CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 18,083: 7,971 3,044 439 9,673 14,600 18,083 18,083: 0 0
Old : 18,083: 7,971 3,044 439 9,673 14,600 18,083 18,083: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -578: 302 345 -872 -8 -51 -578 -578: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.1 16.8 2.4 53.5 80.7 100.0 100.0: 0.0 0.0
Old : 100.0: 44.1 16.8 2.4 53.5 80.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 8 3 2 9 6 17 11:
Old : 22: 8 3 2 9 6 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 92.1 92.3 99.3 73.5 87.0 86.1 88.7
Old : 77.1 92.1 92.3 99.3 73.5 87.0 86.1 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 Regional Greenhouse Gas Initiative :
: : :
All : 7,337: 1,250 1,200 300 5,787 5,837 7,337 7,337: -0 0
Old : 7,337: 1,250 1,200 300 5,787 5,837 7,337 7,337: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,044: -775 175 -850 -419 -1,369 -2,044 -2,044: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 16.4 4.1 78.9 79.6 100.0 100.0: -0.0 0.0
Old : 100.0: 17.0 16.4 4.1 78.9 79.6 100.0 100.0: -0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 2 12 8 14 13:
Old : 20: 2 3 2 12 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 69.7 87.2 90.2 43.3 66.4 66.1 74.9
Old : 56.7 69.7 87.2 90.2 43.3 66.4 66.1 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,973,520: 1,077,657 152,578 1,132,402 2,727,307 3,671,674 4,937,366 4,956,654: 36,154 16,866
Old : 4,973,520: 1,077,657 152,578 1,132,402 2,727,307 3,671,674 4,937,366 4,956,654: 36,154 16,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -268,655: 24,043 5,177 -177,799 -114,381 -94,690 -268,137 -267,312: -518 -1,343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.1 22.8 54.8 73.8 99.3 99.7: 0.7 0.3
Old : 100.0: 21.7 3.1 22.8 54.8 73.8 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 : 204: 32 31 52 131 112 189 171:
Old : 204: 32 31 52 131 112 189 171:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.3 24.0 39.7 38.0 20.3 19.9 27.2 29.7
Old : 26.3 24.0 39.7 38.0 20.3 19.9 27.2 29.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,955,764: 32,165 38,928 798,471 1,124,284 1,117,431 1,954,920 1,954,830: 844 934
Old : 1,955,764: 32,165 38,928 798,471 1,124,284 1,117,431 1,954,920 1,954,830: 844 934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -355,072: -49,741 -18,635 -191,732 -113,693 -145,153 -355,166 -355,520: 93 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.0 40.8 57.5 57.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 2.0 40.8 57.5 57.1 100.0 100.0: 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 : 95: 14 26 34 50 54 87 91:
Old : 95: 14 26 34 50 54 87 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 40.3 65.2 63.3 6.2 5.2 7.2 6.5
Old : 40.8 40.3 65.2 63.3 6.2 5.2 7.2 6.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 268,589: 44,165 7,245 5,886 200,169 249,548 250,220 262,679: 18,369 5,910
Old : 268,589: 44,165 7,245 5,886 200,169 249,548 250,220 262,679: 18,369 5,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 4,964: -304 960 249 6,080 4,661 6,025 5,870: -1,061 -906
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.7 2.2 74.5 92.9 93.2 97.8: 6.8 2.2
Old : 100.0: 16.4 2.7 2.2 74.5 92.9 93.2 97.8: 6.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 2 7 29 31 39 38:
Old : 45: 8 2 7 29 31 39 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 : 43.3 60.6 63.4 74.7 41.2 57.3 58.3 66.6
Old : 43.3 60.6 63.4 74.7 41.2 57.3 58.3 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 146,662: 14,031 2,193 1,569 122,041 137,206 137,641 140,968: 9,021 5,694
Old : 146,662: 14,031 2,193 1,569 122,041 137,206 137,641 140,968: 9,021 5,694
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,381: 1,959 -1,164 -752 -1,686 -2,219 -479 -4,135: -902 2,754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 1.5 1.1 83.2 93.6 93.8 96.1: 6.2 3.9
Old : 100.0: 9.6 1.5 1.1 83.2 93.6 93.8 96.1: 6.2 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 : 39: 4 1 3 30 27 34 31:
Old : 39: 4 1 3 30 27 34 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 : 58.9 54.9 77.5 73.9 53.6 53.9 70.9 70.9
Old : 58.9 54.9 77.5 73.9 53.6 53.9 70.9 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 221,958: 31,607 7,356 6,280 174,183 198,654 212,070 212,290: 9,888 9,668
Old : 221,958: 31,607 7,356 6,280 174,183 198,654 212,070 212,290: 9,888 9,668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,525: -2,361 -1,467 -1 1,424 -2,087 -938 -3,555: -1,587 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 3.3 2.8 78.5 89.5 95.5 95.6: 4.5 4.4
Old : 100.0: 14.2 3.3 2.8 78.5 89.5 95.5 95.6: 4.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 3 3 22 24 27 28:
Old : 35: 3 3 3 22 24 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 45.3 73.4 64.6 51.0 44.6 62.7 60.2
Old : 54.2 45.3 73.4 64.6 51.0 44.6 62.7 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 825,220: 52,194 6,110 14,581 753,936 786,385 820,711 807,076: 4,509 18,144
Old : 825,220: 52,194 6,110 14,581 753,936 786,385 820,711 807,076: 4,509 18,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 8,850: -752 1,578 571 11,323 2,294 11,142 4,443: -2,292 4,407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.7 1.8 91.4 95.3 99.5 97.8: 0.5 2.2
Old : 100.0: 6.3 0.7 1.8 91.4 95.3 99.5 97.8: 0.5 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 : 58: 3 3 3 50 38 55 42:
Old : 58: 3 3 3 50 38 55 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 45.8 61.2 66.6 40.3 42.5 56.6 60.9
Old : 43.6 45.8 61.2 66.6 40.3 42.5 56.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 242,794: 26,003 15,573 2,025 201,014 217,934 229,042 235,532: 13,752 7,262
Old : 242,794: 26,003 15,573 2,025 201,014 217,934 229,042 235,532: 13,752 7,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,820: -785 0 274 2,990 1,276 2,479 1,550: -659 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 6.4 0.8 82.8 89.8 94.3 97.0: 5.7 3.0
Old : 100.0: 10.7 6.4 0.8 82.8 89.8 94.3 97.0: 5.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 3 23 26 27 31:
Old : 38: 4 2 3 23 26 27 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 : 37.9 53.0 62.4 73.6 35.0 40.0 52.2 56.8
Old : 37.9 53.0 62.4 73.6 35.0 40.0 52.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 231,527: 847 210 4,280 218,457 217,800 223,584 222,290: 7,943 9,237
Old : 231,527: 847 210 4,280 218,457 217,800 223,584 222,290: 7,943 9,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 6,465: -908 210 1,174 5,180 2,567 5,446 3,951: 1,019 2,514
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 1.8 94.4 94.1 96.6 96.0: 3.4 4.0
Old : 100.0: 0.4 0.1 1.8 94.4 94.1 96.6 96.0: 3.4 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 : 53: 3 1 3 37 35 40 39:
Old : 53: 3 1 3 37 35 40 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 44.3 67.3 66.1 48.9 43.7 64.5 62.8
Old : 50.1 44.3 67.3 66.1 48.9 43.7 64.5 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 95,995: 7,879 0 3,403 79,106 80,097 90,388 83,500: 5,607 12,495
Old : 95,995: 7,879 0 3,403 79,106 80,097 90,388 83,500: 5,607 12,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 3,313: -676 0 813 2,490 2,538 2,627 3,351: 686 -38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 3.5 82.4 83.4 94.2 87.0: 5.8 13.0
Old : 100.0: 8.2 0.0 3.5 82.4 83.4 94.2 87.0: 5.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 1 18 18 22 19:
Old : 29: 4 0 1 18 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 45.3 75.5 63.1 54.0 44.6 68.1 61.3
