CALIFORNIA CARBON ALLOWANCE VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-006392
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 15,211: 4,865 4,783 3,320 6,977 7,089 15,162 15,192: 49 19
Old : 15,211: 4,865 4,783 3,320 6,977 7,089 15,162 15,192: 49 19
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 13: 5 -13 0 -0 33 5 20: 8 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 31.4 21.8 45.9 46.6 99.7 99.9: 0.3 0.1
Old : 100.0: 32.0 31.4 21.8 45.9 46.6 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 6 3 9 7 17 16:
Old : 26: 7 6 3 9 7 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 : 59.3 51.7 88.3 82.6 46.4 47.6 61.9 60.7
Old : 59.3 51.7 88.3 82.6 46.4 47.6 61.9 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 24,140: 10,189 6,144 1,706 12,245 16,290 24,140 24,140: 0 0
Old : 24,140: 10,189 6,144 1,706 12,245 16,290 24,140 24,140: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 105: -12 0 12 105 94 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.2 25.5 7.1 50.7 67.5 100.0 100.0: 0.0 0.0
Old : 100.0: 42.2 25.5 7.1 50.7 67.5 100.0 100.0: 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 : 23: 7 4 4 9 8 18 15:
Old : 23: 7 4 4 9 8 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 : 69.5 73.1 90.2 92.9 66.5 65.9 74.6 73.4
Old : 69.5 73.1 90.2 92.9 66.5 65.9 74.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2014 - ICE FUTURES ENERGY DIV Code-00639U
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 24,244: 1,972 1,540 2,931 19,341 19,773 24,244 24,244: 0 0
Old : 24,244: 1,972 1,540 2,931 19,341 19,773 24,244 24,244: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -7: -91 -94 136 -51 -48 -7 -7: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.4 12.1 79.8 81.6 100.0 100.0: 0.0 0.0
Old : 100.0: 8.1 6.4 12.1 79.8 81.6 100.0 100.0: 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 : 21: 4 4 2 11 9 16 14:
Old : 21: 4 4 2 11 9 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 70.8 88.9 92.6 33.3 36.3 43.4 43.4
Old : 65.7 70.8 88.9 92.6 33.3 36.3 43.4 43.4
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,396,716: 568,574 393,132 882,068 2,916,595 3,110,296 4,367,237 4,385,496: 29,479 11,220
Old : 4,396,716: 568,574 393,132 882,068 2,916,595 3,110,296 4,367,237 4,385,496: 29,479 11,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -254,305: -56,088 62,584 -48,321 -128,868 -229,872 -233,277 -215,609: -21,028 -38,696
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.9 20.1 66.3 70.7 99.3 99.7: 0.7 0.3
Old : 100.0: 12.9 8.9 20.1 66.3 70.7 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 : 215: 39 28 57 141 112 205 174:
Old : 215: 39 28 57 141 112 205 174:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 26.3 38.6 43.6 18.1 19.3 25.9 28.8
Old : 24.9 26.3 38.6 43.6 18.1 19.3 25.9 28.8
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,861,565: 90,754 75,541 905,722 860,892 874,343 1,857,368 1,855,606: 4,197 5,959
Old : 1,861,565: 90,754 75,541 905,722 860,892 874,343 1,857,368 1,855,606: 4,197 5,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 103,030: 23,816 4,554 44,124 31,047 48,770 98,988 97,449: 4,042 5,582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.1 48.7 46.2 47.0 99.8 99.7: 0.2 0.3
Old : 100.0: 4.9 4.1 48.7 46.2 47.0 99.8 99.7: 0.2 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 : 96: 24 16 36 55 54 93 92:
Old : 96: 24 16 36 55 54 93 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 : 33.5 32.5 56.0 55.4 4.8 6.2 6.9 8.0
Old : 33.5 32.5 56.0 55.4 4.8 6.2 6.9 8.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 221,323: 12,238 7,480 5,608 188,888 205,869 206,734 218,957: 14,589 2,366
