CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 22,150: 8,639 4,019 1,721 11,790 16,410 22,150 22,150: 0 0
Old : 22,150: 8,639 4,019 1,721 11,790 16,410 22,150 22,150: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,319: 5 0 995 319 323 1,319 1,319: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 18.1 7.8 53.2 74.1 100.0 100.0: 0.0 0.0
Old : 100.0: 39.0 18.1 7.8 53.2 74.1 100.0 100.0: 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 : 24: 8 3 3 9 7 18 13:
Old : 24: 8 3 3 9 7 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 : 72.8 84.8 87.4 98.2 68.2 79.6 78.9 82.4
Old : 72.8 84.8 87.4 98.2 68.2 79.6 78.9 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 Regional Greenhouse Gas Initiative :
: : :
All : 11,646: 3,482 1,213 695 7,288 9,737 11,465 11,646: 180 0
Old : 11,646: 3,482 1,213 695 7,288 9,737 11,465 11,646: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 302: 12 50 173 96 79 280 302: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 10.4 6.0 62.6 83.6 98.5 100.0: 1.5 0.0
Old : 100.0: 29.9 10.4 6.0 62.6 83.6 98.5 100.0: 1.5 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 : 20: 3 4 2 9 9 12 15:
Old : 20: 3 4 2 9 9 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 : 66.3 71.9 90.6 89.2 47.3 51.9 60.5 61.5
Old : 66.3 71.9 90.6 89.2 47.3 51.9 60.5 61.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,780,717: 898,015 184,804 1,035,255 2,817,194 3,545,960 4,750,464 4,766,019: 30,253 14,698
Old : 4,780,717: 898,015 184,804 1,035,255 2,817,194 3,545,960 4,750,464 4,766,019: 30,253 14,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -64,256: -31,220 -18,595 -31,556 -933 -14,022 -63,709 -64,173: -547 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.9 21.7 58.9 74.2 99.4 99.7: 0.6 0.3
Old : 100.0: 18.8 3.9 21.7 58.9 74.2 99.4 99.7: 0.6 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 : 214: 36 29 59 136 118 201 179:
Old : 214: 36 29 59 136 118 201 179:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 24.2 37.4 38.0 20.2 19.9 27.1 29.9
Old : 26.1 24.2 37.4 38.0 20.2 19.9 27.1 29.9
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,050,044: 63,463 49,777 835,152 1,150,782 1,164,143 2,049,397 2,049,072: 647 972
Old : 2,050,044: 63,463 49,777 835,152 1,150,782 1,164,143 2,049,397 2,049,072: 647 972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -133,939: 26,708 18,673 -106,890 -53,911 -46,079 -134,094 -134,296: 155 357
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 2.4 40.7 56.1 56.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 2.4 40.7 56.1 56.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 15 26 39 54 54 94 94:
Old : 99: 15 26 39 54 54 94 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.9 39.6 63.4 61.9 5.9 4.3 7.1 5.6
Old : 39.9 39.6 63.4 61.9 5.9 4.3 7.1 5.6
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 247,176: 26,243 12,116 9,988 194,959 218,473 231,190 240,577: 15,986 6,599
Old : 247,176: 26,243 12,116 9,988 194,959 218,473 231,190 240,577: 15,986 6,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,115: -915 1,262 -68 1,913 -144 930 1,050: 185 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 4.9 4.0 78.9 88.4 93.5 97.3: 6.5 2.7
Old : 100.0: 10.6 4.9 4.0 78.9 88.4 93.5 97.3: 6.5 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 : 45: 5 2 3 30 33 35 38:
Old : 45: 5 2 3 30 33 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 51.2 64.4 66.8 37.7 47.4 52.9 58.4
Old : 45.2 51.2 64.4 66.8 37.7 47.4 52.9 58.4
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 27, 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 : 130,394: 5,249 2,139 1,044 115,242 122,896 121,535 126,079: 8,859 4,315
Old : 130,394: 5,249 2,139 1,044 115,242 122,896 121,535 126,079: 8,859 4,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,035: 923 0 -310 760 935 1,373 625: -338 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.6 0.8 88.4 94.2 93.2 96.7: 6.8 3.3
Old : 100.0: 4.0 1.6 0.8 88.4 94.2 93.2 96.7: 6.8 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 2 1 28 26 30 29:
Old : 34: 2 2 1 28 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 49.4 73.5 68.5 45.5 46.6 60.6 63.0
Old : 56.3 49.4 73.5 68.5 45.5 46.6 60.6 63.0
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 27, 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 : 202,838: 24,923 2,696 1,715 166,304 188,476 192,942 192,887: 9,896 9,951
Old : 202,838: 24,923 2,696 1,715 166,304 188,476 192,942 192,887: 9,896 9,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,784: 2,180 -1,005 -41 -1,263 2,418 876 1,372: 908 412
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 1.3 0.8 82.0 92.9 95.1 95.1: 4.9 4.9
Old : 100.0: 12.3 1.3 0.8 82.0 92.9 95.1 95.1: 4.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 1 2 26 27 33 29:
Old : 40: 6 1 2 26 27 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 : 55.9 46.9 73.8 66.2 53.9 45.8 60.8 61.7
Old : 55.9 46.9 73.8 66.2 53.9 45.8 60.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 799,650: 77,859 4,792 8,642 709,493 777,594 795,994 791,028: 3,656 8,622
Old : 799,650: 77,859 4,792 8,642 709,493 777,594 795,994 791,028: 3,656 8,622
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 14,478: 1,449 695 -727 13,877 14,230 14,599 14,198: -121 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.6 1.1 88.7 97.2 99.5 98.9: 0.5 1.1
Old : 100.0: 9.7 0.6 1.1 88.7 97.2 99.5 98.9: 0.5 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 : 61: 4 3 3 51 40 57 44:
Old : 61: 4 3 3 51 40 57 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 : 40.5 43.9 59.4 64.4 34.3 41.6 51.6 57.6
Old : 40.5 43.9 59.4 64.4 34.3 41.6 51.6 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 238,139: 27,683 15,142 258 201,734 216,446 229,675 231,846: 8,464 6,293
Old : 238,139: 27,683 15,142 258 201,734 216,446 229,675 231,846: 8,464 6,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 4,678: -351 0 45 2,987 4,182 2,681 4,227: 1,997 451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 6.4 0.1 84.7 90.9 96.4 97.4: 3.6 2.6
Old : 100.0: 11.6 6.4 0.1 84.7 90.9 96.4 97.4: 3.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 1 2 26 24 31 27:
Old : 40: 5 1 2 26 24 31 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 : 38.1 49.3 61.0 69.1 31.2 36.9 44.9 53.6
Old : 38.1 49.3 61.0 69.1 31.2 36.9 44.9 53.6
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 27, 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 : 222,439: 2,248 0 3,531 213,852 212,232 219,631 215,763: 2,808 6,676
Old : 222,439: 2,248 0 3,531 213,852 212,232 219,631 215,763: 2,808 6,676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 7,108: 119 0 60 8,576 8,167 8,755 8,227: -1,647 -1,119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 1.6 96.1 95.4 98.7 97.0: 1.3 3.0
