CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 11,899: 3,532 1,438 3,108 5,213 7,303 11,853 11,849: 46 50
Old : 11,899: 3,532 1,438 3,108 5,213 7,303 11,853 11,849: 46 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 424: 703 205 8 -300 218 411 431: 13 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.7 12.1 26.1 43.8 61.4 99.6 99.6: 0.4 0.4
Old : 100.0: 29.7 12.1 26.1 43.8 61.4 99.6 99.6: 0.4 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 : 27: 8 6 7 10 5 22 15:
Old : 27: 8 6 7 10 5 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 73.1 81.0 94.1 40.9 50.4 52.5 57.9
Old : 55.3 73.1 81.0 94.1 40.9 50.4 52.5 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 23,198: 10,357 5,494 1,353 11,488 16,350 23,198 23,198: 0 0
Old : 23,198: 10,357 5,494 1,353 11,488 16,350 23,198 23,198: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 62: -10 0 10 62 52 62 62: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 23.7 5.8 49.5 70.5 100.0 100.0: 0.0 0.0
Old : 100.0: 44.6 23.7 5.8 49.5 70.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 4 3 9 7 19 13:
Old : 25: 8 4 3 9 7 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 80.7 88.1 98.2 69.4 77.2 79.9 81.7
Old : 70.7 80.7 88.1 98.2 69.4 77.2 79.9 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 14,195: 2,708 1,401 1,964 9,523 10,830 14,195 14,195: -0 -0
Old : 14,195: 2,708 1,401 1,964 9,523 10,830 14,195 14,195: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 9.9 13.8 67.1 76.3 100.0 100.0: -0.0 -0.0
Old : 100.0: 19.1 9.9 13.8 67.1 76.3 100.0 100.0: -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 : 21: 4 2 4 12 10 19 14:
Old : 21: 4 2 4 12 10 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 66.0 84.6 89.3 44.3 49.5 56.2 59.0
Old : 59.7 66.0 84.6 89.3 44.3 49.5 56.2 59.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,341,508: 582,757 236,871 985,484 2,748,167 3,106,534 4,316,408 4,328,889: 25,100 12,619
Old : 4,341,508: 582,757 236,871 985,484 2,748,167 3,106,534 4,316,408 4,328,889: 25,100 12,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 71,799: -5,457 -2,402 36,270 42,226 37,636 73,039 71,504: -1,240 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.5 22.7 63.3 71.6 99.4 99.7: 0.6 0.3
Old : 100.0: 13.4 5.5 22.7 63.3 71.6 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 : 225: 39 31 60 148 123 217 184:
Old : 225: 39 31 60 148 123 217 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 22.9 33.6 37.3 14.6 17.3 23.4 26.3
Old : 20.3 22.9 33.6 37.3 14.6 17.3 23.4 26.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,880,089: 70,854 61,142 764,469 1,015,581 1,027,242 1,850,904 1,852,853: 29,185 27,236
Old : 1,880,089: 70,854 61,142 764,469 1,015,581 1,027,242 1,850,904 1,852,853: 29,185 27,236
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -147,436: -2,841 -2,423 -118,100 -50,492 -49,185 -171,433 -169,709: 23,997 22,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 3.3 40.7 54.0 54.6 98.4 98.6: 1.6 1.4
Old : 100.0: 3.8 3.3 40.7 54.0 54.6 98.4 98.6: 1.6 1.4
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 : 100: 26 20 40 51 53 94 96:
Old : 100: 26 20 40 51 53 94 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.6 61.8 62.0 4.9 6.2 6.3 7.4
Old : 39.8 39.6 61.8 62.0 4.9 6.2 6.3 7.4
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, August 26, 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 : 222,936: 27,633 2,195 7,247 170,721 204,735 205,601 214,177: 17,335 8,759
Old : 222,936: 27,633 2,195 7,247 170,721 204,735 205,601 214,177: 17,335 8,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,542: -701 577 -152 1,584 2,428 731 2,853: 1,811 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 1.0 3.3 76.6 91.8 92.2 96.1: 7.8 3.9
Old : 100.0: 12.4 1.0 3.3 76.6 91.8 92.2 96.1: 7.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 8 2 3 28 29 36 34:
Old : 46: 8 2 3 28 29 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 50.6 63.1 68.0 35.2 44.7 51.3 54.3
Old : 44.6 50.6 63.1 68.0 35.2 44.7 51.3 54.3
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, August 26, 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 : 116,621: 4,175 1,643 809 107,245 110,783 112,229 113,235: 4,392 3,386
Old : 116,621: 4,175 1,643 809 107,245 110,783 112,229 113,235: 4,392 3,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,261: 897 240 -361 2,066 1,979 2,602 1,858: -341 403
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.4 0.7 92.0 95.0 96.2 97.1: 3.8 2.9
Old : 100.0: 3.6 1.4 0.7 92.0 95.0 96.2 97.1: 3.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 3 1 27 26 29 30:
Old : 36: 2 3 1 27 26 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 47.2 72.4 69.2 46.6 40.7 53.7 51.1
Old : 54.8 47.2 72.4 69.2 46.6 40.7 53.7 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 197,933: 16,075 13,501 1,747 173,498 173,969 191,320 189,217: 6,613 8,716
Old : 197,933: 16,075 13,501 1,747 173,498 173,969 191,320 189,217: 6,613 8,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 6,199: 767 873 -148 6,174 6,306 6,793 7,031: -594 -832
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.8 0.9 87.7 87.9 96.7 95.6: 3.3 4.4
Old : 100.0: 8.1 6.8 0.9 87.7 87.9 96.7 95.6: 3.3 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 : 40: 3 3 1 27 29 31 32:
Old : 40: 3 3 1 27 29 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 41.0 72.0 59.6 38.8 39.5 55.4 54.2
Old : 45.3 41.0 72.0 59.6 38.8 39.5 55.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 721,866: 71,545 3,862 9,949 637,944 705,577 719,438 719,388: 2,428 2,478
Old : 721,866: 71,545 3,862 9,949 637,944 705,577 719,438 719,388: 2,428 2,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 10,397: 5,873 249 21 4,293 10,034 10,187 10,304: 210 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.5 1.4 88.4 97.7 99.7 99.7: 0.3 0.3
Old : 100.0: 9.9 0.5 1.4 88.4 97.7 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 : 65: 3 3 4 57 41 62 46:
Old : 65: 3 3 4 57 41 62 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 43.0 56.4 68.4 35.8 41.0 50.2 58.1
Old : 38.2 43.0 56.4 68.4 35.8 41.0 50.2 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 226,891: 18,523 14,974 414 196,660 201,154 215,597 216,542: 11,294 10,349
Old : 226,891: 18,523 14,974 414 196,660 201,154 215,597 216,542: 11,294 10,349
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -455: 47 0 -1,053 -5,787 -1,293 -6,793 -2,346: 6,338 1,891
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 6.6 0.2 86.7 88.7 95.0 95.4: 5.0 4.6
Old : 100.0: 8.2 6.6 0.2 86.7 88.7 95.0 95.4: 5.0 4.6
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 1 24 25 29 27:
Old : 40: 5 1 1 24 25 29 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 : 44.4 41.4 62.9 64.5 37.0 38.3 50.5 56.8
Old : 44.4 41.4 62.9 64.5 37.0 38.3 50.5 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 238,631: 3,211 1,265 2,577 229,562 227,989 235,350 231,831: 3,281 6,800
Old : 238,631: 3,211 1,265 2,577 229,562 227,989 235,350 231,831: 3,281 6,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 3,513: 60 -541 124 3,362 4,293 3,546 3,876: -33 -363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.5 1.1 96.2 95.5 98.6 97.2: 1.4 2.8
