CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 19,997: 8,075 4,019 735 11,187 15,243 19,997 19,997: -0 0
Old : 19,997: 8,075 4,019 735 11,187 15,243 19,997 19,997: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 624: -7 35 307 324 282 624 624: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 20.1 3.7 55.9 76.2 100.0 100.0: -0.0 0.0
Old : 100.0: 40.4 20.1 3.7 55.9 76.2 100.0 100.0: -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 : 23: 8 3 2 9 7 17 12:
Old : 23: 8 3 2 9 7 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 : 76.8 89.9 90.7 98.7 73.5 85.7 85.9 88.8
Old : 76.8 89.9 90.7 98.7 73.5 85.7 85.9 88.8
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,873,884: 951,521 202,249 1,060,306 2,827,134 3,593,961 4,838,961 4,856,516: 34,923 17,368
Old : 4,873,884: 951,521 202,249 1,060,306 2,827,134 3,593,961 4,838,961 4,856,516: 34,923 17,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -73,552: -64,535 65,782 -72,076 59,564 -67,665 -77,047 -73,959: 3,495 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 4.1 21.8 58.0 73.7 99.3 99.6: 0.7 0.4
Old : 100.0: 19.5 4.1 21.8 58.0 73.7 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 212: 39 28 60 132 117 198 180:
Old : 212: 39 28 60 132 117 198 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.1 23.8 38.0 37.9 20.5 19.7 27.2 29.6
Old : 26.1 23.8 38.0 37.9 20.5 19.7 27.2 29.6
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,088,748: 29,203 32,945 870,369 1,188,706 1,184,819 2,088,279 2,088,133: 470 615
Old : 2,088,748: 29,203 32,945 870,369 1,188,706 1,184,819 2,088,279 2,088,133: 470 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -107,301: -3,963 -2,856 -36,030 -67,140 -68,356 -107,133 -107,241: -169 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.6 41.7 56.9 56.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 1.6 41.7 56.9 56.7 100.0 100.0: 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 : 99: 15 25 38 55 57 94 96:
Old : 99: 15 25 38 55 57 94 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 39.8 64.3 62.3 5.1 3.9 6.0 5.0
Old : 40.5 39.8 64.3 62.3 5.1 3.9 6.0 5.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 240,786: 26,904 7,911 8,964 189,747 216,151 225,615 233,026: 15,171 7,760
Old : 240,786: 26,904 7,911 8,964 189,747 216,151 225,615 233,026: 15,171 7,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 5,238: 1,575 4,440 415 2,950 2,217 4,940 7,072: 298 -1,834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.3 3.7 78.8 89.8 93.7 96.8: 6.3 3.2
Old : 100.0: 11.2 3.3 3.7 78.8 89.8 93.7 96.8: 6.3 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 : 44: 4 3 5 30 32 37 37:
Old : 44: 4 3 5 30 32 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 54.5 63.8 69.1 37.4 49.6 54.2 60.2
Old : 44.3 54.5 63.8 69.1 37.4 49.6 54.2 60.2
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, May 13, 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 : 128,779: 2,604 2,139 1,741 115,499 121,608 119,844 125,488: 8,935 3,291
Old : 128,779: 2,604 2,139 1,741 115,499 121,608 119,844 125,488: 8,935 3,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -881: 371 0 209 -1,719 -1,689 -1,139 -1,480: 258 599
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.7 1.4 89.7 94.4 93.1 97.4: 6.9 2.6
Old : 100.0: 2.0 1.7 1.4 89.7 94.4 93.1 97.4: 6.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 1 30 26 32 29:
Old : 35: 2 2 1 30 26 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 50.3 74.5 69.7 48.3 47.4 61.6 63.8
Old : 59.4 50.3 74.5 69.7 48.3 47.4 61.6 63.8
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, May 13, 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 : 194,406: 22,227 3,487 2,151 161,615 178,953 185,993 184,591: 8,413 9,815
Old : 194,406: 22,227 3,487 2,151 161,615 178,953 185,993 184,591: 8,413 9,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -2,143: -1,333 -1,071 -438 1,030 -142 -741 -1,651: -1,402 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 1.8 1.1 83.1 92.1 95.7 95.0: 4.3 5.0
Old : 100.0: 11.4 1.8 1.1 83.1 92.1 95.7 95.0: 4.3 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 2 21 25 26 28:
Old : 36: 4 2 2 21 25 26 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 : 57.3 47.1 75.9 66.9 54.8 46.3 62.7 62.8
Old : 57.3 47.1 75.9 66.9 54.8 46.3 62.7 62.8
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, May 13, 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 : 765,495: 73,552 2,826 10,445 676,988 743,545 760,985 756,816: 4,510 8,679
Old : 765,495: 73,552 2,826 10,445 676,988 743,545 760,985 756,816: 4,510 8,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 5,525: 4,593 -434 -930 1,833 6,520 5,496 5,156: 29 369
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.4 1.4 88.4 97.1 99.4 98.9: 0.6 1.1
Old : 100.0: 9.6 0.4 1.4 88.4 97.1 99.4 98.9: 0.6 1.1
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 : 60: 4 4 4 49 39 56 44:
Old : 60: 4 4 4 49 39 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 45.3 59.9 66.1 36.8 42.3 54.8 59.8
Old : 41.6 45.3 59.9 66.1 36.8 42.3 54.8 59.8
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, May 13, 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 : 223,017: 26,520 15,142 291 183,143 201,744 209,954 217,177: 13,063 5,840
Old : 223,017: 26,520 15,142 291 183,143 201,744 209,954 217,177: 13,063 5,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 2,655: 3,848 0 -1,070 1,661 3,302 4,439 2,232: -1,784 423
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 6.8 0.1 82.1 90.5 94.1 97.4: 5.9 2.6
Old : 100.0: 11.9 6.8 0.1 82.1 90.5 94.1 97.4: 5.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 1 1 23 24 28 26:
Old : 37: 5 1 1 23 24 28 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 49.9 60.6 69.9 31.0 38.5 44.6 54.1
Old : 38.7 49.9 60.6 69.9 31.0 38.5 44.6 54.1
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, May 13, 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 : 214,964: 2,163 0 3,484 205,442 203,655 211,089 207,139: 3,875 7,825
Old : 214,964: 2,163 0 3,484 205,442 203,655 211,089 207,139: 3,875 7,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 4,052: 1,285 0 203 3,231 4,177 4,719 4,380: -667 -328
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 1.6 95.6 94.7 98.2 96.4: 1.8 3.6
Old : 100.0: 1.0 0.0 1.6 95.6 94.7 98.2 96.4: 1.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 0 3 34 37 37 40:
Old : 49: 3 0 3 34 37 37 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 : 51.5 44.3 69.4 66.3 50.2 43.3 67.7 64.2
Old : 51.5 44.3 69.4 66.3 50.2 43.3 67.7 64.2
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, May 13, 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 : 101,016: 4,138 1,836 1,154 90,288 84,878 95,580 87,868: 5,436 13,148