Old : 221,323: 12,238 7,480 5,608 188,888 205,869 206,734 218,957: 14,589 2,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 3,015: -2,055 397 288 4,559 2,398 2,792 3,083: 223 -68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 3.4 2.5 85.3 93.0 93.4 98.9: 6.6 1.1
Old : 100.0: 5.5 3.4 2.5 85.3 93.0 93.4 98.9: 6.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 4 4 4 34 37 40 43:
Old : 53: 4 4 4 34 37 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 : 38.6 41.9 59.4 60.9 35.3 37.2 49.7 50.4
Old : 38.6 41.9 59.4 60.9 35.3 37.2 49.7 50.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 102,962: 5,510 0 1,123 90,399 96,745 97,032 97,868: 5,930 5,094
Old : 102,962: 5,510 0 1,123 90,399 96,745 97,032 97,868: 5,930 5,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,577: 1,483 0 -588 -340 1,506 555 918: 1,022 659
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 1.1 87.8 94.0 94.2 95.1: 5.8 4.9
Old : 100.0: 5.4 0.0 1.1 87.8 94.0 94.2 95.1: 5.8 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 : 34: 3 0 2 26 28 29 30:
Old : 34: 3 0 2 26 28 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 39.8 67.8 61.6 33.2 31.0 44.5 42.8
Old : 48.9 39.8 67.8 61.6 33.2 31.0 44.5 42.8
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, December 2, 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 : 216,961: 12,799 15,857 2,384 193,861 192,113 209,044 210,354: 7,917 6,607
Old : 216,961: 12,799 15,857 2,384 193,861 192,113 209,044 210,354: 7,917 6,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 6,078: 2,004 -527 -22 4,004 8,395 5,986 7,846: 92 -1,768
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 7.3 1.1 89.4 88.5 96.4 97.0: 3.6 3.0
Old : 100.0: 5.9 7.3 1.1 89.4 88.5 96.4 97.0: 3.6 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 : 45: 4 4 2 28 29 33 34:
Old : 45: 4 4 2 28 29 33 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 38.8 65.5 61.0 43.2 38.6 58.3 57.8
Old : 44.1 38.8 65.5 61.0 43.2 38.6 58.3 57.8
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, December 2, 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 : 634,276: 12,624 14,459 14,536 602,134 597,866 629,294 626,861: 4,982 7,415
Old : 634,276: 12,624 14,459 14,536 602,134 597,866 629,294 626,861: 4,982 7,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -46,594: 273 2,209 -83 -47,021 -50,517 -46,831 -48,391: 237 1,797
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.3 2.3 94.9 94.3 99.2 98.8: 0.8 1.2
Old : 100.0: 2.0 2.3 2.3 94.9 94.3 99.2 98.8: 0.8 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 3 3 5 48 36 53 42:
Old : 60: 3 3 5 48 36 53 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 : 30.7 45.1 50.7 63.9 28.2 43.9 46.5 58.7
Old : 30.7 45.1 50.7 63.9 28.2 43.9 46.5 58.7
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, December 2, 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 : 267,005: 3,033 14,127 2,323 255,798 244,529 261,154 260,979: 5,851 6,026
Old : 267,005: 3,033 14,127 2,323 255,798 244,529 261,154 260,979: 5,851 6,026
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 5,126: 178 -65 2 4,705 5,130 4,885 5,067: 241 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.3 0.9 95.8 91.6 97.8 97.7: 2.2 2.3
Old : 100.0: 1.1 5.3 0.9 95.8 91.6 97.8 97.7: 2.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 3 4 33 33 38 38:
Old : 54: 3 3 4 33 33 38 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 : 55.8 42.5 71.0 71.9 51.9 40.2 62.9 65.0
Old : 55.8 42.5 71.0 71.9 51.9 40.2 62.9 65.0
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, December 2, 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 : 271,256: 487 2,842 6,158 257,932 259,495 264,577 268,495: 6,679 2,761
