CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 13,141: 5,730 4,341 1,885 5,451 6,883 13,066 13,109: 75 32
Old : 13,141: 5,730 4,341 1,885 5,451 6,883 13,066 13,109: 75 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 314: 326 84 -120 92 350 298 314: 16 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 33.0 14.3 41.5 52.4 99.4 99.8: 0.6 0.2
Old : 100.0: 43.6 33.0 14.3 41.5 52.4 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 : 26: 7 6 4 10 7 19 16:
Old : 26: 7 6 4 10 7 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 57.3 89.5 81.1 53.8 45.9 61.5 58.7
Old : 62.5 57.3 89.5 81.1 53.8 45.9 61.5 58.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 23,847: 10,262 5,494 1,383 12,202 16,971 23,847 23,847: 0 0
Old : 23,847: 10,262 5,494 1,383 12,202 16,971 23,847 23,847: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -103: 9 0 -9 -103 -94 -103 -103: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 23.0 5.8 51.2 71.2 100.0 100.0: 0.0 0.0
Old : 100.0: 43.0 23.0 5.8 51.2 71.2 100.0 100.0: 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 : 24: 7 4 3 9 9 18 15:
Old : 24: 7 4 3 9 9 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 75.8 89.4 95.2 67.5 69.5 75.9 74.7
Old : 68.9 75.8 89.4 95.2 67.5 69.5 75.9 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 14,009: 2,368 1,703 1,745 9,896 10,561 14,009 14,009: 0 0
Old : 14,009: 2,368 1,703 1,745 9,896 10,561 14,009 14,009: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 99: 2 -47 45 53 101 99 99: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.2 12.5 70.6 75.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.9 12.2 12.5 70.6 75.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 4 3 11 10 16 15:
Old : 21: 3 4 3 11 10 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 66.9 91.4 90.1 50.7 50.1 63.5 64.1
Old : 63.9 66.9 91.4 90.1 50.7 50.1 63.5 64.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,251,810: 487,216 320,479 969,323 2,763,368 2,952,918 4,219,907 4,242,720: 31,903 9,090
Old : 4,251,810: 487,216 320,479 969,323 2,763,368 2,952,918 4,219,907 4,242,720: 31,903 9,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 785: -49,029 51,243 -6,436 104,751 8,557 49,286 53,364: -48,501 -52,579
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 7.5 22.8 65.0 69.5 99.2 99.8: 0.8 0.2
Old : 100.0: 11.5 7.5 22.8 65.0 69.5 99.2 99.8: 0.8 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 : 220: 38 32 59 144 121 210 184:
Old : 220: 38 32 59 144 121 210 184:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 23.1 34.2 38.0 15.6 16.5 24.1 25.0
Old : 21.6 23.1 34.2 38.0 15.6 16.5 24.1 25.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,000,398: 86,008 75,173 914,194 999,064 1,009,560 1,999,266 1,998,927: 1,132 1,471
Old : 2,000,398: 86,008 75,173 914,194 999,064 1,009,560 1,999,266 1,998,927: 1,132 1,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 84,553: 4,045 7,440 54,123 26,471 24,392 84,639 85,954: -86 -1,402
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 3.8 45.7 49.9 50.5 99.9 99.9: 0.1 0.1
Old : 100.0: 4.3 3.8 45.7 49.9 50.5 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 94: 23 20 38 47 49 87 90:
Old : 94: 23 20 38 47 49 87 90:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 37.3 59.6 58.2 4.8 5.5 6.2 7.0
Old : 36.8 37.3 59.6 58.2 4.8 5.5 6.2 7.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 203,077: 16,501 3,690 5,348 164,758 185,308 186,607 194,346: 16,470 8,731
Old : 203,077: 16,501 3,690 5,348 164,758 185,308 186,607 194,346: 16,470 8,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -21,214: -3,819 808 -695 -15,858 -20,371 -20,372 -20,258: -842 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.8 2.6 81.1 91.3 91.9 95.7: 8.1 4.3
Old : 100.0: 8.1 1.8 2.6 81.1 91.3 91.9 95.7: 8.1 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 2 3 28 28 33 33:
Old : 41: 5 2 3 28 28 33 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 : 45.1 49.3 64.3 70.6 38.3 42.7 51.3 53.7
Old : 45.1 49.3 64.3 70.6 38.3 42.7 51.3 53.7
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, October 7, 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 : 88,870: 3,715 1,143 441 78,226 83,365 82,382 84,949: 6,488 3,921
Old : 88,870: 3,715 1,143 441 78,226 83,365 82,382 84,949: 6,488 3,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -17,637: 489 478 -518 -19,592 -17,136 -19,621 -17,176: 1,984 -461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.3 0.5 88.0 93.8 92.7 95.6: 7.3 4.4
Old : 100.0: 4.2 1.3 0.5 88.0 93.8 92.7 95.6: 7.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 23 21 25 23:
Old : 29: 2 1 1 23 21 25 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 : 47.6 47.2 71.5 73.1 33.7 38.5 41.8 47.5
Old : 47.6 47.2 71.5 73.1 33.7 38.5 41.8 47.5
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, October 7, 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 : 201,460: 13,169 11,538 2,931 178,913 179,526 195,013 193,995: 6,447 7,465
Old : 201,460: 13,169 11,538 2,931 178,913 179,526 195,013 193,995: 6,447 7,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -6,432: -630 376 206 -5,209 -6,847 -5,633 -6,265: -799 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.7 1.5 88.8 89.1 96.8 96.3: 3.2 3.7
Old : 100.0: 6.5 5.7 1.5 88.8 89.1 96.8 96.3: 3.2 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 : 41: 4 3 2 27 26 32 30:
Old : 41: 4 3 2 27 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 : 45.9 42.6 70.6 63.0 39.7 42.2 56.7 61.0
Old : 45.9 42.6 70.6 63.0 39.7 42.2 56.7 61.0
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, October 7, 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 : 661,012: 48,366 2,434 12,357 598,135 643,132 658,858 657,923: 2,154 3,089
Old : 661,012: 48,366 2,434 12,357 598,135 643,132 658,858 657,923: 2,154 3,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -54,365: -16,229 -1,109 812 -38,018 -54,129 -53,435 -54,426: -930 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 0.4 1.9 90.5 97.3 99.7 99.5: 0.3 0.5
Old : 100.0: 7.3 0.4 1.9 90.5 97.3 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 2 3 4 52 39 56 44:
Old : 62: 2 3 4 52 39 56 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.8 46.4 52.3 70.1 31.8 41.3 47.0 59.4
Old : 35.8 46.4 52.3 70.1 31.8 41.3 47.0 59.4
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, October 7, 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 : 239,285: 14,613 14,356 1,702 216,564 214,276 232,879 230,334: 6,406 8,951
Old : 239,285: 14,613 14,356 1,702 216,564 214,276 232,879 230,334: 6,406 8,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -7,540: -3,425 0 8 -4,473 -9,280 -7,890 -9,272: 350 1,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 6.0 0.7 90.5 89.5 97.3 96.3: 2.7 3.7
Old : 100.0: 6.1 6.0 0.7 90.5 89.5 97.3 96.3: 2.7 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 : 44: 6 1 4 28 25 34 30:
Old : 44: 6 1 4 28 25 34 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 46.7 66.6 72.8 48.5 42.6 58.7 61.5
Old : 54.8 46.7 66.6 72.8 48.5 42.6 58.7 61.5
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, October 7, 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 : 232,454: 0 3,483 3,000 226,437 217,699 229,437 224,182: 3,017 8,272
Old : 232,454: 0 3,483 3,000 226,437 217,699 229,437 224,182: 3,017 8,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -13,406: 0 456 -507 -13,194 -14,159 -13,701 -14,210: 295 804
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.3 97.4 93.7 98.7 96.4: 1.3 3.6