Old : 54.6 45.3 75.5 63.1 54.0 44.6 68.1 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 139,946: 10,643 8,405 15,069 104,824 108,741 130,536 132,215: 9,410 7,731
Old : 139,946: 10,643 8,405 15,069 104,824 108,741 130,536 132,215: 9,410 7,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,139: 362 -97 -326 -1,098 -495 -1,062 -918: -77 -221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 6.0 10.8 74.9 77.7 93.3 94.5: 6.7 5.5
Old : 100.0: 7.6 6.0 10.8 74.9 77.7 93.3 94.5: 6.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 4 22 23 27 28:
Old : 38: 3 3 4 22 23 27 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 41.3 70.9 63.4 46.3 35.1 56.6 53.1
Old : 51.5 41.3 70.9 63.4 46.3 35.1 56.6 53.1
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 16,657: 4,805 0 217 9,428 15,886 14,450 16,103: 2,207 554
Old : 16,657: 4,805 0 217 9,428 15,886 14,450 16,103: 2,207 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 360: 0 0 0 154 510 154 510: 206 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 0.0 1.3 56.6 95.4 86.8 96.7: 13.2 3.3
Old : 100.0: 28.8 0.0 1.3 56.6 95.4 86.8 96.7: 13.2 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 : 22: 6 0 1 13 12 19 13:
Old : 22: 6 0 1 13 12 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 81.5 64.6 90.1 42.6 73.8 59.4 78.8
Old : 45.9 81.5 64.6 90.1 42.6 73.8 59.4 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,295: 0 6,687 5,685 60,564 54,143 66,249 66,515: 10,046 9,780
Old : 76,295: 0 6,687 5,685 60,564 54,143 66,249 66,515: 10,046 9,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 27: 0 -137 -218 -123 -283 -341 -638: 368 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.8 7.5 79.4 71.0 86.8 87.2: 13.2 12.8
Old : 100.0: 0.0 8.8 7.5 79.4 71.0 86.8 87.2: 13.2 12.8
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 : 25: 0 2 2 17 16 19 18:
Old : 25: 0 2 2 17 16 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 : 46.8 42.2 66.5 70.4 45.4 37.1 61.1 60.2
Old : 46.8 42.2 66.5 70.4 45.4 37.1 61.1 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 183,784: 1,752 0 469 171,164 177,176 173,385 177,645: 10,399 6,139
Old : 183,784: 1,752 0 469 171,164 177,176 173,385 177,645: 10,399 6,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 8,102: 154 0 -84 8,055 8,179 8,125 8,095: -23 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.3 93.1 96.4 94.3 96.7: 5.7 3.3
Old : 100.0: 1.0 0.0 0.3 93.1 96.4 94.3 96.7: 5.7 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: 2 0 1 26 23 28 24:
Old : 37: 2 0 1 26 23 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 53.5 73.7 79.3 58.2 53.5 72.9 79.3
Old : 59.0 53.5 73.7 79.3 58.2 53.5 72.9 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,314: 0 0 0 81,616 86,489 81,616 86,489: 10,698 5,825
Old : 92,314: 0 0 0 81,616 86,489 81,616 86,489: 10,698 5,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -464: 0 0 0 -464 -526 -464 -526: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.4 93.7 88.4 93.7: 11.6 6.3
Old : 100.0: 0.0 0.0 0.0 88.4 93.7 88.4 93.7: 11.6 6.3
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 : 28: 0 0 0 23 19 23 19:
Old : 28: 0 0 0 23 19 23 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 : 43.0 60.1 64.4 79.0 38.6 58.7 58.5 70.8
Old : 43.0 60.1 64.4 79.0 38.6 58.7 58.5 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 15,550: 570 570 0 14,559 13,520 15,129 14,090: 421 1,460
Old : 15,550: 570 570 0 14,559 13,520 15,129 14,090: 421 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.7 0.0 93.6 86.9 97.3 90.6: 2.7 9.4
Old : 100.0: 3.7 3.7 0.0 93.6 86.9 97.3 90.6: 2.7 9.4
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 : 22: 1 2 0 12 13 13 15:
Old : 22: 1 2 0 12 13 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 : 70.4 54.4 88.7 80.2 68.5 46.2 80.8 68.3
Old : 70.4 54.4 88.7 80.2 68.5 46.2 80.8 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 307,739: 7,686 5,999 1,587 288,645 290,814 297,918 298,400: 9,821 9,339
Old : 307,739: 7,686 5,999 1,587 288,645 290,814 297,918 298,400: 9,821 9,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 6,675: -596 -389 -216 6,508 6,822 5,696 6,217: 979 458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.9 0.5 93.8 94.5 96.8 97.0: 3.2 3.0
Old : 100.0: 2.5 1.9 0.5 93.8 94.5 96.8 97.0: 3.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 4 1 39 36 41 40:
Old : 54: 1 4 1 39 36 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.8 46.8 51.7 63.4 25.5 46.8 42.5 56.9
Old : 33.8 46.8 51.7 63.4 25.5 46.8 42.5 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,504: 2,842 21,982 1,157 76,404 55,012 80,403 78,151: 7,101 9,353
Old : 87,504: 2,842 21,982 1,157 76,404 55,012 80,403 78,151: 7,101 9,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,731: 2,684 3,860 -703 2,252 -512 4,233 2,645: -1,502 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 25.1 1.3 87.3 62.9 91.9 89.3: 8.1 10.7
Old : 100.0: 3.2 25.1 1.3 87.3 62.9 91.9 89.3: 8.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 4 3 19 15 23 20:
Old : 29: 2 4 3 19 15 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 34.2 76.5 60.5 53.3 30.7 71.2 53.6
Old : 54.9 34.2 76.5 60.5 53.3 30.7 71.2 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,401: 1,938 2,300 1,860 65,642 66,823 69,440 70,983: 8,961 7,418
Old : 78,401: 1,938 2,300 1,860 65,642 66,823 69,440 70,983: 8,961 7,418
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,477: -664 92 321 2,696 1,328 2,353 1,741: 124 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.9 2.4 83.7 85.2 88.6 90.5: 11.4 9.5
Old : 100.0: 2.5 2.9 2.4 83.7 85.2 88.6 90.5: 11.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 14 15 15 17:
Old : 20: 1 1 1 14 15 15 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 : 63.2 59.7 81.2 79.1 58.4 59.3 71.1 75.5
Old : 63.2 59.7 81.2 79.1 58.4 59.3 71.1 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,462: 9,785 15,360 2,132 108,939 100,528 120,856 118,020: 1,606 4,442
Old : 122,462: 9,785 15,360 2,132 108,939 100,528 120,856 118,020: 1,606 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 15,111: 1,096 3,018 -348 14,422 12,570 15,170 15,240: -59 -129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 12.5 1.7 89.0 82.1 98.7 96.4: 1.3 3.6
Old : 100.0: 8.0 12.5 1.7 89.0 82.1 98.7 96.4: 1.3 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 : 56: 7 6 2 23 27 32 33:
Old : 56: 7 6 2 23 27 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 49.5 81.7 68.2 63.4 43.6 70.9 58.5
Old : 72.0 49.5 81.7 68.2 63.4 43.6 70.9 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,292: 20,270 13,538 6,976 73,852 80,863 101,098 101,377: 1,194 915
Old : 102,292: 20,270 13,538 6,976 73,852 80,863 101,098 101,377: 1,194 915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 15,724: 1,382 3,665 -515 14,584 12,428 15,451 15,578: 273 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 13.2 6.8 72.2 79.1 98.8 99.1: 1.2 0.9
Old : 100.0: 19.8 13.2 6.8 72.2 79.1 98.8 99.1: 1.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 12 6 5 32 36 48 43:
Old : 74: 12 6 5 32 36 48 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 : 37.6 47.5 56.9 62.6 35.1 42.0 53.8 54.7
Old : 37.6 47.5 56.9 62.6 35.1 42.0 53.8 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,701: 0 24 186 41,897 40,856 42,083 41,066: 1,618 2,635
Old : 43,701: 0 24 186 41,897 40,856 42,083 41,066: 1,618 2,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 3,580: 0 24 186 3,549 2,890 3,735 3,100: -155 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.4 95.9 93.5 96.3 94.0: 3.7 6.0
