CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 14,782: 5,960 4,666 2,515 6,242 7,574 14,716 14,755: 66 27
Old : 14,782: 5,960 4,666 2,515 6,242 7,574 14,716 14,755: 66 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 594: 463 140 70 75 389 608 599: -14 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 31.6 17.0 42.2 51.2 99.6 99.8: 0.4 0.2
Old : 100.0: 40.3 31.6 17.0 42.2 51.2 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 : 25: 6 6 4 11 7 19 16:
Old : 25: 6 6 4 11 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 : 66.8 55.9 91.0 82.5 52.7 42.4 59.5 55.8
Old : 66.8 55.9 91.0 82.5 52.7 42.4 59.5 55.8
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 21, 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 : 23,936: 10,509 5,544 1,386 12,041 17,006 23,936 23,936: 0 -0
Old : 23,936: 10,509 5,544 1,386 12,041 17,006 23,936 23,936: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 57: 250 50 0 -193 7 57 57: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 23.2 5.8 50.3 71.0 100.0 100.0: 0.0 -0.0
Old : 100.0: 43.9 23.2 5.8 50.3 71.0 100.0 100.0: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 4 3 9 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 : 68.3 75.6 89.4 95.2 68.3 69.3 76.8 75.5
Old : 68.3 75.6 89.4 95.2 68.3 69.3 76.8 75.5
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 21, 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 : 18,973: 1,803 1,665 1,990 15,180 15,318 18,973 18,973: -0 -0
Old : 18,973: 1,803 1,665 1,990 15,180 15,318 18,973 18,973: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,920: -70 -71 251 3,739 3,740 3,920 3,920: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.8 10.5 80.0 80.7 100.0 100.0: -0.0 -0.0
Old : 100.0: 9.5 8.8 10.5 80.0 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 : 22: 3 4 3 13 10 18 15:
Old : 22: 3 4 3 13 10 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 : 66.0 63.4 88.0 89.9 46.5 45.5 56.3 57.0
Old : 66.0 63.4 88.0 89.9 46.5 45.5 56.3 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,411,752: 439,146 453,396 958,939 2,983,621 2,985,727 4,381,706 4,398,062: 30,046 13,690
Old : 4,411,752: 439,146 453,396 958,939 2,983,621 2,985,727 4,381,706 4,398,062: 30,046 13,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 68,883: -30,450 73,561 -12,641 111,808 6,363 68,717 67,283: 166 1,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.3 21.7 67.6 67.7 99.3 99.7: 0.7 0.3
Old : 100.0: 10.0 10.3 21.7 67.6 67.7 99.3 99.7: 0.7 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 : 221: 29 41 58 146 117 210 181:
Old : 221: 29 41 58 146 117 210 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.5 22.7 35.3 38.6 16.1 15.6 25.0 24.3
Old : 22.5 22.7 35.3 38.6 16.1 15.6 25.0 24.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,161,896: 111,591 93,614 1,044,019 1,006,033 1,022,365 2,161,644 2,159,998: 252 1,898
Old : 2,161,896: 111,591 93,614 1,044,019 1,006,033 1,022,365 2,161,644 2,159,998: 252 1,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 110,394: 5,837 3,002 89,787 15,235 16,893 110,860 109,682: -466 712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.3 48.3 46.5 47.3 100.0 99.9: 0.0 0.1
Old : 100.0: 5.2 4.3 48.3 46.5 47.3 100.0 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 : 98: 26 19 41 51 49 94 92:
Old : 98: 26 19 41 51 49 94 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 34.1 57.9 55.5 5.1 5.2 6.8 7.1
Old : 34.3 34.1 57.9 55.5 5.1 5.2 6.8 7.1
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 21, 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 : 208,848: 13,310 4,062 7,556 172,625 187,544 193,491 199,162: 15,357 9,686
Old : 208,848: 13,310 4,062 7,556 172,625 187,544 193,491 199,162: 15,357 9,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,666: -2,735 -1,011 1,632 1,334 -165 231 456: 1,435 1,210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.9 3.6 82.7 89.8 92.6 95.4: 7.4 4.6
Old : 100.0: 6.4 1.9 3.6 82.7 89.8 92.6 95.4: 7.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 3 4 29 30 35 35:
Old : 44: 4 3 4 29 30 35 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 45.4 64.7 64.7 36.6 36.3 50.6 47.7
Old : 43.5 45.4 64.7 64.7 36.6 36.3 50.6 47.7
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 95,716: 4,676 263 834 83,813 91,094 89,323 92,191: 6,393 3,525
Old : 95,716: 4,676 263 834 83,813 91,094 89,323 92,191: 6,393 3,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 6,040: 1,687 -909 60 4,294 7,285 6,041 6,436: -1 -396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.3 0.9 87.6 95.2 93.3 96.3: 6.7 3.7
Old : 100.0: 4.9 0.3 0.9 87.6 95.2 93.3 96.3: 6.7 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 : 33: 2 1 2 27 23 30 25:
Old : 33: 2 1 2 27 23 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 : 44.0 46.7 67.5 72.4 34.2 36.6 43.6 49.2
Old : 44.0 46.7 67.5 72.4 34.2 36.6 43.6 49.2
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 21, 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 : 216,550: 16,913 13,507 2,509 191,004 192,628 210,426 208,644: 6,124 7,906
Old : 216,550: 16,913 13,507 2,509 191,004 192,628 210,426 208,644: 6,124 7,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 10,298: 3,481 1,559 -221 7,466 8,363 10,726 9,701: -428 597
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.2 1.2 88.2 89.0 97.2 96.3: 2.8 3.7
Old : 100.0: 7.8 6.2 1.2 88.2 89.0 97.2 96.3: 2.8 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 : 43: 4 3 2 28 27 33 31:
Old : 43: 4 3 2 28 27 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 40.8 69.4 63.2 41.3 40.4 57.1 61.1
Old : 46.4 40.8 69.4 63.2 41.3 40.4 57.1 61.1
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 21, 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 : 666,641: 23,280 4,139 15,769 624,603 643,017 663,652 662,925: 2,989 3,716
Old : 666,641: 23,280 4,139 15,769 624,603 643,017 663,652 662,925: 2,989 3,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,673: -18,367 874 3,686 13,464 -5,897 -1,217 -1,337: -456 -336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.6 2.4 93.7 96.5 99.6 99.4: 0.4 0.6
Old : 100.0: 3.5 0.6 2.4 93.7 96.5 99.6 99.4: 0.4 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 : 61: 2 3 4 52 37 56 42:
Old : 61: 2 3 4 52 37 56 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.7 43.7 50.8 66.8 28.3 41.2 44.9 57.9
Old : 32.7 43.7 50.8 66.8 28.3 41.2 44.9 57.9
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 247,463: 11,196 15,421 1,019 228,328 219,978 240,543 236,418: 6,920 11,045
Old : 247,463: 11,196 15,421 1,019 228,328 219,978 240,543 236,418: 6,920 11,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,349: -1,048 1,057 -1,590 3,807 1,856 1,169 1,323: 1,180 1,026
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 6.2 0.4 92.3 88.9 97.2 95.5: 2.8 4.5
Old : 100.0: 4.5 6.2 0.4 92.3 88.9 97.2 95.5: 2.8 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 : 47: 5 3 4 29 26 35 32:
Old : 47: 5 3 4 29 26 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 46.8 67.3 72.6 50.4 41.8 60.7 60.3
Old : 54.7 46.8 67.3 72.6 50.4 41.8 60.7 60.3