Old : 100.0: 0.0 1.5 1.3 97.4 93.7 98.7 96.4: 1.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 0 3 2 34 40 36 43:
Old : 51: 0 3 2 34 40 36 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 : 55.4 32.0 71.0 53.2 53.9 32.0 68.8 50.6
Old : 55.4 32.0 71.0 53.2 53.9 32.0 68.8 50.6
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, October 7, 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 : 84,080: 6,765 0 2,318 70,091 73,907 79,174 76,225: 4,906 7,855
Old : 84,080: 6,765 0 2,318 70,091 73,907 79,174 76,225: 4,906 7,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -11,691: 5,946 -1,108 -4,146 -13,583 -6,988 -11,783 -12,242: 92 551
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.0 2.8 83.4 87.9 94.2 90.7: 5.8 9.3
Old : 100.0: 8.0 0.0 2.8 83.4 87.9 94.2 90.7: 5.8 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 : 27: 2 0 2 17 21 19 23:
Old : 27: 2 0 2 17 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 47.1 70.9 71.4 41.5 46.7 67.6 67.9
Old : 42.4 47.1 70.9 71.4 41.5 46.7 67.6 67.9
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 101,261: 8,360 3,610 5,195 75,470 87,722 89,025 96,527: 12,236 4,734
Old : 101,261: 8,360 3,610 5,195 75,470 87,722 89,025 96,527: 12,236 4,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -11,497: 3,351 107 -5,363 -11,361 -6,396 -13,373 -11,652: 1,876 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.6 5.1 74.5 86.6 87.9 95.3: 12.1 4.7
Old : 100.0: 8.3 3.6 5.1 74.5 86.6 87.9 95.3: 12.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 18 18 21 20:
Old : 29: 1 2 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 : 60.7 48.7 76.3 75.3 55.6 45.9 66.8 66.6
Old : 60.7 48.7 76.3 75.3 55.6 45.9 66.8 66.6
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,225: 248 0 0 22,118 22,799 22,366 22,799: 859 426
Old : 23,225: 248 0 0 22,118 22,799 22,366 22,799: 859 426
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,896: 0 0 0 -3,536 -3,566 -3,536 -3,566: -360 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 95.2 98.2 96.3 98.2: 3.7 1.8
Old : 100.0: 1.1 0.0 0.0 95.2 98.2 96.3 98.2: 3.7 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 : 20: 1 0 0 14 10 15 10:
Old : 20: 1 0 0 14 10 15 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 : 53.5 71.6 80.7 94.6 45.8 60.7 68.6 73.1
Old : 53.5 71.6 80.7 94.6 45.8 60.7 68.6 73.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,897: 924 1,423 1,194 69,024 69,320 71,142 71,937: 7,755 6,960
Old : 78,897: 924 1,423 1,194 69,024 69,320 71,142 71,937: 7,755 6,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,919: 142 -549 -422 -3,913 -2,395 -4,193 -3,366: 274 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.8 1.5 87.5 87.9 90.2 91.2: 9.8 8.8
Old : 100.0: 1.2 1.8 1.5 87.5 87.9 90.2 91.2: 9.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 18 16 20 18:
Old : 25: 1 1 2 18 16 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 56.0 77.5 77.4 58.9 55.6 72.6 75.8
Old : 61.3 56.0 77.5 77.4 58.9 55.6 72.6 75.8
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, October 7, 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 : 212,457: 0 3,020 0 201,515 202,006 201,515 205,026: 10,942 7,431
Old : 212,457: 0 3,020 0 201,515 202,006 201,515 205,026: 10,942 7,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,730: -434 3,020 0 -5,946 -7,188 -6,380 -4,168: 3,650 1,438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 94.8 95.1 94.8 96.5: 5.2 3.5
Old : 100.0: 0.0 1.4 0.0 94.8 95.1 94.8 96.5: 5.2 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 : 37: 0 1 0 22 26 22 27:
Old : 37: 0 1 0 22 26 22 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 : 59.0 46.6 78.8 72.3 54.1 46.6 73.5 71.5
Old : 59.0 46.6 78.8 72.3 54.1 46.6 73.5 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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,670: 0 0 0 73,678 80,824 73,678 80,824: 10,992 3,846
Old : 84,670: 0 0 0 73,678 80,824 73,678 80,824: 10,992 3,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -6,621: 0 0 0 -10,066 -7,890 -10,066 -7,890: 3,445 1,269
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.0 95.5 87.0 95.5: 13.0 4.5
Old : 100.0: 0.0 0.0 0.0 87.0 95.5 87.0 95.5: 13.0 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 21 20 21 20:
Old : 30: 0 0 0 21 20 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 : 46.3 51.6 67.2 77.3 45.3 47.1 61.0 69.3
Old : 46.3 51.6 67.2 77.3 45.3 47.1 61.0 69.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 289,580: 0 7,040 450 276,264 274,577 276,714 282,067: 12,866 7,513
Old : 289,580: 0 7,040 450 276,264 274,577 276,714 282,067: 12,866 7,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -14,903: 0 -132 0 -20,610 -16,755 -20,610 -16,887: 5,707 1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.2 95.4 94.8 95.6 97.4: 4.4 2.6
Old : 100.0: 0.0 2.4 0.2 95.4 94.8 95.6 97.4: 4.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 0 2 1 41 32 42 34:
Old : 52: 0 2 1 41 32 42 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.6 62.5 56.0 81.3 32.6 60.2 46.5 72.5
Old : 40.6 62.5 56.0 81.3 32.6 60.2 46.5 72.5
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,545: 1,248 362 3,054 46,560 46,855 50,862 50,271: 5,683 6,274
Old : 56,545: 1,248 362 3,054 46,560 46,855 50,862 50,271: 5,683 6,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -5,999: 719 -944 -646 -6,095 -3,200 -6,022 -4,790: 23 -1,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.6 5.4 82.3 82.9 89.9 88.9: 10.1 11.1
Old : 100.0: 2.2 0.6 5.4 82.3 82.9 89.9 88.9: 10.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 18 21 20 23:
Old : 25: 1 1 2 18 21 20 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 : 51.6 40.9 68.6 64.9 46.6 35.9 55.2 50.0
Old : 51.6 40.9 68.6 64.9 46.6 35.9 55.2 50.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,124: 2,820 0 3,209 59,575 58,063 65,604 61,272: 4,520 8,852
Old : 70,124: 2,820 0 3,209 59,575 58,063 65,604 61,272: 4,520 8,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -8,108: 109 -661 -99 -8,877 -6,603 -8,867 -7,363: 759 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 4.6 85.0 82.8 93.6 87.4: 6.4 12.6
Old : 100.0: 4.0 0.0 4.6 85.0 82.8 93.6 87.4: 6.4 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 2 16 13 18 15:
Old : 22: 2 0 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 56.0 71.7 79.9 46.8 55.0 64.1 63.5
Old : 48.2 56.0 71.7 79.9 46.8 55.0 64.1 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,876: 10,458 1,812 0 72,372 77,331 82,830 79,143: 1,046 4,733
Old : 83,876: 10,458 1,812 0 72,372 77,331 82,830 79,143: 1,046 4,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -47,862: -6,628 -6,483 0 -41,184 -40,017 -47,812 -46,500: -50 -1,362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 2.2 0.0 86.3 92.2 98.8 94.4: 1.2 5.6
Old : 100.0: 12.5 2.2 0.0 86.3 92.2 98.8 94.4: 1.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 12 15 13 16:
Old : 21: 1 1 0 12 15 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 58.8 93.4 83.3 65.5 50.7 69.7 62.6
Old : 75.5 58.8 93.4 83.3 65.5 50.7 69.7 62.6
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 70,381: 14,896 7,892 0 55,237 61,167 70,133 69,059: 248 1,322
Old : 70,381: 14,896 7,892 0 55,237 61,167 70,133 69,059: 248 1,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -23,610: -1,890 -4,620 -1,020 -20,700 -17,738 -23,610 -23,378: 0 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 11.2 0.0 78.5 86.9 99.6 98.1: 0.4 1.9
Old : 100.0: 21.2 11.2 0.0 78.5 86.9 99.6 98.1: 0.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 5 8 0 21 27 26 35:
Old : 56: 5 8 0 21 27 26 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 41.7 67.9 59.1 46.2 36.2 67.8 52.8
Old : 46.2 41.7 67.9 59.1 46.2 36.2 67.8 52.8
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,027: 0 0 0 30,221 30,686 30,221 30,686: 806 341
Old : 31,027: 0 0 0 30,221 30,686 30,221 30,686: 806 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -15,657: 0 -148 -62 -15,212 -15,237 -15,274 -15,447: -383 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 98.9 97.4 98.9: 2.6 1.1
Old : 100.0: 0.0 0.0 0.0 97.4 98.9 97.4 98.9: 2.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 13 23 13 23:
Old : 30: 0 0 0 13 23 13 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 : 75.9 44.2 91.1 64.9 71.9 40.3 82.2 60.8
Old : 75.9 44.2 91.1 64.9 71.9 40.3 82.2 60.8
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 153,869: 1,208 801 533 143,067 142,922 144,808 144,256: 9,061 9,613
Old : 153,869: 1,208 801 533 143,067 142,922 144,808 144,256: 9,061 9,613
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 1,844: 1,208 -316 -119 3,041 1,993 4,130 1,558: -2,286 286
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.5 0.3 93.0 92.9 94.1 93.8: 5.9 6.2
Old : 100.0: 0.8 0.5 0.3 93.0 92.9 94.1 93.8: 5.9 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 : 37: 1 1 1 28 24 30 25:
Old : 37: 1 1 1 28 24 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 : 55.9 50.9 70.4 72.9 36.6 33.1 46.1 46.8
Old : 55.9 50.9 70.4 72.9 36.6 33.1 46.1 46.8
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 17,418: 1,507 2,204 0 13,525 13,508 15,032 15,712: 2,386 1,706
Old : 17,418: 1,507 2,204 0 13,525 13,508 15,032 15,712: 2,386 1,706
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -5,940: 120 -2,250 -120 -7,316 -4,636 -7,316 -7,006: 1,376 1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 12.7 0.0 77.6 77.6 86.3 90.2: 13.7 9.8
Old : 100.0: 8.7 12.7 0.0 77.6 77.6 86.3 90.2: 13.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 2 0 11 10 13 12:
Old : 21: 2 2 0 11 10 13 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 67.7 79.0 84.9 60.8 66.3 74.4 77.7
Old : 62.9 67.7 79.0 84.9 60.8 66.3 74.4 77.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 59,736: 483 3,659 935 54,977 51,538 56,395 56,132: 3,341 3,604
Old : 59,736: 483 3,659 935 54,977 51,538 56,395 56,132: 3,341 3,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 3,196: -755 1,168 194 3,292 812 2,731 2,174: 465 1,022
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.1 1.6 92.0 86.3 94.4 94.0: 5.6 6.0
Old : 100.0: 0.8 6.1 1.6 92.0 86.3 94.4 94.0: 5.6 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 16 13 18 15:
Old : 22: 1 1 2 16 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 63.8 81.2 80.8 60.5 60.4 70.2 69.9
Old : 64.5 63.8 81.2 80.8 60.5 60.4 70.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,280: 814 1,450 1,141 99,848 94,400 101,803 96,991: 2,477 7,289
Old : 104,280: 814 1,450 1,141 99,848 94,400 101,803 96,991: 2,477 7,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,731: 814 -2,140 -872 -3,018 -11 -3,076 -3,023: 345 292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.4 1.1 95.7 90.5 97.6 93.0: 2.4 7.0
Old : 100.0: 0.8 1.4 1.1 95.7 90.5 97.6 93.0: 2.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 2 18 23 20 25:
Old : 30: 1 1 2 18 23 20 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 : 64.4 39.6 82.9 61.4 50.5 35.3 61.0 52.0
Old : 64.4 39.6 82.9 61.4 50.5 35.3 61.0 52.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,601: 3,262 2,469 77 73,723 77,388 77,062 79,934: 7,539 4,667
Old : 84,601: 3,262 2,469 77 73,723 77,388 77,062 79,934: 7,539 4,667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,467: -100 -269 -434 -1,880 -1,937 -2,414 -2,640: -53 173
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.9 0.1 87.1 91.5 91.1 94.5: 8.9 5.5
Old : 100.0: 3.9 2.9 0.1 87.1 91.5 91.1 94.5: 8.9 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 20 16 22 18:
Old : 27: 2 1 1 20 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 60.0 70.9 82.9 41.5 58.5 64.5 78.5
Old : 46.2 60.0 70.9 82.9 41.5 58.5 64.5 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 118,414: 0 28,009 517 109,348 87,326 109,865 115,852: 8,549 2,562
Old : 118,414: 0 28,009 517 109,348 87,326 109,865 115,852: 8,549 2,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,801: 0 399 -154 -3,015 -3,116 -3,169 -2,871: 1,368 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.7 0.4 92.3 73.7 92.8 97.8: 7.2 2.2
Old : 100.0: 0.0 23.7 0.4 92.3 73.7 92.8 97.8: 7.2 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 1 15 13 16 16:
Old : 21: 0 3 1 15 13 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 : 73.7 75.7 87.4 89.9 73.1 75.5 84.3 87.1
Old : 73.7 75.7 87.4 89.9 73.1 75.5 84.3 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,736: 2,786 11,735 4,600 200,759 197,535 208,145 213,870: 11,591 5,866
Old : 219,736: 2,786 11,735 4,600 200,759 197,535 208,145 213,870: 11,591 5,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -16,023: -1,168 -6,812 976 -16,275 -9,017 -16,467 -14,853: 444 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.3 2.1 91.4 89.9 94.7 97.3: 5.3 2.7
Old : 100.0: 1.3 5.3 2.1 91.4 89.9 94.7 97.3: 5.3 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 : 43: 1 4 4 32 24 36 29:
Old : 43: 1 4 4 32 24 36 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 50.7 61.5 73.1 43.0 46.3 56.9 66.1
Old : 46.6 50.7 61.5 73.1 43.0 46.3 56.9 66.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,087: 1,984 0 0 16,292 19,500 18,276 19,500: 1,811 587
Old : 20,087: 1,984 0 0 16,292 19,500 18,276 19,500: 1,811 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -12,570: -2,700 0 -30 -9,606 -12,673 -12,336 -12,703: -234 133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.0 81.1 97.1 91.0 97.1: 9.0 2.9
Old : 100.0: 9.9 0.0 0.0 81.1 97.1 91.0 97.1: 9.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 0 10 13 13 13:
Old : 23: 3 0 0 10 13 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 75.4 79.3 89.5 57.2 74.3 74.1 84.1
Old : 61.5 75.4 79.3 89.5 57.2 74.3 74.1 84.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,174: 744 0 0 28,516 29,802 29,260 29,802: 914 372
Old : 30,174: 744 0 0 28,516 29,802 29,260 29,802: 914 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -9,930: -1,170 0 0 -8,555 -9,660 -9,725 -9,660: -205 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 94.5 98.8 97.0 98.8: 3.0 1.2
Old : 100.0: 2.5 0.0 0.0 94.5 98.8 97.0 98.8: 3.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 13 15 14 15:
Old : 28: 1 0 0 13 15 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 82.6 88.2 92.4 74.6 82.6 86.7 89.6
Old : 74.6 82.6 88.2 92.4 74.6 82.6 86.7 89.6
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, October 7, 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 : 255,285: 2,507 29,491 4,519 241,113 215,245 248,139 249,255: 7,146 6,030
Old : 255,285: 2,507 29,491 4,519 241,113 215,245 248,139 249,255: 7,146 6,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -14,819: -389 -175 -405 -14,812 -16,665 -15,606 -17,245: 787 2,426
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 11.6 1.8 94.4 84.3 97.2 97.6: 2.8 2.4
Old : 100.0: 1.0 11.6 1.8 94.4 84.3 97.2 97.6: 2.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 4 4 39 33 43 38:
Old : 52: 1 4 4 39 33 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 49.1 65.1 68.3 37.6 46.4 61.9 64.3