Old : 100.0: 0.0 0.1 0.4 95.9 93.5 96.3 94.0: 3.7 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 1 1 17 23 18 24:
Old : 33: 0 1 1 17 23 18 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 : 72.1 65.8 86.1 79.4 71.1 65.8 83.4 78.6
Old : 72.1 65.8 86.1 79.4 71.1 65.8 83.4 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,710: 210 4,048 30 98,887 95,587 99,127 99,665: 12,583 12,045
Old : 111,710: 210 4,048 30 98,887 95,587 99,127 99,665: 12,583 12,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -160: -90 0 30 3,170 -113 3,110 -83: -3,270 -77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.6 0.0 88.5 85.6 88.7 89.2: 11.3 10.8
Old : 100.0: 0.2 3.6 0.0 88.5 85.6 88.7 89.2: 11.3 10.8
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 : 33: 1 1 1 29 24 30 26:
Old : 33: 1 1 1 29 24 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 44.2 57.6 66.0 27.7 29.2 35.2 41.6
Old : 38.7 44.2 57.6 66.0 27.7 29.2 35.2 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 17,055: 6,621 851 0 7,983 15,383 14,604 16,234: 2,451 821
Old : 17,055: 6,621 851 0 7,983 15,383 14,604 16,234: 2,451 821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 338: 30 -90 0 278 188 308 98: 30 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 5.0 0.0 46.8 90.2 85.6 95.2: 14.4 4.8
Old : 100.0: 38.8 5.0 0.0 46.8 90.2 85.6 95.2: 14.4 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 : 22: 2 2 0 7 11 9 13:
Old : 22: 2 2 0 7 11 9 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 : 63.7 53.0 84.0 81.6 63.7 53.0 84.0 81.6
Old : 63.7 53.0 84.0 81.6 63.7 53.0 84.0 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,284: 0 3,508 1,924 93,147 85,059 95,071 90,491: 8,213 12,793
Old : 103,284: 0 3,508 1,924 93,147 85,059 95,071 90,491: 8,213 12,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 864: 0 183 319 305 272 624 774: 240 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.9 90.2 82.4 92.0 87.6: 8.0 12.4
Old : 100.0: 0.0 3.4 1.9 90.2 82.4 92.0 87.6: 8.0 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 19 18 20 20:
Old : 27: 0 2 1 19 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 43.7 73.2 65.8 44.2 41.8 57.0 49.2
Old : 52.1 43.7 73.2 65.8 44.2 41.8 57.0 49.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,745: 4,037 1 1,156 57,692 63,266 62,885 64,423: 8,860 7,322
Old : 71,745: 4,037 1 1,156 57,692 63,266 62,885 64,423: 8,860 7,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -762: 0 -88 32 -2,893 -706 -2,861 -762: 2,099 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 1.6 80.4 88.2 87.7 89.8: 12.3 10.2
Old : 100.0: 5.6 0.0 1.6 80.4 88.2 87.7 89.8: 12.3 10.2
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 1 14 11 17 12:
Old : 20: 2 1 1 14 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 61.4 80.7 83.3 65.4 55.9 73.1 74.2
Old : 67.3 61.4 80.7 83.3 65.4 55.9 73.1 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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,536: 3,048 0 213 68,081 72,918 71,342 73,131: 5,194 3,405
Old : 76,536: 3,048 0 213 68,081 72,918 71,342 73,131: 5,194 3,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,275: -151 0 0 -1,061 -1,335 -1,212 -1,335: -63 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.3 89.0 95.3 93.2 95.6: 6.8 4.4
Old : 100.0: 4.0 0.0 0.3 89.0 95.3 93.2 95.6: 6.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 1 16 14 19 15:
Old : 21: 3 0 1 16 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 73.6 76.1 91.2 53.3 67.2 66.7 72.7
Old : 59.5 73.6 76.1 91.2 53.3 67.2 66.7 72.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,201: 4,179 426 0 20,047 23,183 24,226 23,609: 975 1,592
Old : 25,201: 4,179 426 0 20,047 23,183 24,226 23,609: 975 1,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 480: 217 -413 -217 240 1,140 240 510: 240 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.7 0.0 79.5 92.0 96.1 93.7: 3.9 6.3
Old : 100.0: 16.6 1.7 0.0 79.5 92.0 96.1 93.7: 3.9 6.3
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 : 22: 4 1 0 9 15 13 16:
Old : 22: 4 1 0 9 15 13 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 : 58.6 46.3 87.6 74.2 52.8 40.8 72.9 65.2
Old : 58.6 46.3 87.6 74.2 52.8 40.8 72.9 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,321: 0 3,626 773 107,928 109,903 108,701 114,302: 7,620 2,019
Old : 116,321: 0 3,626 773 107,928 109,903 108,701 114,302: 7,620 2,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 689: 0 -646 164 741 3,191 905 2,709: -216 -2,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.7 92.8 94.5 93.4 98.3: 6.6 1.7
Old : 100.0: 0.0 3.1 0.7 92.8 94.5 93.4 98.3: 6.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 14 16 15 18:
Old : 23: 0 2 1 14 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 75.9 78.1 88.0 59.4 67.9 74.6 78.9
Old : 60.5 75.9 78.1 88.0 59.4 67.9 74.6 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 296,992: 3,527 59,756 6,303 266,935 218,873 276,765 284,932: 20,227 12,060
Old : 296,992: 3,527 59,756 6,303 266,935 218,873 276,765 284,932: 20,227 12,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,852: 1,386 2,106 -733 1,576 426 2,229 1,799: 623 1,053
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 20.1 2.1 89.9 73.7 93.2 95.9: 6.8 4.1
Old : 100.0: 1.2 20.1 2.1 89.9 73.7 93.2 95.9: 6.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 3 3 29 21 32 25:
Old : 39: 1 3 3 29 21 32 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 : 49.5 49.3 65.4 70.6 44.5 47.2 56.6 65.5
Old : 49.5 49.3 65.4 70.6 44.5 47.2 56.6 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,011: 7,880 310 124 25,277 32,243 33,281 32,677: 730 1,334
Old : 34,011: 7,880 310 124 25,277 32,243 33,281 32,677: 730 1,334
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 150: -30 0 0 -60 60 -90 60: 240 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.9 0.4 74.3 94.8 97.9 96.1: 2.1 3.9
Old : 100.0: 23.2 0.9 0.4 74.3 94.8 97.9 96.1: 2.1 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 : 28: 5 1 1 16 15 21 17:
Old : 28: 5 1 1 16 15 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 75.9 75.7 88.0 54.2 74.4 74.7 84.4
Old : 54.5 75.9 75.7 88.0 54.2 74.4 74.7 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,866: 5,670 0 0 38,328 45,672 43,998 45,672: 2,868 1,194
Old : 46,866: 5,670 0 0 38,328 45,672 43,998 45,672: 2,868 1,194
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 998: 120 0 0 632 880 752 880: 246 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 0.0 0.0 81.8 97.5 93.9 97.5: 6.1 2.5
Old : 100.0: 12.1 0.0 0.0 81.8 97.5 93.9 97.5: 6.1 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: 2 0 0 17 16 19 16:
Old : 28: 2 0 0 17 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 65.3 85.9 86.5 72.0 64.4 82.0 84.2
Old : 72.0 65.3 85.9 86.5 72.0 64.4 82.0 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 277,416: 4,290 36,084 3,858 256,377 229,715 264,525 269,657: 12,891 7,759
Old : 277,416: 4,290 36,084 3,858 256,377 229,715 264,525 269,657: 12,891 7,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,667: 0 -1,396 780 -991 1,660 -211 1,044: 2,878 1,623
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 13.0 1.4 92.4 82.8 95.4 97.2: 4.6 2.8
Old : 100.0: 1.5 13.0 1.4 92.4 82.8 95.4 97.2: 4.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 4 5 39 29 45 35:
Old : 51: 3 4 5 39 29 45 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 : 33.3 51.8 52.9 69.7 32.1 51.4 50.3 64.7