Old : 100.0: 1.0 0.0 1.6 96.1 95.4 98.7 97.0: 1.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 0 3 38 40 41 43:
Old : 54: 3 0 3 38 40 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 43.2 68.7 65.4 49.6 41.9 67.2 63.3
Old : 51.0 43.2 68.7 65.4 49.6 41.9 67.2 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 107,326: 1,867 2,166 3,897 95,538 87,118 101,302 93,181: 6,024 14,145
Old : 107,326: 1,867 2,166 3,897 95,538 87,118 101,302 93,181: 6,024 14,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,482: -2,012 270 2,137 3,189 232 3,314 2,639: 168 843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.0 3.6 89.0 81.2 94.4 86.8: 5.6 13.2
Old : 100.0: 1.7 2.0 3.6 89.0 81.2 94.4 86.8: 5.6 13.2
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 : 30: 2 2 1 20 20 22 23:
Old : 30: 2 2 1 20 20 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 : 57.7 45.5 76.4 66.7 57.7 43.5 74.0 61.8
Old : 57.7 45.5 76.4 66.7 57.7 43.5 74.0 61.8
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,708: 2,677 7,962 7,169 91,766 91,405 101,612 106,536: 12,096 7,172
Old : 113,708: 2,677 7,962 7,169 91,766 91,405 101,612 106,536: 12,096 7,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 733: -1,100 -474 359 650 570 -91 455: 824 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 7.0 6.3 80.7 80.4 89.4 93.7: 10.6 6.3
Old : 100.0: 2.4 7.0 6.3 80.7 80.4 89.4 93.7: 10.6 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 18 21 22 24:
Old : 32: 2 2 3 18 21 22 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 : 55.2 43.0 72.8 68.8 52.0 38.6 63.5 60.7
Old : 55.2 43.0 72.8 68.8 52.0 38.6 63.5 60.7
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,875: 863 2,448 1,510 65,884 64,720 68,257 68,678: 10,618 10,197
Old : 78,875: 863 2,448 1,510 65,884 64,720 68,257 68,678: 10,618 10,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 958: -1,123 0 539 970 633 386 1,172: 572 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 3.1 1.9 83.5 82.1 86.5 87.1: 13.5 12.9
Old : 100.0: 1.1 3.1 1.9 83.5 82.1 86.5 87.1: 13.5 12.9
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: 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 : 50.0 45.5 68.6 72.3 46.9 42.7 64.1 64.5
Old : 50.0 45.5 68.6 72.3 46.9 42.7 64.1 64.5
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 27, 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 : 197,322: 1,038 0 0 186,889 193,530 187,927 193,530: 9,395 3,792
Old : 197,322: 1,038 0 0 186,889 193,530 187,927 193,530: 9,395 3,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 20,095: 0 0 0 20,258 21,168 20,258 21,168: -163 -1,073
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 94.7 98.1 95.2 98.1: 4.8 1.9
Old : 100.0: 0.5 0.0 0.0 94.7 98.1 95.2 98.1: 4.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 0 27 25 28 25:
Old : 37: 1 0 0 27 25 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 : 59.6 48.6 77.5 76.7 57.5 48.6 73.6 76.4
Old : 59.6 48.6 77.5 76.7 57.5 48.6 73.6 76.4
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,188: 0 0 0 72,501 77,083 72,501 77,083: 9,687 5,105
Old : 82,188: 0 0 0 72,501 77,083 72,501 77,083: 9,687 5,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 50: 0 0 0 662 1,577 662 1,577: -612 -1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.2 93.8 88.2 93.8: 11.8 6.2
Old : 100.0: 0.0 0.0 0.0 88.2 93.8 88.2 93.8: 11.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 21 19 21 19:
Old : 27: 0 0 0 21 19 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 59.3 65.9 76.7 44.5 57.7 60.7 71.2
Old : 45.3 59.3 65.9 76.7 44.5 57.7 60.7 71.2
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 297,627: 4,107 2,448 0 285,588 288,066 289,695 290,514: 7,932 7,113
Old : 297,627: 4,107 2,448 0 285,588 288,066 289,695 290,514: 7,932 7,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -3,804: -882 0 0 -2,901 -3,696 -3,783 -3,696: -21 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.8 0.0 96.0 96.8 97.3 97.6: 2.7 2.4
Old : 100.0: 1.4 0.8 0.0 96.0 96.8 97.3 97.6: 2.7 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 : 54: 1 1 0 44 36 45 37:
Old : 54: 1 1 0 44 36 45 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 55.2 51.0 75.7 25.3 53.5 42.3 65.5
Old : 33.9 55.2 51.0 75.7 25.3 53.5 42.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,866: 2,247 14,128 2,146 68,846 50,843 73,239 67,117: 3,627 9,749
Old : 76,866: 2,247 14,128 2,146 68,846 50,843 73,239 67,117: 3,627 9,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -458: 168 -474 150 -507 -461 -189 -785: -269 327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 18.4 2.8 89.6 66.1 95.3 87.3: 4.7 12.7
Old : 100.0: 2.9 18.4 2.8 89.6 66.1 95.3 87.3: 4.7 12.7
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 : 33: 2 4 4 21 19 25 25:
Old : 33: 2 4 4 21 19 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 37.7 74.2 62.3 47.4 35.6 64.2 56.8
Old : 51.3 37.7 74.2 62.3 47.4 35.6 64.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,246: 683 0 3,434 68,914 68,747 73,031 72,181: 5,215 6,065
Old : 78,246: 683 0 3,434 68,914 68,747 73,031 72,181: 5,215 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,543: 519 0 494 792 1,435 1,805 1,929: -262 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 4.4 88.1 87.9 93.3 92.2: 6.7 7.8
Old : 100.0: 0.9 0.0 4.4 88.1 87.9 93.3 92.2: 6.7 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 16 15 18 17:
Old : 23: 2 0 2 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 66.0 77.8 82.1 58.4 62.8 71.6 77.9
Old : 59.9 66.0 77.8 82.1 58.4 62.8 71.6 77.9
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 119,827: 9,090 3,534 738 109,200 109,909 119,028 114,181: 799 5,646
Old : 119,827: 9,090 3,534 738 109,200 109,909 119,028 114,181: 799 5,646
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 7,827: 6,090 180 -180 2,295 7,528 8,205 7,528: -378 299
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.9 0.6 91.1 91.7 99.3 95.3: 0.7 4.7
Old : 100.0: 7.6 2.9 0.6 91.1 91.7 99.3 95.3: 0.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 2 1 18 23 23 25:
Old : 40: 4 2 1 18 23 23 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 : 77.0 52.4 90.5 77.7 69.0 52.4 78.6 68.4
Old : 77.0 52.4 90.5 77.7 69.0 52.4 78.6 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,753: 24,311 4,898 738 46,628 61,828 71,677 67,464: 1,076 5,289
Old : 72,753: 24,311 4,898 738 46,628 61,828 71,677 67,464: 1,076 5,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 10,780: 6,090 180 -180 4,843 10,188 10,753 10,188: 27 592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 6.7 1.0 64.1 85.0 98.5 92.7: 1.5 7.3