Old : 39.0 49.1 65.1 68.3 37.6 46.4 61.9 64.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 59,472: 5,635 0 0 49,750 54,710 55,385 54,710: 4,087 4,762
Old : 59,472: 5,635 0 0 49,750 54,710 55,385 54,710: 4,087 4,762
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 2,266: -836 0 0 3,033 668 2,197 668: 69 1,598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 83.7 92.0 93.1 92.0: 6.9 8.0
Old : 100.0: 9.5 0.0 0.0 83.7 92.0 93.1 92.0: 6.9 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 17 18 18 18:
Old : 26: 1 0 0 17 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 55.8 72.0 76.4 37.7 54.8 66.6 74.0
Old : 42.6 55.8 72.0 76.4 37.7 54.8 66.6 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 80,872: 0 0 0 75,413 76,662 75,413 76,662: 5,459 4,210
Old : 80,872: 0 0 0 75,413 76,662 75,413 76,662: 5,459 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -647: 0 0 0 -1,945 -2,432 -1,945 -2,432: 1,298 1,785
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.2 94.8 93.2 94.8: 6.8 5.2
Old : 100.0: 0.0 0.0 0.0 93.2 94.8 93.2 94.8: 6.8 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 19 16 19 16:
Old : 24: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 48.8 68.2 74.9 38.0 45.5 58.6 65.2
Old : 43.1 48.8 68.2 74.9 38.0 45.5 58.6 65.2
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, October 7, 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 : 54,987: 0 1,932 1,926 48,027 46,114 49,953 49,972: 5,034 5,015
Old : 54,987: 0 1,932 1,926 48,027 46,114 49,953 49,972: 5,034 5,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -5,512: -217 -975 856 -6,300 -5,400 -5,661 -5,519: 149 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 3.5 87.3 83.9 90.8 90.9: 9.2 9.1
Old : 100.0: 0.0 3.5 3.5 87.3 83.9 90.8 90.9: 9.2 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 1 18 12 19 13:
Old : 22: 0 1 1 18 12 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 55.1 66.7 82.6 40.5 49.8 57.6 64.1
Old : 44.8 55.1 66.7 82.6 40.5 49.8 57.6 64.1
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, October 7, 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 : 152,142: 22,685 8,547 18,134 110,916 124,853 151,735 151,534: 407 608
Old : 152,142: 22,685 8,547 18,134 110,916 124,853 151,735 151,534: 407 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -6,589: -1,100 672 -1,004 -4,212 -6,496 -6,316 -6,828: -273 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 5.6 11.9 72.9 82.1 99.7 99.6: 0.3 0.4
Old : 100.0: 14.9 5.6 11.9 72.9 82.1 99.7 99.6: 0.3 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 : 78: 12 8 16 51 53 69 71:
Old : 78: 12 8 16 51 53 69 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 25.6 52.4 43.7 20.1 15.8 32.0 27.2
Old : 34.8 25.6 52.4 43.7 20.1 15.8 32.0 27.2
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, October 7, 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 : 46,342: 2,257 961 2,749 41,336 42,633 46,342 46,342: 0 0
Old : 46,342: 2,257 961 2,749 41,336 42,633 46,342 46,342: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,189: -1,149 201 -46 -1,994 -3,344 -3,189 -3,189: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.1 5.9 89.2 92.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 2.1 5.9 89.2 92.0 100.0 100.0: 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 : 33: 3 2 4 25 18 29 23:
Old : 33: 3 2 4 25 18 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 53.9 82.7 76.0 59.7 48.9 71.8 66.4
Old : 64.7 53.9 82.7 76.0 59.7 48.9 71.8 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 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 : 362,533: 27,167 0 20,337 315,029 342,196 362,533 362,533: 0 0
Old : 362,533: 27,167 0 20,337 315,029 342,196 362,533 362,533: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -8,242: -4,480 0 0 -3,762 -8,242 -8,242 -8,242: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 5.6 86.9 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 0.0 5.6 86.9 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 1 14 20 16 21:
Old : 26: 2 0 1 14 20 16 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 : 66.2 62.1 93.1 87.3 58.5 57.7 79.5 78.0
Old : 66.2 62.1 93.1 87.3 58.5 57.7 79.5 78.0
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, October 7, 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 : 1,456,989: 45,688 20,645 57,250 1,354,051 1,379,094 1,456,989 1,456,989: 0 0
Old : 1,456,989: 45,688 20,645 57,250 1,354,051 1,379,094 1,456,989 1,456,989: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -53,331: -10,436 -1,540 -812 -42,083 -50,979 -53,331 -53,331: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.4 3.9 92.9 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 1.4 3.9 92.9 94.7 100.0 100.0: 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 : 59: 7 4 7 40 43 50 51:
Old : 59: 7 4 7 40 43 50 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 : 36.5 40.7 57.0 57.4 26.4 34.9 36.2 43.0
Old : 36.5 40.7 57.0 57.4 26.4 34.9 36.2 43.0
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, October 7, 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 : 49,718: 2,564 4,379 5,205 41,948 40,133 49,717 49,717: 1 1
Old : 49,718: 2,564 4,379 5,205 41,948 40,133 49,717 49,717: 1 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 517: 245 -1,058 292 -21 1,282 517 517: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.8 10.5 84.4 80.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 8.8 10.5 84.4 80.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 6 5 22 22 27 30:
Old : 35: 2 6 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 : 50.6 50.2 74.5 79.5 41.4 38.4 57.4 56.1
Old : 50.6 50.2 74.5 79.5 41.4 38.4 57.4 56.1
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, October 7, 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 : 292,905: 8 61,375 11,910 280,987 219,620 292,905 292,905: 0 0
Old : 292,905: 8 61,375 11,910 280,987 219,620 292,905 292,905: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 3,864: 0 0 0 3,864 3,864 3,864 3,864: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.0 4.1 95.9 75.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 21.0 4.1 95.9 75.0 100.0 100.0: 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 : 28: 1 2 3 15 16 18 19:
Old : 28: 1 2 3 15 16 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 62.3 87.2 88.7 57.0 49.4 74.0 70.5
Old : 65.5 62.3 87.2 88.7 57.0 49.4 74.0 70.5
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 616,716: 40,989 0 18,245 557,482 598,471 616,716 616,716: 0 0
Old : 616,716: 40,989 0 18,245 557,482 598,471 616,716 616,716: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -26,150: -442 0 0 -25,708 -26,150 -26,150 -26,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 3.0 90.4 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 0.0 3.0 90.4 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 0 2 27 30 33 32:
Old : 40: 6 0 2 27 30 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 49.3 69.3 70.4 25.1 36.8 40.8 49.3
Old : 44.2 49.3 69.3 70.4 25.1 36.8 40.8 49.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,091: 4,868 4,809 2,687 41,690 41,998 49,245 49,494: 846 597
Old : 50,091: 4,868 4,809 2,687 41,690 41,998 49,245 49,494: 846 597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,235: 275 -106 -233 -2,276 -1,791 -2,234 -2,130: -1 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 9.6 5.4 83.2 83.8 98.3 98.8: 1.7 1.2
Old : 100.0: 9.7 9.6 5.4 83.2 83.8 98.3 98.8: 1.7 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 : 32: 3 2 4 21 24 26 28:
Old : 32: 3 2 4 21 24 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 55.4 67.2 72.7 39.7 53.0 54.9 64.3
