CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 16,378: 4,810 3,136 4,616 6,908 8,594 16,334 16,346: 44 32
Old : 16,378: 4,810 3,136 4,616 6,908 8,594 16,334 16,346: 44 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 625: 3 435 10 612 181 625 626: 0 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 19.1 28.2 42.2 52.5 99.7 99.8: 0.3 0.2
Old : 100.0: 29.4 19.1 28.2 42.2 52.5 99.7 99.8: 0.3 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 : 27: 7 7 6 10 7 21 17:
Old : 27: 7 7 6 10 7 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 57.4 85.1 85.7 38.9 35.8 43.8 43.4
Old : 58.0 57.4 85.1 85.7 38.9 35.8 43.8 43.4
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, September 23, 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 : 25,441: 10,258 5,494 1,387 13,796 18,560 25,441 25,441: -0 -0
Old : 25,441: 10,258 5,494 1,387 13,796 18,560 25,441 25,441: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -132: -2 0 2 -132 -134 -132 -132: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 21.6 5.5 54.2 73.0 100.0 100.0: -0.0 -0.0
Old : 100.0: 40.3 21.6 5.5 54.2 73.0 100.0 100.0: -0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 3 9 8 18 14:
Old : 24: 7 4 3 9 8 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 : 64.6 77.6 85.3 95.9 63.3 67.8 72.9 72.6
Old : 64.6 77.6 85.3 95.9 63.3 67.8 72.9 72.6
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, September 23, 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 : 14,479: 2,335 2,021 1,832 10,211 10,625 14,379 14,479: 100 0
Old : 14,479: 2,335 2,021 1,832 10,211 10,625 14,379 14,479: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 120: 8 204 -107 118 23 20 120: 100 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 14.0 12.7 70.5 73.4 99.3 100.0: 0.7 0.0
Old : 100.0: 16.1 14.0 12.7 70.5 73.4 99.3 100.0: 0.7 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: 3 5 3 11 10 16 16:
Old : 21: 3 5 3 11 10 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 66.0 88.9 87.3 48.6 48.3 60.7 60.2
Old : 61.9 66.0 88.9 87.3 48.6 48.3 60.7 60.2
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,326,876: 512,466 347,738 999,011 2,791,007 2,970,344 4,302,484 4,317,093: 24,392 9,783
Old : 4,326,876: 512,466 347,738 999,011 2,791,007 2,970,344 4,302,484 4,317,093: 24,392 9,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 43,994: -41,010 1,520 37,585 49,026 7,043 45,601 46,148: -1,607 -2,154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 8.0 23.1 64.5 68.6 99.4 99.8: 0.6 0.2
Old : 100.0: 11.8 8.0 23.1 64.5 68.6 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 29 40 57 149 120 214 181:
Old : 223: 29 40 57 149 120 214 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 22.6 33.3 38.0 15.4 16.7 24.6 25.2
Old : 20.3 22.6 33.3 38.0 15.4 16.7 24.6 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,157,485: 86,213 73,810 997,592 1,072,843 1,085,401 2,156,647 2,156,803: 837 682
Old : 2,157,485: 86,213 73,810 997,592 1,072,843 1,085,401 2,156,647 2,156,803: 837 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 118,263: 2,859 -917 84,695 30,460 34,325 118,014 118,104: 249 159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.4 46.2 49.7 50.3 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 3.4 46.2 49.7 50.3 100.0 100.0: 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 : 105: 24 22 41 55 56 99 100:
Old : 105: 24 22 41 55 56 99 100:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 36.6 59.7 59.9 3.7 5.4 5.2 6.5
Old : 37.1 36.6 59.7 59.9 3.7 5.4 5.2 6.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 220,164: 20,841 2,386 6,684 175,425 199,526 202,950 208,596: 17,214 11,568
Old : 220,164: 20,841 2,386 6,684 175,425 199,526 202,950 208,596: 17,214 11,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 4,472: -209 646 -26 6,950 3,126 6,715 3,746: -2,243 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 1.1 3.0 79.7 90.6 92.2 94.7: 7.8 5.3
Old : 100.0: 9.5 1.1 3.0 79.7 90.6 92.2 94.7: 7.8 5.3
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 : 41: 6 2 4 29 27 36 32:
Old : 41: 6 2 4 29 27 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 51.2 64.0 69.7 38.0 44.1 50.9 52.5
Old : 45.3 51.2 64.0 69.7 38.0 44.1 50.9 52.5
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, September 23, 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 : 105,871: 2,790 908 858 98,097 100,726 101,745 102,492: 4,126 3,379
Old : 105,871: 2,790 908 858 98,097 100,726 101,745 102,492: 4,126 3,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 198: -496 87 -167 526 -415 -137 -495: 335 693
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.9 0.8 92.7 95.1 96.1 96.8: 3.9 3.2
Old : 100.0: 2.6 0.9 0.8 92.7 95.1 96.1 96.8: 3.9 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 : 37: 2 1 2 27 29 30 31:
Old : 37: 2 1 2 27 29 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 47.8 76.3 67.8 45.5 42.4 50.8 50.4
Old : 56.8 47.8 76.3 67.8 45.5 42.4 50.8 50.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 202,289: 13,721 11,162 1,764 179,705 182,069 195,190 194,995: 7,099 7,294
Old : 202,289: 13,721 11,162 1,764 179,705 182,069 195,190 194,995: 7,099 7,294
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 8,820: -414 -1,613 754 6,798 10,040 7,138 9,181: 1,682 -361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 5.5 0.9 88.8 90.0 96.5 96.4: 3.5 3.6
Old : 100.0: 6.8 5.5 0.9 88.8 90.0 96.5 96.4: 3.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 2 1 28 30 32 33:
Old : 42: 4 2 1 28 30 32 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 40.7 70.9 61.4 37.4 40.7 55.8 58.0
Old : 45.5 40.7 70.9 61.4 37.4 40.7 55.8 58.0
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, September 23, 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 : 703,705: 62,098 3,268 11,203 627,849 686,524 701,150 700,995: 2,555 2,710
Old : 703,705: 62,098 3,268 11,203 627,849 686,524 701,150 700,995: 2,555 2,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 4,250: -866 -27 436 4,192 2,844 3,762 3,253: 488 997
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.5 1.6 89.2 97.6 99.6 99.6: 0.4 0.4
Old : 100.0: 8.8 0.5 1.6 89.2 97.6 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 : 63: 4 2 4 52 42 57 47:
Old : 63: 4 2 4 52 42 57 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 45.6 53.7 69.9 35.0 40.7 49.2 60.5
Old : 37.4 45.6 53.7 69.9 35.0 40.7 49.2 60.5
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, September 23, 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 : 237,619: 18,520 14,356 1,414 211,077 214,543 231,011 230,313: 6,608 7,306
Old : 237,619: 18,520 14,356 1,414 211,077 214,543 231,011 230,313: 6,608 7,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 6,549: 503 -124 92 6,209 6,605 6,804 6,573: -255 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.0 0.6 88.8 90.3 97.2 96.9: 2.8 3.1
Old : 100.0: 7.8 6.0 0.6 88.8 90.3 97.2 96.9: 2.8 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 : 45: 7 1 3 25 26 32 30:
Old : 45: 7 1 3 25 26 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 44.9 63.2 70.9 43.8 41.3 56.1 58.6
Old : 49.7 44.9 63.2 70.9 43.8 41.3 56.1 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 235,665: 0 2,365 3,487 229,209 223,629 232,696 229,481: 2,969 6,184
Old : 235,665: 0 2,365 3,487 229,209 223,629 232,696 229,481: 2,969 6,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 5,778: 0 -547 486 5,178 6,513 5,664 6,452: 114 -674