Old : 33.3 51.8 52.9 69.7 32.1 51.4 50.3 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 90,201: 8,895 0 0 76,550 86,654 85,445 86,654: 4,756 3,547
Old : 90,201: 8,895 0 0 76,550 86,654 85,445 86,654: 4,756 3,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 282: -150 0 0 923 280 773 280: -491 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 84.9 96.1 94.7 96.1: 5.3 3.9
Old : 100.0: 9.9 0.0 0.0 84.9 96.1 94.7 96.1: 5.3 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 : 29: 1 0 0 19 17 20 17:
Old : 29: 1 0 0 19 17 20 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 : 50.3 53.1 69.8 75.5 31.1 42.8 50.4 60.0
Old : 50.3 53.1 69.8 75.5 31.1 42.8 50.4 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 87,762: 0 1,472 0 80,872 83,022 80,872 84,494: 6,890 3,268
Old : 87,762: 0 1,472 0 80,872 83,022 80,872 84,494: 6,890 3,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 3,928: 0 1,472 0 3,508 2,818 3,508 4,290: 420 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 92.1 94.6 92.1 96.3: 7.9 3.7
Old : 100.0: 0.0 1.7 0.0 92.1 94.6 92.1 96.3: 7.9 3.7
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 : 25: 0 1 0 20 16 20 17:
Old : 25: 0 1 0 20 16 20 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 : 36.8 51.8 59.0 73.8 35.1 42.5 54.0 58.5
Old : 36.8 51.8 59.0 73.8 35.1 42.5 54.0 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 79,157: 2,430 1,257 660 65,642 72,755 68,732 74,672: 10,425 4,485
Old : 79,157: 2,430 1,257 660 65,642 72,755 68,732 74,672: 10,425 4,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,161: 965 -780 -71 1,156 3,989 2,050 3,138: -889 -1,977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.6 0.8 82.9 91.9 86.8 94.3: 13.2 5.7
Old : 100.0: 3.1 1.6 0.8 82.9 91.9 86.8 94.3: 13.2 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 18 15 21 16:
Old : 24: 2 1 1 18 15 21 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 : 54.2 72.2 69.7 84.8 52.9 64.6 65.9 76.7
Old : 54.2 72.2 69.7 84.8 52.9 64.6 65.9 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 154,005: 15,219 7,721 13,496 123,752 131,653 152,466 152,869: 1,538 1,135
Old : 154,005: 15,219 7,721 13,496 123,752 131,653 152,466 152,869: 1,538 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -827: -1,020 1,251 19 -168 -2,072 -1,168 -802: 341 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 5.0 8.8 80.4 85.5 99.0 99.3: 1.0 0.7
Old : 100.0: 9.9 5.0 8.8 80.4 85.5 99.0 99.3: 1.0 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 : 75: 9 8 12 52 55 64 72:
Old : 75: 9 8 12 52 55 64 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.1 27.2 51.1 43.2 19.3 18.5 31.3 30.9
Old : 31.1 27.2 51.1 43.2 19.3 18.5 31.3 30.9
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, April 1, 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 : 55,323: 5,103 325 1,592 48,628 53,406 55,323 55,323: -0 -0
Old : 55,323: 5,103 325 1,592 48,628 53,406 55,323 55,323: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -3,850: 516 -152 -624 -3,742 -3,074 -3,850 -3,850: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.6 2.9 87.9 96.5 100.0 100.0: -0.0 -0.0
Old : 100.0: 9.2 0.6 2.9 87.9 96.5 100.0 100.0: -0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 2 3 26 21 30 24:
Old : 33: 2 2 3 26 21 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 54.3 91.5 78.6 68.4 53.5 81.7 72.7
Old : 71.3 54.3 91.5 78.6 68.4 53.5 81.7 72.7
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, April 1, 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 : 427,279: 1,334 0 26,071 399,874 401,208 427,279 427,279: 0 0
Old : 427,279: 1,334 0 26,071 399,874 401,208 427,279 427,279: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -30,667: 374 -7,675 1,124 -32,165 -24,116 -30,667 -30,667: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 6.1 93.6 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 6.1 93.6 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 : 32: 3 0 3 21 24 24 27:
Old : 32: 3 0 3 21 24 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 57.8 79.0 80.9 51.2 52.3 65.1 64.9
Old : 57.7 57.8 79.0 80.9 51.2 52.3 65.1 64.9
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, April 1, 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 : 1,524,067: 39,866 14,356 53,333 1,429,733 1,453,614 1,522,931 1,521,303: 1,136 2,764
Old : 1,524,067: 39,866 14,356 53,333 1,429,733 1,453,614 1,522,931 1,521,303: 1,136 2,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -18,782: 4,035 -3,905 1,113 -23,929 -17,618 -18,782 -20,410: -0 1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.9 3.5 93.8 95.4 99.9 99.8: 0.1 0.2
Old : 100.0: 2.6 0.9 3.5 93.8 95.4 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 3 4 42 43 49 49:
Old : 61: 6 3 4 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 : 44.6 41.0 65.9 57.6 37.2 37.1 51.1 48.1
Old : 44.6 41.0 65.9 57.6 37.2 37.1 51.1 48.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 50,723: 411 9,384 4,844 45,468 36,495 50,723 50,723: 0 0
Old : 50,723: 411 9,384 4,844 45,468 36,495 50,723 50,723: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -435: 153 -162 263 -254 324 162 425: -597 -860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 18.5 9.5 89.6 72.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 18.5 9.5 89.6 72.0 100.0 100.0: 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 : 37: 4 4 3 23 23 28 29:
Old : 37: 4 4 3 23 23 28 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 52.6 76.9 76.4 32.3 38.6 48.5 48.2
Old : 48.5 52.6 76.9 76.4 32.3 38.6 48.5 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 314,991: 624 25,220 29,390 284,977 260,381 314,991 314,991: 0 0
Old : 314,991: 624 25,220 29,390 284,977 260,381 314,991 314,991: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,248: 320 0 0 -2,568 -2,248 -2,248 -2,248: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.0 9.3 90.5 82.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 8.0 9.3 90.5 82.7 100.0 100.0: 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 : 27: 1 2 3 18 15 21 18:
Old : 27: 1 2 3 18 15 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 68.9 85.4 91.6 57.5 54.2 72.5 73.8
Old : 62.4 68.9 85.4 91.6 57.5 54.2 72.5 73.8
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 686,704: 39,320 0 12,409 634,975 674,295 686,704 686,704: 0 0
Old : 686,704: 39,320 0 12,409 634,975 674,295 686,704 686,704: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 58,129: -4,263 0 1,943 60,449 56,186 58,129 58,129: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 1.8 92.5 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 0.0 1.8 92.5 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 0 1 27 28 31 29:
Old : 40: 4 0 1 27 28 31 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 47.4 75.2 71.7 33.1 28.7 40.0 41.5
Old : 48.9 47.4 75.2 71.7 33.1 28.7 40.0 41.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 62,410: 8,115 0 3,212 50,448 57,735 61,775 60,947: 635 1,463
Old : 62,410: 8,115 0 3,212 50,448 57,735 61,775 60,947: 635 1,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 3,660: 1,195 -86 -92 2,346 4,349 3,449 4,171: 211 -511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 5.1 80.8 92.5 99.0 97.7: 1.0 2.3
Old : 100.0: 13.0 0.0 5.1 80.8 92.5 99.0 97.7: 1.0 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: 6 0 3 28 28 34 31:
Old : 39: 6 0 3 28 28 34 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 : 47.5 54.2 71.7 70.1 39.9 49.0 54.7 57.7