Old : 45.0 55.4 67.2 72.7 39.7 53.0 54.9 64.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,755: 100 300 0 42,035 42,205 42,135 42,505: 620 250
Old : 42,755: 100 300 0 42,035 42,205 42,135 42,505: 620 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,665: -100 0 0 -2,555 -2,650 -2,655 -2,650: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 0.0 98.3 98.7 98.5 99.4: 1.5 0.6
Old : 100.0: 0.2 0.7 0.0 98.3 98.7 98.5 99.4: 1.5 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 : 35: 1 1 0 26 18 27 19:
Old : 35: 1 1 0 26 18 27 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 : 60.0 83.6 76.3 93.0 59.8 79.3 74.1 85.3
Old : 60.0 83.6 76.3 93.0 59.8 79.3 74.1 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,961: 0 600 0 53,601 53,121 53,601 53,721: 360 240
Old : 53,961: 0 600 0 53,601 53,121 53,601 53,721: 360 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -4,955: -150 0 0 -4,805 -5,135 -4,955 -5,135: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 99.3 98.4 99.3 99.6: 0.7 0.4
Old : 100.0: 0.0 1.1 0.0 99.3 98.4 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 0 29 17 29 18:
Old : 35: 0 1 0 29 17 29 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 80.1 73.8 93.2 53.3 77.0 69.3 84.2
Old : 54.8 80.1 73.8 93.2 53.3 77.0 69.3 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,345: 0 310 0 13,345 13,035 13,345 13,345: 0 0
Old : 13,345: 0 310 0 13,345 13,035 13,345 13,345: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 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 2.3 0.0 100.0 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.3 0.0 100.0 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 : 35: 0 2 0 21 21 21 23:
Old : 35: 0 2 0 21 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 49.8 80.9 74.7 47.6 37.2 60.7 57.8
Old : 59.0 49.8 80.9 74.7 47.6 37.2 60.7 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 287,688: 9,304 0 3,152 275,232 284,152 287,688 287,304: 0 384
Old : 287,688: 9,304 0 3,152 275,232 284,152 287,688 287,304: 0 384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 5,840: 760 0 0 5,080 5,456 5,840 5,456: 0 384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 1.1 95.7 98.8 100.0 99.9: 0.0 0.1
Old : 100.0: 3.2 0.0 1.1 95.7 98.8 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.2 62.9 62.0 84.6 32.7 52.6 47.4 60.2
Old : 42.2 62.9 62.0 84.6 32.7 52.6 47.4 60.2
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,393: 3,000 148 44 6,263 9,134 9,307 9,326: 86 67
Old : 9,393: 3,000 148 44 6,263 9,134 9,307 9,326: 86 67
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 41: 0 0 0 19 41 19 41: 22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 1.6 0.5 66.7 97.2 99.1 99.3: 0.9 0.7
Old : 100.0: 31.9 1.6 0.5 66.7 97.2 99.1 99.3: 0.9 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 : 28: 3 3 1 14 19 18 22:
Old : 28: 3 3 1 14 19 18 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 : 52.2 51.7 77.4 79.5 50.0 48.4 69.7 67.1
Old : 52.2 51.7 77.4 79.5 50.0 48.4 69.7 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,800: 4,300 400 200 13,300 17,200 17,800 17,800: 0 0
Old : 17,800: 4,300 400 200 13,300 17,200 17,800 17,800: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 2.2 1.1 74.7 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 24.2 2.2 1.1 74.7 96.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 16 12 18 16:
Old : 25: 2 2 2 16 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 60.7 80.6 89.9 56.2 55.9 75.6 76.1
Old : 57.0 60.7 80.6 89.9 56.2 55.9 75.6 76.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,300: 90 250 60 18,910 18,990 19,060 19,300: 240 0
Old : 19,300: 90 250 60 18,910 18,990 19,060 19,300: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 30: 90 -110 -90 30 230 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.3 0.3 98.0 98.4 98.8 100.0: 1.2 0.0
Old : 100.0: 0.5 1.3 0.3 98.0 98.4 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 1 24 25 25 27:
Old : 38: 1 1 1 24 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 : 46.6 54.7 68.1 70.9 39.2 42.4 52.0 53.7
Old : 46.6 54.7 68.1 70.9 39.2 42.4 52.0 53.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,913: 0 685 375 13,278 12,573 13,653 13,633: 260 280
Old : 13,913: 0 685 375 13,278 12,573 13,653 13,633: 260 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 0: 0 0 0 -10 0 -10 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 2.7 95.4 90.4 98.1 98.0: 1.9 2.0
Old : 100.0: 0.0 4.9 2.7 95.4 90.4 98.1 98.0: 1.9 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 20 20 21 21:
Old : 25: 0 1 1 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 53.0 69.5 78.9 41.5 43.7 61.1 60.5
Old : 43.4 53.0 69.5 78.9 41.5 43.7 61.1 60.5
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,294: 1,526 0 559 15,102 16,156 17,187 16,715: 1,107 1,579
Old : 18,294: 1,526 0 559 15,102 16,156 17,187 16,715: 1,107 1,579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 211: 19 0 22 -128 -259 -87 -237: 298 448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 3.1 82.6 88.3 93.9 91.4: 6.1 8.6
Old : 100.0: 8.3 0.0 3.1 82.6 88.3 93.9 91.4: 6.1 8.6
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 : 32: 2 0 1 23 24 25 25:
Old : 32: 2 0 1 23 24 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 : 36.3 55.1 59.4 71.9 31.0 39.6 45.9 50.1
Old : 36.3 55.1 59.4 71.9 31.0 39.6 45.9 50.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,871: 430 9,140 1,184 37,884 29,539 39,498 39,863: 373 8
Old : 39,871: 430 9,140 1,184 37,884 29,539 39,498 39,863: 373 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -397: 75 809 -424 173 -745 -176 -360: -221 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 22.9 3.0 95.0 74.1 99.1 100.0: 0.9 0.0
Old : 100.0: 1.1 22.9 3.0 95.0 74.1 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 3 2 32 29 34 33:
Old : 39: 1 3 2 32 29 34 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 : 35.3 54.1 60.5 74.0 32.7 47.9 51.6 65.3
Old : 35.3 54.1 60.5 74.0 32.7 47.9 51.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,625: 300 7,755 2,885 44,324 36,967 47,509 47,607: 116 18
Old : 47,625: 300 7,755 2,885 44,324 36,967 47,509 47,607: 116 18
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,428: -50 1,205 -775 -579 -1,875 -1,404 -1,445: -24 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 16.3 6.1 93.1 77.6 99.8 100.0: 0.2 0.0
Old : 100.0: 0.6 16.3 6.1 93.1 77.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 4 4 34 35 40 40:
Old : 46: 3 4 4 34 35 40 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 42.0 63.5 63.7 34.0 36.8 57.0 56.0
Old : 38.8 42.0 63.5 63.7 34.0 36.8 57.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
N. ILLINOIS HUB DAY AHEAD LMP, OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,580: 0 1,535 0 29,460 27,985 29,460 29,520: 120 60
Old : 29,580: 0 1,535 0 29,460 27,985 29,460 29,520: 120 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,420: 0 0 0 -3,420 -3,420 -3,420 -3,420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 99.6 94.6 99.6 99.8: 0.4 0.2
Old : 100.0: 0.0 5.2 0.0 99.6 94.6 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 : 30: 0 1 0 27 14 27 15:
Old : 30: 0 1 0 27 14 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 83.8 63.3 95.5 39.5 73.3 62.6 82.2
Old : 39.8 83.8 63.3 95.5 39.5 73.3 62.6 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI DAY AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,810: 0 1,545 0 41,570 40,265 41,570 41,810: 240 0