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 1.5 97.3 94.9 98.7 97.4: 1.3 2.6
Old : 100.0: 0.0 1.0 1.5 97.3 94.9 98.7 97.4: 1.3 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 : 53: 0 3 2 39 40 41 43:
Old : 53: 0 3 2 39 40 41 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 34.7 67.5 55.6 50.1 34.3 63.2 51.5
Old : 52.4 34.7 67.5 55.6 50.1 34.3 63.2 51.5
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, September 23, 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 : 88,209: 2,902 1,239 3,970 76,611 76,181 83,483 81,390: 4,726 6,819
Old : 88,209: 2,902 1,239 3,970 76,611 76,181 83,483 81,390: 4,726 6,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 351: -3,249 -495 1,728 2,267 1,159 746 2,392: -395 -2,041
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.4 4.5 86.9 86.4 94.6 92.3: 5.4 7.7
Old : 100.0: 3.3 1.4 4.5 86.9 86.4 94.6 92.3: 5.4 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 : 33: 1 2 2 21 23 23 26:
Old : 33: 1 2 2 21 23 23 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 : 42.2 48.3 70.3 69.4 42.1 47.9 67.6 65.9
Old : 42.2 48.3 70.3 69.4 42.1 47.9 67.6 65.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,449: 682 5,183 10,019 88,850 89,457 99,551 104,659: 8,898 3,790
Old : 108,449: 682 5,183 10,019 88,850 89,457 99,551 104,659: 8,898 3,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 4,362: 217 -579 -413 5,249 5,871 5,053 4,879: -691 -517
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.8 9.2 81.9 82.5 91.8 96.5: 8.2 3.5
Old : 100.0: 0.6 4.8 9.2 81.9 82.5 91.8 96.5: 8.2 3.5
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 : 41: 1 4 3 27 24 31 28:
Old : 41: 1 4 3 27 24 31 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 47.4 70.6 71.7 51.6 43.5 60.1 61.5
Old : 57.6 47.4 70.6 71.7 51.6 43.5 60.1 61.5
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 26,354: 248 0 0 24,949 25,567 25,197 25,567: 1,157 787
Old : 26,354: 248 0 0 24,949 25,567 25,197 25,567: 1,157 787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 94.7 97.0 95.6 97.0: 4.4 3.0
Old : 100.0: 0.9 0.0 0.0 94.7 97.0 95.6 97.0: 4.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 11 16 11:
Old : 20: 1 0 0 15 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 71.9 78.2 91.3 39.8 56.6 61.3 68.7
Old : 50.4 71.9 78.2 91.3 39.8 56.6 61.3 68.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,192: 887 756 1,642 68,994 69,467 71,523 71,865: 7,669 7,327
Old : 79,192: 887 756 1,642 68,994 69,467 71,523 71,865: 7,669 7,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,953: -798 539 272 2,301 1,539 1,775 2,350: 178 -397
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 2.1 87.1 87.7 90.3 90.7: 9.7 9.3
Old : 100.0: 1.1 1.0 2.1 87.1 87.7 90.3 90.7: 9.7 9.3
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 : 26: 1 1 2 18 17 20 19:
Old : 26: 1 1 2 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 53.6 74.0 76.1 54.4 52.2 70.1 71.6
Old : 55.6 53.6 74.0 76.1 54.4 52.2 70.1 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 207,942: 434 0 0 200,400 202,101 200,834 202,101: 7,108 5,841
Old : 207,942: 434 0 0 200,400 202,101 200,834 202,101: 7,108 5,841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 8,451: 0 0 0 9,770 8,420 9,770 8,420: -1,319 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 96.4 97.2 96.6 97.2: 3.4 2.8
Old : 100.0: 0.2 0.0 0.0 96.4 97.2 96.6 97.2: 3.4 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 : 41: 1 0 0 31 29 32 29:
Old : 41: 1 0 0 31 29 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 47.4 79.0 73.1 52.5 46.7 70.5 71.5
Old : 59.3 47.4 79.0 73.1 52.5 46.7 70.5 71.5
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,793: 0 0 0 82,862 87,951 82,862 87,951: 6,931 1,842
Old : 89,793: 0 0 0 82,862 87,951 82,862 87,951: 6,931 1,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 752: 0 0 0 690 504 690 504: 62 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.3 97.9 92.3 97.9: 7.7 2.1
Old : 100.0: 0.0 0.0 0.0 92.3 97.9 92.3 97.9: 7.7 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 : 32: 0 0 0 25 25 25 25:
Old : 32: 0 0 0 25 25 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 52.8 70.2 75.7 48.7 47.6 65.9 68.3
Old : 49.1 52.8 70.2 75.7 48.7 47.6 65.9 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 296,766: 0 8,044 450 286,022 282,863 286,472 291,357: 10,294 5,409
Old : 296,766: 0 8,044 450 286,022 282,863 286,472 291,357: 10,294 5,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 5,967: 0 248 0 6,631 5,685 6,631 5,933: -664 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.2 96.4 95.3 96.5 98.2: 3.5 1.8
Old : 100.0: 0.0 2.7 0.2 96.4 95.3 96.5 98.2: 3.5 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 : 58: 0 3 1 46 37 47 40:
Old : 58: 0 3 1 46 37 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 : 38.0 59.5 52.8 78.4 30.1 57.9 44.8 70.5
Old : 38.0 59.5 52.8 78.4 30.1 57.9 44.8 70.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 59,467: 309 232 4,308 50,052 47,752 54,669 52,292: 4,798 7,175
Old : 59,467: 309 232 4,308 50,052 47,752 54,669 52,292: 4,798 7,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,827: -1,120 -304 -151 1,903 2,429 632 1,974: 1,195 -147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.4 7.2 84.2 80.3 91.9 87.9: 8.1 12.1
Old : 100.0: 0.5 0.4 7.2 84.2 80.3 91.9 87.9: 8.1 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 21 20 23 22:
Old : 28: 1 1 2 21 20 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 : 45.7 36.8 66.2 61.4 38.3 33.8 47.1 47.4
Old : 45.7 36.8 66.2 61.4 38.3 33.8 47.1 47.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,244: 2,778 0 3,403 67,335 64,399 73,516 67,802: 3,728 9,442
Old : 77,244: 2,778 0 3,403 67,335 64,399 73,516 67,802: 3,728 9,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 931: -198 0 156 1,066 744 1,024 900: -93 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 4.4 87.2 83.4 95.2 87.8: 4.8 12.2
Old : 100.0: 3.6 0.0 4.4 87.2 83.4 95.2 87.8: 4.8 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 18 17 20 19:
Old : 25: 2 0 2 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 54.6 71.7 76.4 43.4 54.2 58.8 61.4
Old : 49.5 54.6 71.7 76.4 43.4 54.2 58.8 61.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,428: 14,079 1,626 806 86,844 95,438 101,729 97,870: 1,699 5,558
Old : 103,428: 14,079 1,626 806 86,844 95,438 101,729 97,870: 1,699 5,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 6,844: 1,761 0 0 4,843 6,540 6,604 6,540: 240 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 1.6 0.8 84.0 92.3 98.4 94.6: 1.6 5.4
Old : 100.0: 13.6 1.6 0.8 84.0 92.3 98.4 94.6: 1.6 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 : 33: 3 1 2 16 25 20 27:
Old : 33: 3 1 2 16 25 20 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 : 65.9 51.3 85.0 75.3 53.5 42.7 61.6 50.8
Old : 65.9 51.3 85.0 75.3 53.5 42.7 61.6 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,907: 13,841 6,066 1,706 54,056 61,223 69,603 68,995: 1,304 1,912
Old : 70,907: 13,841 6,066 1,706 54,056 61,223 69,603 68,995: 1,304 1,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 7,470: 1,041 -168 168 5,407 7,251 6,616 7,251: 854 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 8.6 2.4 76.2 86.3 98.2 97.3: 1.8 2.7
Old : 100.0: 19.5 8.6 2.4 76.2 86.3 98.2 97.3: 1.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 5 2 3 28 25 34 29:
Old : 50: 5 2 3 28 25 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 43.4 65.3 63.4 45.5 34.6 63.6 52.3