Old : 100.0: 1.3 0.5 1.1 96.2 95.5 98.6 97.2: 1.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 2 3 38 37 42 40:
Old : 51: 2 2 3 38 37 42 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 34.4 66.9 54.4 47.9 33.6 61.6 49.1
Old : 51.5 34.4 66.9 54.4 47.9 33.6 61.6 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 95,940: 931 720 4,130 85,732 80,762 90,793 85,612: 5,147 10,328
Old : 95,940: 931 720 4,130 85,732 80,762 90,793 85,612: 5,147 10,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 5,448: -4,008 -29 2,076 6,494 3,161 4,562 5,208: 886 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.8 4.3 89.4 84.2 94.6 89.2: 5.4 10.8
Old : 100.0: 1.0 0.8 4.3 89.4 84.2 94.6 89.2: 5.4 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 2 22 24 24 27:
Old : 34: 1 2 2 22 24 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 45.9 68.1 65.9 43.7 44.8 65.3 61.9
Old : 43.9 45.9 68.1 65.9 43.7 44.8 65.3 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,422: 651 13,854 5,438 86,133 78,994 92,222 98,286: 9,200 3,136
Old : 101,422: 651 13,854 5,438 86,133 78,994 92,222 98,286: 9,200 3,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,187: 0 -275 572 3,626 1,923 4,198 2,220: -2,011 -33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 13.7 5.4 84.9 77.9 90.9 96.9: 9.1 3.1
Old : 100.0: 0.6 13.7 5.4 84.9 77.9 90.9 96.9: 9.1 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 : 42: 2 3 3 31 26 36 29:
Old : 42: 2 3 3 31 26 36 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 : 61.5 43.7 72.1 69.1 56.6 38.0 64.4 59.3
Old : 61.5 43.7 72.1 69.1 56.6 38.0 64.4 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,871: 1,209 0 0 22,866 24,299 24,075 24,299: 796 572
Old : 24,871: 1,209 0 0 22,866 24,299 24,075 24,299: 796 572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 660: 0 0 0 660 390 660 390: 0 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 0.0 91.9 97.7 96.8 97.7: 3.2 2.3
Old : 100.0: 4.9 0.0 0.0 91.9 97.7 96.8 97.7: 3.2 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 : 22: 1 0 0 16 11 17 11:
Old : 22: 1 0 0 16 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 75.4 73.7 95.2 37.9 63.1 59.6 70.5
Old : 46.8 75.4 73.7 95.2 37.9 63.1 59.6 70.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,912: 1,497 1,239 1,418 66,931 68,487 69,846 71,144: 8,066 6,768
Old : 77,912: 1,497 1,239 1,418 66,931 68,487 69,846 71,144: 8,066 6,768
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 4,244: 1,497 653 698 5,135 4,079 7,330 5,430: -3,086 -1,186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 1.6 1.8 85.9 87.9 89.6 91.3: 10.4 8.7
Old : 100.0: 1.9 1.6 1.8 85.9 87.9 89.6 91.3: 10.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 19 17 21 20:
Old : 27: 1 2 2 19 17 21 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 : 56.3 50.7 73.2 74.4 56.0 49.0 70.3 68.9
Old : 56.3 50.7 73.2 74.4 56.0 49.0 70.3 68.9
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, August 26, 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 : 201,089: 854 0 0 193,540 196,078 194,394 196,078: 6,695 5,011
Old : 201,089: 854 0 0 193,540 196,078 194,394 196,078: 6,695 5,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,463: 0 0 0 1,554 1,463 1,554 1,463: -91 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 96.2 97.5 96.7 97.5: 3.3 2.5
Old : 100.0: 0.4 0.0 0.0 96.2 97.5 96.7 97.5: 3.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 0 0 32 32 33 32:
Old : 44: 1 0 0 32 32 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 : 59.6 44.9 75.4 72.0 55.4 44.1 70.4 70.3
Old : 59.6 44.9 75.4 72.0 55.4 44.1 70.4 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,121: 0 0 0 80,997 86,827 80,997 86,827: 8,124 2,294
Old : 89,121: 0 0 0 80,997 86,827 80,997 86,827: 8,124 2,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,861: 0 0 0 1,861 1,861 1,861 1,861: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.9 97.4 90.9 97.4: 9.1 2.6
Old : 100.0: 0.0 0.0 0.0 90.9 97.4 90.9 97.4: 9.1 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 : 31: 0 0 0 23 25 23 25:
Old : 31: 0 0 0 23 25 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 : 52.5 56.5 72.7 77.3 52.2 53.0 70.1 72.3
Old : 52.5 56.5 72.7 77.3 52.2 53.0 70.1 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 290,595: 0 4,874 512 281,439 279,592 281,951 284,978: 8,644 5,617
Old : 290,595: 0 4,874 512 281,439 279,592 281,951 284,978: 8,644 5,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 12,604: 0 3,048 0 14,990 9,691 14,990 12,739: -2,386 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.2 96.8 96.2 97.0 98.1: 3.0 1.9
Old : 100.0: 0.0 1.7 0.2 96.8 96.2 97.0 98.1: 3.0 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 : 59: 0 2 1 46 38 47 40:
Old : 59: 0 2 1 46 38 47 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 57.9 51.5 76.9 29.8 56.6 45.0 70.1
Old : 36.3 57.9 51.5 76.9 29.8 56.6 45.0 70.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,501: 2,087 2,439 2,728 54,829 51,713 59,644 56,880: 4,857 7,621
Old : 64,501: 2,087 2,439 2,728 54,829 51,713 59,644 56,880: 4,857 7,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 65: 0 -176 -1,757 908 88 -849 -1,845: 914 1,910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.8 4.2 85.0 80.2 92.5 88.2: 7.5 11.8
Old : 100.0: 3.2 3.8 4.2 85.0 80.2 92.5 88.2: 7.5 11.8
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: 2 1 2 22 20 25 22:
Old : 30: 2 1 2 22 20 25 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 : 48.7 37.0 68.8 62.5 43.4 33.8 54.6 53.2
Old : 48.7 37.0 68.8 62.5 43.4 33.8 54.6 53.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,128: 4,061 1,054 2,835 65,633 68,757 72,529 72,646: 5,599 5,482
Old : 78,128: 4,061 1,054 2,835 65,633 68,757 72,529 72,646: 5,599 5,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 6,275: 736 0 605 4,507 5,520 5,848 6,125: 427 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.3 3.6 84.0 88.0 92.8 93.0: 7.2 7.0
Old : 100.0: 5.2 1.3 3.6 84.0 88.0 92.8 93.0: 7.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 17 19 19 22:
Old : 27: 2 1 2 17 19 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 58.7 72.8 77.3 45.0 58.3 62.1 69.8
Old : 51.4 58.7 72.8 77.3 45.0 58.3 62.1 69.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,953: 12,120 4,044 1,538 96,993 100,320 110,651 105,902: 1,302 6,051
Old : 111,953: 12,120 4,044 1,538 96,993 100,320 110,651 105,902: 1,302 6,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 8,624: 2,402 -432 612 5,612 8,372 8,626 8,552: -2 72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 3.6 1.4 86.6 89.6 98.8 94.6: 1.2 5.4
Old : 100.0: 10.8 3.6 1.4 86.6 89.6 98.8 94.6: 1.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 2 3 19 24 25 27:
Old : 37: 4 2 3 19 24 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 48.9 87.5 67.9 65.3 47.1 75.2 60.3
Old : 72.8 48.9 87.5 67.9 65.3 47.1 75.2 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,632: 15,269 4,669 2,492 49,228 58,350 66,989 65,511: 643 2,121
Old : 67,632: 15,269 4,669 2,492 49,228 58,350 66,989 65,511: 643 2,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 11,070: 1,698 -1,140 1,380 8,118 11,021 11,196 11,261: -126 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.9 3.7 72.8 86.3 99.0 96.9: 1.0 3.1