Old : 47.5 54.2 71.7 70.1 39.9 49.0 54.7 57.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 mwh :
: : :
All : 3,329,258: 0 0 0 3,329,258 3,329,258 3,329,258 3,329,258: 0 0
Old : 3,329,258: 0 0 0 3,329,258 3,329,258 3,329,258 3,329,258: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -182,880: 0 0 0 -182,880 -182,880 -182,880 -182,880: 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 : 32: 0 0 0 24 12 24 12:
Old : 32: 0 0 0 24 12 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 92.2 82.8 98.2 55.6 92.1 81.4 96.3
Old : 57.0 92.2 82.8 98.2 55.6 92.1 81.4 96.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 1,269,150: 0 100 2,100 1,266,000 1,266,950 1,268,100 1,269,150: 1,050 0
Old : 1,269,150: 0 100 2,100 1,266,000 1,266,950 1,268,100 1,269,150: 1,050 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -46,850: 0 0 0 -47,900 -46,850 -47,900 -46,850: 1,050 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.2 99.8 99.8 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 0.0 0.2 99.8 99.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 1 26 14 27 15:
Old : 36: 0 1 1 26 14 27 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 : 55.0 94.7 80.1 98.1 54.6 91.6 79.7 94.2
Old : 55.0 94.7 80.1 98.1 54.6 91.6 79.7 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 870,680: 0 51,040 0 870,680 819,640 870,680 870,680: 0 0
Old : 870,680: 0 51,040 0 870,680 819,640 870,680 870,680: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 21,760: 0 12,240 0 21,760 9,520 21,760 21,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 0.0 100.0 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.9 0.0 100.0 94.1 100.0 100.0: 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 : 29: 0 1 0 16 17 16 18:
Old : 29: 0 1 0 16 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 58.6 88.5 82.1 59.4 58.6 83.4 80.4
Old : 64.5 58.6 88.5 82.1 59.4 58.6 83.4 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 290,816: 12,968 384 3,128 274,720 286,896 290,816 290,408: 0 408
Old : 290,816: 12,968 384 3,128 274,720 286,896 290,816 290,408: 0 408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -736: 1,608 384 0 -1,936 -1,120 -328 -736: -408 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.1 1.1 94.5 98.7 100.0 99.9: 0.0 0.1
Old : 100.0: 4.5 0.1 1.1 94.5 98.7 100.0 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 : 32: 3 1 1 20 17 23 19:
Old : 32: 3 1 1 20 17 23 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 : 47.1 66.7 71.1 87.2 40.1 55.7 58.3 69.3
Old : 47.1 66.7 71.1 87.2 40.1 55.7 58.3 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 12,620: 2,983 364 172 9,103 11,537 12,258 12,073: 362 547
Old : 12,620: 2,983 364 172 9,103 11,537 12,258 12,073: 362 547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -83: 386 44 0 -469 -609 -83 -565: 0 482
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 2.9 1.4 72.1 91.4 97.1 95.7: 2.9 4.3
Old : 100.0: 23.6 2.9 1.4 72.1 91.4 97.1 95.7: 2.9 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 : 29: 4 3 3 14 16 20 20:
Old : 29: 4 3 3 14 16 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 52.1 72.1 77.9 44.9 45.4 64.6 62.1
Old : 47.6 52.1 72.1 77.9 44.9 45.4 64.6 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5MWh :
: : :
All : 1,261,690: 215,790 8,140 39,750 1,006,150 1,213,800 1,261,690 1,261,690: 0 0
Old : 1,261,690: 215,790 8,140 39,750 1,006,150 1,213,800 1,261,690 1,261,690: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 58,080: 54,400 0 0 3,680 58,080 58,080 58,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.6 3.2 79.7 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 17.1 0.6 3.2 79.7 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 11 12 13 14:
Old : 21: 2 1 1 11 12 13 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 : 59.0 60.5 84.7 85.7 55.9 58.6 74.9 76.5
Old : 59.0 60.5 84.7 85.7 55.9 58.6 74.9 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 336,245: 7,450 17,200 0 328,795 319,045 336,245 336,245: 0 0
Old : 336,245: 7,450 17,200 0 328,795 319,045 336,245 336,245: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 14,000: 0 2,050 0 14,000 11,950 14,000 14,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.1 0.0 97.8 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 5.1 0.0 97.8 94.9 100.0 100.0: 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 : 32: 1 1 0 21 16 22 17:
Old : 32: 1 1 0 21 16 22 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 : 60.9 66.6 83.1 84.1 59.0 65.0 78.9 82.5
Old : 60.9 66.6 83.1 84.1 59.0 65.0 78.9 82.5
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, April 1, 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 : 207,362: 830 0 1,795 204,737 205,567 207,362 207,362: 0 0
Old : 207,362: 830 0 1,795 204,737 205,567 207,362 207,362: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 550: -220 0 220 550 330 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.9 98.7 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.0 0.9 98.7 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 23 17 24 18:
Old : 28: 1 0 1 23 17 24 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 : 49.7 60.1 72.1 88.4 44.2 40.1 58.5 64.4
Old : 49.7 60.1 72.1 88.4 44.2 40.1 58.5 64.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,128: 874 149 576 20,380 19,932 21,830 20,657: 298 1,471
Old : 22,128: 874 149 576 20,380 19,932 21,830 20,657: 298 1,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -387: 22 -286 0 -366 51 -344 -235: -43 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.7 2.6 92.1 90.1 98.7 93.4: 1.3 6.6
Old : 100.0: 3.9 0.7 2.6 92.1 90.1 98.7 93.4: 1.3 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 : 34: 3 1 2 27 22 30 25:
Old : 34: 3 1 2 27 22 30 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 : 35.1 56.5 55.9 75.9 25.7 50.6 41.6 56.0
Old : 35.1 56.5 55.9 75.9 25.7 50.6 41.6 56.0
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, April 1, 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 : 3,004,472: 2,334 313,762 284,533 2,717,605 2,406,177 3,004,472 3,004,472: 0 0
Old : 3,004,472: 2,334 313,762 284,533 2,717,605 2,406,177 3,004,472 3,004,472: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 55,036: 0 11,780 -1,960 56,996 45,216 55,036 55,036: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 10.4 9.5 90.5 80.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 10.4 9.5 90.5 80.1 100.0 100.0: 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 : 43: 1 3 1 34 29 36 32:
Old : 43: 1 3 1 34 29 36 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 : 41.1 47.8 64.1 66.1 37.8 30.7 54.2 45.2
Old : 41.1 47.8 64.1 66.1 37.8 30.7 54.2 45.2
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, April 1, 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 : 929,869: 26,095 78,783 78,205 825,569 772,881 929,869 929,869: 0 0
Old : 929,869: 26,095 78,783 78,205 825,569 772,881 929,869 929,869: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 29,367: 3,080 12,764 -1,655 27,942 18,258 29,367 29,367: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 8.5 8.4 88.8 83.1 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 8.5 8.4 88.8 83.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 3 4 39 32 45 37:
Old : 50: 4 3 4 39 32 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 : 35.9 41.5 60.5 63.0 35.5 32.9 55.1 50.0
Old : 35.9 41.5 60.5 63.0 35.5 32.9 55.1 50.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWH :
: : :
All : 2,353,137: 0 0 0 2,353,137 2,353,137 2,353,137 2,353,137: 0 0