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 21, 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 : 244,580: 276 4,280 3,588 235,569 227,949 239,433 235,817: 5,147 8,763
Old : 244,580: 276 4,280 3,588 235,569 227,949 239,433 235,817: 5,147 8,763
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 4,222: 276 -1,716 205 2,704 5,671 3,185 4,160: 1,037 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.7 1.5 96.3 93.2 97.9 96.4: 2.1 3.6
Old : 100.0: 0.1 1.7 1.5 96.3 93.2 97.9 96.4: 2.1 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: 1 3 3 34 40 37 44:
Old : 51: 1 3 3 34 40 37 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 : 53.7 31.3 70.6 53.1 52.0 31.1 68.2 50.5
Old : 53.7 31.3 70.6 53.1 52.0 31.1 68.2 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 95,478: 7,815 0 1,751 81,088 87,819 90,654 89,570: 4,824 5,908
Old : 95,478: 7,815 0 1,751 81,088 87,819 90,654 89,570: 4,824 5,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 4,461: 409 0 -581 4,367 4,427 4,195 3,846: 266 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 1.8 84.9 92.0 94.9 93.8: 5.1 6.2
Old : 100.0: 8.2 0.0 1.8 84.9 92.0 94.9 93.8: 5.1 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 2 20 23 22 25:
Old : 30: 2 0 2 20 23 22 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 : 43.8 46.9 71.0 71.7 43.0 46.2 68.5 68.5
Old : 43.8 46.9 71.0 71.7 43.0 46.2 68.5 68.5
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,908: 5,481 4,312 5,312 78,668 89,192 89,461 98,816: 14,447 5,092
Old : 103,908: 5,481 4,312 5,312 78,668 89,192 89,461 98,816: 14,447 5,092
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,151: -796 276 -30 822 874 -4 1,120: 1,155 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.1 5.1 75.7 85.8 86.1 95.1: 13.9 4.9
Old : 100.0: 5.3 4.1 5.1 75.7 85.8 86.1 95.1: 13.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 3 17 19 20 22:
Old : 30: 1 2 3 17 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 47.1 74.0 74.1 53.6 44.0 63.8 64.3
Old : 58.1 47.1 74.0 74.1 53.6 44.0 63.8 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,245: 488 0 0 26,687 27,699 27,175 27,699: 1,070 546
Old : 28,245: 488 0 0 26,687 27,699 27,175 27,699: 1,070 546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,080: 0 0 0 869 960 869 960: 211 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 94.5 98.1 96.2 98.1: 3.8 1.9
Old : 100.0: 1.7 0.0 0.0 94.5 98.1 96.2 98.1: 3.8 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 : 21: 2 0 0 15 11 17 11:
Old : 21: 2 0 0 15 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 69.0 76.1 92.5 36.2 59.1 58.0 67.1
Old : 50.3 69.0 76.1 92.5 36.2 59.1 58.0 67.1
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,164: 1,794 2,149 1,022 73,514 73,814 76,330 76,985: 7,834 7,179
Old : 84,164: 1,794 2,149 1,022 73,514 73,814 76,330 76,985: 7,834 7,179
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,876: 568 -390 85 3,058 2,985 3,711 2,680: -835 196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.6 1.2 87.3 87.7 90.7 91.5: 9.3 8.5
Old : 100.0: 2.1 2.6 1.2 87.3 87.7 90.7 91.5: 9.3 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 17 16 19 18:
Old : 24: 1 1 2 17 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 : 60.6 53.5 78.0 77.1 59.0 53.2 74.4 72.1
Old : 60.6 53.5 78.0 77.1 59.0 53.2 74.4 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 215,170: 0 4,650 0 205,688 204,066 205,688 208,716: 9,482 6,454
Old : 215,170: 0 4,650 0 205,688 204,066 205,688 208,716: 9,482 6,454
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,441: 0 453 0 3,901 2,965 3,901 3,418: -1,460 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 95.6 94.8 95.6 97.0: 4.4 3.0
Old : 100.0: 0.0 2.2 0.0 95.6 94.8 95.6 97.0: 4.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 1 0 26 29 26 30:
Old : 40: 0 1 0 26 29 26 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 : 55.6 46.6 75.6 71.6 51.6 45.9 71.0 70.8
Old : 55.6 46.6 75.6 71.6 51.6 45.9 71.0 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,985: 0 0 0 79,876 83,831 79,876 83,831: 7,109 3,154
Old : 86,985: 0 0 0 79,876 83,831 79,876 83,831: 7,109 3,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,392: 0 0 0 1,192 1,530 1,192 1,530: 200 -138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.8 96.4 91.8 96.4: 8.2 3.6
Old : 100.0: 0.0 0.0 0.0 91.8 96.4 91.8 96.4: 8.2 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 : 31: 0 0 0 22 20 22 20:
Old : 31: 0 0 0 22 20 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 53.9 67.7 79.0 44.9 48.9 63.1 71.2
Old : 45.8 53.9 67.7 79.0 44.9 48.9 63.1 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 303,978: 303 7,476 450 296,557 288,093 297,310 296,019: 6,668 7,959
Old : 303,978: 303 7,476 450 296,557 288,093 297,310 296,019: 6,668 7,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,800: 303 0 0 5,717 3,577 6,020 3,577: -2,220 223
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.5 0.1 97.6 94.8 97.8 97.4: 2.2 2.6
Old : 100.0: 0.1 2.5 0.1 97.6 94.8 97.8 97.4: 2.2 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 : 57: 1 1 1 43 37 45 38:
Old : 57: 1 1 1 43 37 45 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 : 39.2 63.3 55.5 81.2 31.9 60.0 46.7 71.9
Old : 39.2 63.3 55.5 81.2 31.9 60.0 46.7 71.9
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,947: 0 2,590 3,379 54,359 50,796 57,738 56,765: 6,209 7,182
Old : 63,947: 0 2,590 3,379 54,359 50,796 57,738 56,765: 6,209 7,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 5,674: -1,907 1,789 1,027 6,396 3,092 5,516 5,908: 158 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 5.3 85.0 79.4 90.3 88.8: 9.7 11.2
Old : 100.0: 0.0 4.1 5.3 85.0 79.4 90.3 88.8: 9.7 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 2 19 21 21 23:
Old : 27: 0 2 2 19 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 : 54.0 38.6 69.3 62.2 50.4 32.6 59.2 48.5
Old : 54.0 38.6 69.3 62.2 50.4 32.6 59.2 48.5
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,217: 3,057 0 3,129 59,816 59,140 66,002 62,269: 5,215 8,948
Old : 71,217: 3,057 0 3,129 59,816 59,140 66,002 62,269: 5,215 8,948
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 585: 340 0 185 -695 364 -170 549: 755 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.0 4.4 84.0 83.0 92.7 87.4: 7.3 12.6
Old : 100.0: 4.3 0.0 4.4 84.0 83.0 92.7 87.4: 7.3 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 : 48.3 56.8 70.3 80.3 47.3 55.9 64.7 65.6
Old : 48.3 56.8 70.3 80.3 47.3 55.9 64.7 65.6
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,507: 16,718 5,412 0 81,683 89,302 98,401 94,714: 1,106 4,793
Old : 99,507: 16,718 5,412 0 81,683 89,302 98,401 94,714: 1,106 4,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 9,020: 2,040 3,600 0 6,920 5,360 8,960 8,960: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 5.4 0.0 82.1 89.7 98.9 95.2: 1.1 4.8
Old : 100.0: 16.8 5.4 0.0 82.1 89.7 98.9 95.2: 1.1 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 13 18 15 20:
Old : 27: 2 2 0 13 18 15 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 : 69.6 56.0 89.8 80.4 64.7 47.2 73.6 65.3
Old : 69.6 56.0 89.8 80.4 64.7 47.2 73.6 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,551: 21,156 11,492 0 65,147 72,831 86,303 84,323: 248 2,228