Old : 101,016: 4,138 1,836 1,154 90,288 84,878 95,580 87,868: 5,436 13,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,730: -5,579 0 591 7,445 2,408 2,457 2,999: 1,273 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 1.8 1.1 89.4 84.0 94.6 87.0: 5.4 13.0
Old : 100.0: 4.1 1.8 1.1 89.4 84.0 94.6 87.0: 5.4 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 : 27: 2 1 1 18 17 20 19:
Old : 27: 2 1 1 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 45.7 77.2 68.9 58.8 43.6 75.2 64.0
Old : 58.8 45.7 77.2 68.9 58.8 43.6 75.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,301: 6,034 8,770 6,784 92,510 93,345 105,328 108,899: 9,973 6,402
Old : 115,301: 6,034 8,770 6,784 92,510 93,345 105,328 108,899: 9,973 6,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -859: -338 -2,071 -1,109 735 2,503 -712 -677: -147 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.6 5.9 80.2 81.0 91.4 94.4: 8.6 5.6
Old : 100.0: 5.2 7.6 5.9 80.2 81.0 91.4 94.4: 8.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 4 19 22 24 26:
Old : 34: 3 2 4 19 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 42.7 71.1 67.5 50.3 37.9 62.1 58.2
Old : 53.5 42.7 71.1 67.5 50.3 37.9 62.1 58.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,841: 2,295 2,448 772 59,225 59,891 62,292 63,111: 9,549 8,730
Old : 71,841: 2,295 2,448 772 59,225 59,891 62,292 63,111: 9,549 8,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 1,852: 2,295 -2,818 -1,463 702 6,102 1,534 1,821: 318 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 1.1 82.4 83.4 86.7 87.8: 13.3 12.2
Old : 100.0: 3.2 3.4 1.1 82.4 83.4 86.7 87.8: 13.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 16 16 18 19:
Old : 24: 2 1 2 16 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 45.6 71.7 73.7 52.2 44.4 66.6 67.1
Old : 53.8 45.6 71.7 73.7 52.2 44.4 66.6 67.1
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 171,648: 1,116 0 248 160,868 166,689 162,232 166,937: 9,416 4,711
Old : 171,648: 1,116 0 248 160,868 166,689 162,232 166,937: 9,416 4,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 344: -68 0 -112 435 456 255 344: 89 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.1 93.7 97.1 94.5 97.3: 5.5 2.7
Old : 100.0: 0.7 0.0 0.1 93.7 97.1 94.5 97.3: 5.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 0 1 25 22 27 23:
Old : 36: 2 0 1 25 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 56.1 76.5 82.2 60.3 56.1 75.3 81.8
Old : 61.4 56.1 76.5 82.2 60.3 56.1 75.3 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,957: 0 0 0 74,285 78,213 74,285 78,213: 9,672 5,744
Old : 83,957: 0 0 0 74,285 78,213 74,285 78,213: 9,672 5,744
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 610: 0 0 0 304 -675 304 -675: 306 1,285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.5 93.2 88.5 93.2: 11.5 6.8
Old : 100.0: 0.0 0.0 0.0 88.5 93.2 88.5 93.2: 11.5 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 20 18 20 18:
Old : 26: 0 0 0 20 18 20 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 : 45.7 61.7 66.6 78.1 43.4 60.1 60.6 72.7
Old : 45.7 61.7 66.6 78.1 43.4 60.1 60.6 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 302,083: 4,779 2,448 0 289,930 292,100 294,709 294,548: 7,374 7,535
Old : 302,083: 4,779 2,448 0 289,930 292,100 294,709 294,548: 7,374 7,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 9,974: 0 -737 0 9,829 10,195 9,829 9,458: 145 516
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.8 0.0 96.0 96.7 97.6 97.5: 2.4 2.5
Old : 100.0: 1.6 0.8 0.0 96.0 96.7 97.6 97.5: 2.4 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 : 54: 1 1 0 43 37 44 38:
Old : 54: 1 1 0 43 37 44 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 : 34.3 51.9 52.0 74.5 23.8 50.0 40.9 65.8
Old : 34.3 51.9 52.0 74.5 23.8 50.0 40.9 65.8
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,952: 2,169 13,697 2,100 67,791 50,637 72,060 66,434: 3,892 9,518
Old : 75,952: 2,169 13,697 2,100 67,791 50,637 72,060 66,434: 3,892 9,518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 1,697: -249 1,392 549 1,819 -1,177 2,119 764: -422 933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 18.0 2.8 89.3 66.7 94.9 87.5: 5.1 12.5
Old : 100.0: 2.9 18.0 2.8 89.3 66.7 94.9 87.5: 5.1 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 2 19 18 22 22:
Old : 31: 1 4 2 19 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 37.6 74.2 62.6 48.0 36.0 66.3 56.1
Old : 51.7 37.6 74.2 62.6 48.0 36.0 66.3 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,845: 1,284 0 2,752 61,564 64,886 65,600 67,638: 8,245 6,207
Old : 73,845: 1,284 0 2,752 61,564 64,886 65,600 67,638: 8,245 6,207
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 1,685: -181 0 434 1,617 1,071 1,870 1,505: -185 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 3.7 83.4 87.9 88.8 91.6: 11.2 8.4
Old : 100.0: 1.7 0.0 3.7 83.4 87.9 88.8 91.6: 11.2 8.4
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: 2 0 2 14 14 16 16:
Old : 21: 2 0 2 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 66.1 78.1 82.6 59.8 62.7 70.9 78.7
Old : 61.3 66.1 78.1 82.6 59.8 62.7 70.9 78.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,380: 0 3,954 918 87,315 81,016 88,233 85,888: 1,147 3,492
Old : 89,380: 0 3,954 918 87,315 81,016 88,233 85,888: 1,147 3,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -34,698: -15,221 -1,364 0 -18,784 -32,366 -34,005 -33,730: -693 -968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.4 1.0 97.7 90.6 98.7 96.1: 1.3 3.9
Old : 100.0: 0.0 4.4 1.0 97.7 90.6 98.7 96.1: 1.3 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 : 24: 0 2 1 12 14 13 16:
Old : 24: 0 2 1 12 14 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 : 83.8 62.2 94.4 81.5 78.3 57.5 86.0 75.8
Old : 83.8 62.2 94.4 81.5 78.3 57.5 86.0 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 55,718: 15,221 5,318 918 38,529 44,754 54,668 50,990: 1,050 4,728
Old : 55,718: 15,221 5,318 918 38,529 44,754 54,668 50,990: 1,050 4,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 64: 0 306 -492 64 920 -428 734: 492 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 9.5 1.6 69.2 80.3 98.1 91.5: 1.9 8.5
Old : 100.0: 27.3 9.5 1.6 69.2 80.3 98.1 91.5: 1.9 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 7 5 1 20 20 28 25:
Old : 47: 7 5 1 20 20 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 54.7 69.6 70.8 45.0 43.9 60.4 58.7
Old : 46.7 54.7 69.6 70.8 45.0 43.9 60.4 58.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,403: 0 0 0 31,833 32,953 31,833 32,953: 2,570 1,450
Old : 34,403: 0 0 0 31,833 32,953 31,833 32,953: 2,570 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 1,080: 0 0 0 1,080 960 1,080 960: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.5 95.8 92.5 95.8: 7.5 4.2