Old : 100.0: 33.4 6.7 1.0 64.1 85.0 98.5 92.7: 1.5 7.3
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 : 53: 8 5 1 24 26 33 31:
Old : 53: 8 5 1 24 26 33 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 : 46.4 53.8 68.7 69.0 40.1 47.0 58.9 59.5
Old : 46.4 53.8 68.7 69.0 40.1 47.0 58.9 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,957: 0 0 0 44,363 43,916 44,363 43,916: 1,594 2,041
Old : 45,957: 0 0 0 44,363 43,916 44,363 43,916: 1,594 2,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 7,240: 0 0 0 8,186 6,709 8,186 6,709: -946 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 95.6 96.5 95.6: 3.5 4.4
Old : 100.0: 0.0 0.0 0.0 96.5 95.6 96.5 95.6: 3.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 15 21 15 21:
Old : 31: 0 0 0 15 21 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 54.9 87.0 74.5 72.5 54.9 84.7 74.5
Old : 74.0 54.9 87.0 74.5 72.5 54.9 84.7 74.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 132,881: 396 1,443 0 119,173 121,038 119,569 122,481: 13,312 10,400
Old : 132,881: 396 1,443 0 119,173 121,038 119,569 122,481: 13,312 10,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 5,685: 0 -240 0 6,873 4,962 6,873 4,722: -1,188 963
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.1 0.0 89.7 91.1 90.0 92.2: 10.0 7.8
Old : 100.0: 0.3 1.1 0.0 89.7 91.1 90.0 92.2: 10.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 30 22 31 23:
Old : 34: 1 1 0 30 22 31 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 : 44.2 48.3 59.1 69.3 26.4 33.9 33.9 39.5
Old : 44.2 48.3 59.1 69.3 26.4 33.9 33.9 39.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,381: 408 153 2,682 54,533 57,168 57,623 60,003: 7,758 5,378
Old : 65,381: 408 153 2,682 54,533 57,168 57,623 60,003: 7,758 5,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 381: -210 0 53 736 -372 579 -319: -198 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 4.1 83.4 87.4 88.1 91.8: 11.9 8.2
Old : 100.0: 0.6 0.2 4.1 83.4 87.4 88.1 91.8: 11.9 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 14 17 16 19:
Old : 22: 1 1 2 14 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 63.8 78.0 79.9 54.2 62.3 64.8 71.9
Old : 61.9 63.8 78.0 79.9 54.2 62.3 64.8 71.9
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,308: 0 2,084 2,663 99,005 93,754 101,668 98,501: 5,640 8,807
Old : 107,308: 0 2,084 2,663 99,005 93,754 101,668 98,501: 5,640 8,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 4,045: 0 594 767 3,429 1,252 4,196 2,613: -151 1,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 2.5 92.3 87.4 94.7 91.8: 5.3 8.2
Old : 100.0: 0.0 1.9 2.5 92.3 87.4 94.7 91.8: 5.3 8.2
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 : 30: 0 2 1 22 21 23 23:
Old : 30: 0 2 1 22 21 23 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 : 55.3 44.2 73.8 65.4 47.6 43.0 57.2 54.3
Old : 55.3 44.2 73.8 65.4 47.6 43.0 57.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 88,373: 1,032 8,995 1,525 80,600 72,999 83,157 83,519: 5,216 4,854
Old : 88,373: 1,032 8,995 1,525 80,600 72,999 83,157 83,519: 5,216 4,854
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -552: 184 0 -64 -672 -488 -552 -552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 10.2 1.7 91.2 82.6 94.1 94.5: 5.9 5.5
Old : 100.0: 1.2 10.2 1.7 91.2 82.6 94.1 94.5: 5.9 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 : 20: 1 1 2 16 12 18 14:
Old : 20: 1 1 2 16 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 68.6 78.8 88.9 56.4 58.0 68.6 71.6
Old : 62.2 68.6 78.8 88.9 56.4 58.0 68.6 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,949: 5,395 840 0 19,064 21,844 24,459 22,684: 490 2,265
Old : 24,949: 5,395 840 0 19,064 21,844 24,459 22,684: 490 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 3.4 0.0 76.4 87.6 98.0 90.9: 2.0 9.1
Old : 100.0: 21.6 3.4 0.0 76.4 87.6 98.0 90.9: 2.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 0 8 13 12 14:
Old : 21: 4 1 0 8 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.9 49.8 94.1 73.5 69.1 49.8 88.2 72.8
Old : 70.9 49.8 94.1 73.5 69.1 49.8 88.2 72.8
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 127,172: 1,455 13,318 1,020 118,632 110,149 121,107 124,487: 6,065 2,685
Old : 127,172: 1,455 13,318 1,020 118,632 110,149 121,107 124,487: 6,065 2,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,125: 81 1,990 240 3,570 1,836 3,891 4,066: -766 -941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 10.5 0.8 93.3 86.6 95.2 97.9: 4.8 2.1
Old : 100.0: 1.1 10.5 0.8 93.3 86.6 95.2 97.9: 4.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 1 14 16 17 18:
Old : 25: 3 1 1 14 16 17 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 : 61.3 75.3 82.9 86.9 49.6 68.1 70.2 76.6
Old : 61.3 75.3 82.9 86.9 49.6 68.1 70.2 76.6
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 272,660: 240 44,630 6,418 252,742 208,878 259,400 259,926: 13,260 12,734
Old : 272,660: 240 44,630 6,418 252,742 208,878 259,400 259,926: 13,260 12,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,048: -677 -1,214 2,257 1,478 1,784 3,058 2,827: -10 221
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.4 2.4 92.7 76.6 95.1 95.3: 4.9 4.7
Old : 100.0: 0.1 16.4 2.4 92.7 76.6 95.1 95.3: 4.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 3 3 33 25 37 28:
Old : 44: 1 3 3 33 25 37 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 : 49.7 48.5 65.8 69.8 46.5 47.2 60.1 67.4
Old : 49.7 48.5 65.8 69.8 46.5 47.2 60.1 67.4
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 37,250: 7,235 3,868 0 28,864 32,802 36,099 36,670: 1,151 580
Old : 37,250: 7,235 3,868 0 28,864 32,802 36,099 36,670: 1,151 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 3,285: 960 0 0 2,026 3,043 2,986 3,043: 299 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 10.4 0.0 77.5 88.1 96.9 98.4: 3.1 1.6
Old : 100.0: 19.4 10.4 0.0 77.5 88.1 96.9 98.4: 3.1 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 : 24: 2 1 0 12 14 14 15:
Old : 24: 2 1 0 12 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 60.2 84.8 83.5 59.8 60.2 78.2 82.5
Old : 64.0 60.2 84.8 83.5 59.8 60.2 78.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,916: 3,278 0 360 34,892 39,457 38,530 39,817: 2,386 1,099
Old : 40,916: 3,278 0 360 34,892 39,457 38,530 39,817: 2,386 1,099
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,980: -240 0 240 1,926 1,410 1,926 1,650: 54 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 0.9 85.3 96.4 94.2 97.3: 5.8 2.7
Old : 100.0: 8.0 0.0 0.9 85.3 96.4 94.2 97.3: 5.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 14 14 16 15:
Old : 25: 2 0 1 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 60.6 83.2 84.2 67.7 57.0 75.5 80.5