Old : 271,256: 487 2,842 6,158 257,932 259,495 264,577 268,495: 6,679 2,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -2,668: 239 922 -119 -4,008 -3,533 -3,888 -2,730: 1,220 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.0 2.3 95.1 95.7 97.5 99.0: 2.5 1.0
Old : 100.0: 0.2 1.0 2.3 95.1 95.7 97.5 99.0: 2.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 3 4 33 46 39 50:
Old : 58: 3 3 4 33 46 39 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 30.0 77.9 51.3 53.6 29.7 76.5 48.2
Old : 54.1 30.0 77.9 51.3 53.6 29.7 76.5 48.2
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, December 2, 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 : 104,916: 4,864 397 2,190 93,318 90,259 100,372 92,846: 4,544 12,070
Old : 104,916: 4,864 397 2,190 93,318 90,259 100,372 92,846: 4,544 12,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 7: -1,589 56 229 939 578 -421 863: 428 -856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.4 2.1 88.9 86.0 95.7 88.5: 4.3 11.5
Old : 100.0: 4.6 0.4 2.1 88.9 86.0 95.7 88.5: 4.3 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 2 22 23 24 26:
Old : 30: 1 2 2 22 23 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 : 56.2 52.3 78.4 73.4 55.3 51.8 75.0 70.4
Old : 56.2 52.3 78.4 73.4 55.3 51.8 75.0 70.4
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,995: 299 1,107 5,699 80,646 89,053 86,644 95,859: 18,351 9,136
Old : 104,995: 299 1,107 5,699 80,646 89,053 86,644 95,859: 18,351 9,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 149: 0 60 -60 -2,941 -891 -3,001 -891: 3,150 1,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.1 5.4 76.8 84.8 82.5 91.3: 17.5 8.7
Old : 100.0: 0.3 1.1 5.4 76.8 84.8 82.5 91.3: 17.5 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 19 19 21 21:
Old : 28: 1 1 2 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 47.9 70.4 75.3 53.8 45.6 61.2 66.3
Old : 57.5 47.9 70.4 75.3 53.8 45.6 61.2 66.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 28,003: 300 310 0 26,677 26,775 26,977 27,085: 1,026 918
Old : 28,003: 300 310 0 26,677 26,775 26,977 27,085: 1,026 918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,240: -240 0 0 1,150 1,240 910 1,240: 330 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.1 0.0 95.3 95.6 96.3 96.7: 3.7 3.3
Old : 100.0: 1.1 1.1 0.0 95.3 95.6 96.3 96.7: 3.7 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 : 23: 1 1 0 14 11 15 12:
Old : 23: 1 1 0 14 11 15 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 : 61.7 74.4 85.0 92.6 61.5 74.4 80.0 85.3
Old : 61.7 74.4 85.0 92.6 61.5 74.4 80.0 85.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,400: 1,309 1,650 1,652 76,536 73,571 79,497 76,873: 6,903 9,527
Old : 86,400: 1,309 1,650 1,652 76,536 73,571 79,497 76,873: 6,903 9,527
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -212: -120 -56 144 64 -2,272 88 -2,184: -300 1,972
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.9 1.9 88.6 85.2 92.0 89.0: 8.0 11.0
Old : 100.0: 1.5 1.9 1.9 88.6 85.2 92.0 89.0: 8.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 18 17 20 19:
Old : 25: 1 1 2 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 55.0 79.7 75.1 62.1 54.7 76.9 72.4
Old : 63.1 55.0 79.7 75.1 62.1 54.7 76.9 72.4
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, December 2, 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 : 219,584: 0 2,706 0 210,385 210,897 210,385 213,603: 9,199 5,981
Old : 219,584: 0 2,706 0 210,385 210,897 210,385 213,603: 9,199 5,981
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,179: 0 0 0 1,102 1,164 1,102 1,164: 77 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 95.8 96.0 95.8 97.3: 4.2 2.7
Old : 100.0: 0.0 1.2 0.0 95.8 96.0 95.8 97.3: 4.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 0 1 0 29 30 29 31:
Old : 41: 0 1 0 29 30 29 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 : 52.5 45.0 73.3 69.3 46.0 44.3 64.5 65.4
Old : 52.5 45.0 73.3 69.3 46.0 44.3 64.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 95,577: 0 0 0 86,065 89,914 86,065 89,914: 9,512 5,663
Old : 95,577: 0 0 0 86,065 89,914 86,065 89,914: 9,512 5,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 335: 0 0 0 335 273 335 273: 0 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.0 94.1 90.0 94.1: 10.0 5.9
Old : 100.0: 0.0 0.0 0.0 90.0 94.1 90.0 94.1: 10.0 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 : 29: 0 0 0 21 16 21 16:
Old : 29: 0 0 0 21 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 57.7 71.2 81.8 50.5 56.6 67.6 74.7
Old : 50.5 57.7 71.2 81.8 50.5 56.6 67.6 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 12,116: 240 0 0 11,205 11,026 11,445 11,026: 671 1,090
Old : 12,116: 240 0 0 11,205 11,026 11,445 11,026: 671 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 0 -270 0 -270: 0 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 92.5 91.0 94.5 91.0: 5.5 9.0
Old : 100.0: 2.0 0.0 0.0 92.5 91.0 94.5 91.0: 5.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 10 13 11 13:
Old : 20: 1 0 0 10 13 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 : 75.5 70.3 89.0 83.5 74.3 70.3 86.1 82.6
Old : 75.5 70.3 89.0 83.5 74.3 70.3 86.1 82.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 326,875: 1,155 279 0 315,985 319,991 317,140 320,270: 9,735 6,605
Old : 326,875: 1,155 279 0 315,985 319,991 317,140 320,270: 9,735 6,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 3,213: -79 279 0 1,033 3,120 954 3,399: 2,259 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 0.0 96.7 97.9 97.0 98.0: 3.0 2.0
Old : 100.0: 0.4 0.1 0.0 96.7 97.9 97.0 98.0: 3.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 1 1 0 49 38 50 39:
Old : 61: 1 1 0 49 38 50 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 64.3 54.6 82.8 33.6 60.5 46.9 74.4
Old : 39.3 64.3 54.6 82.8 33.6 60.5 46.9 74.4
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,113: 2,483 6,132 1,768 63,819 56,892 68,070 64,792: 6,043 9,321
Old : 74,113: 2,483 6,132 1,768 63,819 56,892 68,070 64,792: 6,043 9,321
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 227: 754 118 -476 101 -503 379 -861: -152 1,088
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 8.3 2.4 86.1 76.8 91.8 87.4: 8.2 12.6
Old : 100.0: 3.4 8.3 2.4 86.1 76.8 91.8 87.4: 8.2 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 : 27: 1 1 2 19 20 21 22:
Old : 27: 1 1 2 19 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 : 58.0 43.5 75.1 64.4 56.2 38.4 70.1 56.0
Old : 58.0 43.5 75.1 64.4 56.2 38.4 70.1 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,201: 3,140 0 1,637 56,574 59,113 61,351 60,750: 5,850 6,451
Old : 67,201: 3,140 0 1,637 56,574 59,113 61,351 60,750: 5,850 6,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -436: 254 0 -185 -731 -375 -662 -560: 226 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 2.4 84.2 88.0 91.3 90.4: 8.7 9.6
Old : 100.0: 4.7 0.0 2.4 84.2 88.0 91.3 90.4: 8.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 17 17 19 19:
Old : 23: 2 0 2 17 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 56.3 71.6 78.9 46.3 52.6 66.4 70.6
Old : 49.6 56.3 71.6 78.9 46.3 52.6 66.4 70.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 122,341: 12,240 4,211 899 101,195 111,330 114,334 116,440: 8,007 5,901
Old : 122,341: 12,240 4,211 899 101,195 111,330 114,334 116,440: 8,007 5,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -383: -3,547 -992 0 -897 -383 -4,444 -1,375: 4,061 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 3.4 0.7 82.7 91.0 93.5 95.2: 6.5 4.8