Old : 46.7 43.4 65.3 63.4 45.5 34.6 63.6 52.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,565: 0 210 0 42,721 42,897 42,721 43,107: 844 458
Old : 43,565: 0 210 0 42,721 42,897 42,721 43,107: 844 458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 6,045: 0 0 0 6,045 5,921 6,045 5,921: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 98.1 98.5 98.1 98.9: 1.9 1.1
Old : 100.0: 0.0 0.5 0.0 98.1 98.5 98.1 98.9: 1.9 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 : 32: 0 1 0 14 24 14 25:
Old : 32: 0 1 0 14 24 14 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 : 69.0 44.6 85.0 68.6 65.3 41.8 79.4 63.5
Old : 69.0 44.6 85.0 68.6 65.3 41.8 79.4 63.5
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 144,738: 0 998 872 134,712 133,420 135,584 135,290: 9,154 9,448
Old : 144,738: 0 998 872 134,712 133,420 135,584 135,290: 9,154 9,448
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,791: -313 657 18 3,394 931 3,099 1,606: -1,308 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.6 93.1 92.2 93.7 93.5: 6.3 6.5
Old : 100.0: 0.0 0.7 0.6 93.1 92.2 93.7 93.5: 6.3 6.5
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 : 41: 0 2 1 32 29 33 31:
Old : 41: 0 2 1 32 29 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 50.7 69.4 71.3 40.7 32.8 50.0 45.5
Old : 55.6 50.7 69.4 71.3 40.7 32.8 50.0 45.5
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 21,090: 438 5,070 120 19,892 15,016 20,450 20,206: 640 884
Old : 21,090: 438 5,070 120 19,892 15,016 20,450 20,206: 640 884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 2,448: 124 620 0 2,077 1,582 2,201 2,202: 247 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 24.0 0.6 94.3 71.2 97.0 95.8: 3.0 4.2
Old : 100.0: 2.1 24.0 0.6 94.3 71.2 97.0 95.8: 3.0 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 12 11 13 14:
Old : 23: 1 2 1 12 11 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 74.0 89.4 88.1 69.5 74.0 88.2 86.5
Old : 70.8 74.0 89.4 88.1 69.5 74.0 88.2 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,284: 0 2,893 1,173 52,570 49,760 53,743 53,826: 2,541 2,458
Old : 56,284: 0 2,893 1,173 52,570 49,760 53,743 53,826: 2,541 2,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 7: -334 314 120 314 -427 100 7: -93 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 2.1 93.4 88.4 95.5 95.6: 4.5 4.4
Old : 100.0: 0.0 5.1 2.1 93.4 88.4 95.5 95.6: 4.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 2 16 16 18 18:
Old : 26: 0 2 2 16 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 67.5 84.8 85.4 68.8 65.8 77.2 80.0
Old : 70.5 67.5 84.8 85.4 68.8 65.8 77.2 80.0
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,462: 0 2,100 1,569 100,947 94,098 102,516 97,767: 1,946 6,695
Old : 104,462: 0 2,100 1,569 100,947 94,098 102,516 97,767: 1,946 6,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 2,787: -46 1,100 -801 5,278 2,246 4,431 2,545: -1,644 242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 1.5 96.6 90.1 98.1 93.6: 1.9 6.4
Old : 100.0: 0.0 2.0 1.5 96.6 90.1 98.1 93.6: 1.9 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 : 32: 0 2 2 23 25 25 27:
Old : 32: 0 2 2 23 25 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 : 62.3 44.1 80.3 63.8 49.5 35.8 63.1 52.3
Old : 62.3 44.1 80.3 63.8 49.5 35.8 63.1 52.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,400: 3,682 1,504 344 68,501 76,136 72,527 77,984: 9,873 4,416
Old : 82,400: 3,682 1,504 344 68,501 76,136 72,527 77,984: 9,873 4,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 2,740: 635 238 -183 1,259 2,880 1,711 2,935: 1,029 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 1.8 0.4 83.1 92.4 88.0 94.6: 12.0 5.4
Old : 100.0: 4.5 1.8 0.4 83.1 92.4 88.0 94.6: 12.0 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 : 26: 2 1 1 17 17 19 19:
Old : 26: 2 1 1 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 56.5 68.7 80.9 38.7 55.0 58.6 76.3
Old : 47.0 56.5 68.7 80.9 38.7 55.0 58.6 76.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 119,891: 0 26,127 1,355 111,204 91,103 112,559 118,585: 7,332 1,306
Old : 119,891: 0 26,127 1,355 111,204 91,103 112,559 118,585: 7,332 1,306
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,600: 0 1,290 267 -156 328 111 1,885: 1,489 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.8 1.1 92.8 76.0 93.9 98.9: 6.1 1.1
Old : 100.0: 0.0 21.8 1.1 92.8 76.0 93.9 98.9: 6.1 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 : 26: 0 3 1 18 19 19 22:
Old : 26: 0 3 1 18 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 : 70.0 74.1 84.3 86.7 65.9 73.7 77.5 81.8
Old : 70.0 74.1 84.3 86.7 65.9 73.7 77.5 81.8
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 230,829: 3,765 18,876 2,498 213,753 202,138 220,016 223,512: 10,813 7,317
Old : 230,829: 3,765 18,876 2,498 213,753 202,138 220,016 223,512: 10,813 7,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 5,358: 833 1,718 -147 3,716 3,814 4,402 5,385: 956 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 8.2 1.1 92.6 87.6 95.3 96.8: 4.7 3.2
Old : 100.0: 1.6 8.2 1.1 92.6 87.6 95.3 96.8: 4.7 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 2 3 36 30 39 33:
Old : 44: 1 2 3 36 30 39 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 : 47.0 47.6 60.9 71.1 42.4 42.7 54.6 64.7
Old : 47.0 47.6 60.9 71.1 42.4 42.7 54.6 64.7
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,595: 4,001 0 0 24,642 29,650 28,643 29,650: 1,952 945
Old : 30,595: 4,001 0 0 24,642 29,650 28,643 29,650: 1,952 945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 4,030: 62 -957 0 3,906 4,552 3,968 3,595: 62 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 0.0 0.0 80.5 96.9 93.6 96.9: 6.4 3.1
Old : 100.0: 13.1 0.0 0.0 80.5 96.9 93.6 96.9: 6.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 13 18 16 18:
Old : 27: 3 0 0 13 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 73.8 80.1 86.4 56.5 70.9 76.9 81.4
Old : 59.3 73.8 80.1 86.4 56.5 70.9 76.9 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,694: 2,038 0 0 33,600 36,176 35,638 36,176: 1,056 518
Old : 36,694: 2,038 0 0 33,600 36,176 35,638 36,176: 1,056 518
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -4,211: 248 0 0 -4,399 -4,217 -4,151 -4,217: -60 6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.0 0.0 91.6 98.6 97.1 98.6: 2.9 1.4
Old : 100.0: 5.6 0.0 0.0 91.6 98.6 97.1 98.6: 2.9 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 : 30: 1 0 0 19 14 20 14:
Old : 30: 1 0 0 19 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 73.4 79.4 91.4 64.3 70.7 78.4 85.8
Old : 64.3 73.4 79.4 91.4 64.3 70.7 78.4 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 263,199: 4,288 30,765 4,317 248,250 224,023 256,855 259,105: 6,344 4,094
Old : 263,199: 4,288 30,765 4,317 248,250 224,023 256,855 259,105: 6,344 4,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 12,020: -103 72 -350 13,859 14,205 13,406 13,927: -1,386 -1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 11.7 1.6 94.3 85.1 97.6 98.4: 2.4 1.6
Old : 100.0: 1.6 11.7 1.6 94.3 85.1 97.6 98.4: 2.4 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 : 59: 1 5 4 47 36 51 42:
Old : 59: 1 5 4 47 36 51 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 50.5 63.3 69.5 39.7 47.9 60.1 64.6
Old : 41.1 50.5 63.3 69.5 39.7 47.9 60.1 64.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 56,342: 5,803 0 0 46,683 53,973 52,486 53,973: 3,856 2,369
Old : 56,342: 5,803 0 0 46,683 53,973 52,486 53,973: 3,856 2,369