Old : 68.9 60.6 83.2 84.2 67.7 57.0 75.5 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 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 : 272,178: 3,099 45,888 4,694 252,563 215,449 260,356 266,031: 11,822 6,147
Old : 272,178: 3,099 45,888 4,694 252,563 215,449 260,356 266,031: 11,822 6,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -1,962: 60 38 -40 -2,099 -3,034 -2,079 -3,036: 117 1,074
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 16.9 1.7 92.8 79.2 95.7 97.7: 4.3 2.3
Old : 100.0: 1.1 16.9 1.7 92.8 79.2 95.7 97.7: 4.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 3 6 5 43 35 50 42:
Old : 59: 3 6 5 43 35 50 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 52.7 54.3 72.8 33.3 52.4 51.2 67.8
Old : 34.6 52.7 54.3 72.8 33.3 52.4 51.2 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 71,504: 9,282 0 0 58,013 67,507 67,295 67,507: 4,209 3,997
Old : 71,504: 9,282 0 0 58,013 67,507 67,295 67,507: 4,209 3,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -29: 180 0 0 124 95 304 95: -333 -124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 0.0 0.0 81.1 94.4 94.1 94.4: 5.9 5.6
Old : 100.0: 13.0 0.0 0.0 81.1 94.4 94.1 94.4: 5.9 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 : 29: 1 0 0 17 18 18 18:
Old : 29: 1 0 0 17 18 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 : 39.1 42.3 65.5 66.3 35.5 36.8 58.2 58.3
Old : 39.1 42.3 65.5 66.3 35.5 36.8 58.2 58.3
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 27, 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 : 86,412: 0 1,224 0 81,991 83,567 81,991 84,791: 4,421 1,621
Old : 86,412: 0 1,224 0 81,991 83,567 81,991 84,791: 4,421 1,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -105: 0 0 0 -105 -105 -105 -105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 94.9 96.7 94.9 98.1: 5.1 1.9
Old : 100.0: 0.0 1.4 0.0 94.9 96.7 94.9 98.1: 5.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 36.4 52.2 59.5 79.3 34.7 42.6 52.0 65.8
Old : 36.4 52.2 59.5 79.3 34.7 42.6 52.0 65.8
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 27, 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 : 73,202: 0 5,520 578 63,601 64,841 64,179 70,939: 9,023 2,263
Old : 73,202: 0 5,520 578 63,601 64,841 64,179 70,939: 9,023 2,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 887: -13 591 -439 1,522 735 1,070 887: -183 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.5 0.8 86.9 88.6 87.7 96.9: 12.3 3.1
Old : 100.0: 0.0 7.5 0.8 86.9 88.6 87.7 96.9: 12.3 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 : 27: 0 2 2 21 16 23 18:
Old : 27: 0 2 2 21 16 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 : 54.3 60.2 69.4 84.1 54.0 54.0 66.0 73.6
Old : 54.3 60.2 69.4 84.1 54.0 54.0 66.0 73.6
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 27, 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 : 166,920: 17,321 7,790 17,530 131,152 141,094 166,002 166,414: 918 506
Old : 166,920: 17,321 7,790 17,530 131,152 141,094 166,002 166,414: 918 506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -1,801: -1,360 -613 -48 -511 -1,327 -1,919 -1,987: 117 186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 4.7 10.5 78.6 84.5 99.5 99.7: 0.5 0.3
Old : 100.0: 10.4 4.7 10.5 78.6 84.5 99.5 99.7: 0.5 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 : 80: 11 10 16 52 57 70 76:
Old : 80: 11 10 16 52 57 70 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 28.4 49.6 44.9 16.3 17.0 27.9 25.8
Old : 31.5 28.4 49.6 44.9 16.3 17.0 27.9 25.8
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 27, 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 : 52,158: 7,340 154 1,430 43,388 50,574 52,158 52,158: 0 0
Old : 52,158: 7,340 154 1,430 43,388 50,574 52,158 52,158: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -2: 350 -67 42 -394 23 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 0.3 2.7 83.2 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 14.1 0.3 2.7 83.2 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 6 1 3 23 22 29 26:
Old : 35: 6 1 3 23 22 29 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 : 72.4 51.9 88.0 76.6 69.8 48.2 78.0 69.6
Old : 72.4 51.9 88.0 76.6 69.8 48.2 78.0 69.6
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 27, 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 : 442,533: 34,437 1,976 26,599 381,497 413,958 442,533 442,533: 0 0
Old : 442,533: 34,437 1,976 26,599 381,497 413,958 442,533 442,533: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 14,295: -1,680 336 2,296 13,679 11,663 14,295 14,295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.4 6.0 86.2 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 0.4 6.0 86.2 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 5 1 3 22 23 28 26:
Old : 33: 5 1 3 22 23 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 : 55.0 56.9 79.8 79.8 43.4 48.8 61.4 60.9
Old : 55.0 56.9 79.8 79.8 43.4 48.8 61.4 60.9
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 27, 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 : 1,615,792: 49,500 22,321 69,122 1,497,170 1,505,693 1,615,792 1,597,136: -0 18,656
Old : 1,615,792: 49,500 22,321 69,122 1,497,170 1,505,693 1,615,792 1,597,136: -0 18,656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 28,495: -5,472 2,155 174 33,793 26,166 28,495 28,495: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.4 4.3 92.7 93.2 100.0 98.8: -0.0 1.2
Old : 100.0: 3.1 1.4 4.3 92.7 93.2 100.0 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 : 60: 5 4 5 44 45 51 52:
Old : 60: 5 4 5 44 45 51 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 : 43.8 38.0 64.9 54.8 35.8 31.7 48.0 43.7
Old : 43.8 38.0 64.9 54.8 35.8 31.7 48.0 43.7
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 27, 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 : 52,275: 1,070 7,598 4,566 46,639 40,111 52,275 52,275: 0 0
Old : 52,275: 1,070 7,598 4,566 46,639 40,111 52,275 52,275: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 453: 190 -70 61 202 462 453 453: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 14.5 8.7 89.2 76.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 14.5 8.7 89.2 76.7 100.0 100.0: 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 : 38: 4 5 4 25 21 30 29:
Old : 38: 4 5 4 25 21 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 54.3 73.8 78.7 40.1 38.9 57.6 60.3
Old : 50.9 54.3 73.8 78.7 40.1 38.9 57.6 60.3
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 27, 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 : 324,378: 976 45,653 17,446 305,956 261,279 324,378 324,378: 0 0