Old : 2,353,137: 0 0 0 2,353,137 2,353,137 2,353,137 2,353,137: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 97,360: 0 0 0 97,360 97,360 97,360 97,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 7 19 7:
Old : 24: 0 0 0 19 7 19 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 : 77.7 97.4 91.8 100.0 77.7 93.0 91.3 95.6
Old : 77.7 97.4 91.8 100.0 77.7 93.0 91.3 95.6
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 682,160: 0 1,100 0 682,160 681,060 682,160 682,160: 0 0
Old : 682,160: 0 1,100 0 682,160 681,060 682,160 682,160: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 28,850: 0 1,100 0 28,850 27,750 28,850 28,850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 24 15 24 16:
Old : 31: 0 1 0 24 15 24 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 : 70.8 91.8 83.4 97.0 70.5 87.6 82.1 91.4
Old : 70.8 91.8 83.4 97.0 70.5 87.6 82.1 91.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 522,107: 82,956 3,832 33,852 405,299 484,423 522,107 522,107: 0 0
Old : 522,107: 82,956 3,832 33,852 405,299 484,423 522,107 522,107: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,128: -622 816 2,208 -458 -1,896 1,128 1,128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.7 6.5 77.6 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 15.9 0.7 6.5 77.6 92.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 4 31 28 35 33:
Old : 42: 3 2 4 31 28 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 46.8 64.7 68.5 37.6 42.5 51.2 57.5
Old : 44.6 46.8 64.7 68.5 37.6 42.5 51.2 57.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 36,934: 4,529 1,830 2,066 29,362 32,975 35,957 36,871: 977 63
Old : 36,934: 4,529 1,830 2,066 29,362 32,975 35,957 36,871: 977 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 595: -248 21 344 499 230 595 595: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 5.0 5.6 79.5 89.3 97.4 99.8: 2.6 0.2
Old : 100.0: 12.3 5.0 5.6 79.5 89.3 97.4 99.8: 2.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 5 3 6 28 31 35 38:
Old : 45: 5 3 6 28 31 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 35.4 64.2 57.6 33.6 32.1 49.1 49.0
Old : 41.6 35.4 64.2 57.6 33.6 32.1 49.1 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,454: 5,384 0 1,228 15,842 21,226 22,454 22,454: 0 0
Old : 22,454: 5,384 0 1,228 15,842 21,226 22,454 22,454: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -873: -693 0 0 -180 -873 -873 -873: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.0 5.5 70.6 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 24.0 0.0 5.5 70.6 94.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 20 11 23 12:
Old : 27: 3 0 1 20 11 23 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 : 61.5 89.0 80.9 97.1 55.0 78.7 70.3 82.3
Old : 61.5 89.0 80.9 97.1 55.0 78.7 70.3 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 215,561: 92,007 656 2,736 120,818 212,169 215,561 215,561: 0 0
Old : 215,561: 92,007 656 2,736 120,818 212,169 215,561 215,561: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,856: 0 0 0 2,856 2,856 2,856 2,856: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 0.3 1.3 56.0 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 42.7 0.3 1.3 56.0 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 16 9 18 12:
Old : 23: 2 1 2 16 9 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 92.0 91.2 98.7 75.2 87.0 86.6 91.4
Old : 76.7 92.0 91.2 98.7 75.2 87.0 86.6 91.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 439,913: 3,936 17,988 17,457 418,520 404,468 439,913 439,913: 0 0
Old : 439,913: 3,936 17,988 17,457 418,520 404,468 439,913 439,913: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,712: 0 -800 0 2,712 3,512 2,712 2,712: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.1 4.0 95.1 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 4.1 4.0 95.1 91.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 21 17 23 19:
Old : 30: 1 2 1 21 17 23 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 74.5 75.0 90.2 56.4 68.0 68.1 79.1
Old : 58.5 74.5 75.0 90.2 56.4 68.0 68.1 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 24,598: 4,913 0 491 18,536 23,746 23,940 24,237: 658 361
Old : 24,598: 4,913 0 491 18,536 23,746 23,940 24,237: 658 361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -1,856: -1,029 0 216 -1,064 -2,072 -1,877 -1,856: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.0 2.0 75.4 96.5 97.3 98.5: 2.7 1.5
Old : 100.0: 20.0 0.0 2.0 75.4 96.5 97.3 98.5: 2.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 2 21 20 24 22:
Old : 30: 3 0 2 21 20 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 62.4 71.0 78.3 32.3 40.1 46.0 51.5
Old : 46.5 62.4 71.0 78.3 32.3 40.1 46.0 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,764: 1,554 582 107 15,482 16,501 17,143 17,190: 621 574
Old : 17,764: 1,554 582 107 15,482 16,501 17,143 17,190: 621 574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -353: 42 -314 0 -651 -60 -609 -374: 256 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.3 0.6 87.2 92.9 96.5 96.8: 3.5 3.2
Old : 100.0: 8.7 3.3 0.6 87.2 92.9 96.5 96.8: 3.5 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 2 17 19 22 21:
Old : 27: 4 1 2 17 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 51.0 66.9 73.1 39.2 42.3 51.4 54.3
Old : 46.6 51.0 66.9 73.1 39.2 42.3 51.4 54.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 248,547: 41,266 0 368 206,913 248,179 248,547 248,547: 0 0
Old : 248,547: 41,266 0 368 206,913 248,179 248,547 248,547: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 1,208: -752 0 368 1,592 840 1,208 1,208: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 0.1 83.2 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 16.6 0.0 0.1 83.2 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 : 28: 3 0 1 16 18 19 19:
Old : 28: 3 0 1 16 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 71.6 82.8 88.0 63.6 64.4 76.9 78.5
Old : 63.6 71.6 82.8 88.0 63.6 64.4 76.9 78.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,498: 1,968 0 427 10,867 12,730 13,262 13,157: 236 341
Old : 13,498: 1,968 0 427 10,867 12,730 13,262 13,157: 236 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -226: -34 0 342 -599 -696 -291 -354: 65 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 0.0 3.2 80.5 94.3 98.3 97.5: 1.7 2.5
Old : 100.0: 14.6 0.0 3.2 80.5 94.3 98.3 97.5: 1.7 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 : 31: 5 0 2 18 22 23 24:
Old : 31: 5 0 2 18 22 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 : 35.8 46.9 60.3 65.4 27.9 44.1 45.9 57.7
Old : 35.8 46.9 60.3 65.4 27.9 44.1 45.9 57.7
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 168,019: 12,981 0 407 154,631 167,612 168,019 168,019: 0 0
Old : 168,019: 12,981 0 407 154,631 167,612 168,019 168,019: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -33: 4,993 -407 407 -5,433 -33 -33 -33: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.2 92.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 7.7 0.0 0.2 92.0 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 0 1 23 20 26 21:
Old : 32: 3 0 1 23 20 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 66.6 81.1 81.1 55.5 65.0 73.8 76.3
Old : 58.3 66.6 81.1 81.1 55.5 65.0 73.8 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,934: 0 3,234 1,568 18,366 15,132 19,934 19,934: 0 0