Old : 100.0: 22.6 6.9 3.7 72.8 86.3 99.0 96.9: 1.0 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 : 51: 5 3 4 31 31 38 36:
Old : 51: 5 3 4 31 31 38 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 : 36.5 42.8 54.4 62.8 31.2 38.0 46.7 53.5
Old : 36.5 42.8 54.4 62.8 31.2 38.0 46.7 53.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 44,795: 97 0 120 44,002 43,938 44,219 44,058: 576 737
Old : 44,795: 97 0 120 44,002 43,938 44,219 44,058: 576 737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 7,906: -120 0 120 7,732 7,696 7,732 7,816: 174 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.3 98.2 98.1 98.7 98.4: 1.3 1.6
Old : 100.0: 0.2 0.0 0.3 98.2 98.1 98.7 98.4: 1.3 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 : 35: 1 0 1 18 24 19 25:
Old : 35: 1 0 1 18 24 19 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 : 66.0 45.0 84.7 68.2 63.4 39.0 77.1 58.5
Old : 66.0 45.0 84.7 68.2 63.4 39.0 77.1 58.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 137,961: 1,697 803 763 125,278 126,660 127,738 128,226: 10,223 9,735
Old : 137,961: 1,697 803 763 125,278 126,660 127,738 128,226: 10,223 9,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 795: 0 -129 61 1,538 812 1,599 744: -804 51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.6 0.6 90.8 91.8 92.6 92.9: 7.4 7.1
Old : 100.0: 1.2 0.6 0.6 90.8 91.8 92.6 92.9: 7.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 1 30 26 33 28:
Old : 39: 2 2 1 30 26 33 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 : 52.9 50.3 67.0 70.9 39.5 31.5 47.4 43.5
Old : 52.9 50.3 67.0 70.9 39.5 31.5 47.4 43.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 20,339: 0 6,077 0 19,446 13,741 19,446 19,818: 893 521
Old : 20,339: 0 6,077 0 19,446 13,741 19,446 19,818: 893 521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.9 0.0 95.6 67.6 95.6 97.4: 4.4 2.6
Old : 100.0: 0.0 29.9 0.0 95.6 67.6 95.6 97.4: 4.4 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 : 23: 0 3 0 13 10 13 13:
Old : 23: 0 3 0 13 10 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 68.8 88.7 87.5 71.6 68.8 88.4 86.3
Old : 71.6 68.8 88.7 87.5 71.6 68.8 88.4 86.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,426: 0 992 1,261 53,270 49,245 54,531 51,498: 3,895 6,928
Old : 58,426: 0 992 1,261 53,270 49,245 54,531 51,498: 3,895 6,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,788: 0 459 -53 2,627 -24 2,574 382: -786 1,406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 2.2 91.2 84.3 93.3 88.1: 6.7 11.9
Old : 100.0: 0.0 1.7 2.2 91.2 84.3 93.3 88.1: 6.7 11.9
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 : 22: 0 1 1 15 15 16 16:
Old : 22: 0 1 1 15 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 64.1 83.4 80.3 66.9 62.1 75.0 71.1
Old : 69.5 64.1 83.4 80.3 66.9 62.1 75.0 71.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,716: 0 2,392 2,647 95,554 89,362 98,201 94,401: 3,515 7,315
Old : 101,716: 0 2,392 2,647 95,554 89,362 98,201 94,401: 3,515 7,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,334: -60 955 -179 2,784 2,287 2,545 3,063: -211 -729
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 2.6 93.9 87.9 96.5 92.8: 3.5 7.2
Old : 100.0: 0.0 2.4 2.6 93.9 87.9 96.5 92.8: 3.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 23 22 25 24:
Old : 30: 0 2 2 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 46.9 77.7 66.2 51.4 37.9 61.4 52.7
Old : 59.6 46.9 77.7 66.2 51.4 37.9 61.4 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,273: 4,860 695 695 59,866 69,089 65,421 70,479: 9,852 4,794
Old : 75,273: 4,860 695 695 59,866 69,089 65,421 70,479: 9,852 4,794
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,698: 542 -269 134 1,426 2,809 2,102 2,674: 596 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.9 0.9 79.5 91.8 86.9 93.6: 13.1 6.4
Old : 100.0: 6.5 0.9 0.9 79.5 91.8 86.9 93.6: 13.1 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 17 15 20 16:
Old : 24: 2 1 1 17 15 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 : 43.5 51.5 64.3 81.9 36.9 44.6 51.5 65.2
Old : 43.5 51.5 64.3 81.9 36.9 44.6 51.5 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 120,390: 444 23,364 1,664 112,805 94,193 114,913 119,221: 5,477 1,169
Old : 120,390: 444 23,364 1,664 112,805 94,193 114,913 119,221: 5,477 1,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,136: 72 1,501 752 550 127 1,374 2,380: 762 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 19.4 1.4 93.7 78.2 95.5 99.0: 4.5 1.0
Old : 100.0: 0.4 19.4 1.4 93.7 78.2 95.5 99.0: 4.5 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 : 28: 2 2 1 19 20 21 23:
Old : 28: 2 2 1 19 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 73.9 82.8 84.4 61.9 72.6 76.9 80.8
Old : 66.7 73.9 82.8 84.4 61.9 72.6 76.9 80.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 241,119: 1,328 26,510 5,129 227,225 201,362 233,682 233,001: 7,437 8,118
Old : 241,119: 1,328 26,510 5,129 227,225 201,362 233,682 233,001: 7,437 8,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 4,734: 475 1,898 165 3,944 4,321 4,584 6,384: 150 -1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 11.0 2.1 94.2 83.5 96.9 96.6: 3.1 3.4
Old : 100.0: 0.6 11.0 2.1 94.2 83.5 96.9 96.6: 3.1 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 : 50: 2 4 4 37 32 42 37:
Old : 50: 2 4 4 37 32 42 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 43.8 60.3 70.4 41.0 41.4 54.4 64.4
Old : 46.4 43.8 60.3 70.4 41.0 41.4 54.4 64.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 34,130: 4,716 0 0 27,668 33,034 32,384 33,034: 1,746 1,096
Old : 34,130: 4,716 0 0 27,668 33,034 32,384 33,034: 1,746 1,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 3,792: 1,680 0 0 1,932 3,222 3,612 3,222: 180 570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 0.0 0.0 81.1 96.8 94.9 96.8: 5.1 3.2
Old : 100.0: 13.8 0.0 0.0 81.1 96.8 94.9 96.8: 5.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 15 15 18 15:
Old : 26: 3 0 0 15 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 71.5 74.6 88.4 48.4 67.0 69.0 81.5
Old : 49.3 71.5 74.6 88.4 48.4 67.0 69.0 81.5
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 50,252: 2,038 0 0 46,575 49,212 48,613 49,212: 1,639 1,040
Old : 50,252: 2,038 0 0 46,575 49,212 48,613 49,212: 1,639 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 4,470: 570 0 0 3,570 4,234 4,140 4,234: 330 236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.0 92.7 97.9 96.7 97.9: 3.3 2.1
Old : 100.0: 4.1 0.0 0.0 92.7 97.9 96.7 97.9: 3.3 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 : 28: 1 0 0 18 16 19 16:
Old : 28: 1 0 0 18 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 68.0 81.1 86.9 69.0 64.4 81.1 81.1
Old : 69.0 68.0 81.1 86.9 69.0 64.4 81.1 81.1
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, August 26, 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 : 258,528: 7,776 30,709 3,002 239,278 218,919 250,056 252,630: 8,472 5,898
Old : 258,528: 7,776 30,709 3,002 239,278 218,919 250,056 252,630: 8,472 5,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 5,937: 3,080 -305 -275 1,228 5,655 4,033 5,075: 1,904 862
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 11.9 1.2 92.6 84.7 96.7 97.7: 3.3 2.3
Old : 100.0: 3.0 11.9 1.2 92.6 84.7 96.7 97.7: 3.3 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 5 3 46 33 51 39:
Old : 59: 3 5 3 46 33 51 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 : 41.5 51.9 60.3 67.2 40.0 49.5 58.5 59.9
Old : 41.5 51.9 60.3 67.2 40.0 49.5 58.5 59.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 57,194: 4,908 0 0 48,192 54,220 53,100 54,220: 4,094 2,974
Old : 57,194: 4,908 0 0 48,192 54,220 53,100 54,220: 4,094 2,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,611: 0 0 0 1,611 1,611 1,611 1,611: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 0.0 84.3 94.8 92.8 94.8: 7.2 5.2
Old : 100.0: 8.6 0.0 0.0 84.3 94.8 92.8 94.8: 7.2 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 : 29: 1 0 0 16 20 17 20:
Old : 29: 1 0 0 16 20 17 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 : 39.9 46.1 67.4 69.0 37.4 41.4 63.6 61.6
Old : 39.9 46.1 67.4 69.0 37.4 41.4 63.6 61.6
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, August 26, 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 : 77,586: 0 488 0 73,683 75,596 73,683 76,084: 3,903 1,502
Old : 77,586: 0 488 0 73,683 75,596 73,683 76,084: 3,903 1,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 151: 0 0 0 151 151 151 151: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.0 97.4 95.0 98.1: 5.0 1.9
Old : 100.0: 0.0 0.6 0.0 95.0 97.4 95.0 98.1: 5.0 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 : 41.1 55.8 65.5 84.2 40.3 48.8 59.4 67.7
Old : 41.1 55.8 65.5 84.2 40.3 48.8 59.4 67.7
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, August 26, 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 : 59,802: 0 4,215 124 52,451 52,914 52,575 57,253: 7,227 2,549
Old : 59,802: 0 4,215 124 52,451 52,914 52,575 57,253: 7,227 2,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 672: 0 0 0 734 641 734 641: -62 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.2 87.7 88.5 87.9 95.7: 12.1 4.3
Old : 100.0: 0.0 7.0 0.2 87.7 88.5 87.9 95.7: 12.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 21 16 22 17:
Old : 27: 0 1 1 21 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 54.4 68.9 81.8 49.1 46.2 62.9 68.3
Old : 49.1 54.4 68.9 81.8 49.1 46.2 62.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 158,161: 26,314 6,757 15,891 115,200 134,723 157,405 157,371: 756 790
Old : 158,161: 26,314 6,757 15,891 115,200 134,723 157,405 157,371: 756 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 114: 147 367 384 -448 -626 83 124: 31 -11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 4.3 10.0 72.8 85.2 99.5 99.5: 0.5 0.5
Old : 100.0: 16.6 4.3 10.0 72.8 85.2 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 14 7 17 53 57 73 75:
Old : 82: 14 7 17 53 57 73 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 31.6 51.8 49.7 22.2 20.9 33.8 33.4
Old : 33.4 31.6 51.8 49.7 22.2 20.9 33.8 33.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 50,178: 5,923 464 2,025 42,230 47,688 50,178 50,178: 0 0
Old : 50,178: 5,923 464 2,025 42,230 47,688 50,178 50,178: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 716: -972 0 79 1,609 638 716 716: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 0.9 4.0 84.2 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 11.8 0.9 4.0 84.2 95.0 100.0 100.0: 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 : 34: 5 2 4 24 20 29 26:
Old : 34: 5 2 4 24 20 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 : 68.7 54.1 84.5 77.1 64.2 48.1 74.5 68.4
Old : 68.7 54.1 84.5 77.1 64.2 48.1 74.5 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 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 : 392,950: 39,341 328 20,057 333,552 372,565 392,950 392,950: 0 0
Old : 392,950: 39,341 328 20,057 333,552 372,565 392,950 392,950: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -160: 2,206 0 -1,886 -480 1,726 -160 -160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.1 5.1 84.9 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 10.0 0.1 5.1 84.9 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 1 20 18 24 20:
Old : 31: 4 1 1 20 18 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 : 62.8 62.8 88.1 87.6 54.9 59.4 76.2 78.5
Old : 62.8 62.8 88.1 87.6 54.9 59.4 76.2 78.5
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, August 26, 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 : 1,533,606: 75,237 29,383 47,717 1,410,652 1,456,506 1,533,606 1,533,606: 0 0
Old : 1,533,606: 75,237 29,383 47,717 1,410,652 1,456,506 1,533,606 1,533,606: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 9,649: -817 -1,152 760 9,706 10,041 9,649 9,649: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.9 3.1 92.0 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 1.9 3.1 92.0 95.0 100.0 100.0: 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 : 59: 6 3 5 41 44 49 50:
Old : 59: 6 3 5 41 44 49 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 39.6 59.0 57.1 28.6 34.6 40.7 43.3
Old : 40.3 39.6 59.0 57.1 28.6 34.6 40.7 43.3
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, August 26, 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 : 47,708: 1,964 3,667 6,092 39,652 37,949 47,708 47,708: 0 -0
Old : 47,708: 1,964 3,667 6,092 39,652 37,949 47,708 47,708: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 841: -50 952 -357 1,249 246 841 841: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 7.7 12.8 83.1 79.5 100.0 100.0: 0.0 -0.0
Old : 100.0: 4.1 7.7 12.8 83.1 79.5 100.0 100.0: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 6 4 23 20 28 28:
Old : 35: 3 6 4 23 20 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 53.0 73.6 78.1 38.0 35.9 53.5 51.9
Old : 50.6 53.0 73.6 78.1 38.0 35.9 53.5 51.9
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, August 26, 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 : 299,770: 648 58,535 14,182 284,940 227,053 299,770 299,770: 0 0
Old : 299,770: 648 58,535 14,182 284,940 227,053 299,770 299,770: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 320: 0 0 0 320 320 320 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 19.5 4.7 95.1 75.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 19.5 4.7 95.1 75.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 14 16 17 18:
Old : 27: 1 2 2 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 : 64.3 62.2 86.0 90.5 56.4 50.0 74.0 72.4
Old : 64.3 62.2 86.0 90.5 56.4 50.0 74.0 72.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 651,010: 42,174 0 9,653 599,183 641,357 651,010 651,010: 0 0
Old : 651,010: 42,174 0 9,653 599,183 641,357 651,010 651,010: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 9,631: -760 0 760 9,631 8,871 9,631 9,631: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 1.5 92.0 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 0.0 1.5 92.0 98.5 100.0 100.0: 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 : 37: 4 0 2 25 28 29 30:
Old : 37: 4 0 2 25 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 48.6 70.1 70.6 34.3 37.4 47.5 51.4
Old : 47.6 48.6 70.1 70.6 34.3 37.4 47.5 51.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 53,333: 4,641 5,097 2,355 45,470 45,009 52,466 52,461: 867 872
Old : 53,333: 4,641 5,097 2,355 45,470 45,009 52,466 52,461: 867 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -158: -813 -469 170 485 141 -158 -158: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 9.6 4.4 85.3 84.4 98.4 98.4: 1.6 1.6