Old : 100.0: 0.0 0.0 0.0 92.5 95.8 92.5 95.8: 7.5 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 10 15 10 15:
Old : 24: 0 0 0 10 15 10 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 : 81.8 70.3 90.8 86.3 81.8 70.3 90.8 86.3
Old : 81.8 70.3 90.8 86.3 81.8 70.3 90.8 86.3
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 121,420: 0 1,683 0 104,877 110,614 104,877 112,297: 16,543 9,123
Old : 121,420: 0 1,683 0 104,877 110,614 104,877 112,297: 16,543 9,123
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 4,959: 0 0 0 3,233 4,819 3,233 4,819: 1,726 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 86.4 91.1 86.4 92.5: 13.6 7.5
Old : 100.0: 0.0 1.4 0.0 86.4 91.1 86.4 92.5: 13.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 26 21 26 22:
Old : 29: 0 1 0 26 21 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 46.6 59.2 69.2 23.7 34.3 31.5 40.4
Old : 44.4 46.6 59.2 69.2 23.7 34.3 31.5 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,692: 618 874 2,353 52,747 54,485 55,718 57,712: 6,974 4,980
Old : 62,692: 618 874 2,353 52,747 54,485 55,718 57,712: 6,974 4,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -2,320: -1,349 874 427 -802 -2,127 -1,724 -826: -596 -1,494
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.4 3.8 84.1 86.9 88.9 92.1: 11.1 7.9
Old : 100.0: 1.0 1.4 3.8 84.1 86.9 88.9 92.1: 11.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 2 13 15 15 17:
Old : 21: 1 1 2 13 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 : 65.0 64.6 78.7 80.3 57.2 62.8 66.4 71.8
Old : 65.0 64.6 78.7 80.3 57.2 62.8 66.4 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 96,128: 0 1,841 1,786 87,926 83,084 89,712 86,711: 6,416 9,417
Old : 96,128: 0 1,841 1,786 87,926 83,084 89,712 86,711: 6,416 9,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 1,815: 0 -46 132 2,511 2,127 2,643 2,213: -828 -398
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 1.9 91.5 86.4 93.3 90.2: 6.7 9.8
Old : 100.0: 0.0 1.9 1.9 91.5 86.4 93.3 90.2: 6.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 19 20 20 22:
Old : 28: 0 2 1 19 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.1 72.7 70.4 45.6 44.5 55.7 52.5
Old : 54.3 46.1 72.7 70.4 45.6 44.5 55.7 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,266: 1,529 10,960 610 109,092 102,829 111,231 114,399: 6,035 2,867
Old : 117,266: 1,529 10,960 610 109,092 102,829 111,231 114,399: 6,035 2,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,834: 937 976 -265 3,162 3,123 3,834 3,834: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 9.3 0.5 93.0 87.7 94.9 97.6: 5.1 2.4
Old : 100.0: 1.3 9.3 0.5 93.0 87.7 94.9 97.6: 5.1 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 1 1 15 14 18 16:
Old : 24: 3 1 1 15 14 18 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 : 59.7 74.2 82.0 88.1 55.3 65.6 72.0 76.1
Old : 59.7 74.2 82.0 88.1 55.3 65.6 72.0 76.1
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 267,237: 3,065 47,050 2,955 246,329 205,208 252,349 255,213: 14,888 12,024
Old : 267,237: 3,065 47,050 2,955 246,329 205,208 252,349 255,213: 14,888 12,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,322: 456 923 -1,309 6,812 2,986 5,959 2,600: -2,637 722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 17.6 1.1 92.2 76.8 94.4 95.5: 5.6 4.5
Old : 100.0: 1.1 17.6 1.1 92.2 76.8 94.4 95.5: 5.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 2 3 32 24 35 27:
Old : 42: 1 2 3 32 24 35 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 : 50.5 48.4 66.9 70.1 47.5 47.1 60.8 67.6
Old : 50.5 48.4 66.9 70.1 47.5 47.1 60.8 67.6
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,995: 4,475 1,348 0 22,668 26,213 27,143 27,561: 852 434
Old : 27,995: 4,475 1,348 0 22,668 26,213 27,143 27,561: 852 434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 2,606: 180 728 0 2,126 1,878 2,306 2,606: 300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 4.8 0.0 81.0 93.6 97.0 98.4: 3.0 1.6
Old : 100.0: 16.0 4.8 0.0 81.0 93.6 97.0 98.4: 3.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 0 10 12 12 13:
Old : 22: 2 1 0 10 12 12 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 : 61.2 66.8 88.7 88.1 57.9 66.8 84.0 87.2
Old : 61.2 66.8 88.7 88.1 57.9 66.8 84.0 87.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 37,794: 4,238 0 0 31,011 36,965 35,249 36,965: 2,545 829
Old : 37,794: 4,238 0 0 31,011 36,965 35,249 36,965: 2,545 829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 510: 0 0 0 424 420 424 420: 86 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 0.0 82.1 97.8 93.3 97.8: 6.7 2.2
Old : 100.0: 11.2 0.0 0.0 82.1 97.8 93.3 97.8: 6.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 10 13 12 13:
Old : 21: 2 0 0 10 13 12 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 : 76.3 65.2 88.5 87.4 74.7 62.5 83.5 84.8
Old : 76.3 65.2 88.5 87.4 74.7 62.5 83.5 84.8
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, May 13, 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 : 275,424: 3,275 40,223 5,344 253,684 223,307 262,303 268,874: 13,121 6,550
Old : 275,424: 3,275 40,223 5,344 253,684 223,307 262,303 268,874: 13,121 6,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 13,606: -125 576 -419 14,187 13,031 13,643 13,188: -37 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 14.6 1.9 92.1 81.1 95.2 97.6: 4.8 2.4
Old : 100.0: 1.2 14.6 1.9 92.1 81.1 95.2 97.6: 4.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 6 4 39 34 45 41:
Old : 56: 3 6 4 39 34 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 52.5 53.5 72.0 33.7 52.5 50.1 68.6
Old : 35.0 52.5 53.5 72.0 33.7 52.5 50.1 68.6
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 80,899: 9,072 0 0 67,285 77,837 76,357 77,837: 4,542 3,062
Old : 80,899: 9,072 0 0 67,285 77,837 76,357 77,837: 4,542 3,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,242: 0 0 0 3,094 3,118 3,094 3,118: 148 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 0.0 83.2 96.2 94.4 96.2: 5.6 3.8
Old : 100.0: 11.2 0.0 0.0 83.2 96.2 94.4 96.2: 5.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 17 19 18 19:
Old : 29: 1 0 0 17 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 41.3 68.6 66.4 31.1 33.1 51.1 52.1
Old : 44.3 41.3 68.6 66.4 31.1 33.1 51.1 52.1
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, May 13, 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 : 86,919: 0 1,224 0 81,702 83,218 81,702 84,442: 5,217 2,477
Old : 86,919: 0 1,224 0 81,702 83,218 81,702 84,442: 5,217 2,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,244: 0 0 0 3,093 3,244 3,093 3,244: 151 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 94.0 95.7 94.0 97.2: 6.0 2.8
