6 92.8 99.7 79.6 86.4 89.7 92.5
Old : 79.6 93.6 92.8 99.7 79.6 86.4 89.7 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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 614,515: 0 0 0 614,515 614,515 614,515 614,515: 0 0
Old : 614,515: 0 0 0 614,515 614,515 614,515 614,515: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -66,260: 0 0 0 -66,260 -66,260 -66,260 -66,260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 26 14 26 14:
Old : 31: 0 0 0 26 14 26 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 86.7 80.6 96.0 68.2 83.9 79.7 89.6
Old : 68.9 86.7 80.6 96.0 68.2 83.9 79.7 89.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 498,418: 109,808 0 20,719 367,891 477,699 498,418 498,418: 0 0
Old : 498,418: 109,808 0 20,719 367,891 477,699 498,418 498,418: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -12,549: -3,210 0 -2,310 -7,029 -10,239 -12,549 -12,549: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 0.0 4.2 73.8 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 22.0 0.0 4.2 73.8 95.8 100.0 100.0: 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 : 43: 3 0 2 32 27 35 29:
Old : 43: 3 0 2 32 27 35 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 55.3 65.0 75.5 41.0 49.1 55.3 63.5
Old : 46.2 55.3 65.0 75.5 41.0 49.1 55.3 63.5
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 36,595: 6,542 1,748 626 28,222 34,096 35,390 36,470: 1,205 125
Old : 36,595: 6,542 1,748 626 28,222 34,096 35,390 36,470: 1,205 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,945: 448 -348 -173 -2,386 -1,360 -2,111 -1,881: 166 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 4.8 1.7 77.1 93.2 96.7 99.7: 3.3 0.3
Old : 100.0: 17.9 4.8 1.7 77.1 93.2 96.7 99.7: 3.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 5 1 2 31 28 36 31:
Old : 42: 5 1 2 31 28 36 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 : 43.8 41.4 66.2 62.4 35.7 39.5 50.9 59.3
Old : 43.8 41.4 66.2 62.4 35.7 39.5 50.9 59.3
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 26,935: 7,742 492 1,228 17,965 25,215 26,935 26,935: 0 0
Old : 26,935: 7,742 492 1,228 17,965 25,215 26,935 26,935: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -2,107: -859 208 0 -1,248 -2,315 -2,107 -2,107: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 1.8 4.6 66.7 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 28.7 1.8 4.6 66.7 93.6 100.0 100.0: 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 2 1 19 9 21 12:
Old : 28: 2 2 1 19 9 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 91.4 85.2 97.6 61.4 86.9 75.4 89.1
Old : 66.8 91.4 85.2 97.6 61.4 86.9 75.4 89.1
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 216,676: 102,327 1,964 304 114,045 214,408 216,676 216,676: 0 0
Old : 216,676: 102,327 1,964 304 114,045 214,408 216,676 216,676: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -20,956: -11,432 700 304 -9,828 -21,960 -20,956 -20,956: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 0.9 0.1 52.6 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 47.2 0.9 0.1 52.6 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 : 22: 2 2 1 14 8 16 11:
Old : 22: 2 2 1 14 8 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 97.4 92.3 99.3 79.7 92.1 88.4 93.5
Old : 80.8 97.4 92.3 99.3 79.7 92.1 88.4 93.5
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 482,241: 4,288 21,668 16,705 461,248 443,868 482,241 482,241: 0 0
Old : 482,241: 4,288 21,668 16,705 461,248 443,868 482,241 482,241: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -26,223: -392 5,056 -784 -25,047 -30,495 -26,223 -26,223: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.5 3.5 95.6 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 4.5 3.5 95.6 92.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 3 1 23 18 25 21:
Old : 35: 1 3 1 23 18 25 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 : 59.5 77.0 77.2 92.4 59.5 68.8 71.4 80.2
Old : 59.5 77.0 77.2 92.4 59.5 68.8 71.4 80.2
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 30,187: 6,178 0 315 23,420 29,492 29,913 29,807: 274 380
Old : 30,187: 6,178 0 315 23,420 29,492 29,913 29,807: 274 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,618: 21 0 0 -1,128 -1,596 -1,107 -1,596: -511 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.0 1.0 77.6 97.7 99.1 98.7: 0.9 1.3
Old : 100.0: 20.5 0.0 1.0 77.6 97.7 99.1 98.7: 0.9 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 : 33: 3 0 1 24 22 27 23:
Old : 33: 3 0 1 24 22 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 : 48.0 68.5 73.9 87.0 41.2 45.6 53.2 60.5
Old : 48.0 68.5 73.9 87.0 41.2 45.6 53.2 60.5
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 6,454: 0 1,038 0 6,057 5,141 6,057 6,179: 397 275
Old : 6,454: 0 1,038 0 6,057 5,141 6,057 6,179: 397 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,101: 0 22 -44 -945 -1,057 -989 -1,079: -112 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.1 0.0 93.8 79.7 93.8 95.7: 6.2 4.3
Old : 100.0: 0.0 16.1 0.0 93.8 79.7 93.8 95.7: 6.2 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 0 15 11 15 14:
Old : 23: 0 3 0 15 11 15 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 : 61.0 63.9 84.2 86.3 46.8 50.0 61.3 66.6
Old : 61.0 63.9 84.2 86.3 46.8 50.0 61.3 66.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,378: 1,189 600 124 15,789 16,486 17,102 17,210: 276 168
Old : 17,378: 1,189 600 124 15,789 16,486 17,102 17,210: 276 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -581: -22 0 20 -514 -601 -516 -581: -65 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.5 0.7 90.9 94.9 98.4 99.0: 1.6 1.0
Old : 100.0: 6.8 3.5 0.7 90.9 94.9 98.4 99.0: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 19 21 24 23:
Old : 29: 3 2 2 19 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 50.6 74.0 71.1 40.8 45.8 55.0 56.6
Old : 53.3 50.6 74.0 71.1 40.8 45.8 55.0 56.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 249,318: 43,568 0 704 205,046 248,614 249,318 249,318: 0 0
Old : 249,318: 43,568 0 704 205,046 248,614 249,318 249,318: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -9,795: -1,568 0 -392 -7,835 -9,403 -9,795 -9,795: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.0 0.3 82.2 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 17.5 0.0 0.3 82.2 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 : 28: 3 0 1 16 17 19 18:
Old : 28: 3 0 1 16 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 70.0 81.3 86.4 58.3 63.2 72.2 74.7
Old : 59.3 70.0 81.3 86.4 58.3 63.2 72.2 74.7
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,301: 2,228 0 207 12,572 15,011 15,007 15,218: 294 83
Old : 15,301: 2,228 0 207 12,572 15,011 15,007 15,218: 294 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,325: -242 0 -24 -1,035 -1,256 -1,301 -1,280: -24 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 0.0 1.4 82.2 98.1 98.1 99.5: 1.9 0.5
Old : 100.0: 14.6 0.0 1.4 82.2 98.1 98.1 99.5: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 7 0 3 18 24 25 27:
Old : 34: 7 0 3 18 24 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 46.4 64.0 66.4 34.2 38.8 46.9 51.6
Old : 46.6 46.4 64.0 66.4 34.2 38.8 46.9 51.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 166,958: 6,545 0 352 160,061 166,606 166,958 166,958: 0 0
Old : 166,958: 6,545 0 352 160,061 166,606 166,958 166,958: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -16,763: -24 0 -392 -16,347 -16,371 -16,763 -16,763: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 0.2 95.9 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 0.0 0.2 95.9 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 1 22 20 23 21:
Old : 30: 1 0 1 22 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 63.3 87.3 80.4 67.1 62.7 79.6 76.2
Old : 70.8 63.3 87.3 80.4 67.1 62.7 79.6 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,338: 0 3,503 1,766 19,572 16,069 21,338 21,338: 0 0
Old : 21,338: 0 3,503 1,766 19,572 16,069 21,338 21,338: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 127: 0 25 0 127 102 127 127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.4 8.3 91.7 75.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 16.4 8.3 91.7 75.3 100.0 100.0: 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 : 24: 0 1 1 17 16 18 17:
Old : 24: 0 1 1 17 16 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 71.4 87.4 91.2 56.7 51.1 67.9 68.6
Old : 62.7 71.4 87.4 91.2 56.7 51.1 67.9 68.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 154,757: 7,058 0 654 147,045 154,103 154,757 154,757: 0 0
Old : 154,757: 7,058 0 654 147,045 154,103 154,757 154,757: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 2,881: 0 0 0 2,881 2,881 2,881 2,881: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.4 95.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 0.0 0.4 95.0 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 12 14 13 15:
Old : 22: 1 0 1 12 14 13 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 : 69.5 67.7 91.3 91.6 59.0 52.2 75.1 74.4
Old : 69.5 67.7 91.3 91.6 59.0 52.2 75.1 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 802,818: 0 34,220 0 802,818 768,598 802,818 802,818: 0 0
Old : 802,818: 0 34,220 0 802,818 768,598 802,818 802,818: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -10,699: 0 -7,840 0 -10,699 -2,859 -10,699 -10,699: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.3 0.0 100.0 95.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 18 14 18 15:
Old : 26: 0 1 0 18 14 18 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 : 66.1 72.1 83.0 90.4 61.5 68.3 74.7 82.0
Old : 66.1 72.1 83.0 90.4 61.5 68.3 74.7 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 227,340: 2,150 3,225 0 225,190 224,115 227,340 227,340: 0 0
Old : 227,340: 2,150 3,225 0 225,190 224,115 227,340 227,340: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -5,500: 2,150 0 0 -7,650 -5,500 -5,500 -5,500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.4 0.0 99.1 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 1.4 0.0 99.1 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 21 14 22 15:
Old : 29: 1 1 0 21 14 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 70.3 78.7 89.8 56.9 64.8 69.8 79.1
Old : 61.2 70.3 78.7 89.8 56.9 64.8 69.8 79.1
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 Mwh :
: : :
All : 289,830: 0 6,425 0 289,830 283,405 289,830 289,830: 0 0
Old : 289,830: 0 6,425 0 289,830 283,405 289,830 289,830: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -13,645: 0 6,425 0 -13,645 -20,070 -13,645 -13,645: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.2 0.0 100.0 97.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 22 11 22 12:
Old : 28: 0 1 0 22 11 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 89.0 78.7 99.0 54.3 87.6 78.6 95.2
Old : 54.3 89.0 78.7 99.0 54.3 87.6 78.6 95.2
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 Mwh :
: : :
All : 1,019,775: 0 23,360 0 1,019,775 996,415 1,019,775 1,019,775: 0 0
Old : 1,019,775: 0 23,360 0 1,019,775 996,415 1,019,775 1,019,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -41,090: 0 23,360 0 -41,090 -64,450 -41,090 -41,090: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 100.0 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.3 0.0 100.0 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 : 23: 0 1 0 18 6 18 7:
Old : 23: 0 1 0 18 6 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 94.1 85.1 100.0 58.6 93.4 85.0 95.6
Old : 58.7 94.1 85.1 100.0 58.6 93.4 85.0 95.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 170,855: 0 0 0 170,855 170,855 170,855 170,855: 0 0
Old : 170,855: 0 0 0 170,855 170,855 170,855 170,855: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,730: 0 0 0 -1,730 -1,730 -1,730 -1,730: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 15 14 15 14:
Old : 22: 0 0 0 15 14 15 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 : 59.8 80.3 84.5 93.7 57.7 71.2 76.1 83.7
Old : 59.8 80.3 84.5 93.7 57.7 71.2 76.1 83.7
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mwh :
: : :
All : 640,210: 0 0 0 640,210 640,210 640,210 640,210: 0 0
Old : 640,210: 0 0 0 640,210 640,210 640,210 640,210: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -17,690: 0 0 0 -17,690 -17,690 -17,690 -17,690: 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 13 16 13:
Old : 21: 0 0 0 16 13 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 69.3 86.1 94.4 57.1 62.1 74.9 82.9
Old : 63.5 69.3 86.1 94.4 57.1 62.1 74.9 82.9
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 364,630: 0 1,100 1,050 363,580 362,480 364,630 364,630: 0 0
Old : 364,630: 0 1,100 1,050 363,580 362,480 364,630 364,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -25,205: 0 1,100 1,050 -26,255 -27,355 -25,205 -25,205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.3 99.7 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.3 0.3 99.7 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 : 27: 0 1 1 22 15 23 16:
Old : 27: 0 1 1 22 15 23 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 : 64.3 81.5 85.0 96.6 53.4 72.8 67.8 75.8
Old : 64.3 81.5 85.0 96.6 53.4 72.8 67.8 75.8
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,207,850: 0 0 0 1,207,850 1,207,850 1,207,850 1,207,850: 0 0