Old : 100.0: 10.0 3.4 0.7 82.7 91.0 93.5 95.2: 6.5 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 : 50: 3 6 1 23 27 26 34:
Old : 50: 3 6 1 23 27 26 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 : 62.0 46.4 75.1 71.9 55.9 39.0 62.9 56.3
Old : 62.0 46.4 75.1 71.9 55.9 39.0 62.9 56.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,472: 19,469 2,412 3,926 76,985 89,232 100,380 95,570: 3,092 7,902
Old : 103,472: 19,469 2,412 3,926 76,985 89,232 100,380 95,570: 3,092 7,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 381: -3,727 -4,350 56 2,402 325 -1,269 -3,969: 1,650 4,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 2.3 3.8 74.4 86.2 97.0 92.4: 3.0 7.6
Old : 100.0: 18.8 2.3 3.8 74.4 86.2 97.0 92.4: 3.0 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 6 4 4 33 32 39 40:
Old : 59: 6 4 4 33 32 39 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 : 34.7 50.0 57.1 62.8 33.7 46.0 54.6 58.6
Old : 34.7 50.0 57.1 62.8 33.7 46.0 54.6 58.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,447: 638 5,500 90 59,480 54,282 60,208 59,872: 2,239 2,575
Old : 62,447: 638 5,500 90 59,480 54,282 60,208 59,872: 2,239 2,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 -780 0 -990 -600 -990 -1,380: 990 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 8.8 0.1 95.2 86.9 96.4 95.9: 3.6 4.1
Old : 100.0: 1.0 8.8 0.1 95.2 86.9 96.4 95.9: 3.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 14 19 16 21:
Old : 29: 2 1 1 14 19 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 52.6 90.7 71.5 68.5 48.8 80.8 65.3
Old : 75.0 52.6 90.7 71.5 68.5 48.8 80.8 65.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 166,630: 987 713 920 156,891 156,481 158,798 158,114: 7,832 8,516
Old : 166,630: 987 713 920 156,891 156,481 158,798 158,114: 7,832 8,516
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 933: 509 713 920 798 -148 2,227 1,485: -1,294 -552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.4 0.6 94.2 93.9 95.3 94.9: 4.7 5.1
Old : 100.0: 0.6 0.4 0.6 94.2 93.9 95.3 94.9: 4.7 5.1
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 : 38: 2 1 1 31 27 34 28:
Old : 38: 2 1 1 31 27 34 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 48.8 67.9 69.6 42.4 31.9 52.6 48.9
Old : 52.4 48.8 67.9 69.6 42.4 31.9 52.6 48.9
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,825: 584 3,372 1,478 50,451 49,024 52,513 53,874: 6,312 4,951
Old : 58,825: 584 3,372 1,478 50,451 49,024 52,513 53,874: 6,312 4,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 617: 31 456 -487 217 -36 -239 -67: 856 684
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.7 2.5 85.8 83.3 89.3 91.6: 10.7 8.4
Old : 100.0: 1.0 5.7 2.5 85.8 83.3 89.3 91.6: 10.7 8.4
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 : 23: 1 1 2 16 15 18 17:
Old : 23: 1 1 2 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 56.5 71.4 75.9 47.7 52.3 57.9 63.0
Old : 53.9 56.5 71.4 75.9 47.7 52.3 57.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,684: 0 3,842 3,067 101,471 97,150 104,538 104,059: 5,146 5,625
Old : 109,684: 0 3,842 3,067 101,471 97,150 104,538 104,059: 5,146 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -974: 0 0 0 -3,001 -928 -3,001 -928: 2,027 -46
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 2.8 92.5 88.6 95.3 94.9: 4.7 5.1
Old : 100.0: 0.0 3.5 2.8 92.5 88.6 95.3 94.9: 4.7 5.1
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 : 36: 0 3 2 22 28 24 31:
Old : 36: 0 3 2 22 28 24 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 : 58.1 37.3 77.0 59.8 48.8 31.1 58.4 44.2
Old : 58.1 37.3 77.0 59.8 48.8 31.1 58.4 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - DEMARCATION POOL (BASIS) - ICE FUTURES ENERGY DIV Code-0233BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,713: 3,172 478 183 25,407 26,554 28,762 27,215: 1,951 3,498