Old : 86,551: 21,156 11,492 0 65,147 72,831 86,303 84,323: 248 2,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 8,790: 2,040 3,600 0 6,750 5,130 8,790 8,730: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 13.3 0.0 75.3 84.1 99.7 97.4: 0.3 2.6
Old : 100.0: 24.4 13.3 0.0 75.3 84.1 99.7 97.4: 0.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 8 0 23 29 28 37:
Old : 58: 5 8 0 23 29 28 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 46.8 70.8 65.1 45.4 44.7 69.9 61.1
Old : 46.2 46.8 70.8 65.1 45.4 44.7 69.9 61.1
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,241: 0 0 0 35,469 35,900 35,469 35,900: 772 341
Old : 36,241: 0 0 0 35,469 35,900 35,469 35,900: 772 341
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,370: 0 0 0 2,280 2,370 2,280 2,370: 90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 99.1 97.9 99.1: 2.1 0.9
Old : 100.0: 0.0 0.0 0.0 97.9 99.1 97.9 99.1: 2.1 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 : 31: 0 0 0 15 24 15 24:
Old : 31: 0 0 0 15 24 15 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 : 68.3 41.8 89.7 66.6 59.8 38.5 76.3 60.5
Old : 68.3 41.8 89.7 66.6 59.8 38.5 76.3 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 163,490: 2,013 0 565 149,447 153,379 152,025 153,944: 11,465 9,546
Old : 163,490: 2,013 0 565 149,447 153,379 152,025 153,944: 11,465 9,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 5,613: 654 -309 -305 3,627 5,613 3,976 4,999: 1,637 614
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.3 91.4 93.8 93.0 94.2: 7.0 5.8
Old : 100.0: 1.2 0.0 0.3 91.4 93.8 93.0 94.2: 7.0 5.8
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 : 37: 2 0 1 28 27 30 28:
Old : 37: 2 0 1 28 27 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 51.4 69.6 71.4 40.6 31.5 49.4 46.0
Old : 55.6 51.4 69.6 71.4 40.6 31.5 49.4 46.0
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 18,288: 1,537 2,084 0 14,519 14,318 16,056 16,402: 2,232 1,886
Old : 18,288: 1,537 2,084 0 14,519 14,318 16,056 16,402: 2,232 1,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 480: 30 -120 0 544 420 574 300: -94 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 11.4 0.0 79.4 78.3 87.8 89.7: 12.2 10.3
Old : 100.0: 8.4 11.4 0.0 79.4 78.3 87.8 89.7: 12.2 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 12 12 14 14:
Old : 22: 2 2 0 12 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 64.3 79.2 81.7 61.8 62.9 75.8 75.9
Old : 63.7 64.3 79.2 81.7 61.8 62.9 75.8 75.9
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 59,006: 0 2,126 1,928 51,641 50,106 53,569 54,160: 5,437 4,846
Old : 59,006: 0 2,126 1,928 51,641 50,106 53,569 54,160: 5,437 4,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 152: -287 12 516 -77 -220 152 308: 0 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 3.3 87.5 84.9 90.8 91.8: 9.2 8.2
Old : 100.0: 0.0 3.6 3.3 87.5 84.9 90.8 91.8: 9.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 15 14 17 16:
Old : 22: 0 2 2 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 : 61.4 62.1 78.7 79.2 56.5 59.2 66.7 68.4
Old : 61.4 62.1 78.7 79.2 56.5 59.2 66.7 68.4
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,680: 0 1,864 2,985 103,158 97,425 106,143 102,274: 2,537 6,406
Old : 108,680: 0 1,864 2,985 103,158 97,425 106,143 102,274: 2,537 6,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,516: -338 1,352 1,054 1,740 -215 2,456 2,191: 60 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 2.7 94.9 89.6 97.7 94.1: 2.3 5.9
Old : 100.0: 0.0 1.7 2.7 94.9 89.6 97.7 94.1: 2.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 2 2 20 25 22 27:
Old : 32: 0 2 2 20 25 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 : 61.8 36.3 80.9 58.9 48.0 31.2 58.9 46.5
Old : 61.8 36.3 80.9 58.9 48.0 31.2 58.9 46.5
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,575: 2,074 2,169 0 81,114 81,965 83,188 84,134: 6,387 5,441
Old : 89,575: 2,074 2,169 0 81,114 81,965 83,188 84,134: 6,387 5,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,788: -1,183 -180 -77 4,602 3,474 3,342 3,217: 446 571
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.4 0.0 90.6 91.5 92.9 93.9: 7.1 6.1
Old : 100.0: 2.3 2.4 0.0 90.6 91.5 92.9 93.9: 7.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 20 15 21 16:
Old : 27: 1 1 0 20 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 65.1 72.6 84.3 43.3 63.8 66.3 79.1
Old : 47.2 65.1 72.6 84.3 43.3 63.8 66.3 79.1
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,570: 0 25,726 1,152 114,030 92,228 115,182 119,106: 7,388 3,464
Old : 122,570: 0 25,726 1,152 114,030 92,228 115,182 119,106: 7,388 3,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,910: 0 437 155 3,755 3,072 3,910 3,664: 0 246
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.0 0.9 93.0 75.2 94.0 97.2: 6.0 2.8
Old : 100.0: 0.0 21.0 0.9 93.0 75.2 94.0 97.2: 6.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 1 16 13 17 16:
Old : 23: 0 3 1 16 13 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 : 72.9 73.3 87.7 89.9 72.2 72.9 85.8 88.1
Old : 72.9 73.3 87.7 89.9 72.2 72.9 85.8 88.1
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 221,263: 1,868 10,855 5,104 201,591 198,516 208,563 214,475: 12,700 6,788
Old : 221,263: 1,868 10,855 5,104 201,591 198,516 208,563 214,475: 12,700 6,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 351: -497 304 486 2,464 -571 2,453 219: -2,102 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 4.9 2.3 91.1 89.7 94.3 96.9: 5.7 3.1
Old : 100.0: 0.8 4.9 2.3 91.1 89.7 94.3 96.9: 5.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 3 3 34 26 37 30:
Old : 45: 1 3 3 34 26 37 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 : 45.2 50.1 61.1 72.3 42.7 45.6 57.2 64.9
Old : 45.2 50.1 61.1 72.3 42.7 45.6 57.2 64.9
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,367: 2,464 780 0 23,732 26,919 26,196 27,699: 2,171 668
Old : 28,367: 2,464 780 0 23,732 26,919 26,196 27,699: 2,171 668
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,780: 480 -420 0 3,000 4,119 3,480 3,699: 300 81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.7 0.0 83.7 94.9 92.3 97.6: 7.7 2.4
Old : 100.0: 8.7 2.7 0.0 83.7 94.9 92.3 97.6: 7.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 0 11 15 15 16:
Old : 27: 4 1 0 11 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 69.9 79.2 83.4 44.1 51.5 56.5 62.2
Old : 61.4 69.9 79.2 83.4 44.1 51.5 56.5 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,962: 744 0 0 29,244 30,532 29,988 30,532: 974 430
Old : 30,962: 744 0 0 29,244 30,532 29,988 30,532: 974 430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 240: 0 0 0 180 120 180 120: 60 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 94.5 98.6 96.9 98.6: 3.1 1.4
Old : 100.0: 2.4 0.0 0.0 94.5 98.6 96.9 98.6: 3.1 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 : 29: 1 0 0 16 16 17 16:
Old : 29: 1 0 0 16 16 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 : 72.5 79.9 86.8 89.9 72.5 78.5 85.3 86.1
Old : 72.5 79.9 86.8 89.9 72.5 78.5 85.3 86.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 268,207: 0 29,339 2,307 257,767 232,022 260,074 263,668: 8,133 4,539