Old : 1,207,850: 0 0 0 1,207,850 1,207,850 1,207,850 1,207,850: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -87,336: 0 0 0 -87,336 -87,336 -87,336 -87,336: 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 21 14 21 14:
Old : 25: 0 0 0 21 14 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 87.4 87.9 97.5 61.6 78.4 74.1 81.5
Old : 67.6 87.4 87.9 97.5 61.6 78.4 74.1 81.5
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,876,338: 0 0 0 1,876,338 1,876,338 1,876,338 1,876,338: 0 0
Old : 1,876,338: 0 0 0 1,876,338 1,876,338 1,876,338 1,876,338: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -112,022: 0 0 0 -112,022 -112,022 -112,022 -112,022: 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 : 26: 0 0 0 21 9 21 9:
Old : 26: 0 0 0 21 9 21 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 : 79.8 95.2 91.0 99.9 75.4 93.7 86.5 94.4
Old : 79.8 95.2 91.0 99.9 75.4 93.7 86.5 94.4
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 509,070: 0 0 0 509,070 509,070 509,070 509,070: 0 0
Old : 509,070: 0 0 0 509,070 509,070 509,070 509,070: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -25,660: 0 0 0 -25,660 -25,660 -25,660 -25,660: 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 : 78.3 95.1 90.2 99.8 74.5 92.7 86.2 95.0
Old : 78.3 95.1 90.2 99.8 74.5 92.7 86.2 95.0
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 9,159,114: 132,034 0 0 9,027,080 9,159,114 9,159,114 9,159,114: 0 0
Old : 9,159,114: 132,034 0 0 9,027,080 9,159,114 9,159,114 9,159,114: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -380,268: -14,664 0 0 -365,604 -380,268 -380,268 -380,268: 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 : 47: 2 0 0 40 31 42 31:
Old : 47: 2 0 0 40 31 42 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 : 34.9 64.2 54.6 84.5 28.5 59.5 43.1 69.8
Old : 34.9 64.2 54.6 84.5 28.5 59.5 43.1 69.8
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 3,181,320: 39,525 0 3,150 3,138,645 3,178,170 3,181,320 3,181,320: 0 0
Old : 3,181,320: 39,525 0 3,150 3,138,645 3,178,170 3,181,320 3,181,320: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 10,495: -5,295 0 1,050 14,740 9,445 10,495 10,495: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.1 98.7 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.1 98.7 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 0 1 42 34 46 35:
Old : 55: 4 0 1 42 34 46 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 : 33.0 64.4 53.0 84.6 30.7 59.5 48.5 74.7
Old : 33.0 64.4 53.0 84.6 30.7 59.5 48.5 74.7
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 3,163,959: 501,983 199,531 107,781 2,554,195 2,856,647 3,163,959 3,163,959: 0 0
Old : 3,163,959: 501,983 199,531 107,781 2,554,195 2,856,647 3,163,959 3,163,959: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -130,624: -8,851 4,391 -8,561 -109,782 -124,674 -127,194 -128,844: -3,430 -1,780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 6.3 3.4 80.7 90.3 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 6.3 3.4 80.7 90.3 100.0 100.0: 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 : 67: 6 10 7 42 43 55 53:
Old : 67: 6 10 7 42 43 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 56.7 63.0 71.5 48.0 52.5 61.0 65.6
Old : 48.1 56.7 63.0 71.5 48.0 52.5 61.0 65.6
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MWh (Megawatt Hours) :
: : :
All : 6,835,882: 123,668 205,880 177,910 6,533,897 6,452,092 6,835,475 6,835,882: 407 0
Old : 6,835,882: 123,668 205,880 177,910 6,533,897 6,452,092 6,835,475 6,835,882: 407 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -115,222: 4,373 15,480 -6,272 -113,323 -124,430 -115,222 -115,222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.0 2.6 95.6 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 3.0 2.6 95.6 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 : 46: 4 2 2 35 30 39 34:
Old : 46: 4 2 2 35 30 39 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 : 48.7 73.6 66.2 83.7 48.7 67.6 61.9 74.9
Old : 48.7 73.6 66.2 83.7 48.7 67.6 61.9 74.9
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 631,790: 3,630 3,100 2,150 626,010 626,540 631,790 631,790: 0 0
Old : 631,790: 3,630 3,100 2,150 626,010 626,540 631,790 631,790: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -1,310: -2,200 -1,100 0 890 -210 -1,310 -1,310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.5 0.3 99.1 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.5 0.3 99.1 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 2 1 1 34 16 36 18:
Old : 38: 2 1 1 34 16 36 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.8 74.7 61.1 93.7 42.6 66.7 60.9 78.7
Old : 42.8 74.7 61.1 93.7 42.6 66.7 60.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 2,322,088: 7,040 0 0 2,315,048 2,322,088 2,322,088 2,322,088: 0 0
Old : 2,322,088: 7,040 0 0 2,315,048 2,322,088 2,322,088 2,322,088: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 207: -7,840 0 0 8,047 207 207 207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 30 15 31 15:
Old : 32: 1 0 0 30 15 31 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 74.4 61.5 92.9 35.5 64.7 55.3 71.9
Old : 39.3 74.4 61.5 92.9 35.5 64.7 55.3 71.9
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, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 127,700: 20,420 11,450 3,125 102,005 112,125 125,550 126,700: 2,150 1,000
Old : 127,700: 20,420 11,450 3,125 102,005 112,125 125,550 126,700: 2,150 1,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 8,825: 9,575 -880 -1,210 482 11,905 8,847 9,815: -22 -990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.0 2.4 79.9 87.8 98.3 99.2: 1.7 0.8
Old : 100.0: 16.0 9.0 2.4 79.9 87.8 98.3 99.2: 1.7 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 : 28: 3 1 2 19 18 22 21:
Old : 28: 3 1 2 19 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 45.2 79.9 70.2 42.7 43.5 57.5 61.0
Old : 57.7 45.2 79.9 70.2 42.7 43.5 57.5 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 253,849: 45,784 0 2,816 205,249 251,033 253,849 253,849: 0 0
Old : 253,849: 45,784 0 2,816 205,249 251,033 253,849 253,849: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 54,318: 20,704 -2,816 2,816 30,798 54,318 54,318 54,318: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 1.1 80.9 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 18.0 0.0 1.1 80.9 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 17 11 19 12:
Old : 24: 2 0 1 17 11 19 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 : 68.5 84.0 91.2 96.3 66.4 81.4 83.2 86.6
Old : 68.5 84.0 91.2 96.3 66.4 81.4 83.2 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 133,092: 1,100 15,737 3,520 128,472 113,835 133,092 133,092: 0 0
Old : 133,092: 1,100 15,737 3,520 128,472 113,835 133,092 133,092: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 152: -1,792 1,340 1,107 837 -2,295 152 152: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 11.8 2.6 96.5 85.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 11.8 2.6 96.5 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 : 36: 2 5 2 26 18 30 23:
Old : 36: 2 5 2 26 18 30 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 : 57.2 53.3 78.8 73.7 54.7 47.3 69.0 61.0
Old : 57.2 53.3 78.8 73.7 54.7 47.3 69.0 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : :
All : 260,523: 0 11,341 2,035 258,488 246,795 260,523 260,171: 0 352
Old : 260,523: 0 11,341 2,035 258,488 246,795 260,523 260,171: 0 352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: -13,073: 0 -7,915 2,035 -15,108 -7,193 -13,073 -13,073: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 0.8 99.2 94.7 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 4.4 0.8 99.2 94.7 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 13 17 14 19:
Old : 23: 0 2 1 13 17 14 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 : 81.7 57.8 97.1 82.3 76.6 55.6 77.5 70.6
Old : 81.7 57.8 97.1 82.3 76.6 55.6 77.5 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 2014
-------------------------------------------------------------------------------------------------------------------
: 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 : 103,523: 4,720 1,100 0 98,803 102,423 103,523 103,523: 0 0
Old : 103,523: 4,720 1,100 0 98,803 102,423 103,523 103,523: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2014 :
: 1,993: -330 0 0 2,389 1,993 2,059 1,993: -66 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.1 0.0 95.4 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 1.1 0.0 95.4 98.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 0 16 13 18 15:
Old : 25: 2 2 0 16 13 18 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 : 65.0 88.4 87.1 96.7 64.1 81.6 83.0 88.4
Old : 65.0 88.4 87.1 96.7 64.1 81.6 83.0 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2014