Old : 100.0: 8.7 9.6 4.4 85.3 84.4 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 : 37: 4 2 5 29 28 35 33:
Old : 37: 4 2 5 29 28 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 53.9 69.2 71.5 40.3 50.6 52.7 61.2
Old : 46.1 53.9 69.2 71.5 40.3 50.6 52.7 61.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,335: 100 0 0 42,325 43,300 42,425 43,300: 910 35
Old : 43,335: 100 0 0 42,325 43,300 42,425 43,300: 910 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 150: 0 0 0 90 150 90 150: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 97.7 99.9 97.9 99.9: 2.1 0.1
Old : 100.0: 0.2 0.0 0.0 97.7 99.9 97.9 99.9: 2.1 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 : 31: 1 0 0 21 17 22 17:
Old : 31: 1 0 0 21 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 85.6 77.0 95.2 53.8 80.3 72.0 86.8
Old : 54.5 85.6 77.0 95.2 53.8 80.3 72.0 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,761: 150 250 50 55,801 56,461 56,001 56,761: 760 0
Old : 56,761: 150 250 50 55,801 56,461 56,001 56,761: 760 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 270: 0 0 0 150 270 150 270: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.4 0.1 98.3 99.5 98.7 100.0: 1.3 0.0
Old : 100.0: 0.3 0.4 0.1 98.3 99.5 98.7 100.0: 1.3 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 : 37: 1 1 1 30 19 32 20:
Old : 37: 1 1 1 30 19 32 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 84.5 72.6 92.5 50.0 81.1 66.9 85.7
Old : 52.3 84.5 72.6 92.5 50.0 81.1 66.9 85.7
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,660: 250 150 50 12,360 12,460 12,660 12,660: 0 0
Old : 12,660: 250 150 50 12,360 12,460 12,660 12,660: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 100: 50 0 0 50 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.2 0.4 97.6 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 1.2 0.4 97.6 98.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 1 1 20 21 23 22:
Old : 33: 2 1 1 20 21 23 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 : 64.0 53.9 80.8 76.5 45.8 38.5 59.7 57.9
Old : 64.0 53.9 80.8 76.5 45.8 38.5 59.7 57.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 286,360: 10,808 3,136 2,400 273,152 280,824 286,360 286,360: 0 0
Old : 286,360: 10,808 3,136 2,400 273,152 280,824 286,360 286,360: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.1 0.8 95.4 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 3.8 1.1 0.8 95.4 98.1 100.0 100.0: 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 : 33: 1 2 2 25 21 27 24:
Old : 33: 1 2 2 25 21 27 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 : 42.6 62.1 61.9 80.9 35.3 51.6 50.2 57.9
Old : 42.6 62.1 61.9 80.9 35.3 51.6 50.2 57.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 10,577: 2,639 734 128 7,743 9,652 10,510 10,514: 67 63
Old : 10,577: 2,639 734 128 7,743 9,652 10,510 10,514: 67 63
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -173: 592 -21 0 -744 -152 -152 -173: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 6.9 1.2 73.2 91.3 99.4 99.4: 0.6 0.6
Old : 100.0: 25.0 6.9 1.2 73.2 91.3 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 4 2 16 16 21 21:
Old : 31: 4 4 2 16 16 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 53.4 75.7 79.0 47.5 50.4 67.6 69.9
Old : 49.5 53.4 75.7 79.0 47.5 50.4 67.6 69.9
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,650: 4,150 250 200 14,300 18,200 18,650 18,650: 0 0
Old : 18,650: 4,150 250 200 14,300 18,200 18,650 18,650: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,200: 1,200 0 0 0 1,200 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 1.3 1.1 76.7 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 22.3 1.3 1.1 76.7 97.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 11 17 13:
Old : 22: 2 1 1 15 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 62.2 79.4 90.6 54.2 58.2 74.8 80.4
Old : 55.2 62.2 79.4 90.6 54.2 58.2 74.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,895: 1,030 200 20 18,605 19,675 19,655 19,895: 240 0
Old : 19,895: 1,030 200 20 18,605 19,675 19,655 19,895: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 50 0 0 -50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.0 0.1 93.5 98.9 98.8 100.0: 1.2 0.0
Old : 100.0: 5.2 1.0 0.1 93.5 98.9 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 : 38: 3 1 1 21 25 24 27:
Old : 38: 3 1 1 21 25 24 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 54.9 71.5 71.3 42.3 38.4 52.4 51.6
Old : 47.5 54.9 71.5 71.3 42.3 38.4 52.4 51.6
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,265: 0 1,010 375 13,640 12,860 14,015 14,245: 250 20
Old : 14,265: 0 1,010 375 13,640 12,860 14,015 14,245: 250 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 295: 0 0 0 300 275 300 275: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 2.6 95.6 90.2 98.2 99.9: 1.8 0.1
Old : 100.0: 0.0 7.1 2.6 95.6 90.2 98.2 99.9: 1.8 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: 0 2 1 24 19 25 21:
Old : 29: 0 2 1 24 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 51.7 70.3 77.8 45.2 42.9 61.3 59.7
Old : 47.2 51.7 70.3 77.8 45.2 42.9 61.3 59.7
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,079: 1,422 126 560 15,527 16,326 17,509 17,012: 570 1,067
Old : 18,079: 1,422 126 560 15,527 16,326 17,509 17,012: 570 1,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -21: -19 0 0 -42 -42 -61 -42: 40 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 0.7 3.1 85.9 90.3 96.8 94.1: 3.2 5.9
Old : 100.0: 7.9 0.7 3.1 85.9 90.3 96.8 94.1: 3.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 1 27 24 28 26:
Old : 32: 1 1 1 27 24 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 56.9 57.9 73.2 27.8 42.7 41.9 50.3
Old : 37.0 56.9 57.9 73.2 27.8 42.7 41.9 50.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,941: 0 7,480 1,972 33,804 26,394 35,776 35,846: 165 95
Old : 35,941: 0 7,480 1,972 33,804 26,394 35,776 35,846: 165 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,314: 0 860 160 1,144 294 1,304 1,314: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.8 5.5 94.1 73.4 99.5 99.7: 0.5 0.3
Old : 100.0: 0.0 20.8 5.5 94.1 73.4 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 : 40: 0 5 4 34 32 38 37:
Old : 40: 0 5 4 34 32 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 49.5 54.4 67.1 30.3 38.4 45.4 51.7
Old : 34.3 49.5 54.4 67.1 30.3 38.4 45.4 51.7
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,912: 690 6,487 3,210 39,867 34,175 43,767 43,872: 145 40
Old : 43,912: 690 6,487 3,210 39,867 34,175 43,767 43,872: 145 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 845: -50 646 149 754 50 853 845: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.8 7.3 90.8 77.8 99.7 99.9: 0.3 0.1
Old : 100.0: 1.6 14.8 7.3 90.8 77.8 99.7 99.9: 0.3 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 : 46: 4 3 5 36 32 44 37:
Old : 46: 4 3 5 36 32 44 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 39.8 62.0 58.3 34.3 30.4 51.7 47.6
Old : 39.8 39.8 62.0 58.3 34.3 30.4 51.7 47.6
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,370: 850 0 0 33,160 34,370 34,010 34,370: 360 0