Old : 41,810: 0 1,545 0 41,570 40,265 41,570 41,810: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -4,545: 0 0 0 -4,545 -4,545 -4,545 -4,545: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 99.4 96.3 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 3.7 0.0 99.4 96.3 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 0 30 16 30 17:
Old : 34: 0 1 0 30 16 30 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 88.8 61.1 96.6 41.3 83.0 61.0 89.6
Old : 41.5 88.8 61.1 96.6 41.3 83.0 61.0 89.6
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 385,538: 70,794 713 27,328 287,416 357,497 385,538 385,538: 0 0
Old : 385,538: 70,794 713 27,328 287,416 357,497 385,538 385,538: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -43,061: 1,050 296 -7,293 -36,818 -36,064 -43,061 -43,061: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.2 7.1 74.5 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 18.4 0.2 7.1 74.5 92.7 100.0 100.0: 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 : 36: 3 1 2 25 28 29 30:
Old : 36: 3 1 2 25 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 49.8 72.6 73.4 41.4 47.9 56.9 57.2
Old : 49.4 49.8 72.6 73.4 41.4 47.9 56.9 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEPOOL MASS HUB (DAY-AHEAD LMP) - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,276: 6,794 156 1,180 19,135 25,536 27,109 26,872: 167 404
Old : 27,276: 6,794 156 1,180 19,135 25,536 27,109 26,872: 167 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,526: 68 -190 -164 -1,897 -2,173 -1,993 -2,527: -533 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 0.6 4.3 70.2 93.6 99.4 98.5: 0.6 1.5
Old : 100.0: 24.9 0.6 4.3 70.2 93.6 99.4 98.5: 0.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 2 5 25 32 32 37:
Old : 41: 5 2 5 25 32 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 39.2 66.6 63.9 40.6 36.3 59.9 53.1
Old : 42.9 39.2 66.6 63.9 40.6 36.3 59.9 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 18,034: 885 178 1,549 15,600 16,307 18,034 18,034: 0 0
Old : 18,034: 885 178 1,549 15,600 16,307 18,034 18,034: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -206: 24 178 -202 -28 -182 -206 -206: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.0 8.6 86.5 90.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 1.0 8.6 86.5 90.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 1 2 22 11 27 13:
Old : 31: 4 1 2 22 11 27 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 89.1 71.4 96.9 42.0 78.8 57.8 79.8
Old : 50.5 89.1 71.4 96.9 42.0 78.8 57.8 79.8
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 230,596: 54,380 0 8,655 167,561 221,941 230,596 230,596: 0 0
Old : 230,596: 54,380 0 8,655 167,561 221,941 230,596 230,596: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 1,928: 0 0 0 1,928 1,928 1,928 1,928: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.0 3.8 72.7 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 23.6 0.0 3.8 72.7 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 14 6 18 7:
Old : 21: 4 0 1 14 6 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 : 80.8 99.2 93.4 100.0 73.0 91.7 85.7 91.7
Old : 80.8 99.2 93.4 100.0 73.0 91.7 85.7 91.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 469,166: 7,698 1,894 21,562 439,906 445,710 469,166 469,166: 0 0
Old : 469,166: 7,698 1,894 21,562 439,906 445,710 469,166 469,166: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -22,763: 3,171 0 -384 -25,550 -22,379 -22,763 -22,763: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.4 4.6 93.8 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.4 4.6 93.8 95.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 23 17 25 19:
Old : 30: 2 1 1 23 17 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 74.3 70.4 92.4 49.4 66.1 65.1 73.7
Old : 51.0 74.3 70.4 92.4 49.4 66.1 65.1 73.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 47,638: 11,593 0 1,398 34,170 45,337 47,161 46,735: 477 903
Old : 47,638: 11,593 0 1,398 34,170 45,337 47,161 46,735: 477 903
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,650: 236 0 -42 -1,840 -1,619 -1,646 -1,661: -4 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.0 2.9 71.7 95.2 99.0 98.1: 1.0 1.9
Old : 100.0: 24.3 0.0 2.9 71.7 95.2 99.0 98.1: 1.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 0 1 19 18 23 19:
Old : 27: 4 0 1 19 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 88.0 73.3 95.2 44.2 81.3 69.4 84.4
Old : 47.9 88.0 73.3 95.2 44.2 81.3 69.4 84.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 5,439: 287 1,914 0 4,726 3,420 5,013 5,334: 426 105
Old : 5,439: 287 1,914 0 4,726 3,420 5,013 5,334: 426 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -970: 0 214 0 -907 -1,142 -907 -928: -63 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 35.2 0.0 86.9 62.9 92.2 98.1: 7.8 1.9
Old : 100.0: 5.3 35.2 0.0 86.9 62.9 92.2 98.1: 7.8 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.8 69.4 82.4 90.3 52.9 69.0 71.0 84.0
Old : 59.8 69.4 82.4 90.3 52.9 69.0 71.0 84.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 60,835: 0 3,904 0 60,835 56,931 60,835 60,835: 0 0
Old : 60,835: 0 3,904 0 60,835 56,931 60,835 60,835: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -5,792: 0 0 0 -5,792 -5,792 -5,792 -5,792: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.0 100.0 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.4 0.0 100.0 93.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 12 11 13:
Old : 20: 0 1 0 11 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.6 70.8 97.5 92.4 71.3 69.5 82.9 82.1
Old : 74.6 70.8 97.5 92.4 71.3 69.5 82.9 82.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,563: 5,427 1,218 724 9,947 14,044 16,098 15,986: 465 577
Old : 16,563: 5,427 1,218 724 9,947 14,044 16,098 15,986: 465 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -239: 992 -560 -251 -659 614 82 -197: -321 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.8 7.4 4.4 60.1 84.8 97.2 96.5: 2.8 3.5
Old : 100.0: 32.8 7.4 4.4 60.1 84.8 97.2 96.5: 2.8 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 : 30: 5 1 4 17 22 23 26:
Old : 30: 5 1 4 17 22 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 : 41.1 43.9 59.2 67.7 39.8 36.8 54.2 51.0
Old : 41.1 43.9 59.2 67.7 39.8 36.8 54.2 51.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 190,176: 43,815 0 3,947 142,414 186,229 190,176 190,176: 0 0
Old : 190,176: 43,815 0 3,947 142,414 186,229 190,176 190,176: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -7,631: 4,272 0 -1,512 -10,391 -6,119 -7,631 -7,631: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 0.0 2.1 74.9 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 23.0 0.0 2.1 74.9 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 2 17 18 21 20:
Old : 29: 4 0 2 17 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 : 64.8 63.3 83.3 82.4 56.8 61.6 71.8 71.3
Old : 64.8 63.3 83.3 82.4 56.8 61.6 71.8 71.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,656: 2,446 392 314 8,765 10,781 11,525 11,487: 131 169
Old : 11,656: 2,446 392 314 8,765 10,781 11,525 11,487: 131 169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,358: 215 -118 -240 -1,293 -1,043 -1,318 -1,401: -40 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 3.4 2.7 75.2 92.5 98.9 98.6: 1.1 1.4
Old : 100.0: 21.0 3.4 2.7 75.2 92.5 98.9 98.6: 1.1 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 : 33: 4 3 3 19 21 24 26:
Old : 33: 4 3 3 19 21 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 54.3 77.4 74.9 48.9 51.4 67.6 66.7