Old : 268,207: 0 29,339 2,307 257,767 232,022 260,074 263,668: 8,133 4,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 7,203: 0 -1,619 -412 6,717 8,820 6,305 6,789: 898 414
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.9 0.9 96.1 86.5 97.0 98.3: 3.0 1.7
Old : 100.0: 0.0 10.9 0.9 96.1 86.5 97.0 98.3: 3.0 1.7
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 : 56: 0 5 5 42 37 47 42:
Old : 56: 0 5 5 42 37 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 49.3 63.9 67.2 36.9 46.8 60.8 64.0
Old : 38.4 49.3 63.9 67.2 36.9 46.8 60.8 64.0
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 62,857: 5,992 0 0 50,533 59,366 56,525 59,366: 6,332 3,491
Old : 62,857: 5,992 0 0 50,533 59,366 56,525 59,366: 6,332 3,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,611: 541 0 0 324 5,427 865 5,427: 1,746 -2,816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 80.4 94.4 89.9 94.4: 10.1 5.6
Old : 100.0: 9.5 0.0 0.0 80.4 94.4 89.9 94.4: 10.1 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 17 20 18 20:
Old : 29: 1 0 0 17 20 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 55.4 71.0 73.8 40.5 55.2 66.3 72.9
Old : 43.9 55.4 71.0 73.8 40.5 55.2 66.3 72.9
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 21, 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 : 82,158: 0 0 0 77,528 78,316 77,528 78,316: 4,630 3,842
Old : 82,158: 0 0 0 77,528 78,316 77,528 78,316: 4,630 3,842
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 756: 0 0 0 1,796 1,244 1,796 1,244: -1,040 -488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 95.3 94.4 95.3: 5.6 4.7
Old : 100.0: 0.0 0.0 0.0 94.4 95.3 94.4 95.3: 5.6 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 : 25: 0 0 0 20 17 20 17:
Old : 25: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 47.8 66.7 74.9 37.6 44.5 56.8 64.0
Old : 41.6 47.8 66.7 74.9 37.6 44.5 56.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 58,734: 0 1,564 2,782 50,601 49,624 53,383 53,970: 5,351 4,764
Old : 58,734: 0 1,564 2,782 50,601 49,624 53,383 53,970: 5,351 4,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,128: 0 -428 428 213 855 641 855: 487 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 4.7 86.2 84.5 90.9 91.9: 9.1 8.1
Old : 100.0: 0.0 2.7 4.7 86.2 84.5 90.9 91.9: 9.1 8.1
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 : 23: 0 1 1 18 13 19 14:
Old : 23: 0 1 1 18 13 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 54.1 63.2 80.9 38.5 49.6 56.9 62.9
Old : 41.1 54.1 63.2 80.9 38.5 49.6 56.9 62.9
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 154,881: 20,571 9,407 18,498 115,496 126,320 154,564 154,225: 316 656
Old : 154,881: 20,571 9,407 18,498 115,496 126,320 154,564 154,225: 316 656
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 883: -1,818 697 -8 2,773 221 947 910: -64 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 6.1 11.9 74.6 81.6 99.8 99.6: 0.2 0.4
Old : 100.0: 13.3 6.1 11.9 74.6 81.6 99.8 99.6: 0.2 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 : 80: 12 10 19 53 53 74 73:
Old : 80: 12 10 19 53 53 74 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 25.3 51.9 42.2 19.5 15.3 32.0 26.4
Old : 34.4 25.3 51.9 42.2 19.5 15.3 32.0 26.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 46,492: 1,188 1,014 2,997 42,307 42,481 46,492 46,492: 0 0
Old : 46,492: 1,188 1,014 2,997 42,307 42,481 46,492 46,492: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 41: -792 -24 150 683 -85 41 41: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.2 6.4 91.0 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 2.2 6.4 91.0 91.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 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 : 62.3 52.4 81.7 75.0 56.9 47.9 69.6 64.3
Old : 62.3 52.4 81.7 75.0 56.9 47.9 69.6 64.3
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 21, 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 : 367,832: 25,591 0 22,250 319,991 345,582 367,832 367,832: 0 0
Old : 367,832: 25,591 0 22,250 319,991 345,582 367,832 367,832: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 281: -961 0 961 281 -680 281 281: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 6.0 87.0 94.0 100.0 100.0: 0.0 0.0
Old : 100.0: 7.0 0.0 6.0 87.0 94.0 100.0 100.0: 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 : 27: 2 0 1 15 20 17 21:
Old : 27: 2 0 1 15 20 17 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 : 63.6 61.3 92.1 85.8 57.4 56.5 77.8 75.7
Old : 63.6 61.3 92.1 85.8 57.4 56.5 77.8 75.7
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 21, 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 : 1,484,315: 27,047 34,576 68,205 1,389,063 1,381,534 1,484,315 1,484,315: 0 0
Old : 1,484,315: 27,047 34,576 68,205 1,389,063 1,381,534 1,484,315 1,484,315: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 19,424: -10,578 11,262 5,144 24,858 3,018 19,424 19,424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.3 4.6 93.6 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 2.3 4.6 93.6 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 5 6 40 43 48 51:
Old : 58: 5 5 6 40 43 48 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 : 37.4 39.3 58.1 56.1 25.9 29.9 35.6 38.5
Old : 37.4 39.3 58.1 56.1 25.9 29.9 35.6 38.5
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 21, 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 : 49,700: 2,581 1,768 6,036 41,082 41,894 49,699 49,699: 1 1
Old : 49,700: 2,581 1,768 6,036 41,082 41,894 49,699 49,699: 1 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 2,891: -374 -406 211 3,054 3,087 2,891 2,891: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.6 12.1 82.7 84.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 3.6 12.1 82.7 84.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 4 4 21 21 25 28:
Old : 33: 3 4 4 21 21 25 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 : 54.4 54.4 74.3 82.8 43.2 47.4 56.6 61.1
Old : 54.4 54.4 74.3 82.8 43.2 47.4 56.6 61.1
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 21, 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 : 274,684: 0 54,359 10,293 264,391 210,032 274,684 274,684: 0 0
Old : 274,684: 0 54,359 10,293 264,391 210,032 274,684 274,684: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 337: 0 337 -337 674 337 337 337: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.8 3.7 96.3 76.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 19.8 3.7 96.3 76.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 2 13 15 15 18:
Old : 27: 0 3 2 13 15 15 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 : 67.3 62.7 88.2 89.1 58.0 49.4 74.1 69.8
Old : 67.3 62.7 88.2 89.1 58.0 49.4 74.1 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 610,895: 45,524 0 16,725 548,646 594,170 610,895 610,895: 0 0
Old : 610,895: 45,524 0 16,725 548,646 594,170 610,895 610,895: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 924: 2,966 0 -760 -1,282 1,684 924 924: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 2.7 89.8 97.3 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 0.0 2.7 89.8 97.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 0 2 27 29 33 31:
Old : 40: 6 0 2 27 29 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 48.9 70.2 69.2 28.8 35.9 45.0 49.6