Old : 100.0: 0.0 1.4 0.0 94.0 95.7 94.0 97.2: 6.0 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 : 27: 0 1 0 22 17 22 18:
Old : 27: 0 1 0 22 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 51.7 58.9 78.1 34.2 42.2 51.4 65.0
Old : 35.9 51.7 58.9 78.1 34.2 42.2 51.4 65.0
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, May 13, 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 : 71,069: 0 4,978 1,029 61,164 63,312 62,193 69,319: 8,876 1,750
Old : 71,069: 0 4,978 1,029 61,164 63,312 62,193 69,319: 8,876 1,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 370: 0 -396 -213 260 979 47 370: 323 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 1.4 86.1 89.1 87.5 97.5: 12.5 2.5
Old : 100.0: 0.0 7.0 1.4 86.1 89.1 87.5 97.5: 12.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 20 17 22 19:
Old : 26: 0 2 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 60.1 70.0 84.3 53.6 53.0 65.8 72.4
Old : 53.9 60.1 70.0 84.3 53.6 53.0 65.8 72.4
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, May 13, 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 : 154,915: 15,998 7,503 17,923 120,180 129,185 154,101 154,611: 814 303
Old : 154,915: 15,998 7,503 17,923 120,180 129,185 154,101 154,611: 814 303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 4,653: 1,051 -792 1,122 2,627 4,531 4,800 4,862: -147 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.8 11.6 77.6 83.4 99.5 99.8: 0.5 0.2
Old : 100.0: 10.3 4.8 11.6 77.6 83.4 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 11 9 16 53 56 70 75:
Old : 80: 11 9 16 53 56 70 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 29.0 49.0 44.9 17.0 19.0 27.9 28.6
Old : 31.4 29.0 49.0 44.9 17.0 19.0 27.9 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 51,883: 6,664 426 1,410 43,809 50,047 51,883 51,883: 0 0
Old : 51,883: 6,664 426 1,410 43,809 50,047 51,883 51,883: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 250: 153 2 0 97 248 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.8 2.7 84.4 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 12.8 0.8 2.7 84.4 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 : 31: 3 1 3 23 20 27 23:
Old : 31: 3 1 3 23 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 : 70.4 50.8 88.0 76.2 66.5 48.5 75.6 67.8
Old : 70.4 50.8 88.0 76.2 66.5 48.5 75.6 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C FINANCIAL OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 417,178: 37,381 984 22,399 357,398 393,795 417,178 417,178: 0 0
Old : 417,178: 37,381 984 22,399 357,398 393,795 417,178 417,178: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -6,184: -960 0 960 -6,184 -7,144 -6,184 -6,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.2 5.4 85.7 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.0 0.2 5.4 85.7 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 1 2 22 21 26 24:
Old : 32: 4 1 2 22 21 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 56.4 80.6 79.8 43.8 49.9 64.4 63.9
Old : 55.4 56.4 80.6 79.8 43.8 49.9 64.4 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 1,547,028: 53,002 20,706 69,610 1,424,416 1,438,056 1,547,028 1,528,372: 0 18,656
Old : 1,547,028: 53,002 20,706 69,610 1,424,416 1,438,056 1,547,028 1,528,372: 0 18,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 42,278: 1,584 5,347 1,285 39,410 35,646 42,278 42,278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.3 4.5 92.1 93.0 100.0 98.8: 0.0 1.2
Old : 100.0: 3.4 1.3 4.5 92.1 93.0 100.0 98.8: 0.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 3 5 44 44 50 50:
Old : 57: 4 3 5 44 44 50 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 38.6 61.5 55.1 33.4 31.7 44.5 42.9
Old : 40.1 38.6 61.5 55.1 33.4 31.7 44.5 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 50,317: 809 6,865 4,523 44,985 38,929 50,317 50,317: 0 0
Old : 50,317: 809 6,865 4,523 44,985 38,929 50,317 50,317: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -2,604: 5 -1,843 253 -2,862 -1,014 -2,604 -2,604: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 13.6 9.0 89.4 77.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 13.6 9.0 89.4 77.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 6 4 24 21 28 29:
Old : 36: 2 6 4 24 21 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 : 49.9 52.9 73.4 76.9 37.7 38.5 55.0 58.8
Old : 49.9 52.9 73.4 76.9 37.7 38.5 55.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 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 : 314,403: 976 25,891 29,162 284,265 259,350 314,403 314,403: 0 0
Old : 314,403: 976 25,891 29,162 284,265 259,350 314,403 314,403: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 5,394: -624 11,740 -4,450 10,468 -1,896 5,394 5,394: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 8.2 9.3 90.4 82.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 8.2 9.3 90.4 82.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 3 16 15 19 19:
Old : 28: 1 3 3 16 15 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 : 66.9 64.6 88.2 89.2 58.9 48.9 73.0 69.8
Old : 66.9 64.6 88.2 89.2 58.9 48.9 73.0 69.8
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 649,705: 39,597 0 10,489 599,619 639,216 649,705 649,705: 0 0
Old : 649,705: 39,597 0 10,489 599,619 639,216 649,705 649,705: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 6,207: 5,072 0 0 1,135 6,207 6,207 6,207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.0 1.6 92.3 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 0.0 1.6 92.3 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 : 37: 4 0 1 27 28 31 29:
Old : 37: 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 : 44.8 44.6 71.3 67.0 32.5 27.3 45.7 42.1
Old : 44.8 44.6 71.3 67.0 32.5 27.3 45.7 42.1
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 51,125: 8,463 0 2,478 39,613 47,033 50,554 49,511: 571 1,614
Old : 51,125: 8,463 0 2,478 39,613 47,033 50,554 49,511: 571 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -2,245: -644 0 1,015 -2,742 -3,326 -2,371 -2,311: 126 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 4.8 77.5 92.0 98.9 96.8: 1.1 3.2
Old : 100.0: 16.6 0.0 4.8 77.5 92.0 98.9 96.8: 1.1 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 : 38: 7 0 4 28 28 35 32:
Old : 38: 7 0 4 28 28 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 43.9 72.0 62.2 32.1 37.9 48.7 49.7
Old : 45.2 43.9 72.0 62.2 32.1 37.9 48.7 49.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,030: 200 0 0 35,650 36,030 35,850 36,030: 180 0
Old : 36,030: 200 0 0 35,650 36,030 35,850 36,030: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 600: 50 0 0 550 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 98.9 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.6 0.0 0.0 98.9 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 19 16 20 16:
Old : 30: 1 0 0 19 16 20 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 : 63.7 90.4 84.2 97.5 62.4 90.4 83.0 93.0
Old : 63.7 90.4 84.2 97.5 62.4 90.4 83.0 93.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 3,650: 200 50 50 3,300 3,350 3,550 3,450: 100 200
Old : 3,650: 200 50 50 3,300 3,350 3,550 3,450: 100 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 100: 200 -400 50 -200 600 50 250: 50 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.4 1.4 90.4 91.8 97.3 94.5: 2.7 5.5
Old : 100.0: 5.5 1.4 1.4 90.4 91.8 97.3 94.5: 2.7 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 : 22: 1 1 1 11 12 13 13:
Old : 22: 1 1 1 11 12 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 69.9 90.4 84.9 75.3 65.8 87.7 80.8
Old : 75.3 69.9 90.4 84.9 75.3 65.8 87.7 80.8
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,210: 200 300 200 53,810 53,710 54,210 54,210: 0 0
Old : 54,210: 200 300 200 53,810 53,710 54,210 54,210: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 100: 200 0 0 -100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 0.4 99.3 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.6 0.4 99.3 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 : 35: 1 1 1 27 14 29 15:
Old : 35: 1 1 1 27 14 29 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 : 60.6 90.6 79.4 96.7 59.9 86.8 78.1 92.1
Old : 60.6 90.6 79.4 96.7 59.9 86.8 78.1 92.1
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,500: 50 600 0 10,450 9,900 10,500 10,500: 0 0
Old : 10,500: 50 600 0 10,450 9,900 10,500 10,500: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -725: 0 -100 0 -725 -625 -725 -725: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.7 0.0 99.5 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 5.7 0.0 99.5 94.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 17 17 18 18:
Old : 28: 1 1 0 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 49.5 89.5 74.3 61.0 49.5 82.9 72.4
Old : 66.2 49.5 89.5 74.3 61.0 49.5 82.9 72.4
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 250,368: 11,416 1,152 3,128 235,824 246,088 250,368 250,368: 0 0
Old : 250,368: 11,416 1,152 3,128 235,824 246,088 250,368 250,368: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -15,016: -2,256 384 24 -12,784 -15,424 -15,016 -15,016: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.5 1.2 94.2 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 0.5 1.2 94.2 98.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 20 18 22 22:
Old : 32: 2 2 2 20 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 61.6 70.4 82.3 35.3 48.8 51.7 63.3
Old : 44.8 61.6 70.4 82.3 35.3 48.8 51.7 63.3
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,268: 2,717 878 149 8,059 9,835 10,925 10,862: 343 406
Old : 11,268: 2,717 878 149 8,059 9,835 10,925 10,862: 343 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -540: -203 214 -23 -291 -774 -517 -583: -23 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.1 7.8 1.3 71.5 87.3 97.0 96.4: 3.0 3.6
Old : 100.0: 24.1 7.8 1.3 71.5 87.3 97.0 96.4: 3.0 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 : 28: 4 3 3 14 14 19 19:
Old : 28: 4 3 3 14 14 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 : 54.9 52.4 79.1 77.0 52.6 48.0 70.8 71.5
Old : 54.9 52.4 79.1 77.0 52.6 48.0 70.8 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,250: 3,000 700 300 11,950 14,250 15,250 15,250: 0 0
Old : 15,250: 3,000 700 300 11,950 14,250 15,250 15,250: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -500: 250 400 -250 -500 -650 -500 -500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 4.6 2.0 78.4 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 19.7 4.6 2.0 78.4 93.4 100.0 100.0: 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 : 21: 1 2 1 11 12 12 15:
Old : 21: 1 2 1 11 12 12 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 : 63.9 63.3 88.9 84.6 62.0 61.3 81.6 79.7
Old : 63.9 63.3 88.9 84.6 62.0 61.3 81.6 79.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,280: 700 1,300 0 14,570 13,980 15,270 15,280: 10 0
Old : 15,280: 700 1,300 0 14,570 13,980 15,270 15,280: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -305: -50 -300 0 -255 -5 -305 -305: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 8.5 0.0 95.4 91.5 99.9 100.0: 0.1 0.0
Old : 100.0: 4.6 8.5 0.0 95.4 91.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 0 20 17 23 18:
Old : 33: 3 1 0 20 17 23 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 : 61.2 54.5 79.8 78.7 53.6 51.9 67.0 66.3
Old : 61.2 54.5 79.8 78.7 53.6 51.9 67.0 66.3
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,921: 375 0 50 8,666 9,591 9,091 9,641: 830 280
Old : 9,921: 375 0 50 8,666 9,591 9,091 9,641: 830 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -570: 10 0 -10 -680 -540 -680 -550: 110 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.5 87.4 96.7 91.6 97.2: 8.4 2.8
Old : 100.0: 3.8 0.0 0.5 87.4 96.7 91.6 97.2: 8.4 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 : 25: 1 0 1 20 16 21 17:
Old : 25: 1 0 1 20 16 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 : 41.7 57.8 63.2 82.2 40.6 47.2 58.3 65.2
Old : 41.7 57.8 63.2 82.2 40.6 47.2 58.3 65.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,003: 1,480 42 599 19,603 20,063 21,682 20,704: 321 1,299
Old : 22,003: 1,480 42 599 19,603 20,063 21,682 20,704: 321 1,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -607: -29 -44 21 -622 -389 -630 -412: 23 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.2 2.7 89.1 91.2 98.5 94.1: 1.5 5.9
Old : 100.0: 6.7 0.2 2.7 89.1 91.2 98.5 94.1: 1.5 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 26 21 28 24:
Old : 32: 2 1 2 26 21 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 : 34.4 53.0 58.1 74.1 24.5 45.2 40.3 53.6
Old : 34.4 53.0 58.1 74.1 24.5 45.2 40.3 53.6
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,735: 15 5,305 1,675 33,890 28,630 35,580 35,610: 155 125
Old : 35,735: 15 5,305 1,675 33,890 28,630 35,580 35,610: 155 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 115: 15 2,135 -1,430 1,515 -595 100 110: 15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.8 4.7 94.8 80.1 99.6 99.7: 0.4 0.3
Old : 100.0: 0.0 14.8 4.7 94.8 80.1 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 3 2 31 25 33 29:
Old : 38: 1 3 2 31 25 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 49.5 56.8 69.1 37.2 35.7 51.8 52.5
Old : 38.2 49.5 56.8 69.1 37.2 35.7 51.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,200: 965 2,979 3,995 36,976 35,221 41,936 42,195: 264 5