Old : 30,713: 3,172 478 183 25,407 26,554 28,762 27,215: 1,951 3,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 453: -269 0 93 615 116 439 209: 14 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 1.6 0.6 82.7 86.5 93.6 88.6: 6.4 11.4
Old : 100.0: 10.3 1.6 0.6 82.7 86.5 93.6 88.6: 6.4 11.4
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 1 1 11 15 12 17:
Old : 20: 1 1 1 11 15 12 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 : 73.3 69.2 87.7 80.7 71.3 69.2 85.3 78.2
Old : 73.3 69.2 87.7 80.7 71.3 69.2 85.3 78.2
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,344: 5,899 0 210 76,587 81,810 82,696 82,020: 4,648 5,324
Old : 87,344: 5,899 0 210 76,587 81,810 82,696 82,020: 4,648 5,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -466: 220 0 0 -1,318 -441 -1,098 -441: 632 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.2 87.7 93.7 94.7 93.9: 5.3 6.1
Old : 100.0: 6.8 0.0 0.2 87.7 93.7 94.7 93.9: 5.3 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 : 29: 3 0 2 19 18 22 20:
Old : 29: 3 0 2 19 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 58.2 70.1 80.9 45.7 53.0 62.0 71.0
Old : 49.5 58.2 70.1 80.9 45.7 53.0 62.0 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,772: 8,235 0 0 14,837 25,409 23,072 25,409: 2,700 363
Old : 25,772: 8,235 0 0 14,837 25,409 23,072 25,409: 2,700 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 248: 0 0 0 -2,332 248 -2,332 248: 2,580 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 0.0 0.0 57.6 98.6 89.5 98.6: 10.5 1.4
Old : 100.0: 32.0 0.0 0.0 57.6 98.6 89.5 98.6: 10.5 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 : 21: 2 0 0 10 14 12 14:
Old : 21: 2 0 0 10 14 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 51.9 84.5 81.5 60.4 51.9 70.3 80.3
Old : 66.7 51.9 84.5 81.5 60.4 51.9 70.3 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 123,359: 1,998 11,828 520 109,790 109,669 112,308 122,017: 11,051 1,342
Old : 123,359: 1,998 11,828 520 109,790 109,669 112,308 122,017: 11,051 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 2,040: -797 -178 0 701 2,218 -96 2,040: 2,136 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 9.6 0.4 89.0 88.9 91.0 98.9: 9.0 1.1
Old : 100.0: 1.6 9.6 0.4 89.0 88.9 91.0 98.9: 9.0 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 : 24: 1 1 1 16 18 17 20:
Old : 24: 1 1 1 16 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 68.5 79.3 89.1 62.2 68.0 77.8 88.3
Old : 63.4 68.5 79.3 89.1 62.2 68.0 77.8 88.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 212,102: 1,002 10,933 5,040 192,607 187,722 198,649 203,695: 13,453 8,407
Old : 212,102: 1,002 10,933 5,040 192,607 187,722 198,649 203,695: 13,453 8,407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -2,041: -2,423 233 977 -607 -5,469 -2,053 -4,259: 12 2,218
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.2 2.4 90.8 88.5 93.7 96.0: 6.3 4.0
Old : 100.0: 0.5 5.2 2.4 90.8 88.5 93.7 96.0: 6.3 4.0
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: 1 3 3 32 28 35 32:
Old : 44: 1 3 3 32 28 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 : 42.9 46.9 59.0 67.6 39.8 42.1 55.0 61.2
Old : 42.9 46.9 59.0 67.6 39.8 42.1 55.0 61.2
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 30,296: 1,460 3,096 0 26,789 25,179 28,249 28,275: 2,047 2,021
Old : 30,296: 1,460 3,096 0 26,789 25,179 28,249 28,275: 2,047 2,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 2,604: 484 0 0 2,480 1,224 2,964 1,224: -360 1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.2 0.0 88.4 83.1 93.2 93.3: 6.8 6.7
Old : 100.0: 4.8 10.2 0.0 88.4 83.1 93.2 93.3: 6.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 0 14 17 16 19:
Old : 25: 2 2 0 14 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 55.3 82.4 73.5 60.3 55.3 77.7 72.3
Old : 62.7 55.3 82.4 73.5 60.3 55.3 77.7 72.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,016: 210 0 0 27,072 29,834 27,282 29,834: 3,734 1,182
Old : 31,016: 210 0 0 27,072 29,834 27,282 29,834: 3,734 1,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 -810 0 -810 0: 810 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 87.3 96.2 88.0 96.2: 12.0 3.8
Old : 100.0: 0.7 0.0 0.0 87.3 96.2 88.0 96.2: 12.0 3.8
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: 1 0 0 12 15 13 15:
Old : 23: 1 0 0 12 15 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 68.0 81.8 87.7 65.5 62.9 75.0 78.5
Old : 66.0 68.0 81.8 87.7 65.5 62.9 75.0 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 261,864: 0 22,857 1,638 248,879 232,116 250,517 256,611: 11,347 5,253
Old : 261,864: 0 22,857 1,638 248,879 232,116 250,517 256,611: 11,347 5,253
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,130: 0 459 0 -433 1,312 -433 1,771: 1,563 -641
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 0.6 95.0 88.6 95.7 98.0: 4.3 2.0
Old : 100.0: 0.0 8.7 0.6 95.0 88.6 95.7 98.0: 4.3 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 0 6 3 39 35 42 41:
Old : 54: 0 6 3 39 35 42 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 51.1 66.5 68.3 41.0 48.9 62.3 65.3
Old : 42.5 51.1 66.5 68.3 41.0 48.9 62.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 72,372: 0 0 0 67,733 67,080 67,733 67,080: 4,639 5,292
Old : 72,372: 0 0 0 67,733 67,080 67,733 67,080: 4,639 5,292
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 850: 0 0 0 52 293 52 293: 798 557
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 92.7 93.6 92.7: 6.4 7.3
Old : 100.0: 0.0 0.0 0.0 93.6 92.7 93.6 92.7: 6.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 19 18 19 18:
Old : 25: 0 0 0 19 18 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 : 52.2 58.3 76.1 81.9 47.2 54.9 71.0 76.0
Old : 52.2 58.3 76.1 81.9 47.2 54.9 71.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 83,195: 0 0 0 80,126 78,376 80,126 78,376: 3,069 4,819
Old : 83,195: 0 0 0 80,126 78,376 80,126 78,376: 3,069 4,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 323: 0 0 0 323 -824 323 -824: 0 1,147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 94.2 96.3 94.2: 3.7 5.8
Old : 100.0: 0.0 0.0 0.0 96.3 94.2 96.3 94.2: 3.7 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 : 28: 0 0 0 22 17 22 17:
Old : 28: 0 0 0 22 17 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 45.4 67.2 72.4 39.3 41.1 57.5 56.5
Old : 43.6 45.4 67.2 72.4 39.3 41.1 57.5 56.5
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, December 2, 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 : 71,226: 0 0 0 65,345 64,074 65,345 64,074: 5,881 7,152
Old : 71,226: 0 0 0 65,345 64,074 65,345 64,074: 5,881 7,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,957: 0 0 0 630 1,027 630 1,027: 1,327 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 90.0 91.7 90.0: 8.3 10.0
Old : 100.0: 0.0 0.0 0.0 91.7 90.0 91.7 90.0: 8.3 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 14 21 14:
Old : 25: 0 0 0 21 14 21 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 : 37.8 67.7 58.7 84.9 35.4 63.7 53.2 73.2
Old : 37.8 67.7 58.7 84.9 35.4 63.7 53.2 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 19,639: 0 341 0 19,122 17,010 19,122 17,351: 517 2,288
Old : 19,639: 0 341 0 19,122 17,010 19,122 17,351: 517 2,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 360: 0 0 0 360 -90 360 -90: 0 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 97.4 86.6 97.4 88.3: 2.6 11.7
Old : 100.0: 0.0 1.7 0.0 97.4 86.6 97.4 88.3: 2.6 11.7