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -1,520: 151 0 0 -1,099 -2,185 -948 -2,185: -572 665
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.0 0.0 82.9 95.8 93.2 95.8: 6.8 4.2
Old : 100.0: 10.3 0.0 0.0 82.9 95.8 93.2 95.8: 6.8 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 18 22 19 22:
Old : 31: 1 0 0 18 22 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 : 39.1 48.3 69.0 70.5 38.0 44.7 66.0 65.6
Old : 39.1 48.3 69.0 70.5 38.0 44.7 66.0 65.6
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, September 23, 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 : 78,909: 0 248 0 75,026 76,757 75,026 77,005: 3,883 1,904
Old : 78,909: 0 248 0 75,026 76,757 75,026 77,005: 3,883 1,904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 335: 0 0 0 366 -124 366 -124: -31 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 95.1 97.3 95.1 97.6: 4.9 2.4
Old : 100.0: 0.0 0.3 0.0 95.1 97.3 95.1 97.6: 4.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 23 17 23 18:
Old : 28: 0 1 0 23 17 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 55.4 64.6 83.4 40.4 49.9 60.3 68.2
Old : 40.6 55.4 64.6 83.4 40.4 49.9 60.3 68.2
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, September 23, 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 : 56,775: 217 3,376 62 50,937 48,947 51,216 52,385: 5,559 4,390
Old : 56,775: 217 3,376 62 50,937 48,947 51,216 52,385: 5,559 4,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 2,836: 217 2,364 -217 5,183 -690 5,183 1,457: -2,347 1,379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 5.9 0.1 89.7 86.2 90.2 92.3: 9.8 7.7
Old : 100.0: 0.4 5.9 0.1 89.7 86.2 90.2 92.3: 9.8 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 : 26: 1 1 1 21 15 23 16:
Old : 26: 1 1 1 21 15 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 54.5 72.5 81.6 45.5 48.8 62.5 66.3
Old : 50.2 54.5 72.5 81.6 45.5 48.8 62.5 66.3
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, September 23, 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 : 161,484: 24,872 8,479 17,128 118,663 134,773 160,662 160,380: 821 1,103
Old : 161,484: 24,872 8,479 17,128 118,663 134,773 160,662 160,380: 821 1,103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 544: 516 812 -201 427 -45 743 566: -199 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.3 10.6 73.5 83.5 99.5 99.3: 0.5 0.7
Old : 100.0: 15.4 5.3 10.6 73.5 83.5 99.5 99.3: 0.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 78: 11 7 15 51 55 67 72:
Old : 78: 11 7 15 51 55 67 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 31.2 53.0 49.1 21.3 20.4 32.9 32.4
Old : 34.3 31.2 53.0 49.1 21.3 20.4 32.9 32.4
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, September 23, 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 : 49,187: 4,043 713 2,591 42,553 45,883 49,187 49,187: 0 0
Old : 49,187: 4,043 713 2,591 42,553 45,883 49,187 49,187: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,349: -1,046 174 581 1,814 594 1,349 1,349: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.4 5.3 86.5 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 8.2 1.4 5.3 86.5 93.3 100.0 100.0: 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 : 35: 3 2 4 26 20 30 25:
Old : 35: 3 2 4 26 20 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 55.1 81.6 75.9 58.3 48.7 71.7 66.5
Old : 64.2 55.1 81.6 75.9 58.3 48.7 71.7 66.5
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, September 23, 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 : 368,215: 31,647 0 20,337 316,231 347,878 368,215 368,215: 0 0
Old : 368,215: 31,647 0 20,337 316,231 347,878 368,215 368,215: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 943: -2,184 0 624 2,503 319 943 943: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.0 5.5 85.9 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 8.6 0.0 5.5 85.9 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 : 28: 2 0 1 18 20 20 21:
Old : 28: 2 0 1 18 20 20 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 : 62.1 61.6 90.2 85.9 54.5 56.1 75.9 75.3
Old : 62.1 61.6 90.2 85.9 54.5 56.1 75.9 75.3
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, September 23, 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 : 1,494,996: 55,400 24,927 47,481 1,392,115 1,422,588 1,494,996 1,494,996: 0 0
Old : 1,494,996: 55,400 24,927 47,481 1,392,115 1,422,588 1,494,996 1,494,996: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 22,403: -7,720 1,930 4,313 25,810 16,160 22,403 22,403: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.7 3.2 93.1 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 1.7 3.2 93.1 95.2 100.0 100.0: 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 : 60: 6 3 6 43 45 52 51:
Old : 60: 6 3 6 43 45 52 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 40.6 58.8 59.2 26.4 34.8 39.0 43.3
Old : 38.2 40.6 58.8 59.2 26.4 34.8 39.0 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, September 23, 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 : 49,373: 2,144 5,286 4,864 42,313 39,146 49,322 49,296: 52 77
Old : 49,373: 2,144 5,286 4,864 42,313 39,146 49,322 49,296: 52 77
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,984: -53 627 -340 2,325 1,620 1,932 1,907: 52 77
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 10.7 9.9 85.7 79.3 99.9 99.8: 0.1 0.2
Old : 100.0: 4.3 10.7 9.9 85.7 79.3 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 : 35: 1 7 5 22 22 27 30:
Old : 35: 1 7 5 22 22 27 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 : 52.8 51.5 75.5 78.7 43.9 36.8 59.2 56.2
Old : 52.8 51.5 75.5 78.7 43.9 36.8 59.2 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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 : 287,481: 8 61,375 11,910 275,563 214,196 287,481 287,481: 0 0
Old : 287,481: 8 61,375 11,910 275,563 214,196 287,481 287,481: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 5,327: 0 0 0 5,327 5,327 5,327 5,327: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.3 4.1 95.9 74.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 21.3 4.1 95.9 74.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 3 15 15 18 18:
Old : 27: 1 2 3 15 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 62.1 86.6 89.0 56.5 50.3 74.5 71.4
Old : 64.5 62.1 86.6 89.0 56.5 50.3 74.5 71.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 639,028: 39,935 0 18,613 580,480 620,415 639,028 639,028: 0 0
Old : 639,028: 39,935 0 18,613 580,480 620,415 639,028 639,028: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 4,389: 793 0 -376 3,972 4,765 4,389 4,389: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 2.9 90.8 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 0.0 2.9 90.8 97.1 100.0 100.0: 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 : 41: 5 0 2 25 31 30 33:
Old : 41: 5 0 2 25 31 30 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 : 47.1 48.8 70.0 71.5 31.4 37.3 44.7 50.5
Old : 47.1 48.8 70.0 71.5 31.4 37.3 44.7 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 51,969: 4,514 4,496 2,978 43,630 43,835 51,122 51,309: 847 660
Old : 51,969: 4,514 4,496 2,978 43,630 43,835 51,122 51,309: 847 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 185: 70 -88 88 -268 -91 -110 -91: 295 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.7 5.7 84.0 84.3 98.4 98.7: 1.6 1.3
Old : 100.0: 8.7 8.7 5.7 84.0 84.3 98.4 98.7: 1.6 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 4 24 24 30 28:
Old : 36: 4 2 4 24 24 30 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 : 45.4 54.2 68.1 72.4 39.9 52.0 53.5 63.4
Old : 45.4 54.2 68.1 72.4 39.9 52.0 53.5 63.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,165: 150 300 0 44,125 44,770 44,275 45,070: 890 95
Old : 45,165: 150 300 0 44,125 44,770 44,275 45,070: 890 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 545: 0 300 0 425 245 425 545: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.7 0.0 97.7 99.1 98.0 99.8: 2.0 0.2
Old : 100.0: 0.3 0.7 0.0 97.7 99.1 98.0 99.8: 2.0 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 : 34: 1 1 0 24 18 25 19:
Old : 34: 1 1 0 24 18 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 84.2 77.2 93.6 58.7 78.5 73.0 85.1
Old : 59.1 84.2 77.2 93.6 58.7 78.5 73.0 85.1
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,931: 150 600 0 56,421 56,271 56,571 56,871: 360 60
Old : 56,931: 150 600 0 56,421 56,271 56,571 56,871: 360 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 675: 0 300 0 555 375 555 675: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.1 0.0 99.1 98.8 99.4 99.9: 0.6 0.1
Old : 100.0: 0.3 1.1 0.0 99.1 98.8 99.4 99.9: 0.6 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 : 39: 1 1 0 32 18 33 19:
Old : 39: 1 1 0 32 18 33 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 : 55.7 83.0 74.6 93.1 52.8 78.1 68.7 84.3
Old : 55.7 83.0 74.6 93.1 52.8 78.1 68.7 84.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,395: 50 310 0 12,345 12,085 12,395 12,395: 0 0
Old : 12,395: 50 310 0 12,345 12,085 12,395 12,395: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 125: 0 50 0 125 75 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.5 0.0 99.6 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.5 0.0 99.6 97.5 100.0 100.0: 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 : 34: 1 2 0 20 20 21 22:
Old : 34: 1 2 0 20 20 21 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 : 63.5 53.6 82.0 77.0 50.8 39.5 61.1 58.1
Old : 63.5 53.6 82.0 77.0 50.8 39.5 61.1 58.1
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 268,992: 8,936 0 3,544 256,512 265,448 268,992 268,992: 0 0
Old : 268,992: 8,936 0 3,544 256,512 265,448 268,992 268,992: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -1,560: 48 -328 -48 -1,560 -1,184 -1,560 -1,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 1.3 95.4 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 0.0 1.3 95.4 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 2 25 18 27 20:
Old : 33: 2 0 2 25 18 27 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 : 42.8 64.6 62.7 85.9 34.2 52.3 48.4 59.0
Old : 42.8 64.6 62.7 85.9 34.2 52.3 48.4 59.0
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,283: 2,885 148 44 6,244 9,047 9,173 9,239: 110 44
Old : 9,283: 2,885 148 44 6,244 9,047 9,173 9,239: 110 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 23: 0 0 0 23 23 23 23: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 1.6 0.5 67.3 97.5 98.8 99.5: 1.2 0.5
Old : 100.0: 31.1 1.6 0.5 67.3 97.5 98.8 99.5: 1.2 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 : 25: 3 3 1 13 16 17 19:
Old : 25: 3 3 1 13 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 54.2 76.7 82.1 48.8 50.8 69.9 69.5
Old : 51.0 54.2 76.7 82.1 48.8 50.8 69.9 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,750: 4,200 250 150 13,400 17,350 17,750 17,750: 0 0
Old : 17,750: 4,200 250 150 13,400 17,350 17,750 17,750: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -50: 150 0 -50 -150 0 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 1.4 0.8 75.5 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 23.7 1.4 0.8 75.5 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 : 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 : 56.1 61.1 79.2 90.4 55.2 56.9 74.4 78.0
Old : 56.1 61.1 79.2 90.4 55.2 56.9 74.4 78.0
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,530: 500 330 150 17,640 18,050 18,290 18,530: 240 0
Old : 18,530: 500 330 150 17,640 18,050 18,290 18,530: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 570: -120 130 20 670 420 570 570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.8 0.8 95.2 97.4 98.7 100.0: 1.3 0.0
Old : 100.0: 2.7 1.8 0.8 95.2 97.4 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 : 38: 1 2 1 23 24 25 26:
Old : 38: 1 2 1 23 24 25 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 : 46.5 56.6 69.6 72.2 42.5 43.1 53.6 54.3
Old : 46.5 56.6 69.6 72.2 42.5 43.1 53.6 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,838: 0 635 375 13,213 12,548 13,588 13,558: 250 280
Old : 13,838: 0 635 375 13,213 12,548 13,588 13,558: 250 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 270: 0 0 0 275 430 275 430: -5 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 2.7 95.5 90.7 98.2 98.0: 1.8 2.0
Old : 100.0: 0.0 4.6 2.7 95.5 90.7 98.2 98.0: 1.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 19 19 20 20:
Old : 25: 0 1 1 19 19 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 : 43.5 53.4 70.0 78.4 42.1 44.2 61.8 60.1
Old : 43.5 53.4 70.0 78.4 42.1 44.2 61.8 60.1
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,684: 1,507 0 537 14,854 16,106 16,898 16,643: 786 1,041
Old : 17,684: 1,507 0 537 14,854 16,106 16,898 16,643: 786 1,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 297: 20 0 -1 278 257 297 256: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 3.0 84.0 91.1 95.6 94.1: 4.4 5.9
Old : 100.0: 8.5 0.0 3.0 84.0 91.1 95.6 94.1: 4.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 0 1 24 25 26 26:
Old : 32: 2 0 1 24 25 26 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 : 37.4 58.6 59.8 74.7 30.5 41.6 44.2 49.9
Old : 37.4 58.6 59.8 74.7 30.5 41.6 44.2 49.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,095: 0 8,451 1,573 36,163 28,026 37,736 38,050: 359 45
Old : 38,095: 0 8,451 1,573 36,163 28,026 37,736 38,050: 359 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 2,637: 0 236 -52 2,679 2,468 2,627 2,652: 10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.2 4.1 94.9 73.6 99.1 99.9: 0.9 0.1
Old : 100.0: 0.0 22.2 4.1 94.9 73.6 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 4 3 32 31 35 35:
Old : 40: 0 4 3 32 31 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.3 53.2 58.5 71.2 31.3 44.5 49.4 59.6
Old : 36.3 53.2 58.5 71.2 31.3 44.5 49.4 59.6
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,971: 400 6,775 3,045 43,396 37,150 46,841 46,970: 130 1
Old : 46,971: 400 6,775 3,045 43,396 37,150 46,841 46,970: 130 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 3,552: 0 412 -120 3,672 3,260 3,552 3,552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 14.4 6.5 92.4 79.1 99.7 100.0: 0.3 0.0
Old : 100.0: 0.9 14.4 6.5 92.4 79.1 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 4 4 34 37 40 42:
Old : 47: 3 4 4 34 37 40 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.1 38.1 62.4 59.2 34.8 30.0 54.9 48.9
Old : 39.1 38.1 62.4 59.2 34.8 30.0 54.9 48.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,675: 0 1,535 0 32,555 31,080 32,555 32,615: 120 60
Old : 32,675: 0 1,535 0 32,555 31,080 32,555 32,615: 120 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -720: 0 0 0 -480 -780 -480 -780: -240 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.0 99.6 95.1 99.6 99.8: 0.4 0.2
Old : 100.0: 0.0 4.7 0.0 99.6 95.1 99.6 99.8: 0.4 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 : 29: 0 1 0 26 14 26 15:
Old : 29: 0 1 0 26 14 26 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 : 42.2 86.7 64.7 97.0 42.1 77.3 63.2 84.5
Old : 42.2 86.7 64.7 97.0 42.1 77.3 63.2 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 46,450: 0 1,545 0 46,210 44,905 46,210 46,450: 240 0
Old : 46,450: 0 1,545 0 46,210 44,905 46,210 46,450: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 3,060: 0 0 0 3,240 3,105 3,240 3,105: -180 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 99.5 96.7 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 3.3 0.0 99.5 96.7 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 : 34: 0 1 0 30 15 30 16:
Old : 34: 0 1 0 30 15 30 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 89.6 62.1 96.9 44.1 84.3 62.1 89.9
Old : 44.1 89.6 62.1 96.9 44.1 84.3 62.1 89.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 425,986: 68,254 2,585 32,436 325,296 390,965 425,986 425,986: 0 0
Old : 425,986: 68,254 2,585 32,436 325,296 390,965 425,986 425,986: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -101: -2,279 -3,907 2,678 -500 1,128 -101 -101: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.6 7.6 76.4 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 16.0 0.6 7.6 76.4 91.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 2 2 26 29 30 32:
Old : 38: 3 2 2 26 29 30 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 : 46.8 47.2 70.4 70.3 37.4 45.5 53.3 54.5
Old : 46.8 47.2 70.4 70.3 37.4 45.5 53.3 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 29,820: 6,489 276 1,353 21,278 27,807 29,120 29,436: 700 384
Old : 29,820: 6,489 276 1,353 21,278 27,807 29,120 29,436: 700 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 256: 556 23 -284 6 517 278 256: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 0.9 4.5 71.4 93.2 97.7 98.7: 2.3 1.3
Old : 100.0: 21.8 0.9 4.5 71.4 93.2 97.7 98.7: 2.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 6 2 6 26 34 34 40:
Old : 43: 6 2 6 26 34 34 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 : 42.0 38.3 65.2 59.9 38.9 34.4 54.5 48.3
Old : 42.0 38.3 65.2 59.9 38.9 34.4 54.5 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 17,873: 1,101 0 1,644 15,128 16,229 17,873 17,873: 0 0
Old : 17,873: 1,101 0 1,644 15,128 16,229 17,873 17,873: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,115: 313 -115 168 634 1,062 1,115 1,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 9.2 84.6 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 6.2 0.0 9.2 84.6 90.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 0 3 20 12 24 15:
Old : 28: 4 0 3 20 12 24 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 : 50.4 90.0 71.4 96.7 40.4 80.8 57.1 80.8
Old : 50.4 90.0 71.4 96.7 40.4 80.8 57.1 80.8
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 222,866: 54,380 0 8,655 159,831 214,211 222,866 222,866: 0 0
Old : 222,866: 54,380 0 8,655 159,831 214,211 222,866 222,866: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 943: -943 0 943 943 0 943 943: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 3.9 71.7 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 24.4 0.0 3.9 71.7 96.1 100.0 100.0: 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 : 20: 4 0 1 13 6 17 7:
Old : 20: 4 0 1 13 6 17 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.9 99.1 94.5 100.0 72.8 91.4 86.4 91.4
Old : 80.9 99.1 94.5 100.0 72.8 91.4 86.4 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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 469,838: 1,569 3,199 20,641 447,628 445,998 469,838 469,838: 0 0
Old : 469,838: 1,569 3,199 20,641 447,628 445,998 469,838 469,838: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -3,230: 0 0 0 -3,230 -3,230 -3,230 -3,230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.7 4.4 95.3 94.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.7 4.4 95.3 94.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 1 24 17 26 19:
Old : 31: 1 2 1 24 17 26 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 : 51.4 76.4 69.2 92.4 49.4 69.0 64.3 74.2
Old : 51.4 76.4 69.2 92.4 49.4 69.0 64.3 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN ILLINOIS HUB (REAL TIME LMP) - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 48,329: 12,091 0 930 34,424 46,125 47,445 47,055: 884 1,274
Old : 48,329: 12,091 0 930 34,424 46,125 47,445 47,055: 884 1,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -472: 22 0 -23 -515 -493 -516 -516: 44 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.0 1.9 71.2 95.4 98.2 97.4: 1.8 2.6
Old : 100.0: 25.0 0.0 1.9 71.2 95.4 98.2 97.4: 1.8 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 : 28: 4 0 1 19 17 23 18:
Old : 28: 4 0 1 19 17 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 86.6 74.0 93.8 43.3 77.5 68.2 81.4
Old : 46.7 86.6 74.0 93.8 43.3 77.5 68.2 81.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 6,577: 287 1,678 0 5,824 4,493 6,111 6,171: 466 406
Old : 6,577: 287 1,678 0 5,824 4,493 6,111 6,171: 466 406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -4: 0 0 0 -69 60 -69 60: 65 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 25.5 0.0 88.6 68.3 92.9 93.8: 7.1 6.2
Old : 100.0: 4.4 25.5 0.0 88.6 68.3 92.9 93.8: 7.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 3 0 11 9 13 12:
Old : 20: 2 3 0 11 9 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 : 62.2 67.8 84.3 86.2 57.4 67.4 74.6 81.4
Old : 62.2 67.8 84.3 86.2 57.4 67.4 74.6 81.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 66,627: 0 3,904 0 66,627 62,723 66,627 66,627: 0 0
Old : 66,627: 0 3,904 0 66,627 62,723 66,627 66,627: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 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 5.9 0.0 100.0 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.9 0.0 100.0 94.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 13 11 14:
Old : 21: 0 1 0 11 13 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 68.7 97.7 91.3 69.7 68.5 82.6 81.9
Old : 73.2 68.7 97.7 91.3 69.7 68.5 82.6 81.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,018: 3,775 1,863 540 10,917 13,019 15,232 15,422: 786 596
Old : 16,018: 3,775 1,863 540 10,917 13,019 15,232 15,422: 786 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 359: 311 1,615 42 285 -1,255 638 402: -279 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 11.6 3.4 68.2 81.3 95.1 96.3: 4.9 3.7
Old : 100.0: 23.6 11.6 3.4 68.2 81.3 95.1 96.3: 4.9 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 4 18 21 23 25:
Old : 28: 4 1 4 18 21 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 : 36.3 50.1 59.2 71.3 33.1 42.2 51.3 55.3
Old : 36.3 50.1 59.2 71.3 33.1 42.2 51.3 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 198,223: 38,431 0 5,459 154,333 192,764 198,223 198,223: 0 0
Old : 198,223: 38,431 0 5,459 154,333 192,764 198,223 198,223: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -431: 734 -465 34 -1,199 0 -431 -431: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 2.8 77.9 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 19.4 0.0 2.8 77.9 97.2 100.0 100.0: 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 : 31: 4 0 2 19 21 23 23:
Old : 31: 4 0 2 19 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 64.4 82.5 80.1 53.1 63.4 68.5 69.9
Old : 62.7 64.4 82.5 80.1 53.1 63.4 68.5 69.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,543: 1,970 284 599 9,803 11,511 12,372 12,394: 171 149