Old : 42,200: 965 2,979 3,995 36,976 35,221 41,936 42,195: 264 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 1,141: 65 1,120 -119 1,170 135 1,116 1,136: 25 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.1 9.5 87.6 83.5 99.4 100.0: 0.6 0.0
Old : 100.0: 2.3 7.1 9.5 87.6 83.5 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 : 45: 5 3 4 35 30 42 35:
Old : 45: 5 3 4 35 30 42 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 : 35.3 41.3 58.5 61.2 34.3 29.8 52.2 45.7
Old : 35.3 41.3 58.5 61.2 34.3 29.8 52.2 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,395: 600 50 0 36,795 37,035 37,395 37,085: 0 310
Old : 37,395: 600 50 0 36,795 37,035 37,395 37,085: 0 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 6,570: 50 0 0 6,520 6,570 6,570 6,570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.1 0.0 98.4 99.0 100.0 99.2: 0.0 0.8
Old : 100.0: 1.6 0.1 0.0 98.4 99.0 100.0 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 : 27: 1 1 0 20 8 21 9:
Old : 27: 1 1 0 20 8 21 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 97.2 84.6 99.1 66.6 93.7 84.0 95.1
Old : 67.1 97.2 84.6 99.1 66.6 93.7 84.0 95.1
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,035: 500 50 0 40,535 40,985 41,035 41,035: 0 0
Old : 41,035: 500 50 0 40,535 40,985 41,035 41,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 6,190: 0 0 0 6,190 6,190 6,190 6,190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.1 0.0 98.8 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.1 0.0 98.8 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 24 14 25 15:
Old : 31: 1 1 0 24 14 25 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 : 60.8 93.1 77.9 97.3 59.4 89.5 76.3 91.8
Old : 60.8 93.1 77.9 97.3 59.4 89.5 76.3 91.8
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 485,265: 45,915 6,520 40,195 399,155 438,550 485,265 485,265: 0 0
Old : 485,265: 45,915 6,520 40,195 399,155 438,550 485,265 485,265: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 9,642: -12,917 752 5,506 17,053 3,384 9,642 9,642: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.3 8.3 82.3 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.5 1.3 8.3 82.3 90.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 1 2 29 28 32 31:
Old : 40: 3 1 2 29 28 32 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 : 47.7 47.3 67.0 70.9 39.0 42.6 55.2 55.2
Old : 47.7 47.3 67.0 70.9 39.0 42.6 55.2 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 34,121: 4,863 1,678 1,783 26,584 30,258 33,230 33,719: 891 402
Old : 34,121: 4,863 1,678 1,783 26,584 30,258 33,230 33,719: 891 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 921: -582 0 226 1,320 631 964 857: -43 64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 4.9 5.2 77.9 88.7 97.4 98.8: 2.6 1.2
Old : 100.0: 14.3 4.9 5.2 77.9 88.7 97.4 98.8: 2.6 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 3 4 30 30 35 37:
Old : 43: 5 3 4 30 30 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 36.3 64.0 57.8 35.3 30.5 50.9 46.1
Old : 42.0 36.3 64.0 57.8 35.3 30.5 50.9 46.1
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 18,469: 3,786 216 1,228 13,455 17,025 18,469 18,469: 0 0
Old : 18,469: 3,786 216 1,228 13,455 17,025 18,469 18,469: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -1,567: -777 0 0 -790 -1,567 -1,567 -1,567: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.2 6.6 72.9 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 20.5 1.2 6.6 72.9 92.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 18 10 20 12:
Old : 27: 2 1 1 18 10 20 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 : 60.0 88.8 80.3 97.4 52.1 80.0 70.0 84.2
Old : 60.0 88.8 80.3 97.4 52.1 80.0 70.0 84.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 187,040: 78,044 0 0 108,996 187,040 187,040 187,040: 0 0
Old : 187,040: 78,044 0 0 108,996 187,040 187,040 187,040: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -20,240: -10,658 0 -2,736 -6,846 -17,504 -20,240 -20,240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.7 0.0 0.0 58.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 41.7 0.0 0.0 58.3 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 0 15 10 17 10:
Old : 24: 2 0 0 15 10 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 96.0 89.6 99.5 73.1 89.2 84.7 91.8
Old : 73.4 96.0 89.6 99.5 73.1 89.2 84.7 91.8
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 529,620: 3,161 10,488 16,697 509,762 502,435 529,620 529,620: 0 0
Old : 529,620: 3,161 10,488 16,697 509,762 502,435 529,620 529,620: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 61,255: 0 -752 752 60,503 61,255 61,255 61,255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.0 3.2 96.3 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 2.0 3.2 96.3 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 : 29: 1 1 1 22 19 24 20:
Old : 29: 1 1 1 22 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 76.1 73.4 92.2 54.4 67.3 66.3 79.1
Old : 57.8 76.1 73.4 92.2 54.4 67.3 66.3 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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 30,625: 4,833 0 384 24,492 29,689 29,709 30,073: 916 552
Old : 30,625: 4,833 0 384 24,492 29,689 29,709 30,073: 916 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,002: -252 0 127 3,127 2,875 3,002 3,002: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.0 1.3 80.0 96.9 97.0 98.2: 3.0 1.8
Old : 100.0: 15.8 0.0 1.3 80.0 96.9 97.0 98.2: 3.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 1 21 19 24 20:
Old : 29: 3 0 1 21 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 77.3 69.7 87.4 40.5 67.1 58.1 71.2
Old : 43.1 77.3 69.7 87.4 40.5 67.1 58.1 71.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 18,122: 2,105 1,814 0 15,569 15,755 17,674 17,569: 448 553
Old : 18,122: 2,105 1,814 0 15,569 15,755 17,674 17,569: 448 553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 279: 23 240 0 256 39 279 279: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 10.0 0.0 85.9 86.9 97.5 96.9: 2.5 3.1
Old : 100.0: 11.6 10.0 0.0 85.9 86.9 97.5 96.9: 2.5 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 0 20 19 24 20:
Old : 29: 4 1 0 20 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.7 48.7 65.1 75.2 34.8 43.0 51.0 57.2
Old : 43.7 48.7 65.1 75.2 34.8 43.0 51.0 57.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 236,792: 38,150 4,728 768 197,874 231,296 236,792 236,792: 0 0
Old : 236,792: 38,150 4,728 768 197,874 231,296 236,792 236,792: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 6,200: 0 2,304 384 5,816 3,512 6,200 6,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 2.0 0.3 83.6 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 16.1 2.0 0.3 83.6 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 2 16 20 19 23:
Old : 29: 2 2 2 16 20 19 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 : 64.2 65.7 83.7 81.3 61.1 59.9 75.5 73.2
Old : 64.2 65.7 83.7 81.3 61.1 59.9 75.5 73.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,780: 1,740 0 742 10,125 11,783 12,607 12,525: 173 255
Old : 12,780: 1,740 0 742 10,125 11,783 12,607 12,525: 173 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 437: 230 0 0 207 437 437 437: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 5.8 79.2 92.2 98.6 98.0: 1.4 2.0
Old : 100.0: 13.6 0.0 5.8 79.2 92.2 98.6 98.0: 1.4 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 0 2 19 22 24 24:
Old : 29: 5 0 2 19 22 24 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 : 40.3 52.2 63.6 70.7 34.7 49.9 51.9 64.4
Old : 40.3 52.2 63.6 70.7 34.7 49.9 51.9 64.4
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 145,377: 11,150 0 0 134,227 145,377 145,377 145,377: 0 0
Old : 145,377: 11,150 0 0 134,227 145,377 145,377 145,377: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -800: 1,152 0 0 -1,952 -800 -800 -800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.0 92.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.7 0.0 0.0 92.3 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 0 16 17 19 17:
Old : 24: 3 0 0 16 17 19 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 : 57.6 73.1 81.3 87.9 54.2 71.2 70.4 80.6
Old : 57.6 73.1 81.3 87.9 54.2 71.2 70.4 80.6
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,850: 0 2,334 2,359 18,491 16,157 20,850 20,850: 0 0
Old : 20,850: 0 2,334 2,359 18,491 16,157 20,850 20,850: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 156: 0 -52 0 156 208 156 156: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 11.3 88.7 77.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 11.2 11.3 88.7 77.5 100.0 100.0: 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 : 24: 0 1 1 19 16 20 17:
Old : 24: 0 1 1 19 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 : 67.4 62.4 86.6 86.0 56.6 42.8 66.7 65.8
Old : 67.4 62.4 86.6 86.0 56.6 42.8 66.7 65.8
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 146,121: 7,712 0 0 138,409 146,121 146,121 146,121: 0 0
Old : 146,121: 7,712 0 0 138,409 146,121 146,121 146,121: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 0.0 0.0 94.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 0.0 0.0 94.7 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 12 11 13 11:
Old : 20: 1 0 0 12 11 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 64.0 90.5 93.6 53.7 49.3 68.5 71.7
Old : 69.3 64.0 90.5 93.6 53.7 49.3 68.5 71.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,310: 200 100 0 8,510 9,200 8,710 9,300: 600 10
Old : 9,310: 200 100 0 8,510 9,200 8,710 9,300: 600 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.1 0.0 91.4 98.8 93.6 99.9: 6.4 0.1
Old : 100.0: 2.1 1.1 0.0 91.4 98.8 93.6 99.9: 6.4 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 : 22: 1 1 0 14 14 15 15:
Old : 22: 1 1 0 14 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 64.5 89.0 89.8 66.5 62.0 71.1 74.2
Old : 79.1 64.5 89.0 89.8 66.5 62.0 71.1 74.2
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,250: 100 0 0 9,460 10,200 9,560 10,200: 690 50
Old : 10,250: 100 0 0 9,460 10,200 9,560 10,200: 690 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 92.3 99.5 93.3 99.5: 6.7 0.5
Old : 100.0: 1.0 0.0 0.0 92.3 99.5 93.3 99.5: 6.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 12 13 13 13:
Old : 20: 1 0 0 12 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 65.5 87.9 92.2 65.6 65.5 73.6 80.0
Old : 74.8 65.5 87.9 92.2 65.6 65.5 73.6 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,165: 0 1,000 0 24,945 24,165 24,945 25,165: 220 0
Old : 25,165: 0 1,000 0 24,945 24,165 24,945 25,165: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 99.1 96.0 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 4.0 0.0 99.1 96.0 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 18 13 18 15:
Old : 28: 0 2 0 18 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 73.6 76.9 91.9 49.4 71.7 73.9 84.4
Old : 49.6 73.6 76.9 91.9 49.4 71.7 73.9 84.4
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,335: 0 900 0 20,985 20,435 20,985 21,335: 350 0
Old : 21,335: 0 900 0 20,985 20,435 20,985 21,335: 350 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 175: 0 0 0 175 175 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.0 98.4 95.8 98.4 100.0: 1.6 0.0
Old : 100.0: 0.0 4.2 0.0 98.4 95.8 98.4 100.0: 1.6 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 : 23: 0 1 0 16 10 16 11:
Old : 23: 0 1 0 16 10 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 81.1 72.6 96.6 42.7 78.3 67.6 88.6
Old : 45.7 81.1 72.6 96.6 42.7 78.3 67.6 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,815: 0 0 0 9,500 9,735 9,500 9,735: 315 80
Old : 9,815: 0 0 0 9,500 9,735 9,500 9,735: 315 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 385: 0 0 0 385 385 385 385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 99.2 96.8 99.2: 3.2 0.8
Old : 100.0: 0.0 0.0 0.0 96.8 99.2 96.8 99.2: 3.2 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 0 0 21 16 21 16:
Old : 26: 0 0 0 21 16 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 : 51.5 72.1 69.0 93.7 50.5 65.9 66.4 81.5
Old : 51.5 72.1 69.0 93.7 50.5 65.9 66.4 81.5
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,465: 0 200 0 24,185 24,265 24,185 24,465: 280 0
Old : 24,465: 0 200 0 24,185 24,265 24,185 24,465: 280 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 98.9 99.2 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 0.8 0.0 98.9 99.2 98.9 100.0: 1.1 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 : 26: 0 1 0 22 12 22 13:
Old : 26: 0 1 0 22 12 22 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 80.7 86.3 97.5 58.7 72.6 72.1 80.7
Old : 71.1 80.7 86.3 97.5 58.7 72.6 72.1 80.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,480: 0 0 0 20,770 21,465 20,770 21,465: 710 15
Old : 21,480: 0 0 0 20,770 21,465 20,770 21,465: 710 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 150: 0 0 0 150 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 99.9 96.7 99.9: 3.3 0.1
Old : 100.0: 0.0 0.0 0.0 96.7 99.9 96.7 99.9: 3.3 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 : 22: 0 0 0 18 13 18 13:
Old : 22: 0 0 0 18 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.7 80.6 90.2 97.5 66.3 69.8 72.3 77.7
Old : 74.7 80.6 90.2 97.5 66.3 69.8 72.3 77.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,590: 0 0 0 22,000 22,585 22,000 22,585: 590 5