Old : 19,934: 0 3,234 1,568 18,366 15,132 19,934 19,934: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -588: 0 -287 182 -770 -483 -588 -588: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.2 7.9 92.1 75.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 16.2 7.9 92.1 75.9 100.0 100.0: 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: 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 : 63.7 73.0 87.1 92.4 60.7 54.1 71.8 72.0
Old : 63.7 73.0 87.1 92.4 60.7 54.1 71.8 72.0
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 142,502: 8,320 0 0 134,182 142,502 142,502 142,502: 0 0
Old : 142,502: 8,320 0 0 134,182 142,502 142,502 142,502: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -9,165: 654 0 -654 -9,165 -8,511 -9,165 -9,165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 12 10 13 10:
Old : 20: 1 0 0 12 10 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 72.7 88.4 95.2 61.8 63.4 79.9 82.6
Old : 65.0 72.7 88.4 95.2 61.8 63.4 79.9 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 718,546: 0 23,660 0 718,546 688,781 718,546 712,441: 0 6,105
Old : 718,546: 0 23,660 0 718,546 688,781 718,546 712,441: 0 6,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -37,568: 0 0 0 -37,568 -43,673 -37,568 -43,673: 0 6,105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 100.0 95.9 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 3.3 0.0 100.0 95.9 100.0 99.2: 0.0 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 : 26: 0 1 0 17 14 17 15:
Old : 26: 0 1 0 17 14 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 : 74.9 63.8 89.0 86.2 69.4 59.1 81.5 79.1
Old : 74.9 63.8 89.0 86.2 69.4 59.1 81.5 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 218,730: 2,150 3,225 0 216,580 213,825 218,730 217,050: 0 1,680
Old : 218,730: 2,150 3,225 0 216,580 213,825 218,730 217,050: 0 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -9,515: 0 0 0 -9,515 -11,195 -9,515 -11,195: 0 1,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.5 0.0 99.0 97.8 100.0 99.2: 0.0 0.8
Old : 100.0: 1.0 1.5 0.0 99.0 97.8 100.0 99.2: 0.0 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: 1 1 0 18 14 19 15:
Old : 28: 1 1 0 18 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 65.6 84.0 87.9 62.3 60.8 74.7 79.7
Old : 66.5 65.6 84.0 87.9 62.3 60.8 74.7 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 Mwh :
: : :
All : 393,955: 1,050 23,525 0 392,275 370,430 393,325 393,955: 630 0
Old : 393,955: 1,050 23,525 0 392,275 370,430 393,325 393,955: 630 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 38,825: 0 0 0 38,195 38,825 38,195 38,825: 630 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 6.0 0.0 99.6 94.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.3 6.0 0.0 99.6 94.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 22 12 23 13:
Old : 30: 1 1 0 22 12 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 70.4 75.6 91.7 46.9 68.0 70.9 83.8
Old : 47.5 70.4 75.6 91.7 46.9 68.0 70.9 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 Mwh :
: : :
All : 1,358,775: 0 70,080 0 1,358,775 1,288,695 1,358,775 1,358,775: 0 0
Old : 1,358,775: 0 70,080 0 1,358,775 1,288,695 1,358,775 1,358,775: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 140,360: 0 0 0 140,360 140,360 140,360 140,360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 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 : 27: 0 1 0 20 10 20 11:
Old : 27: 0 1 0 20 10 20 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 : 46.7 75.2 73.2 95.6 45.8 71.8 69.1 86.3
Old : 46.7 75.2 73.2 95.6 45.8 71.8 69.1 86.3
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 199,250: 0 0 0 199,250 199,250 199,250 199,250: 0 0
Old : 199,250: 0 0 0 199,250 199,250 199,250 199,250: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 2,560: 0 0 0 2,560 2,560 2,560 2,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 17 13 17 13:
Old : 23: 0 0 0 17 13 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 73.8 80.6 95.6 58.2 71.7 76.2 88.2
Old : 58.8 73.8 80.6 95.6 58.2 71.7 76.2 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mwh :
: : :
All : 661,447: 0 0 0 661,447 661,447 661,447 661,447: 0 0
Old : 661,447: 0 0 0 661,447 661,447 661,447 661,447: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 9,328: 0 0 0 9,328 9,328 9,328 9,328: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 13 14 13:
Old : 20: 0 0 0 14 13 14 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 : 67.9 72.0 88.1 96.5 64.0 64.6 77.7 84.9
Old : 67.9 72.0 88.1 96.5 64.0 64.6 77.7 84.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 487,620: 0 3,250 1,050 482,370 482,795 483,420 487,095: 4,200 525
Old : 487,620: 0 3,250 1,050 482,370 482,795 483,420 487,095: 4,200 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 36,980: 0 2,150 0 32,780 34,305 32,780 36,455: 4,200 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.2 98.9 99.0 99.1 99.9: 0.9 0.1
Old : 100.0: 0.0 0.7 0.2 98.9 99.0 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 22 13 23 14:
Old : 26: 0 1 1 22 13 23 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 : 73.4 86.1 88.9 97.5 59.4 77.8 73.4 80.4
Old : 73.4 86.1 88.9 97.5 59.4 77.8 73.4 80.4
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,727,112: 0 0 0 1,723,042 1,725,077 1,723,042 1,725,077: 4,070 2,035
Old : 1,727,112: 0 0 0 1,723,042 1,725,077 1,723,042 1,725,077: 4,070 2,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 136,640: 0 0 0 132,570 134,605 132,570 134,605: 4,070 2,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 99.9 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 0.0 0.0 99.8 99.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 21 12 21 12:
Old : 24: 0 0 0 21 12 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 : 76.1 86.9 92.0 98.3 67.7 78.7 74.8 80.0
Old : 76.1 86.9 92.0 98.3 67.7 78.7 74.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 1,921,578: 0 0 0 1,910,996 1,921,578 1,910,996 1,921,578: 10,582 0
Old : 1,921,578: 0 0 0 1,910,996 1,921,578 1,910,996 1,921,578: 10,582 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 0: 0 0 0 -10,582 0 -10,582 0: 10,582 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 0.0 0.0 99.4 100.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 20 8 20 8:
Old : 24: 0 0 0 20 8 20 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 96.5 85.0 100.0 67.3 93.9 80.1 93.9
Old : 71.4 96.5 85.0 100.0 67.3 93.9 80.1 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 523,285: 0 0 0 521,080 523,075 521,080 523,075: 2,205 210
Old : 523,285: 0 0 0 521,080 523,075 521,080 523,075: 2,205 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 0: 0 0 0 -2,205 -210 -2,205 -210: 2,205 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 0.0 0.0 99.6 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 22 9 22 9:
Old : 26: 0 0 0 22 9 22 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 95.9 84.4 99.9 67.8 93.2 81.1 93.9
Old : 70.7 95.9 84.4 99.9 67.8 93.2 81.1 93.9
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All :10,054,499: 213,197 0 0 9,820,952 10,054,499 10,034,149 10,054,499: 20,350 0
Old :10,054,499: 213,197 0 0 9,820,952 10,054,499 10,034,149 10,054,499: 20,350 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 197,325: 3,290 0 0 173,685 197,325 176,975 197,325: 20,350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.7 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 2.1 0.0 0.0 97.7 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 0 0 38 33 41 33:
Old : 46: 3 0 0 38 33 41 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 : 34.5 61.6 53.3 82.2 26.9 57.3 41.3 69.5