Old : 34,370: 850 0 0 33,160 34,370 34,010 34,370: 360 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 175: 350 0 0 -295 175 55 175: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 96.5 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 2.5 0.0 0.0 96.5 100.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 23 11 24 11:
Old : 27: 1 0 0 23 11 24 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 92.5 68.3 99.3 44.4 79.9 63.7 82.2
Old : 46.6 92.5 68.3 99.3 44.4 79.9 63.7 82.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 44,950: 800 0 0 43,910 44,950 44,710 44,950: 240 0
Old : 44,950: 800 0 0 43,910 44,950 44,710 44,950: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -75: 0 0 0 -195 -75 -195 -75: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 97.7 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 1.8 0.0 0.0 97.7 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 27 13 28 13:
Old : 31: 1 0 0 27 13 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 : 50.5 93.3 67.6 98.4 50.5 85.0 66.0 87.1
Old : 50.5 93.3 67.6 98.4 50.5 85.0 66.0 87.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 455,921: 73,921 6,799 33,537 348,463 415,585 455,921 455,921: 0 0
Old : 455,921: 73,921 6,799 33,537 348,463 415,585 455,921 455,921: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 3,874: 2,974 1,304 -14 914 2,584 3,874 3,874: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.5 7.4 76.4 91.2 100.0 100.0: 0.0 0.0
Old : 100.0: 16.2 1.5 7.4 76.4 91.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 1 3 26 31 30 34:
Old : 38: 3 1 3 26 31 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 45.4 71.0 69.6 40.0 44.0 56.1 58.0
Old : 47.9 45.4 71.0 69.6 40.0 44.0 56.1 58.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 32,238: 5,801 916 2,454 23,241 28,783 31,496 32,153: 742 85
Old : 32,238: 5,801 916 2,454 23,241 28,783 31,496 32,153: 742 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 229: 273 -17 -223 519 469 569 229: -340 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 2.8 7.6 72.1 89.3 97.7 99.7: 2.3 0.3
Old : 100.0: 18.0 2.8 7.6 72.1 89.3 97.7 99.7: 2.3 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 : 43: 5 3 5 27 33 34 39:
Old : 43: 5 3 5 27 33 34 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 : 44.2 36.6 68.9 59.1 41.2 34.1 54.6 51.2
Old : 44.2 36.6 68.9 59.1 41.2 34.1 54.6 51.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,320: 101 46 1,765 14,454 14,509 16,320 16,320: 0 0
Old : 16,320: 101 46 1,765 14,454 14,509 16,320 16,320: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -103: -411 -28 207 101 -282 -103 -103: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 10.8 88.6 88.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 0.3 10.8 88.6 88.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 17 11 20 12:
Old : 25: 2 1 1 17 11 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 86.9 82.5 97.3 50.9 78.0 70.0 81.1
Old : 57.7 86.9 82.5 97.3 50.9 78.0 70.0 81.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 239,882: 62,867 0 7,712 169,303 232,170 239,882 239,882: 0 0
Old : 239,882: 62,867 0 7,712 169,303 232,170 239,882 239,882: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,886: 0 0 0 1,886 1,886 1,886 1,886: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.0 3.2 70.6 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 26.2 0.0 3.2 70.6 96.8 100.0 100.0: 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 : 21: 4 0 1 14 4 18 5:
Old : 21: 4 0 1 14 4 18 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 99.5 92.9 100.0 69.0 91.4 84.3 91.4
Old : 77.6 99.5 92.9 100.0 69.0 91.4 84.3 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 470,606: 1,977 8,360 17,496 451,133 444,750 470,606 470,606: 0 0
Old : 470,606: 1,977 8,360 17,496 451,133 444,750 470,606 470,606: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 4,632: -2,304 384 0 6,936 4,248 4,632 4,632: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.8 3.7 95.9 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 1.8 3.7 95.9 94.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 3 1 23 18 25 21:
Old : 31: 1 3 1 23 18 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 76.1 70.8 92.4 48.4 66.6 65.3 74.9
Old : 50.5 76.1 70.8 92.4 48.4 66.6 65.3 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 45,434: 11,095 0 445 33,050 44,186 44,590 44,631: 844 803
Old : 45,434: 11,095 0 445 33,050 44,186 44,590 44,631: 844 803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 894: 273 0 -63 621 957 831 894: 63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 1.0 72.7 97.3 98.1 98.2: 1.9 1.8
Old : 100.0: 24.4 0.0 1.0 72.7 97.3 98.1 98.2: 1.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 19 16 22 17:
Old : 27: 3 0 1 19 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 87.3 77.5 93.8 46.0 75.5 70.6 80.6
Old : 48.6 87.3 77.5 93.8 46.0 75.5 70.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J - ICE FUTURES ENERGY DIV Code-0643BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 6,963: 123 1,619 0 6,501 4,961 6,624 6,580: 339 383
Old : 6,963: 123 1,619 0 6,501 4,961 6,624 6,580: 339 383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 23.3 0.0 93.4 71.2 95.1 94.5: 4.9 5.5
Old : 100.0: 1.8 23.3 0.0 93.4 71.2 95.1 94.5: 4.9 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 2 0 12 10 13 12:
Old : 20: 1 2 0 12 10 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 69.4 85.8 89.7 55.5 69.4 76.1 81.8
Old : 63.4 69.4 85.8 89.7 55.5 69.4 76.1 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 71,938: 0 3,904 0 71,938 68,034 71,938 71,938: 0 0
Old : 71,938: 0 3,904 0 71,938 68,034 71,938 71,938: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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 5.4 0.0 100.0 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.4 0.0 100.0 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 11 14 11 15:
Old : 22: 0 1 0 11 14 11 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 : 72.3 68.6 97.3 89.1 67.9 68.6 82.1 82.2
Old : 72.3 68.6 97.3 89.1 67.9 68.6 82.1 82.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,761: 3,254 76 615 10,960 14,350 14,829 15,041: 932 720
Old : 15,761: 3,254 76 615 10,960 14,350 14,829 15,041: 932 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 333: -78 -15 246 443 82 611 313: -278 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 0.5 3.9 69.5 91.0 94.1 95.4: 5.9 4.6
Old : 100.0: 20.6 0.5 3.9 69.5 91.0 94.1 95.4: 5.9 4.6
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 : 27: 4 1 3 18 20 23 23:
Old : 27: 4 1 3 18 20 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 : 34.0 49.2 57.6 71.6 26.7 38.4 44.7 49.6
Old : 34.0 49.2 57.6 71.6 26.7 38.4 44.7 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 196,951: 40,099 783 1,969 154,883 194,199 196,951 196,951: 0 0
Old : 196,951: 40,099 783 1,969 154,883 194,199 196,951 196,951: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 735: 366 783 -391 760 343 735 735: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.4 1.0 78.6 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 20.4 0.4 1.0 78.6 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: 3 1 1 18 22 22 23:
Old : 32: 3 1 1 18 22 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 : 61.9 64.7 84.0 80.7 55.9 63.0 72.5 72.0