Old : 22,590: 0 0 0 22,000 22,585 22,000 22,585: 590 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 100.0 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 0.0 0.0 97.4 100.0 97.4 100.0: 2.6 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 : 23: 0 0 0 19 9 19 9:
Old : 23: 0 0 0 19 9 19 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 95.3 85.4 99.8 69.6 94.2 81.4 94.7
Old : 72.8 95.3 85.4 99.8 69.6 94.2 81.4 94.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,510: 0 0 0 22,740 23,505 22,740 23,505: 770 5
Old : 23,510: 0 0 0 22,740 23,505 22,740 23,505: 770 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 475: 0 0 0 475 475 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 100.0 96.7 100.0: 3.3 0.0
Old : 100.0: 0.0 0.0 0.0 96.7 100.0 96.7 100.0: 3.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 20 11 20 11:
Old : 25: 0 0 0 20 11 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 : 71.2 93.0 83.6 99.4 68.6 92.0 80.1 94.4
Old : 71.2 93.0 83.6 99.4 68.6 92.0 80.1 94.4
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 125,670: 2,080 200 0 123,440 125,370 125,520 125,570: 150 100
Old : 125,670: 2,080 200 0 123,440 125,370 125,520 125,570: 150 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 1,175: 50 0 0 1,125 1,175 1,175 1,175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.2 0.0 98.2 99.8 99.9 99.9: 0.1 0.1
Old : 100.0: 1.7 0.2 0.0 98.2 99.8 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 : 47: 3 1 0 39 32 42 33:
Old : 47: 3 1 0 39 32 42 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 : 38.7 59.9 56.5 80.4 31.3 57.9 46.1 70.0
Old : 38.7 59.9 56.5 80.4 31.3 57.9 46.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD) - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 160,633: 2,865 0 100 157,358 160,533 160,323 160,633: 310 0
Old : 160,633: 2,865 0 100 157,358 160,533 160,323 160,633: 310 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -888: -190 0 0 -873 -888 -1,063 -888: 175 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.1 98.0 99.9 99.8 100.0: 0.2 0.0
Old : 100.0: 1.8 0.0 0.1 98.0 99.9 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 : 52: 4 0 1 40 34 44 35:
Old : 52: 4 0 1 40 34 44 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 : 35.9 62.0 55.1 80.9 31.2 60.3 48.5 73.1
Old : 35.9 62.0 55.1 80.9 31.2 60.3 48.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 149,480: 21,883 4,264 10,038 117,380 134,838 149,302 149,140: 178 340
Old : 149,480: 21,883 4,264 10,038 117,380 134,838 149,302 149,140: 178 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 3,480: 236 -271 827 2,458 2,909 3,521 3,465: -41 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.9 6.7 78.5 90.2 99.9 99.8: 0.1 0.2
Old : 100.0: 14.6 2.9 6.7 78.5 90.2 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 : 63: 8 5 10 43 41 56 52:
Old : 63: 8 5 10 43 41 56 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 61.9 61.8 73.6 46.4 60.0 60.8 68.1
Old : 46.4 61.9 61.8 73.6 46.4 60.0 60.8 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 95,740: 2,295 2,170 1,905 91,445 91,665 95,645 95,740: 95 0
Old : 95,740: 2,295 2,170 1,905 91,445 91,665 95,645 95,740: 95 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 220: -435 0 -5 660 225 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.3 2.0 95.5 95.7 99.9 100.0: 0.1 0.0
Old : 100.0: 2.4 2.3 2.0 95.5 95.7 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 : 46: 5 2 4 34 32 40 37:
Old : 46: 5 2 4 34 32 40 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 71.0 64.6 81.1 43.0 68.3 56.8 75.7
Old : 46.4 71.0 64.6 81.1 43.0 68.3 56.8 75.7
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,385: 0 825 0 26,855 26,560 26,855 27,385: 530 0
Old : 27,385: 0 825 0 26,855 26,560 26,855 27,385: 530 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 730: 0 0 0 730 730 730 730: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.1 97.0 98.1 100.0: 1.9 0.0
Old : 100.0: 0.0 3.0 0.0 98.1 97.0 98.1 100.0: 1.9 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 2 0 25 16 25 18:
Old : 31: 0 2 0 25 16 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 72.0 72.3 92.2 53.8 69.2 71.6 84.0
Old : 54.0 72.0 72.3 92.2 53.8 69.2 71.6 84.0
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,190: 0 350 0 23,970 23,545 23,970 23,895: 220 295
Old : 24,190: 0 350 0 23,970 23,545 23,970 23,895: 220 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 205: 0 0 0 205 200 205 200: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 99.1 97.3 99.1 98.8: 0.9 1.2
Old : 100.0: 0.0 1.4 0.0 99.1 97.3 99.1 98.8: 0.9 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 28 12 28 13:
Old : 31: 0 1 0 28 12 28 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 78.3 69.7 95.9 49.4 71.4 68.2 82.9
Old : 49.7 78.3 69.7 95.9 49.4 71.4 68.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,690: 1,133 400 140 8,131 9,095 9,404 9,635: 286 55
Old : 9,690: 1,133 400 140 8,131 9,095 9,404 9,635: 286 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 95: -125 0 75 70 -35 20 40: 75 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 4.1 1.4 83.9 93.9 97.0 99.4: 3.0 0.6
Old : 100.0: 11.7 4.1 1.4 83.9 93.9 97.0 99.4: 3.0 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 : 28: 3 1 1 21 20 24 22:
Old : 28: 3 1 1 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 : 49.7 56.2 68.6 74.4 43.4 51.5 60.1 67.0
Old : 49.7 56.2 68.6 74.4 43.4 51.5 60.1 67.0
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,276: 25 1,715 50 10,712 9,456 10,787 11,221: 489 55
Old : 11,276: 25 1,715 50 10,712 9,456 10,787 11,221: 489 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: -60: 0 -25 0 -320 -35 -320 -60: 260 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 15.2 0.4 95.0 83.9 95.7 99.5: 4.3 0.5
Old : 100.0: 0.2 15.2 0.4 95.0 83.9 95.7 99.5: 4.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 4 1 20 19 22 23:
Old : 29: 1 4 1 20 19 22 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 : 44.5 57.2 69.5 80.4 38.6 53.3 55.0 65.5
Old : 44.5 57.2 69.5 80.4 38.6 53.3 55.0 65.5
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, May 13, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,120: 0 0 0 8,995 9,120 8,995 9,120: 125 0
Old : 9,120: 0 0 0 8,995 9,120 8,995 9,120: 125 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 6, 2014 :
: 230: 0 0 0 225 230 225 230: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.6 100.0 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 0.0 0.0 98.6 100.0 98.6 100.0: 1.4 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 : 23: 0 0 0 18 16 18 16:
Old : 23: 0 0 0 18 16 18 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 : 56.2 63.9 82.3 85.5 48.8 56.5 66.0 68.4
Old : 56.2 63.9 82.3 85.5 48.8 56.5 66.0 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 16, 2014