Old : 34.5 61.6 53.3 82.2 26.9 57.3 41.3 69.5
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, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 3,485,769: 53,600 0 17,695 3,412,211 3,462,934 3,483,506 3,480,629: 2,263 5,140
Old : 3,485,769: 53,600 0 17,695 3,412,211 3,462,934 3,483,506 3,480,629: 2,263 5,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 76,390: -8,300 0 10,450 74,177 63,000 76,327 73,450: 63 2,940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.5 97.9 99.3 99.9 99.9: 0.1 0.1
Old : 100.0: 1.5 0.0 0.5 97.9 99.3 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 : 52: 3 0 2 41 35 44 37:
Old : 52: 3 0 2 41 35 44 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 : 31.9 62.6 50.8 81.8 28.1 58.5 45.2 72.2
Old : 31.9 62.6 50.8 81.8 28.1 58.5 45.2 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 3,232,159: 500,274 160,676 138,020 2,593,865 2,933,463 3,232,159 3,232,159: -0 -0
Old : 3,232,159: 500,274 160,676 138,020 2,593,865 2,933,463 3,232,159 3,232,159: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 38,328: -75 -4,316 2,091 36,311 40,553 38,328 38,328: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 5.0 4.3 80.3 90.8 100.0 100.0: -0.0 -0.0
Old : 100.0: 15.5 5.0 4.3 80.3 90.8 100.0 100.0: -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 : 69: 6 9 9 44 44 57 55:
Old : 69: 6 9 9 44 44 57 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 59.5 62.8 73.5 47.0 55.5 61.5 67.3
Old : 47.0 59.5 62.8 73.5 47.0 55.5 61.5 67.3
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, April 1, 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 : 7,377,761: 230,269 204,648 131,309 7,016,183 7,041,804 7,377,761 7,377,761: 0 0
Old : 7,377,761: 230,269 204,648 131,309 7,016,183 7,041,804 7,377,761 7,377,761: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 99,048: 0 0 0 99,048 99,048 99,048 99,048: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.8 1.8 95.1 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 2.8 1.8 95.1 95.4 100.0 100.0: 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 : 48: 5 2 2 34 31 39 35:
Old : 48: 5 2 2 34 31 39 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 : 46.7 71.4 65.2 82.7 44.7 67.2 58.0 75.2
Old : 46.7 71.4 65.2 82.7 44.7 67.2 58.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 MWh :
: : :
All : 606,367: 5,670 17,525 0 600,697 586,637 606,367 604,162: 0 2,205
Old : 606,367: 5,670 17,525 0 600,697 586,637 606,367 604,162: 0 2,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 6,790: 0 0 0 6,790 4,585 6,790 4,585: 0 2,205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.9 0.0 99.1 96.7 100.0 99.6: 0.0 0.4
Old : 100.0: 0.9 2.9 0.0 99.1 96.7 100.0 99.6: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 0 33 17 34 19:
Old : 37: 1 2 0 33 17 34 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 : 47.2 77.8 67.5 91.5 45.7 73.1 65.6 82.1
Old : 47.2 77.8 67.5 91.5 45.7 73.1 65.6 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 5 MWh :
: : :
All : 2,199,453: 16,280 35,190 0 2,182,359 2,152,053 2,198,639 2,187,243: 814 12,210
Old : 2,199,453: 16,280 35,190 0 2,182,359 2,152,053 2,198,639 2,187,243: 814 12,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 23,480: 0 0 0 22,666 11,270 22,666 11,270: 814 12,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.6 0.0 99.2 97.8 100.0 99.4: 0.0 0.6
Old : 100.0: 0.7 1.6 0.0 99.2 97.8 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 30 15 31 16:
Old : 34: 1 1 0 30 15 31 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 : 44.9 77.8 63.9 92.8 44.7 67.8 63.2 79.0
Old : 44.9 77.8 63.9 92.8 44.7 67.8 63.2 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 208,933: 29,125 10,650 3,290 174,418 194,993 206,833 208,933: 2,100 0
Old : 208,933: 29,125 10,650 3,290 174,418 194,993 206,833 208,933: 2,100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -975: -6,375 0 0 5,400 -975 -975 -975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 5.1 1.6 83.5 93.3 99.0 100.0: 1.0 0.0
Old : 100.0: 13.9 5.1 1.6 83.5 93.3 99.0 100.0: 1.0 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: 3 1 2 24 20 27 23:
Old : 31: 3 1 2 24 20 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 : 59.1 48.0 75.6 70.4 41.0 36.7 54.7 51.3
Old : 59.1 48.0 75.6 70.4 41.0 36.7 54.7 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 348,653: 88,986 0 4,494 255,173 344,159 348,653 348,653: 0 0
Old : 348,653: 88,986 0 4,494 255,173 344,159 348,653 348,653: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -760: 0 0 0 -760 -760 -760 -760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 0.0 1.3 73.2 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 25.5 0.0 1.3 73.2 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 17 13 19 14:
Old : 24: 2 0 1 17 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 69.7 78.0 90.2 51.1 66.6 68.4 77.4
Old : 54.7 69.7 78.0 90.2 51.1 66.6 68.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 226,464: 5,428 33,425 1,050 219,986 191,989 226,464 226,464: 0 0
Old : 226,464: 5,428 33,425 1,050 219,986 191,989 226,464 226,464: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: -2,458: 1,650 3,225 -22 -4,086 -5,661 -2,458 -2,458: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 14.8 0.5 97.1 84.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 14.8 0.5 97.1 84.8 100.0 100.0: 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 : 35: 2 3 2 29 21 32 25:
Old : 35: 2 3 2 29 21 32 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 52.5 62.5 75.1 34.7 48.2 50.9 63.5
Old : 39.0 52.5 62.5 75.1 34.7 48.2 50.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 627,694: 2,035 7,404 736 624,923 619,554 627,694 627,694: 0 0
Old : 627,694: 2,035 7,404 736 624,923 619,554 627,694 627,694: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 47,071: 0 -736 736 46,335 47,071 47,071 47,071: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 0.1 99.6 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.2 0.1 99.6 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 20 21 22 22:
Old : 30: 1 1 1 20 21 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 60.5 84.6 79.2 40.0 46.7 59.1 58.4
Old : 51.4 60.5 84.6 79.2 40.0 46.7 59.1 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 133,278: 4,455 8,600 0 128,823 124,678 133,278 133,278: 0 0
Old : 133,278: 4,455 8,600 0 128,823 124,678 133,278 133,278: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 550: 0 0 0 550 550 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 6.5 0.0 96.7 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 6.5 0.0 96.7 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 : 26: 2 2 0 16 12 18 14:
Old : 26: 2 2 0 16 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.3 73.8 88.0 94.6 67.3 69.0 85.4 88.6
Old : 67.3 73.8 88.0 94.6 67.3 69.0 85.4 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 1, 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 : 297,959: 23,320 0 0 274,639 297,959 297,959 297,959: 0 0
Old : 297,959: 23,320 0 0 274,639 297,959 297,959 297,959: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 25, 2014 :
: 41,645: 0 0 0 41,645 41,645 41,645 41,645: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 0.0 0.0 92.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 13 12 14 12:
Old : 20: 1 0 0 13 12 14 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 62.2 86.6 90.7 55.3 57.7 74.0 74.2
Old : 60.6 62.2 86.6 90.7 55.3 57.7 74.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 4, 2014