Old : 12,543: 1,970 284 599 9,803 11,511 12,372 12,394: 171 149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 246: 823 66 -104 -362 261 357 223: -111 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 2.3 4.8 78.2 91.8 98.6 98.8: 1.4 1.2
Old : 100.0: 15.7 2.3 4.8 78.2 91.8 98.6 98.8: 1.4 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 : 33: 4 2 3 21 24 27 27:
Old : 33: 4 2 3 21 24 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 51.1 73.2 70.2 41.9 49.9 60.8 63.3
Old : 47.3 51.1 73.2 70.2 41.9 49.9 60.8 63.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 129,581: 11,040 0 4,020 114,521 125,561 129,581 129,581: 0 0
Old : 129,581: 11,040 0 4,020 114,521 125,561 129,581 129,581: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -1,945: 0 0 0 -1,945 -1,945 -1,945 -1,945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.0 3.1 88.4 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 8.5 0.0 3.1 88.4 96.9 100.0 100.0: 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 : 26: 3 0 2 16 17 19 19:
Old : 26: 3 0 2 16 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 61.5 81.1 77.5 52.9 55.7 68.6 69.6
Old : 56.1 61.5 81.1 77.5 52.9 55.7 68.6 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,830: 0 1,684 1,861 20,969 19,285 22,830 22,830: 0 0
Old : 22,830: 0 1,684 1,861 20,969 19,285 22,830 22,830: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 465: 0 108 0 465 357 465 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 8.2 91.8 84.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.4 8.2 91.8 84.5 100.0 100.0: 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: 0 1 1 18 14 19 15:
Old : 25: 0 1 1 18 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 63.4 86.5 87.9 52.2 35.5 59.7 57.6
Old : 66.4 63.4 86.5 87.9 52.2 35.5 59.7 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 217,106: 3,856 0 4,168 209,082 212,938 217,106 217,106: 0 0
Old : 217,106: 3,856 0 4,168 209,082 212,938 217,106 217,106: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -624: 0 0 0 -624 -624 -624 -624: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 1.9 96.3 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 0.0 1.9 96.3 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 : 25: 1 0 1 18 10 19 11:
Old : 25: 1 0 1 18 10 19 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 : 68.8 75.2 88.6 97.1 59.6 64.1 70.7 77.7
Old : 68.8 75.2 88.6 97.1 59.6 64.1 70.7 77.7
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, September 23, 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 : 106,323: 643 1,228 2,096 9,488 8,989 12,226 12,313: 94,096 94,009
Old : 106,323: 643 1,228 2,096 9,488 8,989 12,226 12,313: 94,096 94,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -1,596: -2 -19 40 -246 -149 -209 -128: -1,388 -1,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.2 2.0 8.9 8.5 11.5 11.6: 88.5 88.4
Old : 100.0: 0.6 1.2 2.0 8.9 8.5 11.5 11.6: 88.5 88.4
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 : 25: 1 4 4 18 17 22 22:
Old : 25: 1 4 4 18 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 5.9 6.1 8.9 9.3 3.1 3.9 4.6 4.9
Old : 5.9 6.1 8.9 9.3 3.1 3.9 4.6 4.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,725: 0 975 50 21,110 20,700 21,160 21,725: 565 0
Old : 21,725: 0 975 50 21,110 20,700 21,160 21,725: 565 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 300: 0 100 -25 325 225 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.2 97.2 95.3 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 4.5 0.2 97.2 95.3 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 : 27: 0 2 1 18 13 19 15:
Old : 27: 0 2 1 18 13 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 73.4 80.1 92.1 48.5 69.6 71.3 80.9
Old : 49.1 73.4 80.1 92.1 48.5 69.6 71.3 80.9
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,335: 0 1,000 0 17,530 17,335 17,530 18,335: 805 0
Old : 18,335: 0 1,000 0 17,530 17,335 17,530 18,335: 805 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 375: 0 100 0 375 275 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 0.0 95.6 94.5 95.6 100.0: 4.4 0.0
Old : 100.0: 0.0 5.5 0.0 95.6 94.5 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 : 23: 0 1 0 16 10 16 11:
Old : 23: 0 1 0 16 10 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 77.9 77.1 97.0 43.4 75.2 67.0 82.7
Old : 47.8 77.9 77.1 97.0 43.4 75.2 67.0 82.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE (DA LMP) PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,500: 0 0 0 16,500 16,455 16,500 16,455: 0 45
Old : 16,500: 0 0 0 16,500 16,455 16,500 16,455: 0 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 260: 0 0 0 260 260 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.7 100.0 99.7: 0.0 0.3
Old : 100.0: 0.0 0.0 0.0 100.0 99.7 100.0 99.7: 0.0 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 : 26: 0 0 0 23 10 23 10:
Old : 26: 0 0 0 23 10 23 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 : 54.8 89.1 71.1 99.1 54.4 86.6 70.5 91.1
Old : 54.8 89.1 71.1 99.1 54.4 86.6 70.5 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,945: 0 0 0 11,645 11,905 11,645 11,905: 300 40
Old : 11,945: 0 0 0 11,645 11,905 11,645 11,905: 300 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.5 99.7 97.5 99.7: 2.5 0.3
Old : 100.0: 0.0 0.0 0.0 97.5 99.7 97.5 99.7: 2.5 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 : 21: 0 0 0 17 9 17 9:
Old : 21: 0 0 0 17 9 17 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 81.0 80.6 99.2 61.4 77.9 74.8 87.3
Old : 63.5 81.0 80.6 99.2 61.4 77.9 74.8 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,380: 50 50 0 19,015 19,330 19,065 19,380: 315 0
Old : 19,380: 50 50 0 19,015 19,330 19,065 19,380: 315 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 100: 0 0 0 80 100 80 100: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 0.0 98.1 99.7 98.4 100.0: 1.6 0.0
Old : 100.0: 0.3 0.3 0.0 98.1 99.7 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 15 11 16 12:
Old : 21: 1 1 0 15 11 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 79.3 89.1 98.5 57.4 70.6 69.7 77.0
Old : 73.8 79.3 89.1 98.5 57.4 70.6 69.7 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 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: 0 0 0 19,015 19,895 19,015 19,895: 880 0
Old : 19,895: 0 0 0 19,015 19,895 19,015 19,895: 880 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 100.0 95.6 100.0: 4.4 0.0
Old : 100.0: 0.0 0.0 0.0 95.6 100.0 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 : 20: 0 0 0 18 7 18 7:
Old : 20: 0 0 0 18 7 18 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 96.1 82.0 100.0 67.2 91.8 77.6 92.2
Old : 71.6 96.1 82.0 100.0 67.2 91.8 77.6 92.2
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,883: 0 0 0 20,693 21,883 20,693 21,883: 1,190 0
Old : 21,883: 0 0 0 20,693 21,883 20,693 21,883: 1,190 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 888: 0 0 0 648 888 648 888: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.6 100.0 94.6 100.0: 5.4 0.0
Old : 100.0: 0.0 0.0 0.0 94.6 100.0 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 0 0 19 10 19 10:
Old : 21: 0 0 0 19 10 19 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 93.1 78.9 99.7 64.4 89.3 75.0 89.6
Old : 68.0 93.1 78.9 99.7 64.4 89.3 75.0 89.6
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,130: 2,830 470 100 112,200 114,560 115,130 115,130: 0 0