Old : 324,378: 976 45,653 17,446 305,956 261,279 324,378 324,378: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,526: 0 2,829 0 2,526 -303 2,526 2,526: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 14.1 5.4 94.3 80.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 14.1 5.4 94.3 80.5 100.0 100.0: 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 : 67.2 64.0 87.4 91.1 60.3 51.7 74.6 74.3
Old : 67.2 64.0 87.4 91.1 60.3 51.7 74.6 74.3
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 640,681: 37,188 0 11,673 591,820 629,008 640,681 640,681: 0 0
Old : 640,681: 37,188 0 11,673 591,820 629,008 640,681 640,681: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 842: 376 0 0 466 842 842 842: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 1.8 92.4 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 0.0 1.8 92.4 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 40.4 45.3 64.8 68.2 30.1 30.5 43.2 46.0
Old : 40.4 45.3 64.8 68.2 30.1 30.5 43.2 46.0
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,340: 8,034 65 2,453 39,091 47,335 49,578 49,853: 762 487
Old : 50,340: 8,034 65 2,453 39,091 47,335 49,578 49,853: 762 487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -420: -432 0 169 -178 154 -441 323: 21 -743
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.1 4.9 77.7 94.0 98.5 99.0: 1.5 1.0
Old : 100.0: 16.0 0.1 4.9 77.7 94.0 98.5 99.0: 1.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 1 5 29 30 36 35:
Old : 39: 6 1 5 29 30 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 42.0 67.8 60.2 31.9 32.7 44.4 45.2
Old : 41.1 42.0 67.8 60.2 31.9 32.7 44.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,905: 200 0 0 36,510 36,865 36,710 36,865: 195 40
Old : 36,905: 200 0 0 36,510 36,865 36,710 36,865: 195 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 25: 0 0 0 10 -15 10 -15: 15 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 98.9 99.9 99.5 99.9: 0.5 0.1
Old : 100.0: 0.5 0.0 0.0 98.9 99.9 99.5 99.9: 0.5 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 : 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 : 62.3 88.9 82.6 97.2 61.1 88.9 81.1 91.6
Old : 62.3 88.9 82.6 97.2 61.1 88.9 81.1 91.6
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 4,850: 600 150 0 3,350 4,450 3,950 4,600: 900 250
Old : 4,850: 600 150 0 3,350 4,450 3,950 4,600: 900 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,400: 500 50 -300 300 1,450 500 1,200: 900 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.1 0.0 69.1 91.8 81.4 94.8: 18.6 5.2
Old : 100.0: 12.4 3.1 0.0 69.1 91.8 81.4 94.8: 18.6 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 14 13 16 14:
Old : 25: 2 1 0 14 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 52.6 68.0 77.3 53.6 50.5 66.0 73.2
Old : 53.6 52.6 68.0 77.3 53.6 50.5 66.0 73.2
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,535: 200 300 200 55,135 54,995 55,535 55,495: 0 40
Old : 55,535: 200 300 200 55,135 54,995 55,535 55,495: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 350: 0 0 0 350 310 350 310: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.5 0.4 99.3 99.0 100.0 99.9: 0.0 0.1
Old : 100.0: 0.4 0.5 0.4 99.3 99.0 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.4 90.0 77.7 96.5 58.3 86.3 76.0 92.0
Old : 59.4 90.0 77.7 96.5 58.3 86.3 76.0 92.0
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,335: 50 750 0 11,285 10,585 11,335 11,335: 0 0
Old : 11,335: 50 750 0 11,285 10,585 11,335 11,335: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 125: 0 150 0 425 275 425 425: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.6 0.0 99.6 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 6.6 0.0 99.6 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 : 31: 1 1 0 19 18 20 19:
Old : 31: 1 1 0 19 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 45.7 86.5 73.1 56.9 45.7 75.1 67.8
Old : 61.3 45.7 86.5 73.1 56.9 45.7 75.1 67.8
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 257,432: 14,136 1,152 2,352 240,944 253,928 257,432 257,432: 0 0
Old : 257,432: 14,136 1,152 2,352 240,944 253,928 257,432 257,432: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 4,736: 1,536 0 -384 3,584 5,120 4,736 4,736: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.4 0.9 93.6 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 0.4 0.9 93.6 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 1 20 18 22 21:
Old : 32: 2 2 1 20 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 58.3 67.4 79.6 29.9 45.0 45.7 59.1
Old : 41.7 58.3 67.4 79.6 29.9 45.0 45.7 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH ZONE - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 11,392: 2,653 1,046 213 8,164 9,750 11,030 11,009: 362 383
Old : 11,392: 2,653 1,046 213 8,164 9,750 11,030 11,009: 362 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 105: -64 83 43 84 -42 63 84: 42 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 9.2 1.9 71.7 85.6 96.8 96.6: 3.2 3.4
Old : 100.0: 23.3 9.2 1.9 71.7 85.6 96.8 96.6: 3.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 3 3 15 15 20 20:
Old : 28: 4 3 3 15 15 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 50.9 79.0 76.9 52.0 46.9 70.0 71.2
Old : 55.0 50.9 79.0 76.9 52.0 46.9 70.0 71.2
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,150: 3,000 650 450 12,700 15,050 16,150 16,150: 0 0
Old : 16,150: 3,000 650 450 12,700 15,050 16,150 16,150: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 900: 0 -50 150 750 800 900 900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 4.0 2.8 78.6 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 18.6 4.0 2.8 78.6 93.2 100.0 100.0: 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: 1 2 2 12 13 14 16:
Old : 23: 1 2 2 12 13 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 59.1 85.4 82.0 58.5 57.3 79.9 77.7
Old : 60.4 59.1 85.4 82.0 58.5 57.3 79.9 77.7
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,500: 1,050 1,400 0 16,450 16,090 17,500 17,490: 0 10
Old : 17,500: 1,050 1,400 0 16,450 16,090 17,500 17,490: 0 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 135: 0 100 0 145 325 145 425: -10 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.0 0.0 94.0 91.9 100.0 99.9: 0.0 0.1
Old : 100.0: 6.0 8.0 0.0 94.0 91.9 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 1 0 23 20 26 21:
Old : 35: 3 1 0 23 20 26 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 54.4 80.0 77.3 49.4 45.9 66.0 62.3
Old : 57.1 54.4 80.0 77.3 49.4 45.9 66.0 62.3
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,296: 375 0 50 9,161 10,016 9,586 10,066: 710 230
Old : 10,296: 375 0 50 9,161 10,016 9,586 10,066: 710 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 10: 0 0 0 130 40 130 40: -120 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.5 89.0 97.3 93.1 97.8: 6.9 2.2