Old : 61.9 64.7 84.0 80.7 55.9 63.0 72.5 72.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,948: 1,218 0 658 10,769 12,143 12,645 12,801: 303 147
Old : 12,948: 1,218 0 658 10,769 12,143 12,645 12,801: 303 147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 273: 141 -51 21 132 324 294 294: -21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 5.1 83.2 93.8 97.7 98.9: 2.3 1.1
Old : 100.0: 9.4 0.0 5.1 83.2 93.8 97.7 98.9: 2.3 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 : 30: 4 0 2 20 22 24 24:
Old : 30: 4 0 2 20 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 : 46.6 51.3 70.5 73.0 40.2 47.4 57.6 63.1
Old : 46.6 51.3 70.5 73.0 40.2 47.4 57.6 63.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 139,556: 11,505 0 3,186 124,865 136,370 139,556 139,556: 0 0
Old : 139,556: 11,505 0 3,186 124,865 136,370 139,556 139,556: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,680: 1,920 0 -1,920 2,680 4,600 2,680 2,680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 2.3 89.5 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 8.2 0.0 2.3 89.5 97.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 2 19 18 22 20:
Old : 28: 3 0 2 19 18 22 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 : 55.6 68.3 79.7 82.6 54.7 60.8 69.6 73.4
Old : 55.6 68.3 79.7 82.6 54.7 60.8 69.6 73.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 24,366: 52 1,962 1,915 22,399 20,489 24,366 24,366: 0 0
Old : 24,366: 52 1,962 1,915 22,399 20,489 24,366 24,366: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 200: 0 25 0 200 175 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.1 7.9 91.9 84.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 8.1 7.9 91.9 84.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 18 13 20 14:
Old : 26: 1 1 1 18 13 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 64.3 84.6 87.2 53.0 39.0 62.3 59.4
Old : 63.3 64.3 84.6 87.2 53.0 39.0 62.3 59.4
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 218,930: 0 8 4,176 214,754 214,746 218,930 218,930: 0 0
Old : 218,930: 0 8 4,176 214,754 214,746 218,930 218,930: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,536: 0 0 0 1,536 1,536 1,536 1,536: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 1.9 98.1 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 1.9 98.1 98.1 100.0 100.0: 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: 0 1 1 17 12 18 13:
Old : 24: 0 1 1 17 12 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 : 67.8 74.1 88.2 95.9 58.9 62.9 71.7 77.0
Old : 67.8 74.1 88.2 95.9 58.9 62.9 71.7 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM CAL 1X FIXED - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 100,965: 1,044 1,485 1,843 9,894 9,458 12,781 12,786: 88,184 88,179
Old : 100,965: 1,044 1,485 1,843 9,894 9,458 12,781 12,786: 88,184 88,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 7,020: -230 150 207 606 228 584 585: 6,436 6,435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.5 1.8 9.8 9.4 12.7 12.7: 87.3 87.3
Old : 100.0: 1.0 1.5 1.8 9.8 9.4 12.7 12.7: 87.3 87.3
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 : 24: 1 4 4 17 18 21 23:
Old : 24: 1 4 4 17 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 6.3 6.3 9.6 9.9 3.9 4.4 5.6 5.6
Old : 6.3 6.3 9.6 9.9 3.9 4.4 5.6 5.6
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,685: 0 875 75 22,030 21,735 22,105 22,685: 580 0
Old : 22,685: 0 875 75 22,030 21,735 22,105 22,685: 580 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 480: 0 0 0 420 480 420 480: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.9 0.3 97.1 95.8 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 3.9 0.3 97.1 95.8 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 : 28: 0 2 1 19 14 20 16:
Old : 28: 0 2 1 19 14 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 : 49.6 74.3 78.6 92.5 49.0 70.8 72.4 81.5
Old : 49.6 74.3 78.6 92.5 49.0 70.8 72.4 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,850: 0 900 0 18,030 17,950 18,030 18,850: 820 0
Old : 18,850: 0 900 0 18,030 17,950 18,030 18,850: 820 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 480: 0 0 0 420 480 420 480: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.0 95.6 95.2 95.6 100.0: 4.4 0.0
Old : 100.0: 0.0 4.8 0.0 95.6 95.2 95.6 100.0: 4.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 16 9 16 10:
Old : 22: 0 1 0 16 9 16 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 : 46.4 79.3 75.9 97.7 44.1 76.1 65.3 83.1
Old : 46.4 79.3 75.9 97.7 44.1 76.1 65.3 83.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,150: 0 0 0 15,075 15,095 15,075 15,095: 75 55
Old : 15,150: 0 0 0 15,075 15,095 15,075 15,095: 75 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,290: 0 0 0 2,290 2,290 2,290 2,290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.6 99.5 99.6: 0.5 0.4
Old : 100.0: 0.0 0.0 0.0 99.5 99.6 99.5 99.6: 0.5 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 : 29: 0 0 0 23 13 23 13:
Old : 29: 0 0 0 23 13 23 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 87.7 71.4 96.7 46.7 82.2 63.2 85.0
Old : 54.5 87.7 71.4 96.7 46.7 82.2 63.2 85.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,475: 0 100 50 21,130 21,325 21,180 21,475: 295 0
Old : 21,475: 0 100 50 21,130 21,325 21,180 21,475: 295 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 430: 0 0 0 370 430 370 430: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.2 98.4 99.3 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 0.5 0.2 98.4 99.3 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 16 11 17 12:
Old : 21: 0 1 1 16 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 82.9 89.3 98.3 60.8 74.9 74.0 81.0
Old : 74.2 82.9 89.3 98.3 60.8 74.9 74.0 81.0
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,245: 0 0 0 20,375 21,245 20,375 21,245: 870 0
Old : 21,245: 0 0 0 20,375 21,245 20,375 21,245: 870 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 490: 0 0 0 415 490 415 490: 75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.9 100.0 95.9 100.0: 4.1 0.0
Old : 100.0: 0.0 0.0 0.0 95.9 100.0 95.9 100.0: 4.1 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 : 24: 0 0 0 20 14 20 14:
Old : 24: 0 0 0 20 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 90.2 83.8 98.4 67.5 88.0 79.7 92.8
Old : 71.4 90.2 83.8 98.4 67.5 88.0 79.7 92.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 117,330: 2,265 50 0 114,835 117,280 117,100 117,330: 230 0
Old : 117,330: 2,265 50 0 114,835 117,280 117,100 117,330: 230 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 1,040: 190 0 0 850 1,040 1,040 1,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 97.9 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 1.9 0.0 0.0 97.9 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 1 0 37 32 40 33:
Old : 44: 3 1 0 37 32 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 64.0 64.1 80.6 39.2 63.1 55.6 72.1
Old : 45.4 64.0 64.1 80.6 39.2 63.1 55.6 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 144,033: 3,850 0 150 139,983 143,883 143,983 144,033: 50 0
Old : 144,033: 3,850 0 150 139,983 143,883 143,983 144,033: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -165: 415 0 0 -580 -165 -165 -165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.1 97.2 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.0 0.1 97.2 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 0 2 41 33 46 35:
Old : 50: 5 0 2 41 33 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 62.3 61.2 82.3 35.3 59.7 53.4 74.1
Old : 41.5 62.3 61.2 82.3 35.3 59.7 53.4 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB MINI (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 155,738: 20,100 5,201 8,401 127,052 141,810 155,553 155,412: 185 326
Old : 155,738: 20,100 5,201 8,401 127,052 141,810 155,553 155,412: 185 326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 2,137: 836 -330 -206 1,491 2,668 2,121 2,132: 16 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 3.3 5.4 81.6 91.1 99.9 99.8: 0.1 0.2
Old : 100.0: 12.9 3.3 5.4 81.6 91.1 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: 6 8 10 42 38 54 50:
Old : 63: 6 8 10 42 38 54 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 64.7 64.1 75.5 44.0 60.9 62.2 69.8
Old : 44.6 64.7 64.1 75.5 44.0 60.9 62.2 69.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 96,511: 2,125 2,345 2,025 92,276 92,141 96,426 96,511: 85 0
Old : 96,511: 2,125 2,345 2,025 92,276 92,141 96,426 96,511: 85 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 345: -85 0 100 330 245 345 345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.4 2.1 95.6 95.5 99.9 100.0: 0.1 0.0
Old : 100.0: 2.2 2.4 2.1 95.6 95.5 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 4 3 4 34 35 40 40:
Old : 50: 4 3 4 34 35 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 71.6 67.0 81.2 45.8 70.5 61.5 78.1
Old : 49.8 71.6 67.0 81.2 45.8 70.5 61.5 78.1
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,560: 0 1,540 0 22,800 22,020 22,800 23,560: 760 0
Old : 23,560: 0 1,540 0 22,800 22,020 22,800 23,560: 760 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -115: 0 165 0 -115 -280 -115 -115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 96.8 93.5 96.8 100.0: 3.2 0.0
Old : 100.0: 0.0 6.5 0.0 96.8 93.5 96.8 100.0: 3.2 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 : 27: 0 1 0 21 12 21 13:
Old : 27: 0 1 0 21 12 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 75.5 74.2 96.2 55.3 73.0 74.2 90.8
Old : 55.3 75.5 74.2 96.2 55.3 73.0 74.2 90.8
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,775: 0 515 0 20,370 20,260 20,370 20,775: 405 0
Old : 20,775: 0 515 0 20,370 20,260 20,370 20,775: 405 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 75: 0 15 0 75 60 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 98.1 97.5 98.1 100.0: 1.9 0.0
Old : 100.0: 0.0 2.5 0.0 98.1 97.5 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 : 28: 0 1 0 21 12 21 13:
Old : 28: 0 1 0 21 12 21 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 83.9 72.4 97.9 50.8 78.4 71.2 91.1
Old : 50.8 83.9 72.4 97.9 50.8 78.4 71.2 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 5,805: 0 30 50 5,250 5,050 5,300 5,130: 505 675
Old : 5,805: 0 30 50 5,250 5,050 5,300 5,130: 505 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 30: 0 15 0 215 15 215 30: -185 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.9 90.4 87.0 91.3 88.4: 8.7 11.6
Old : 100.0: 0.0 0.5 0.9 90.4 87.0 91.3 88.4: 8.7 11.6
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: 0 1 1 17 13 18 14:
Old : 24: 0 1 1 17 13 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 : 49.9 58.5 75.5 80.3 40.4 55.3 61.3 70.3
Old : 49.9 58.5 75.5 80.3 40.4 55.3 61.3 70.3
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,918: 3,528 250 285 12,524 16,175 16,337 16,710: 581 208
Old : 16,918: 3,528 250 285 12,524 16,175 16,337 16,710: 581 208
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 861: 640 0 -65 261 986 836 921: 25 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 1.5 1.7 74.0 95.6 96.6 98.8: 3.4 1.2
Old : 100.0: 20.9 1.5 1.7 74.0 95.6 96.6 98.8: 3.4 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 : 30: 4 1 2 23 21 27 24:
Old : 30: 4 1 2 23 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 58.6 76.5 78.1 50.1 55.2 65.3 69.5
Old : 56.3 58.6 76.5 78.1 50.1 55.2 65.3 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,793: 3,660 0 220 8,119 12,501 11,999 12,721: 794 72
Old : 12,793: 3,660 0 220 8,119 12,501 11,999 12,721: 794 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 488: 145 -300 -30 289 818 404 488: 84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 0.0 1.7 63.5 97.7 93.8 99.4: 6.2 0.6
Old : 100.0: 28.6 0.0 1.7 63.5 97.7 93.8 99.4: 6.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 17 18 20 20:
Old : 26: 3 0 2 17 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 55.7 81.3 79.2 57.5 50.7 73.1 71.2
Old : 62.5 55.7 81.3 79.2 57.5 50.7 73.1 71.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,947: 0 2,190 575 15,964 14,182 16,539 16,947: 408 0
Old : 16,947: 0 2,190 575 15,964 14,182 16,539 16,947: 408 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 100: 0 950 -300 400 -550 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.9 3.4 94.2 83.7 97.6 100.0: 2.4 0.0
Old : 100.0: 0.0 12.9 3.4 94.2 83.7 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 4 1 26 21 27 25:
Old : 35: 0 4 1 26 21 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 48.7 67.5 77.4 48.4 47.7 62.0 73.2
Old : 50.9 48.7 67.5 77.4 48.4 47.7 62.0 73.2
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, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,258: 800 25 50 10,963 12,178 11,813 12,253: 445 5
Old : 12,258: 800 25 50 10,963 12,178 11,813 12,253: 445 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: -235: -420 25 0 165 -140 -255 -115: 20 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.2 0.4 89.4 99.3 96.4 100.0: 3.6 0.0
Old : 100.0: 6.5 0.2 0.4 89.4 99.3 96.4 100.0: 3.6 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 : 28: 1 1 1 19 20 20 22:
Old : 28: 1 1 1 19 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 59.2 76.9 82.4 54.3 54.5 73.0 75.5
Old : 57.2 59.2 76.9 82.4 54.3 54.5 73.0 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,037: 0 430 25 8,527 8,582 8,552 9,037: 485 0
Old : 9,037: 0 430 25 8,527 8,582 8,552 9,037: 485 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 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 4.8 0.3 94.4 95.0 94.6 100.0: 5.4 0.0
Old : 100.0: 0.0 4.8 0.3 94.4 95.0 94.6 100.0: 5.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 13 14 14 16:
Old : 21: 0 2 1 13 14 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 : 60.8 73.4 85.5 92.9 59.3 72.5 79.3 87.8
Old : 60.8 73.4 85.5 92.9 59.3 72.5 79.3 87.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 26, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,595: 300 1,060 565 6,615 5,385 7,480 7,010: 115 585
Old : 7,595: 300 1,060 565 6,615 5,385 7,480 7,010: 115 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 19, 2014 :
: 375: 0 300 0 365 75 365 375: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 14.0 7.4 87.1 70.9 98.5 92.3: 1.5 7.7
Old : 100.0: 3.9 14.0 7.4 87.1 70.9 98.5 92.3: 1.5 7.7
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: 1 1 1 21 18 23 19:
Old : 25: 1 1 1 21 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 53.9 61.1 75.7 27.6 33.1 41.7 44.8
Old : 42.6 53.9 61.1 75.7 27.6 33.1 41.7 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 29, 2014