Old : 115,130: 2,830 470 100 112,200 114,560 115,130 115,130: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 55: 465 -85 -115 -295 255 55 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.4 0.1 97.5 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.4 0.1 97.5 99.5 100.0 100.0: 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 : 47: 4 1 1 39 34 43 36:
Old : 47: 4 1 1 39 34 43 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 : 48.2 66.3 65.9 81.6 43.8 64.5 59.0 74.6
Old : 48.2 66.3 65.9 81.6 43.8 64.5 59.0 74.6
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 140,886: 4,100 655 325 136,460 139,906 140,885 140,886: 1 0
Old : 140,886: 4,100 655 325 136,460 139,906 140,885 140,886: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,810: 125 175 75 1,610 1,560 1,810 1,810: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.5 0.2 96.9 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 0.5 0.2 96.9 99.3 100.0 100.0: 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 : 55: 5 2 2 42 36 47 40:
Old : 55: 5 2 2 42 36 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 : 43.2 64.7 61.5 83.6 37.0 60.6 55.3 74.3
Old : 43.2 64.7 61.5 83.6 37.0 60.6 55.3 74.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 157,327: 22,706 6,280 8,589 125,525 141,585 156,819 156,455: 507 872
Old : 157,327: 22,706 6,280 8,589 125,525 141,585 156,819 156,455: 507 872
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 1,180: 321 -153 314 271 710 906 871: 274 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 4.0 5.5 79.8 90.0 99.7 99.4: 0.3 0.6
Old : 100.0: 14.4 4.0 5.5 79.8 90.0 99.7 99.4: 0.3 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 : 64: 9 5 9 43 37 56 47:
Old : 64: 9 5 9 43 37 56 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 66.1 61.9 76.4 42.3 62.6 60.8 70.8
Old : 42.7 66.1 61.9 76.4 42.3 62.6 60.8 70.8
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 96,450: 2,720 2,270 1,930 91,635 92,010 96,285 96,210: 165 240
Old : 96,450: 2,720 2,270 1,930 91,635 92,010 96,285 96,210: 165 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 415: 15 0 10 450 165 475 175: -60 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.4 2.0 95.0 95.4 99.8 99.8: 0.2 0.2
Old : 100.0: 2.8 2.4 2.0 95.0 95.4 99.8 99.8: 0.2 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 : 49: 5 2 4 34 36 40 41:
Old : 49: 5 2 4 34 36 40 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 72.7 66.0 82.7 45.8 71.7 61.1 79.5
Old : 49.2 72.7 66.0 82.7 45.8 71.7 61.1 79.5
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,800: 475 1,640 0 21,615 21,160 22,090 22,800: 710 0
Old : 22,800: 475 1,640 0 21,615 21,160 22,090 22,800: 710 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -530: 75 50 0 -605 -580 -530 -530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 7.2 0.0 94.8 92.8 96.9 100.0: 3.1 0.0
Old : 100.0: 2.1 7.2 0.0 94.8 92.8 96.9 100.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 0 22 12 23 14:
Old : 30: 1 2 0 22 12 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 72.4 71.8 94.0 51.4 66.6 71.8 83.7
Old : 51.4 72.4 71.8 94.0 51.4 66.6 71.8 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,725: 300 515 0 19,900 20,210 20,200 20,725: 525 0
Old : 20,725: 300 515 0 19,900 20,210 20,200 20,725: 525 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -600: 0 0 0 -600 -600 -600 -600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.5 0.0 96.0 97.5 97.5 100.0: 2.5 0.0
Old : 100.0: 1.4 2.5 0.0 96.0 97.5 97.5 100.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 0 23 12 24 14:
Old : 30: 1 2 0 23 12 24 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 : 48.0 78.7 71.5 95.8 48.0 69.6 69.5 82.7
Old : 48.0 78.7 71.5 95.8 48.0 69.6 69.5 82.7
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 6,490: 0 0 0 5,990 5,840 5,990 5,840: 500 650
Old : 6,490: 0 0 0 5,990 5,840 5,990 5,840: 500 650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 65: 0 0 0 65 65 65 65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.3 90.0 92.3 90.0: 7.7 10.0
Old : 100.0: 0.0 0.0 0.0 92.3 90.0 92.3 90.0: 7.7 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 15 13 15:
Old : 20: 0 0 0 13 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 47.1 75.1 74.0 35.8 37.2 54.4 53.0
Old : 45.1 47.1 75.1 74.0 35.8 37.2 54.4 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,630: 4,153 780 980 15,081 18,767 20,214 20,527: 416 103
Old : 20,630: 4,153 780 980 15,081 18,767 20,214 20,527: 416 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 693: -810 580 675 878 -562 743 693: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 3.8 4.8 73.1 91.0 98.0 99.5: 2.0 0.5
Old : 100.0: 20.1 3.8 4.8 73.1 91.0 98.0 99.5: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 2 3 25 22 30 26:
Old : 34: 4 2 3 25 22 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 56.6 75.0 73.6 48.9 52.9 60.8 63.4
Old : 57.6 56.6 75.0 73.6 48.9 52.9 60.8 63.4
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,165: 4,125 70 180 7,791 12,843 12,096 13,093: 1,069 72
Old : 13,165: 4,125 70 180 7,791 12,843 12,096 13,093: 1,069 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 62: -110 70 0 47 -8 -63 62: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 0.5 1.4 59.2 97.6 91.9 99.5: 8.1 0.5
Old : 100.0: 31.3 0.5 1.4 59.2 97.6 91.9 99.5: 8.1 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 : 26: 2 1 2 18 18 21 20:
Old : 26: 2 1 2 18 18 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 : 62.3 54.7 80.9 78.0 57.9 48.0 73.4 68.7
Old : 62.3 54.7 80.9 78.0 57.9 48.0 73.4 68.7
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,769: 100 3,015 600 16,932 14,154 17,632 17,769: 137 0
Old : 17,769: 100 3,015 600 16,932 14,154 17,632 17,769: 137 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -208: -25 321 25 192 -499 192 -153: -400 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 17.0 3.4 95.3 79.7 99.2 100.0: 0.8 0.0
Old : 100.0: 0.6 17.0 3.4 95.3 79.7 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 4 2 26 20 28 25:
Old : 36: 1 4 2 26 20 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 48.9 68.1 76.7 45.9 44.4 60.0 70.3
Old : 47.4 48.9 68.1 76.7 45.9 44.4 60.0 70.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,015: 125 707 100 12,196 12,208 12,421 13,015: 594 0
Old : 13,015: 125 707 100 12,196 12,208 12,421 13,015: 594 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: -185: -845 502 45 490 -732 -310 -185: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.4 0.8 93.7 93.8 95.4 100.0: 4.6 0.0
Old : 100.0: 1.0 5.4 0.8 93.7 93.8 95.4 100.0: 4.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 21 20 23 22:
Old : 28: 1 2 1 21 20 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 : 56.4 55.6 77.1 78.2 51.5 48.0 68.1 68.3
Old : 56.4 55.6 77.1 78.2 51.5 48.0 68.1 68.3
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, September 23, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,025: 350 1,435 340 8,280 6,715 8,970 8,490: 55 535
Old : 9,025: 350 1,435 340 8,280 6,715 8,970 8,490: 55 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 16, 2014 :
: 155: 50 25 50 115 160 215 235: -60 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 15.9 3.8 91.7 74.4 99.4 94.1: 0.6 5.9
Old : 100.0: 3.9 15.9 3.8 91.7 74.4 99.4 94.1: 0.6 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 : 25: 1 2 1 20 18 22 20:
Old : 25: 1 2 1 20 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 : 45.3 45.2 65.7 72.9 36.8 34.2 50.1 48.7
Old : 45.3 45.2 65.7 72.9 36.8 34.2 50.1 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 26, 2014