Old : 100.0: 3.6 0.0 0.5 89.0 97.3 93.1 97.8: 6.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 17 23 18:
Old : 27: 1 0 1 22 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 : 40.5 55.3 62.5 83.1 39.5 46.4 56.5 63.2
Old : 40.5 55.3 62.5 83.1 39.5 46.4 56.5 63.2
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 21,170: 1,374 42 639 18,795 19,170 20,808 19,851: 362 1,319
Old : 21,170: 1,374 42 639 18,795 19,170 20,808 19,851: 362 1,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -128: -43 -42 0 -85 -86 -128 -128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.2 3.0 88.8 90.6 98.3 93.8: 1.7 6.2
Old : 100.0: 6.5 0.2 3.0 88.8 90.6 98.3 93.8: 1.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 1 2 26 22 29 25:
Old : 34: 3 1 2 26 22 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.0 50.3 57.6 71.7 25.2 42.7 39.1 51.7
Old : 35.0 50.3 57.6 71.7 25.2 42.7 39.1 51.7
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,107: 75 5,096 1,889 34,018 28,997 35,982 35,982: 125 125
Old : 36,107: 75 5,096 1,889 34,018 28,997 35,982 35,982: 125 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -123: 75 -62 27 -195 -88 -93 -123: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 14.1 5.2 94.2 80.3 99.7 99.7: 0.3 0.3
Old : 100.0: 0.2 14.1 5.2 94.2 80.3 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 4 3 31 24 34 29:
Old : 39: 1 4 3 31 24 34 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 : 35.0 49.7 54.2 68.3 33.9 35.6 49.1 51.3
Old : 35.0 49.7 54.2 68.3 33.9 35.6 49.1 51.3
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,613: 920 3,464 3,950 38,600 36,194 43,470 43,608: 143 5
Old : 43,613: 920 3,464 3,950 38,600 36,194 43,470 43,608: 143 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 121: -140 130 20 362 -29 242 121: -121 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 7.9 9.1 88.5 83.0 99.7 100.0: 0.3 0.0
Old : 100.0: 2.1 7.9 9.1 88.5 83.0 99.7 100.0: 0.3 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 : 46: 5 3 5 36 31 44 36:
Old : 46: 5 3 5 36 31 44 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 40.4 57.8 60.6 32.3 29.8 51.4 45.8
Old : 34.2 40.4 57.8 60.6 32.3 29.8 51.4 45.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,870: 650 50 0 36,220 36,510 36,870 36,560: 0 310
Old : 36,870: 650 50 0 36,220 36,510 36,870 36,560: 0 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 300: 50 0 0 250 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.1 0.0 98.2 99.0 100.0 99.2: 0.0 0.8
Old : 100.0: 1.8 0.1 0.0 98.2 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 : 30: 1 1 0 22 10 23 11:
Old : 30: 1 1 0 22 10 23 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 : 64.4 94.1 81.0 98.8 63.2 89.8 79.0 91.4
Old : 64.4 94.1 81.0 98.8 63.2 89.8 79.0 91.4
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,385: 500 35 15 41,870 42,335 42,385 42,385: 0 0
Old : 42,385: 500 35 15 41,870 42,335 42,385 42,385: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,185: 0 -15 15 2,170 2,185 2,185 2,185: 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 : 34: 1 1 1 27 14 29 15:
Old : 34: 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 : 57.1 91.0 74.7 96.3 57.0 87.1 72.6 90.1
Old : 57.1 91.0 74.7 96.3 57.0 87.1 72.6 90.1
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 490,424: 46,479 6,096 42,016 401,929 442,312 490,424 490,424: 0 0
Old : 490,424: 46,479 6,096 42,016 401,929 442,312 490,424 490,424: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -160: -2,304 -1,936 2,688 -544 -912 -160 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.2 8.6 82.0 90.2 100.0 100.0: 0.0 0.0
Old : 100.0: 9.5 1.2 8.6 82.0 90.2 100.0 100.0: 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 : 41: 3 2 3 29 28 33 32:
Old : 41: 3 2 3 29 28 33 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 : 47.6 47.3 66.8 69.8 38.4 42.6 54.5 54.6
Old : 47.6 47.3 66.8 69.8 38.4 42.6 54.5 54.6
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 35,057: 4,523 1,804 2,356 27,287 30,643 34,166 34,803: 891 254
Old : 35,057: 4,523 1,804 2,356 27,287 30,643 34,166 34,803: 891 254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 616: -552 21 553 615 85 616 659: 0 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 5.1 6.7 77.8 87.4 97.5 99.3: 2.5 0.7
Old : 100.0: 12.9 5.1 6.7 77.8 87.4 97.5 99.3: 2.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 4 4 30 31 35 39:
Old : 44: 5 4 4 30 31 35 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 35.3 63.2 56.2 34.0 29.5 49.8 44.5
Old : 41.6 35.3 63.2 56.2 34.0 29.5 49.8 44.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,054: 3,792 166 1,332 13,930 17,556 19,054 19,054: 0 0
Old : 19,054: 3,792 166 1,332 13,930 17,556 19,054 19,054: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 531: -48 -104 104 475 531 531 531: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 0.9 7.0 73.1 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.9 0.9 7.0 73.1 92.1 100.0 100.0: 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 : 27: 2 1 2 18 10 21 12:
Old : 27: 2 1 2 18 10 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 89.0 77.7 97.6 50.2 81.2 69.1 85.1
Old : 57.9 89.0 77.7 97.6 50.2 81.2 69.1 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 190,304: 79,020 0 0 111,284 190,304 190,304 190,304: 0 0
Old : 190,304: 79,020 0 0 111,284 190,304 190,304 190,304: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,312: 976 0 0 336 1,312 1,312 1,312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 0.0 0.0 58.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 41.5 0.0 0.0 58.5 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 0 15 10 18 10:
Old : 25: 3 0 0 15 10 18 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 : 72.5 95.8 88.7 99.5 72.5 89.1 83.9 92.0
Old : 72.5 95.8 88.7 99.5 72.5 89.1 83.9 92.0
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 547,892: 3,161 11,256 16,697 528,034 519,939 547,892 547,892: 0 0
Old : 547,892: 3,161 11,256 16,697 528,034 519,939 547,892 547,892: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -1,184: 0 0 0 -1,184 -1,184 -1,184 -1,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.1 3.0 96.4 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 2.1 3.0 96.4 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 : 56.4 76.1 74.2 92.1 54.1 66.9 67.2 79.3
Old : 56.4 76.1 74.2 92.1 54.1 66.9 67.2 79.3
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 33,823: 5,284 0 871 27,136 32,400 33,291 33,271: 532 552
Old : 33,823: 5,284 0 871 27,136 32,400 33,291 33,271: 532 552
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,403: 405 0 487 895 916 1,787 1,403: -384 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 2.6 80.2 95.8 98.4 98.4: 1.6 1.6