Old : 42.3 48.9 70.2 69.2 28.8 35.9 45.0 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 52,002: 5,339 6,385 2,663 43,069 42,145 51,071 51,193: 931 809
Old : 52,002: 5,339 6,385 2,663 43,069 42,145 51,071 51,193: 931 809
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,958: 377 1,636 33 1,485 308 1,895 1,977: 63 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.3 5.1 82.8 81.0 98.2 98.4: 1.8 1.6
Old : 100.0: 10.3 12.3 5.1 82.8 81.0 98.2 98.4: 1.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 4 21 25 26 29:
Old : 32: 3 2 4 21 25 26 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 : 42.7 57.0 65.3 72.2 36.5 54.3 54.0 64.7
Old : 42.7 57.0 65.3 72.2 36.5 54.3 54.0 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,750: 150 150 150 41,830 42,200 42,130 42,500: 620 250
Old : 42,750: 150 150 150 41,830 42,200 42,130 42,500: 620 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -105: 50 -100 100 -255 -105 -105 -105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.4 0.4 97.8 98.7 98.5 99.4: 1.5 0.6
Old : 100.0: 0.4 0.4 0.4 97.8 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 : 37: 2 1 1 27 19 30 20:
Old : 37: 2 1 1 27 19 30 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 : 58.5 83.0 74.4 92.4 58.3 78.9 72.3 85.0
Old : 58.5 83.0 74.4 92.4 58.3 78.9 72.3 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,716: 0 370 50 55,306 55,056 55,356 55,476: 360 240
Old : 55,716: 0 370 50 55,306 55,056 55,356 55,476: 360 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 680: 0 -230 50 630 860 680 680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.1 99.3 98.8 99.4 99.6: 0.6 0.4
Old : 100.0: 0.0 0.7 0.1 99.3 98.8 99.4 99.6: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 1 1 30 18 31 19:
Old : 37: 0 1 1 30 18 31 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 80.0 73.1 93.7 52.4 76.9 69.0 84.3
Old : 53.8 80.0 73.1 93.7 52.4 76.9 69.0 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,330: 0 110 50 12,280 12,170 12,330 12,330: 0 0
Old : 12,330: 0 110 50 12,280 12,170 12,330 12,330: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 575: 0 0 0 575 575 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.4 99.6 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.9 0.4 99.6 98.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 1 21 21 22 23:
Old : 35: 0 1 1 21 21 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 52.6 78.7 78.4 58.6 48.6 74.5 73.1
Old : 58.6 52.6 78.7 78.4 58.6 48.6 74.5 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 293,648: 11,560 0 3,968 278,120 289,680 293,648 293,648: 0 0
Old : 293,648: 11,560 0 3,968 278,120 289,680 293,648 293,648: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 10,776: -1,216 0 0 11,992 10,776 10,776 10,776: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.0 1.4 94.7 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 0.0 1.4 94.7 98.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 23 18 25 19:
Old : 31: 2 0 1 23 18 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 68.3 65.3 86.7 38.0 58.8 52.3 64.3
Old : 45.1 68.3 65.3 86.7 38.0 58.8 52.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,517: 2,829 43 44 5,475 8,384 8,348 8,471: 169 46
Old : 8,517: 2,829 43 44 5,475 8,384 8,348 8,471: 169 46
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 199: 60 0 0 334 218 394 218: -195 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.2 0.5 0.5 64.3 98.4 98.0 99.5: 2.0 0.5
Old : 100.0: 33.2 0.5 0.5 64.3 98.4 98.0 99.5: 2.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 1 15 18 19 19:
Old : 26: 3 1 1 15 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 52.6 77.4 80.3 51.2 48.9 70.9 68.2
Old : 54.2 52.6 77.4 80.3 51.2 48.9 70.9 68.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,600: 4,250 150 150 12,200 16,300 16,600 16,600: 0 0
Old : 16,600: 4,250 150 150 12,200 16,300 16,600 16,600: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 0.9 0.9 73.5 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 25.6 0.9 0.9 73.5 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 16 11 18 14:
Old : 23: 2 1 2 16 11 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 60.5 82.2 91.3 58.7 56.0 78.9 78.9
Old : 59.3 60.5 82.2 91.3 58.7 56.0 78.9 78.9
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,245: 290 50 40 16,675 17,055 17,005 17,145: 240 100
Old : 17,245: 290 50 40 16,675 17,055 17,005 17,145: 240 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 225: 200 0 -20 45 245 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.3 0.2 96.7 98.9 98.6 99.4: 1.4 0.6
Old : 100.0: 1.7 0.3 0.2 96.7 98.9 98.6 99.4: 1.4 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 : 34: 1 1 1 23 22 24 24:
Old : 34: 1 1 1 23 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 57.7 70.9 74.0 40.0 46.0 52.8 58.4
Old : 51.2 57.7 70.9 74.0 40.0 46.0 52.8 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,346: 0 700 360 12,701 12,026 13,061 13,086: 285 260
Old : 13,346: 0 700 360 12,701 12,026 13,061 13,086: 285 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -15: 0 0 0 -15 -15 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 2.7 95.2 90.1 97.9 98.1: 2.1 1.9
Old : 100.0: 0.0 5.2 2.7 95.2 90.1 97.9 98.1: 2.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 19 21 20 22:
Old : 24: 0 1 1 19 21 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 53.8 69.5 80.2 40.9 44.8 61.4 61.8
Old : 43.5 53.8 69.5 80.2 40.9 44.8 61.4 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,978: 1,383 0 558 14,929 15,887 16,870 16,445: 1,108 1,533
Old : 17,978: 1,383 0 558 14,929 15,887 16,870 16,445: 1,108 1,533
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 93: -1 0 22 72 52 93 74: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 3.1 83.0 88.4 93.8 91.5: 6.2 8.5
Old : 100.0: 7.7 0.0 3.1 83.0 88.4 93.8 91.5: 6.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 23 21 24 22:
Old : 28: 1 0 1 23 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.5 54.7 57.9 71.7 30.8 39.8 47.9 47.2
Old : 34.5 54.7 57.9 71.7 30.8 39.8 47.9 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,403: 0 9,976 1,380 39,783 30,039 41,163 41,395: 240 8
Old : 41,403: 0 9,976 1,380 39,783 30,039 41,163 41,395: 240 8
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -20: 0 177 110 -130 -307 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.1 3.3 96.1 72.6 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 24.1 3.3 96.1 72.6 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 : 40: 0 4 2 33 30 35 34:
Old : 40: 0 4 2 33 30 35 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 : 36.3 50.3 59.5 70.1 33.1 43.8 50.7 61.1
Old : 36.3 50.3 59.5 70.1 33.1 43.8 50.7 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,775: 285 9,671 2,075 47,299 38,001 49,659 49,747: 116 28
Old : 49,775: 285 9,671 2,075 47,299 38,001 49,659 49,747: 116 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 154: -5 -300 55 104 395 154 150: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 19.4 4.2 95.0 76.3 99.8 99.9: 0.2 0.1
Old : 100.0: 0.6 19.4 4.2 95.0 76.3 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 5 5 34 36 40 43:
Old : 47: 3 5 5 34 36 40 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 : 41.8 39.8 64.7 60.9 37.3 34.9 58.8 53.2
Old : 41.8 39.8 64.7 60.9 37.3 34.9 58.8 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,665: 200 1,535 0 31,345 30,070 31,545 31,605: 120 60
Old : 31,665: 200 1,535 0 31,345 30,070 31,545 31,605: 120 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 440: 200 0 0 240 440 440 440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.8 0.0 99.0 95.0 99.6 99.8: 0.4 0.2
Old : 100.0: 0.6 4.8 0.0 99.0 95.0 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 : 31: 1 1 0 27 16 28 17:
Old : 31: 1 1 0 27 16 28 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 : 38.5 80.2 62.8 93.1 36.9 68.8 57.4 75.1
Old : 38.5 80.2 62.8 93.1 36.9 68.8 57.4 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,995: 20 1,545 80 42,715 41,370 42,815 42,995: 180 0
Old : 42,995: 20 1,545 80 42,715 41,370 42,815 42,995: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 690: 20 0 80 650 610 750 690: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.2 99.3 96.2 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 3.6 0.2 99.3 96.2 99.6 100.0: 0.4 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 : 36: 1 1 1 31 16 32 18:
Old : 36: 1 1 1 31 16 32 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 87.7 60.4 95.6 40.6 79.7 59.6 85.6
Old : 40.7 87.7 60.4 95.6 40.6 79.7 59.6 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 396,894: 72,844 9,968 26,569 297,481 360,357 396,894 396,894: 0 0
Old : 396,894: 72,844 9,968 26,569 297,481 360,357 396,894 396,894: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 6,225: 393 25 792 5,040 5,408 6,225 6,225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 2.5 6.7 75.0 90.8 100.0 100.0: 0.0 0.0
Old : 100.0: 18.4 2.5 6.7 75.0 90.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 2 2 28 32 32 35:
Old : 40: 3 2 2 28 32 32 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 : 49.8 47.1 72.8 69.5 42.3 44.9 56.4 55.5
Old : 49.8 47.1 72.8 69.5 42.3 44.9 56.4 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 28,285: 6,365 156 1,508 20,204 26,283 28,077 27,947: 208 338
Old : 28,285: 6,365 156 1,508 20,204 26,283 28,077 27,947: 208 338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 696: 217 0 -57 536 772 696 715: 0 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 0.6 5.3 71.4 92.9 99.3 98.8: 0.7 1.2
Old : 100.0: 22.5 0.6 5.3 71.4 92.9 99.3 98.8: 0.7 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 : 43: 6 2 5 25 33 33 38:
Old : 43: 6 2 5 25 33 33 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 : 42.0 38.7 65.5 62.6 38.9 36.1 58.7 52.0
Old : 42.0 38.7 65.5 62.6 38.9 36.1 58.7 52.0
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,013: 884 353 1,172 13,957 14,488 16,013 16,013: 0 0
Old : 16,013: 884 353 1,172 13,957 14,488 16,013 16,013: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 331: 125 0 -77 283 408 331 331: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.2 7.3 87.2 90.5 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 2.2 7.3 87.2 90.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 1 21 11 26 12:
Old : 30: 4 1 1 21 11 26 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 : 52.4 89.5 71.8 97.4 43.9 80.5 59.4 81.5
Old : 52.4 89.5 71.8 97.4 43.9 80.5 59.4 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 478,180: 8,164 1,894 21,562 448,454 454,724 478,180 478,180: 0 0
Old : 478,180: 8,164 1,894 21,562 448,454 454,724 478,180 478,180: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 5,475: 0 0 0 5,475 5,475 5,475 5,475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.4 4.5 93.8 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.4 4.5 93.8 95.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 24 17 26 19:
Old : 30: 2 1 1 24 17 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 74.8 70.8 92.3 48.7 65.4 63.9 72.7
Old : 50.1 74.8 70.8 92.3 48.7 65.4 63.9 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 49,591: 12,910 0 1,124 35,175 47,659 49,209 48,783: 382 808
Old : 49,591: 12,910 0 1,124 35,175 47,659 49,209 48,783: 382 808
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,953: 1,298 0 -255 910 2,208 1,953 1,953: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 0.0 2.3 70.9 96.1 99.2 98.4: 0.8 1.6
Old : 100.0: 26.0 0.0 2.3 70.9 96.1 99.2 98.4: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 0 1 19 19 24 20:
Old : 29: 5 0 1 19 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 87.6 71.0 94.4 43.5 81.4 66.5 84.3
Old : 47.0 87.6 71.0 94.4 43.5 81.4 66.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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: October 14, 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 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 DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,590: 5,950 1,782 606 10,569 14,625 17,125 17,013: 465 577
Old : 17,590: 5,950 1,782 606 10,569 14,625 17,125 17,013: 465 577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 191: 0 274 -82 273 -1 191 191: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 10.1 3.4 60.1 83.1 97.4 96.7: 2.6 3.3
Old : 100.0: 33.8 10.1 3.4 60.1 83.1 97.4 96.7: 2.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 4 18 22 24 26:
Old : 30: 5 1 4 18 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 45.1 59.5 68.0 40.8 39.3 54.4 53.5
Old : 41.9 45.1 59.5 68.0 40.8 39.3 54.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 189,041: 49,502 0 2,304 137,235 186,737 189,041 189,041: 0 0
Old : 189,041: 49,502 0 2,304 137,235 186,737 189,041 189,041: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,594: 4,337 0 0 -2,743 1,594 1,594 1,594: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.0 1.2 72.6 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 26.2 0.0 1.2 72.6 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 0 2 17 20 21 22:
Old : 30: 4 0 2 17 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 63.4 83.4 82.2 58.8 62.4 70.4 69.9
Old : 64.2 63.4 83.4 82.2 58.8 62.4 70.4 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,000: 2,623 449 254 8,992 11,109 11,869 11,812: 131 188
Old : 12,000: 2,623 449 254 8,992 11,109 11,869 11,812: 131 188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 95: 76 133 -95 114 38 95 76: 0 19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 3.7 2.1 74.9 92.6 98.9 98.4: 1.1 1.6
Old : 100.0: 21.9 3.7 2.1 74.9 92.6 98.9 98.4: 1.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 4 3 2 19 22 24 26:
Old : 33: 4 3 2 19 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 54.2 77.3 74.7 48.5 51.0 67.6 66.8
Old : 50.9 54.2 77.3 74.7 48.5 51.0 67.6 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 119,582: 15,947 0 784 102,851 118,798 119,582 119,582: 0 0
Old : 119,582: 15,947 0 784 102,851 118,798 119,582 119,582: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 391: 0 0 0 391 391 391 391: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.0 0.7 86.0 99.3 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 0.0 0.7 86.0 99.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 2 17 16 20 18:
Old : 26: 3 0 2 17 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 : 55.2 65.2 78.1 83.0 52.8 59.1 68.8 68.6
Old : 55.2 65.2 78.1 83.0 52.8 59.1 68.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,000: 0 1,814 1,708 20,268 18,478 21,976 22,000: 24 0
Old : 22,000: 0 1,814 1,708 20,268 18,478 21,976 22,000: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 614: 0 305 -153 767 462 614 614: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 7.8 92.1 84.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 8.2 7.8 92.1 84.0 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 : 24: 0 1 1 18 14 19 15:
Old : 24: 0 1 1 18 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 63.4 87.1 88.5 53.7 33.1 59.3 56.7
Old : 69.6 63.4 87.1 88.5 53.7 33.1 59.3 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 209,464: 7,384 0 4,168 197,912 205,296 209,464 209,464: 0 0
Old : 209,464: 7,384 0 4,168 197,912 205,296 209,464 209,464: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 6,753: 3,848 0 0 2,905 6,753 6,753 6,753: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 2.0 94.5 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.0 2.0 94.5 98.0 100.0 100.0: 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 : 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 : 69.3 77.3 90.5 97.6 59.8 66.0 72.6 77.5
Old : 69.3 77.3 90.5 97.6 59.8 66.0 72.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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 : 103,220: 426 864 2,056 8,760 8,321 11,242 11,242: 91,979 91,979
Old : 103,220: 426 864 2,056 8,760 8,321 11,242 11,242: 91,979 91,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -1,212: 15 -22 -35 -81 -43 -101 -101: -1,111 -1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.8 2.0 8.5 8.1 10.9 10.9: 89.1 89.1
Old : 100.0: 0.4 0.8 2.0 8.5 8.1 10.9 10.9: 89.1 89.1
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 : 24: 1 4 4 17 18 21 23:
Old : 24: 1 4 4 17 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 5.6 6.1 8.4 8.8 2.9 3.5 4.3 4.4
Old : 5.6 6.1 8.4 8.8 2.9 3.5 4.3 4.4
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 21, 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 1,025 50 20,970 20,505 21,020 21,580: 560 0
Old : 21,580: 0 1,025 50 20,970 20,505 21,020 21,580: 560 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 0: 0 50 0 0 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.2 97.2 95.0 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 4.7 0.2 97.2 95.0 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,800: 0 1,000 0 18,250 17,800 18,250 18,800: 550 0
Old : 18,800: 0 1,000 0 18,250 17,800 18,250 18,800: 550 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 97.1 94.7 97.1 100.0: 2.9 0.0
Old : 100.0: 0.0 5.3 0.0 97.1 94.7 97.1 100.0: 2.9 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 : 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 : 48.9 77.2 77.0 94.7 43.5 74.5 65.3 81.1
Old : 48.9 77.2 77.0 94.7 43.5 74.5 65.3 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,970: 50 1,800 0 18,920 16,960 18,970 18,760: 0 210
Old : 18,970: 50 1,800 0 18,920 16,960 18,970 18,760: 0 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 1,780: 50 1,200 0 1,730 460 1,780 1,660: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 9.5 0.0 99.7 89.4 100.0 98.9: 0.0 1.1
Old : 100.0: 0.3 9.5 0.0 99.7 89.4 100.0 98.9: 0.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 22 10 23 11:
Old : 26: 1 1 0 22 10 23 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 82.0 73.5 98.0 53.5 79.3 69.2 86.4
Old : 55.3 82.0 73.5 98.0 53.5 79.3 69.2 86.4
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,990: 0 0 0 11,990 11,840 11,990 11,840: 0 150
Old : 11,990: 0 0 0 11,990 11,840 11,990 11,840: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 120: 0 0 0 120 0 120 0: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 98.7 100.0 98.7: 0.0 1.3
Old : 100.0: 0.0 0.0 0.0 100.0 98.7 100.0 98.7: 0.0 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 18 9 18 9:
Old : 21: 0 0 0 18 9 18 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 : 60.9 82.6 78.0 98.3 59.5 78.1 73.7 86.8
Old : 60.9 82.6 78.0 98.3 59.5 78.1 73.7 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,295: 200 50 0 19,460 20,245 19,660 20,295: 635 0
Old : 20,295: 200 50 0 19,460 20,245 19,660 20,295: 635 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 500: 0 0 0 500 500 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.2 0.0 95.9 99.8 96.9 100.0: 3.1 0.0
Old : 100.0: 1.0 0.2 0.0 95.9 99.8 96.9 100.0: 3.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 0 16 11 18 12:
Old : 24: 2 1 0 16 11 18 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 : 69.1 80.4 86.4 98.8 57.6 78.3 74.3 84.8
Old : 69.1 80.4 86.4 98.8 57.6 78.3 74.3 84.8
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,155: 325 0 0 18,005 19,155 18,330 19,155: 825 0
Old : 19,155: 325 0 0 18,005 19,155 18,330 19,155: 825 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 495: 25 0 0 470 495 495 495: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 0.0 94.0 100.0 95.7 100.0: 4.3 0.0
Old : 100.0: 1.7 0.0 0.0 94.0 100.0 95.7 100.0: 4.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 18 8 19 8:
Old : 21: 1 0 0 18 8 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 95.5 78.5 100.0 61.8 90.1 73.3 90.1
Old : 66.4 95.5 78.5 100.0 61.8 90.1 73.3 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,433: 325 0 0 19,193 20,433 19,518 20,433: 915 0
Old : 20,433: 325 0 0 19,193 20,433 19,518 20,433: 915 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 425: 25 0 0 400 425 425 425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 93.9 100.0 95.5 100.0: 4.5 0.0
Old : 100.0: 1.6 0.0 0.0 93.9 100.0 95.5 100.0: 4.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 20 9 21 9:
Old : 22: 1 0 0 20 9 21 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 94.4 76.8 100.0 61.2 88.8 72.7 90.1
Old : 65.1 94.4 76.8 100.0 61.2 88.8 72.7 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 110,915: 2,895 1,045 200 107,790 109,670 110,885 110,915: 30 0
Old : 110,915: 2,895 1,045 200 107,790 109,670 110,885 110,915: 30 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 315: 450 25 -100 -35 390 315 315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.9 0.2 97.2 98.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 0.9 0.2 97.2 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 : 44: 3 2 1 33 32 36 35:
Old : 44: 3 2 1 33 32 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 65.8 65.4 81.0 45.0 63.8 59.0 73.2
Old : 49.6 65.8 65.4 81.0 45.0 63.8 59.0 73.2
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 130,891: 4,545 1,055 275 126,070 129,561 130,890 130,891: 1 0
Old : 130,891: 4,545 1,055 275 126,070 129,561 130,890 130,891: 1 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 630: 350 -25 0 280 655 630 630: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.8 0.2 96.3 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.5 0.8 0.2 96.3 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 : 56: 5 4 2 40 35 46 40:
Old : 56: 5 4 2 40 35 46 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 : 41.6 62.9 58.5 81.9 35.3 57.6 51.7 71.4
Old : 41.6 62.9 58.5 81.9 35.3 57.6 51.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 162,151: 20,421 7,368 8,785 131,845 145,019 161,050 161,172: 1,101 979
Old : 162,151: 20,421 7,368 8,785 131,845 145,019 161,050 161,172: 1,101 979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 4,299: 66 1,365 173 3,724 2,672 3,963 4,210: 336 89
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 4.5 5.4 81.3 89.4 99.3 99.4: 0.7 0.6
Old : 100.0: 12.6 4.5 5.4 81.3 89.4 99.3 99.4: 0.7 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 : 58: 7 6 11 42 37 55 49:
Old : 58: 7 6 11 42 37 55 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 66.4 60.7 76.7 40.7 63.5 59.1 71.7
Old : 41.6 66.4 60.7 76.7 40.7 63.5 59.1 71.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 97,080: 4,045 2,220 1,695 91,190 93,165 96,930 97,080: 150 0
Old : 97,080: 4,045 2,220 1,695 91,190 93,165 96,930 97,080: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 850: 370 0 0 480 850 850 850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.3 1.7 93.9 96.0 99.8 100.0: 0.2 0.0
Old : 100.0: 4.2 2.3 1.7 93.9 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 5 34 31 41 37:
Old : 48: 6 2 5 34 31 41 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 : 49.2 73.8 66.5 82.9 46.9 72.8 62.7 80.5
Old : 49.2 73.8 66.5 82.9 46.9 72.8 62.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,095: 625 1,570 50 19,745 19,475 20,420 21,095: 675 0
Old : 21,095: 625 1,570 50 19,745 19,475 20,420 21,095: 675 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 10: 100 0 0 -90 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 7.4 0.2 93.6 92.3 96.8 100.0: 3.2 0.0
Old : 100.0: 3.0 7.4 0.2 93.6 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 : 52.9 71.4 71.9 93.6 52.9 65.2 71.6 83.8
Old : 52.9 71.4 71.9 93.6 52.9 65.2 71.6 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 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: October 14, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 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
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 8,080: 295 0 15 7,105 7,550 7,415 7,565: 665 515
Old : 8,080: 295 0 15 7,105 7,550 7,415 7,565: 665 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 650: 0 0 0 650 650 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 0.0 0.2 87.9 93.4 91.8 93.6: 8.2 6.4
Old : 100.0: 3.7 0.0 0.2 87.9 93.4 91.8 93.6: 8.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 13 16 14 17:
Old : 20: 1 0 1 13 16 14 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 : 42.6 53.5 72.5 80.5 31.7 40.8 47.5 54.6
Old : 42.6 53.5 72.5 80.5 31.7 40.8 47.5 54.6
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,590: 4,563 1,330 1,070 18,093 22,027 23,726 24,427: 864 163
Old : 24,590: 4,563 1,330 1,070 18,093 22,027 23,726 24,427: 864 163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,454: -75 0 0 3,469 3,495 3,394 3,495: 60 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 5.4 4.4 73.6 89.6 96.5 99.3: 3.5 0.7
Old : 100.0: 18.6 5.4 4.4 73.6 89.6 96.5 99.3: 3.5 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 3 22 20 27 24:
Old : 31: 4 2 3 22 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 : 67.2 55.4 79.5 77.4 56.4 51.5 65.8 67.2
Old : 67.2 55.4 79.5 77.4 56.4 51.5 65.8 67.2
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,485: 4,500 610 75 12,175 16,728 16,750 17,413: 735 72
Old : 17,485: 4,500 610 75 12,175 16,728 16,750 17,413: 735 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 3,720: 0 0 0 3,720 3,720 3,720 3,720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 3.5 0.4 69.6 95.7 95.8 99.6: 4.2 0.4
Old : 100.0: 25.7 3.5 0.4 69.6 95.7 95.8 99.6: 4.2 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 : 26: 2 1 2 17 20 20 22:
Old : 26: 2 1 2 17 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.9 54.0 88.1 76.3 58.9 46.1 69.6 62.6
Old : 73.9 54.0 88.1 76.3 58.9 46.1 69.6 62.6
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,362: 55 2,400 975 16,696 14,897 17,726 18,272: 636 90
Old : 18,362: 55 2,400 975 16,696 14,897 17,726 18,272: 636 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -17: -70 -240 300 -577 -77 -347 -17: 330 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 13.1 5.3 90.9 81.1 96.5 99.5: 3.5 0.5
Old : 100.0: 0.3 13.1 5.3 90.9 81.1 96.5 99.5: 3.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 2 26 21 28 25:
Old : 33: 1 3 2 26 21 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 51.1 66.6 76.7 44.1 44.9 59.3 67.9
Old : 45.7 51.1 66.6 76.7 44.1 44.9 59.3 67.9
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,157: 105 1,352 105 13,566 12,600 13,776 14,057: 381 100
Old : 14,157: 105 1,352 105 13,566 12,600 13,776 14,057: 381 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 325: -105 225 80 320 -70 295 235: 30 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 9.6 0.7 95.8 89.0 97.3 99.3: 2.7 0.7
Old : 100.0: 0.7 9.6 0.7 95.8 89.0 97.3 99.3: 2.7 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 : 31: 1 2 1 24 20 25 23:
Old : 31: 1 2 1 24 20 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 : 46.1 48.6 65.8 69.6 41.4 41.2 56.8 60.6
Old : 46.1 48.6 65.8 69.6 41.4 41.2 56.8 60.6
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,337: 0 750 0 9,907 9,567 9,907 10,317: 430 20
Old : 10,337: 0 750 0 9,907 9,567 9,907 10,317: 430 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 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 7.3 0.0 95.8 92.6 95.8 99.8: 4.2 0.2
Old : 100.0: 0.0 7.3 0.0 95.8 92.6 95.8 99.8: 4.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.9 70.6 82.7 94.2 56.0 70.1 80.7 90.4
Old : 56.9 70.6 82.7 94.2 56.0 70.1 80.7 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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,045: 350 1,920 280 9,255 7,830 9,885 10,030: 160 15
Old : 10,045: 350 1,920 280 9,255 7,830 9,885 10,030: 160 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: -80: 0 180 -180 100 -80 -80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 19.1 2.8 92.1 77.9 98.4 99.9: 1.6 0.1
Old : 100.0: 3.5 19.1 2.8 92.1 77.9 98.4 99.9: 1.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 1 21 19 23 21:
Old : 29: 1 2 1 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 48.7 63.7 74.4 39.8 38.7 56.3 57.8
Old : 41.3 48.7 63.7 74.4 39.8 38.7 56.3 57.8
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 21, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 8,714: 1,720 200 430 6,054 7,954 8,204 8,584: 510 130
Old : 8,714: 1,720 200 430 6,054 7,954 8,204 8,584: 510 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 14, 2014 :
: 510: 300 0 0 210 450 510 450: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 2.3 4.9 69.5 91.3 94.1 98.5: 5.9 1.5
Old : 100.0: 19.7 2.3 4.9 69.5 91.3 94.1 98.5: 5.9 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 : 21: 2 1 1 15 14 17 16:
Old : 21: 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 : 55.2 68.9 81.0 89.9 46.4 60.9 68.2 76.0
Old : 55.2 68.9 81.0 89.9 46.4 60.9 68.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 24, 2014