Old : 51.4 54.3 77.4 74.9 48.9 51.4 67.6 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G (OFF-PEAK) - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 116,862: 12,709 0 2,452 101,701 114,410 116,862 116,862: 0 0
Old : 116,862: 12,709 0 2,452 101,701 114,410 116,862 116,862: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -13,979: 3,215 0 -1,251 -15,943 -12,728 -13,979 -13,979: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.0 2.1 87.0 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 10.9 0.0 2.1 87.0 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 2 16 16 19 18:
Old : 25: 3 0 2 16 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 65.6 79.2 81.6 52.7 58.0 67.7 67.4
Old : 56.5 65.6 79.2 81.6 52.7 58.0 67.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,132: 0 1,509 1,861 19,247 17,762 21,108 21,132: 24 0
Old : 21,132: 0 1,509 1,861 19,247 17,762 21,108 21,132: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,123: 0 -175 0 -2,147 -1,948 -2,147 -2,123: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 8.8 91.1 84.1 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 7.1 8.8 91.1 84.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 16 14 17 15:
Old : 23: 0 1 1 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 64.4 88.2 89.2 53.2 33.1 58.6 56.7
Old : 69.3 64.4 88.2 89.2 53.2 33.1 58.6 56.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 202,711: 3,536 0 4,168 195,007 198,543 202,711 202,711: 0 0
Old : 202,711: 3,536 0 4,168 195,007 198,543 202,711 202,711: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -13,419: -320 0 0 -13,099 -13,419 -13,419 -13,419: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 2.1 96.2 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 2.1 96.2 97.9 100.0 100.0: 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 : 21: 1 0 1 14 9 15 10:
Old : 21: 1 0 1 14 9 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 76.6 92.0 97.5 61.8 64.4 72.7 76.3
Old : 72.1 76.6 92.0 97.5 61.8 64.4 72.7 76.3
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, October 7, 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 : 108,139: 381 936 2,148 9,125 8,568 11,655 11,653: 96,484 96,486
Old : 108,139: 381 936 2,148 9,125 8,568 11,655 11,653: 96,484 96,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -3,742: -207 -349 -44 -768 -745 -1,018 -1,137: -2,724 -2,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.9 2.0 8.4 7.9 10.8 10.8: 89.2 89.2
Old : 100.0: 0.4 0.9 2.0 8.4 7.9 10.8 10.8: 89.2 89.2
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: 1 4 4 18 19 22 24:
Old : 25: 1 4 4 18 19 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 5.6 6.1 8.2 8.8 2.9 3.4 4.2 4.3
Old : 5.6 6.1 8.2 8.8 2.9 3.4 4.2 4.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,580: 0 975 50 20,970 20,555 21,020 21,580: 560 0
Old : 21,580: 0 975 50 20,970 20,555 21,020 21,580: 560 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -970: 0 0 0 -955 -970 -955 -970: -15 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 : 26: 0 2 1 18 13 19 15:
Old : 26: 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 : 48.6 74.2 79.4 91.1 46.8 70.3 69.0 77.7
Old : 48.6 74.2 79.4 91.1 46.8 70.3 69.0 77.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,600: 0 1,000 0 18,050 17,600 18,050 18,600: 550 0
Old : 18,600: 0 1,000 0 18,050 17,600 18,050 18,600: 550 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -375: 0 0 0 -360 -375 -360 -375: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.0 97.0 94.6 97.0 100.0: 3.0 0.0
Old : 100.0: 0.0 5.4 0.0 97.0 94.6 97.0 100.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 17 11 17 12:
Old : 24: 0 1 0 17 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 76.9 77.2 94.7 44.0 74.2 65.4 80.9
Old : 49.4 76.9 77.2 94.7 44.0 74.2 65.4 80.9
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,070: 0 0 0 16,070 15,980 16,070 15,980: 0 90
Old : 16,070: 0 0 0 16,070 15,980 16,070 15,980: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -730: 0 0 0 -730 -775 -730 -775: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6
Old : 100.0: 0.0 0.0 0.0 100.0 99.4 100.0 99.4: 0.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 21 10 21 10:
Old : 24: 0 0 0 21 10 21 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 : 56.4 88.6 73.2 98.7 56.0 86.3 72.5 91.0
Old : 56.4 88.6 73.2 98.7 56.0 86.3 72.5 91.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,770: 0 0 0 11,770 11,740 11,770 11,740: 0 30
Old : 11,770: 0 0 0 11,770 11,740 11,770 11,740: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -775: 0 0 0 -475 -765 -475 -765: -300 -10
: : :
: : 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 : 21: 0 0 0 16 9 16 9:
Old : 21: 0 0 0 16 9 16 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 : 62.0 83.3 79.5 99.3 60.6 80.5 75.1 89.5
Old : 62.0 83.3 79.5 99.3 60.6 80.5 75.1 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,475: 200 50 0 19,000 19,425 19,200 19,475: 275 0
Old : 19,475: 200 50 0 19,000 19,425 19,200 19,475: 275 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -415: 100 0 0 -475 -415 -375 -415: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.3 0.0 97.6 99.7 98.6 100.0: 1.4 0.0
Old : 100.0: 1.0 0.3 0.0 97.6 99.7 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 16 10 18 11:
Old : 23: 2 1 0 16 10 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.4 79.2 87.7 99.2 56.2 71.8 69.0 78.0
Old : 69.4 79.2 87.7 99.2 56.2 71.8 69.0 78.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,660: 300 0 0 17,535 18,660 17,835 18,660: 825 0
Old : 18,660: 300 0 0 17,535 18,660 17,835 18,660: 825 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,810: 0 0 0 -1,755 -1,810 -1,755 -1,810: -55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 94.0 100.0 95.6 100.0: 4.4 0.0
Old : 100.0: 1.6 0.0 0.0 94.0 100.0 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 : 21: 1 0 0 18 7 19 7:
Old : 21: 1 0 0 18 7 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 96.6 78.8 100.0 62.9 91.4 73.5 91.4
Old : 67.7 96.6 78.8 100.0 62.9 91.4 73.5 91.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,908: 300 0 0 18,468 19,908 18,768 19,908: 1,140 0
Old : 19,908: 300 0 0 18,468 19,908 18,768 19,908: 1,140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,180: 0 0 0 -2,130 -2,180 -2,130 -2,180: -50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 92.8 100.0 94.3 100.0: 5.7 0.0
Old : 100.0: 1.5 0.0 0.0 92.8 100.0 94.3 100.0: 5.7 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: 1 0 0 19 9 20 9:
Old : 21: 1 0 0 19 9 20 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 : 66.7 94.3 78.1 100.0 62.7 89.0 73.4 89.9
Old : 66.7 94.3 78.1 100.0 62.7 89.0 73.4 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB (DAY-AHEAD OFF PEAK) - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 110,560: 2,495 1,020 250 107,785 109,290 110,530 110,560: 30 0
Old : 110,560: 2,495 1,020 250 107,785 109,290 110,530 110,560: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -5,655: -385 0 150 -5,450 -5,805 -5,685 -5,655: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.9 0.2 97.5 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.9 0.2 97.5 98.9 100.0 100.0: 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 : 43: 3 2 1 33 31 36 34:
Old : 43: 3 2 1 33 31 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 66.6 67.3 81.3 46.4 65.6 61.3 75.4
Old : 50.5 66.6 67.3 81.3 46.4 65.6 61.3 75.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 132,576: 4,145 1,080 275 128,155 131,221 132,575 132,576: 1 0