Old : 100.0: 15.6 0.0 2.6 80.2 95.8 98.4 98.4: 1.6 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 : 31: 4 0 2 22 20 26 22:
Old : 31: 4 0 2 22 20 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 : 43.2 80.5 67.8 88.6 39.5 69.5 59.4 73.2
Old : 43.2 80.5 67.8 88.6 39.5 69.5 59.4 73.2
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,926: 2,021 1,537 0 15,414 15,858 17,435 17,395: 491 531
Old : 17,926: 2,021 1,537 0 15,414 15,858 17,435 17,395: 491 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 21: -63 -344 0 105 365 42 21: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 8.6 0.0 86.0 88.5 97.3 97.0: 2.7 3.0
Old : 100.0: 11.3 8.6 0.0 86.0 88.5 97.3 97.0: 2.7 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 0 21 19 25 20:
Old : 30: 4 1 0 21 19 25 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 : 43.4 48.2 64.8 73.3 38.2 41.0 55.3 55.3
Old : 43.4 48.2 64.8 73.3 38.2 41.0 55.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 239,224: 38,894 3,168 792 199,538 235,264 239,224 239,224: 0 0
Old : 239,224: 38,894 3,168 792 199,538 235,264 239,224 239,224: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,016: 744 -1,976 24 1,248 3,968 2,016 2,016: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.3 0.3 83.4 98.3 100.0 100.0: 0.0 0.0
Old : 100.0: 16.3 1.3 0.3 83.4 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 : 29: 3 1 2 16 20 19 23:
Old : 29: 3 1 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 : 63.5 65.3 83.5 81.5 60.3 57.9 72.6 69.8
Old : 63.5 65.3 83.5 81.5 60.3 57.9 72.6 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,992: 2,011 0 595 10,213 12,142 12,819 12,737: 173 255
Old : 12,992: 2,011 0 595 10,213 12,142 12,819 12,737: 173 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -2: 80 0 -105 23 103 -2 -2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.0 4.6 78.6 93.5 98.7 98.0: 1.3 2.0
Old : 100.0: 15.5 0.0 4.6 78.6 93.5 98.7 98.0: 1.3 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 : 38.9 53.6 62.3 72.3 34.6 51.5 52.3 66.9
Old : 38.9 53.6 62.3 72.3 34.6 51.5 52.3 66.9
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 146,905: 12,294 0 1,536 133,075 145,369 146,905 146,905: 0 0
Old : 146,905: 12,294 0 1,536 133,075 145,369 146,905 146,905: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,144: 1,528 0 768 -1,152 376 1,144 1,144: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 1.0 90.6 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.4 0.0 1.0 90.6 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 17 17 20 18:
Old : 25: 3 0 1 17 17 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 : 54.6 71.8 78.3 87.0 51.7 70.0 68.1 79.5
Old : 54.6 71.8 78.3 87.0 51.7 70.0 68.1 79.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,098: 0 2,157 2,280 18,818 16,661 21,098 21,098: 0 0
Old : 21,098: 0 2,157 2,280 18,818 16,661 21,098 21,098: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 228: 0 -102 0 228 330 228 228: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.2 10.8 89.2 79.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 10.2 10.8 89.2 79.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 19 16 20 17:
Old : 25: 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 : 66.7 60.9 86.9 84.4 57.3 45.0 70.7 68.4
Old : 66.7 60.9 86.9 84.4 57.3 45.0 70.7 68.4
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 143,618: 0 0 3,856 139,762 139,762 143,618 143,618: 0 0
Old : 143,618: 0 0 3,856 139,762 139,762 143,618 143,618: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -3,160: -7,712 0 3,856 696 -7,016 -3,160 -3,160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 2.7 97.3 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 2.7 97.3 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 1 13 12 14 13:
Old : 22: 0 0 1 13 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 67.0 86.2 91.0 45.3 53.0 63.3 70.7
Old : 58.7 67.0 86.2 91.0 45.3 53.0 63.3 70.7
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,450: 200 100 0 10,650 11,340 10,850 11,440: 600 10
Old : 11,450: 200 100 0 10,650 11,340 10,850 11,440: 600 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,100: 0 0 0 2,100 2,100 2,100 2,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.9 0.0 93.0 99.0 94.8 99.9: 5.2 0.1
Old : 100.0: 1.7 0.9 0.0 93.0 99.0 94.8 99.9: 5.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 82.7 76.2 90.7 93.1 77.6 74.2 81.4 83.4
Old : 82.7 76.2 90.7 93.1 77.6 74.2 81.4 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,570: 100 0 0 11,890 12,570 11,990 12,570: 580 0
Old : 12,570: 100 0 0 11,890 12,570 11,990 12,570: 580 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,130: 0 0 0 2,130 2,130 2,130 2,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 94.6 100.0 95.4 100.0: 4.6 0.0
Old : 100.0: 0.8 0.0 0.0 94.6 100.0 95.4 100.0: 4.6 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: 1 0 0 16 15 17 15:
Old : 23: 1 0 0 16 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 75.1 89.1 94.2 75.0 74.9 80.8 87.1
Old : 78.6 75.1 89.1 94.2 75.0 74.9 80.8 87.1
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,215: 0 1,000 0 24,995 24,215 24,995 25,215: 220 0
Old : 25,215: 0 1,000 0 24,995 24,215 24,995 25,215: 220 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 : 30: 0 2 0 19 14 19 16:
Old : 30: 0 2 0 19 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 73.6 76.8 91.7 49.3 71.6 73.7 84.3
Old : 49.5 73.6 76.8 91.7 49.3 71.6 73.7 84.3
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,500: 0 900 0 21,150 20,600 21,150 21,500: 350 0
Old : 21,500: 0 900 0 21,150 20,600 21,150 21,500: 350 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 165: 0 0 0 165 165 165 165: 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 81.2 72.4 96.7 42.8 78.4 67.4 88.7
Old : 45.7 81.2 72.4 96.7 42.8 78.4 67.4 88.7
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,230: 0 0 0 9,915 10,150 9,915 10,150: 315 80
Old : 10,230: 0 0 0 9,915 10,150 9,915 10,150: 315 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 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 0.0 0.0 96.9 99.2 96.9 99.2: 3.1 0.8
Old : 100.0: 0.0 0.0 0.0 96.9 99.2 96.9 99.2: 3.1 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 : 49.4 73.3 68.8 93.9 48.7 67.3 64.8 82.3
Old : 49.4 73.3 68.8 93.9 48.7 67.3 64.8 82.3
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,715: 0 300 0 24,415 24,415 24,415 24,715: 300 0
Old : 24,715: 0 300 0 24,415 24,415 24,415 24,715: 300 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 0: 0 100 0 -20 -100 -20 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 98.8 98.8 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 1.2 0.0 98.8 98.8 98.8 100.0: 1.2 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 : 25: 0 1 0 21 11 21 12:
Old : 25: 0 1 0 21 11 21 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 80.9 85.8 97.6 58.1 72.8 71.8 80.9
Old : 70.4 80.9 85.8 97.6 58.1 72.8 71.8 80.9
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 27, 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 20, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 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 27, 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 20, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,710: 0 0 0 22,970 23,705 22,970 23,705: 740 5
Old : 23,710: 0 0 0 22,970 23,705 22,970 23,705: 740 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 0.0
Old : 100.0: 0.0 0.0 0.0 96.9 100.0 96.9 100.0: 3.1 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 : 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 : 71.0 93.5 83.5 99.4 68.4 92.5 80.1 94.4
Old : 71.0 93.5 83.5 99.4 68.4 92.5 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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 130,465: 2,080 200 0 128,190 130,265 130,270 130,465: 195 0
Old : 130,465: 2,080 200 0 128,190 130,265 130,270 130,465: 195 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,015: 0 0 0 970 1,115 970 1,115: 45 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.2 0.0 98.3 99.8 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 0.2 0.0 98.3 99.8 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 1 0 39 34 42 35:
Old : 47: 3 1 0 39 34 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 : 36.4 62.8 55.1 81.7 29.9 61.4 45.2 73.0
Old : 36.4 62.8 55.1 81.7 29.9 61.4 45.2 73.0
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 169,384: 3,125 0 100 165,849 169,284 169,074 169,384: 310 0
Old : 169,384: 3,125 0 100 165,849 169,284 169,074 169,384: 310 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,531: 260 0 0 2,271 2,531 2,531 2,531: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.1 97.9 99.9 99.8 100.0: 0.2 0.0
Old : 100.0: 1.8 0.0 0.1 97.9 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 41 34 45 35:
Old : 52: 4 0 1 41 34 45 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 62.9 53.4 82.5 29.5 60.8 45.5 74.5
Old : 35.3 62.9 53.4 82.5 29.5 60.8 45.5 74.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 153,964: 21,704 4,633 10,301 121,783 138,705 153,788 153,639: 176 325
Old : 153,964: 21,704 4,633 10,301 121,783 138,705 153,788 153,639: 176 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 1,792: -372 292 238 1,920 1,262 1,786 1,792: 6 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 3.0 6.7 79.1 90.1 99.9 99.8: 0.1 0.2
Old : 100.0: 14.1 3.0 6.7 79.1 90.1 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: 7 6 10 44 41 57 52:
Old : 63: 7 6 10 44 41 57 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 : 45.7 61.5 61.2 73.4 45.7 59.3 60.2 68.3
Old : 45.7 61.5 61.2 73.4 45.7 59.3 60.2 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME MINI OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 100,100: 3,045 2,220 2,040 94,920 95,780 100,005 100,040: 95 60
Old : 100,100: 3,045 2,220 2,040 94,920 95,780 100,005 100,040: 95 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 2,645: 285 50 0 2,360 2,535 2,645 2,585: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.2 2.0 94.8 95.7 99.9 99.9: 0.1 0.1
Old : 100.0: 3.0 2.2 2.0 94.8 95.7 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 : 48: 5 3 4 35 32 41 38:
Old : 48: 5 3 4 35 32 41 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 : 45.5 70.2 63.4 80.8 41.7 68.2 55.9 75.8
Old : 45.5 70.2 63.4 80.8 41.7 68.2 55.9 75.8
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,405: 0 825 0 26,875 26,580 26,875 27,405: 530 0
Old : 27,405: 0 825 0 26,875 26,580 26,875 27,405: 530 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 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 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 17 25 19:
Old : 31: 0 2 0 25 17 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 72.1 72.3 92.1 53.7 69.2 71.5 83.7
Old : 54.0 72.1 72.3 92.1 53.7 69.2 71.5 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,125: 0 350 0 23,905 23,480 23,905 23,830: 220 295
Old : 24,125: 0 350 0 23,905 23,480 23,905 23,830: 220 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 99.1 97.3 99.1 98.8: 0.9 1.2
Old : 100.0: 0.0 1.5 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 : 49.8 78.2 69.7 95.9 49.5 71.4 68.4 82.9
Old : 49.8 78.2 69.7 95.9 49.5 71.4 68.4 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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,209: 978 400 295 8,474 9,499 9,747 10,194: 462 15
Old : 10,209: 978 400 295 8,474 9,499 9,747 10,194: 462 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: -84: -125 0 125 -138 -169 -138 -44: 54 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 3.9 2.9 83.0 93.0 95.5 99.9: 4.5 0.1
Old : 100.0: 9.6 3.9 2.9 83.0 93.0 95.5 99.9: 4.5 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 : 29: 2 1 2 21 22 24 25:
Old : 29: 2 1 2 21 22 24 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 : 53.7 58.1 70.3 75.2 46.7 53.7 59.1 68.5
Old : 53.7 58.1 70.3 75.2 46.7 53.7 59.1 68.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,561: 50 1,790 75 12,229 10,651 12,354 12,516: 207 45
Old : 12,561: 50 1,790 75 12,229 10,651 12,354 12,516: 207 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 680: 25 25 0 682 655 707 680: -27 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 14.3 0.6 97.4 84.8 98.4 99.6: 1.6 0.4
Old : 100.0: 0.4 14.3 0.6 97.4 84.8 98.4 99.6: 1.6 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 : 32: 1 4 2 23 20 26 24:
Old : 32: 1 4 2 23 20 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 : 47.9 51.9 70.4 81.9 42.5 48.1 57.9 69.5
Old : 47.9 51.9 70.4 81.9 42.5 48.1 57.9 69.5
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 27, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,735: 300 0 0 9,325 9,735 9,625 9,735: 110 0
Old : 9,735: 300 0 0 9,325 9,735 9,625 9,735: 110 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 20, 2014 :
: 615: 300 0 0 330 615 630 615: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 95.8 100.0 98.9 100.0: 1.1 0.0
Old : 100.0: 3.1 0.0 0.0 95.8 100.0 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 : 25: 1 0 0 19 16 20 16:
Old : 25: 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 : 52.6 63.2 77.0 86.4 45.7 56.6 63.1 70.4
Old : 52.6 63.2 77.0 86.4 45.7 56.6 63.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 30, 2014