Old : 132,576: 4,145 1,080 275 128,155 131,221 132,575 132,576: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -9,100: -255 -50 50 -8,895 -9,100 -9,100 -9,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.8 0.2 96.7 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.8 0.2 96.7 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 4 2 40 33 46 38:
Old : 55: 5 4 2 40 33 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 65.5 63.6 84.2 39.8 62.2 58.2 76.0
Old : 45.1 65.5 63.6 84.2 39.8 62.2 58.2 76.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 158,584: 23,481 6,556 7,842 126,701 143,518 158,024 157,916: 561 668
Old : 158,584: 23,481 6,556 7,842 126,701 143,518 158,024 157,916: 561 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,588: 321 6 -733 -2,228 -1,630 -2,640 -2,357: 52 -231
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.1 4.9 79.9 90.5 99.6 99.6: 0.4 0.4
Old : 100.0: 14.8 4.1 4.9 79.9 90.5 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 : 59: 9 4 10 42 34 55 44:
Old : 59: 9 4 10 42 34 55 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.1 66.4 60.2 76.7 41.1 62.8 58.5 71.0
Old : 42.1 66.4 60.2 76.7 41.1 62.8 58.5 71.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 95,735: 3,795 2,220 1,595 90,190 91,920 95,580 95,735: 155 0
Old : 95,735: 3,795 2,220 1,595 90,190 91,920 95,580 95,735: 155 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -2,910: 430 -50 -180 -3,155 -2,440 -2,905 -2,670: -5 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 2.3 1.7 94.2 96.0 99.8 100.0: 0.2 0.0
Old : 100.0: 4.0 2.3 1.7 94.2 96.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 6 2 4 34 31 41 36:
Old : 48: 6 2 4 34 31 41 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 : 48.7 73.3 65.9 82.7 46.4 72.1 61.6 80.0
Old : 48.7 73.3 65.9 82.7 46.4 72.1 61.6 80.0
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,135: 525 1,570 50 19,885 19,515 20,460 21,135: 675 0
Old : 21,135: 525 1,570 50 19,885 19,515 20,460 21,135: 675 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,865: 0 -20 0 -1,830 -1,845 -1,830 -1,865: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 7.4 0.2 94.1 92.3 96.8 100.0: 3.2 0.0
Old : 100.0: 2.5 7.4 0.2 94.1 92.3 96.8 100.0: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 24 14 26 16:
Old : 30: 1 2 1 24 14 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 71.5 71.9 93.6 52.8 64.3 71.7 83.4
Old : 52.8 71.5 71.9 93.6 52.8 64.3 71.7 83.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,330: 550 515 0 18,280 18,815 18,830 19,330: 500 0
Old : 19,330: 550 515 0 18,280 18,815 18,830 19,330: 500 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,645: 200 0 0 -1,820 -1,645 -1,620 -1,645: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.7 0.0 94.6 97.3 97.4 100.0: 2.6 0.0
Old : 100.0: 2.8 2.7 0.0 94.6 97.3 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 : 28: 1 2 0 23 13 24 15:
Old : 28: 1 2 0 23 13 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 : 46.9 77.1 69.4 95.2 46.9 66.7 68.1 81.1
Old : 46.9 77.1 69.4 95.2 46.9 66.7 68.1 81.1
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,530: 4,573 1,330 1,050 14,089 17,982 19,712 20,362: 818 168
Old : 20,530: 4,573 1,330 1,050 14,089 17,982 19,712 20,362: 818 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -129: 465 -50 35 -825 -114 -325 -129: 196 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 6.5 5.1 68.6 87.6 96.0 99.2: 4.0 0.8
Old : 100.0: 22.3 6.5 5.1 68.6 87.6 96.0 99.2: 4.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 3 22 19 27 23:
Old : 31: 4 2 3 22 19 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 58.7 76.2 78.0 51.4 53.8 64.4 69.4
Old : 60.8 58.7 76.2 78.0 51.4 53.8 64.4 69.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,542: 4,500 470 115 8,174 12,853 12,789 13,438: 753 104
Old : 13,542: 4,500 470 115 8,174 12,853 12,789 13,438: 753 104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -235: 25 -20 -5 -243 -210 -223 -235: -12 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 3.5 0.8 60.4 94.9 94.4 99.2: 5.6 0.8
Old : 100.0: 33.2 3.5 0.8 60.4 94.9 94.4 99.2: 5.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 17 17 20 19:
Old : 25: 2 1 2 17 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 : 59.5 50.8 82.3 73.6 55.2 39.4 72.4 60.3
Old : 59.5 50.8 82.3 73.6 55.2 39.4 72.4 60.3
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,023: 125 2,940 675 17,027 14,318 17,827 17,933: 196 90
Old : 18,023: 125 2,940 675 17,027 14,318 17,827 17,933: 196 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -1,008: 0 -385 100 -1,167 -813 -1,067 -1,098: 59 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 16.3 3.7 94.5 79.4 98.9 99.5: 1.1 0.5
Old : 100.0: 0.7 16.3 3.7 94.5 79.4 98.9 99.5: 1.1 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 : 33: 1 3 2 25 20 27 24:
Old : 33: 1 3 2 25 20 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 52.4 67.8 78.5 45.9 47.6 62.5 71.7
Old : 47.5 52.4 67.8 78.5 45.9 47.6 62.5 71.7
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,337: 210 1,127 25 12,449 12,175 12,684 13,327: 653 10
Old : 13,337: 210 1,127 25 12,449 12,175 12,684 13,327: 653 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: -313: 75 95 -100 -307 -288 -332 -293: 19 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 8.5 0.2 93.3 91.3 95.1 99.9: 4.9 0.1
Old : 100.0: 1.6 8.5 0.2 93.3 91.3 95.1 99.9: 4.9 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 : 30: 1 2 1 22 20 23 23:
Old : 30: 1 2 1 22 20 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 51.2 69.2 72.0 43.4 42.1 58.6 62.3
Old : 48.4 51.2 69.2 72.0 43.4 42.1 58.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,287: 0 700 0 9,977 9,567 9,977 10,267: 310 20
Old : 10,287: 0 700 0 9,977 9,567 9,977 10,267: 310 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.0 97.0 93.0 97.0 99.8: 3.0 0.2
Old : 100.0: 0.0 6.8 0.0 97.0 93.0 97.0 99.8: 3.0 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 : 20: 0 2 0 13 13 13 15:
Old : 20: 0 2 0 13 13 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 71.0 84.3 94.1 57.5 70.5 82.2 90.4
Old : 58.3 71.0 84.3 94.1 57.5 70.5 82.2 90.4
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, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,800: 350 1,860 340 9,055 7,585 9,745 9,785: 55 15
Old : 9,800: 350 1,860 340 9,055 7,585 9,745 9,785: 55 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: 150: 0 350 0 165 -200 165 150: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 19.0 3.5 92.4 77.4 99.4 99.8: 0.6 0.2
Old : 100.0: 3.6 19.0 3.5 92.4 77.4 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 : 28: 1 2 1 20 20 22 22:
Old : 28: 1 2 1 20 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 48.8 63.3 74.6 37.9 39.1 51.2 54.6
Old : 44.9 48.8 63.3 74.6 37.9 39.1 51.2 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 7, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 7,999: 1,120 200 430 5,939 7,299 7,489 7,929: 510 70
Old : 7,999: 1,120 200 430 5,939 7,299 7,489 7,929: 510 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 30, 2014 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.5 5.4 74.2 91.2 93.6 99.1: 6.4 0.9
Old : 100.0: 14.0 2.5 5.4 74.2 91.2 93.6 99.1: 6.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 15 14 17 16:
Old : 20: 2 1 1 15 14 17 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 : 47.7 71.0 75.9 92.2 39.5 65.0 65.6 77.3
Old : 47.7 71.0 75.9 92.2 39.5 65.0 65.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 10, 2014