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 : 20: 0 1 0 9 14 9 15:
Old : 20: 0 1 0 9 14 9 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 : 88.9 52.6 97.2 74.8 87.8 52.6 93.8 74.8
Old : 88.9 52.6 97.2 74.8 87.8 52.6 93.8 74.8
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, December 2, 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 : 147,305: 17,291 9,782 14,282 114,692 122,709 146,265 146,773: 1,040 532
Old : 147,305: 17,291 9,782 14,282 114,692 122,709 146,265 146,773: 1,040 532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -3,991: -852 92 -1,895 -1,258 -2,227 -4,005 -4,030: 14 39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 6.6 9.7 77.9 83.3 99.3 99.6: 0.7 0.4
Old : 100.0: 11.7 6.6 9.7 77.9 83.3 99.3 99.6: 0.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 10 13 16 51 54 69 75:
Old : 81: 10 13 16 51 54 69 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 25.2 60.4 44.5 28.2 16.9 39.2 30.0
Old : 40.5 25.2 60.4 44.5 28.2 16.9 39.2 30.0
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, December 2, 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 : 39,950: 2,052 2,611 2,614 35,284 34,724 39,950 39,950: -0 -0
Old : 39,950: 2,052 2,611 2,614 35,284 34,724 39,950 39,950: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -2,314: 128 -215 -370 -2,048 -1,705 -2,290 -2,290: -24 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.5 6.5 88.3 86.9 100.0 100.0: -0.0 -0.0
Old : 100.0: 5.1 6.5 6.5 88.3 86.9 100.0 100.0: -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 : 32: 4 2 4 24 19 29 24:
Old : 32: 4 2 4 24 19 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 52.4 79.5 74.7 45.6 43.6 61.2 61.8
Old : 56.2 52.4 79.5 74.7 45.6 43.6 61.2 61.8
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, December 2, 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 : 329,414: 18,684 21,423 24,510 286,220 283,481 329,414 329,414: 0 0
Old : 329,414: 18,684 21,423 24,510 286,220 283,481 329,414 329,414: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -24,757: -5,680 -2,291 0 -19,077 -22,466 -24,757 -24,757: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 6.5 7.4 86.9 86.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 6.5 7.4 86.9 86.1 100.0 100.0: 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 : 28: 1 2 1 18 21 19 24:
Old : 28: 1 2 1 18 21 19 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 : 60.0 59.8 87.8 83.3 54.2 54.7 73.3 72.0
Old : 60.0 59.8 87.8 83.3 54.2 54.7 73.3 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 1,495,064: 15,840 17,123 55,445 1,423,779 1,422,496 1,495,064 1,495,064: 0 0
Old : 1,495,064: 15,840 17,123 55,445 1,423,779 1,422,496 1,495,064 1,495,064: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -2,668: -1,160 1,921 -3,536 2,028 -1,053 -2,668 -2,668: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.1 3.7 95.2 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 1.1 3.7 95.2 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 : 61: 5 5 7 40 43 49 52:
Old : 61: 5 5 7 40 43 49 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 39.6 70.0 58.9 29.5 26.2 39.6 35.5
Old : 52.8 39.6 70.0 58.9 29.5 26.2 39.6 35.5
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 52,470: 2,165 5,808 5,387 44,885 41,218 52,437 52,413: 33 57
Old : 52,470: 2,165 5,808 5,387 44,885 41,218 52,437 52,413: 33 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 305: -3 -85 -12 330 412 315 315: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 11.1 10.3 85.5 78.6 99.9 99.9: 0.1 0.1
Old : 100.0: 4.1 11.1 10.3 85.5 78.6 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 4 20 18 24 25:
Old : 31: 3 4 4 20 18 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 53.9 81.7 80.3 45.2 48.3 58.3 62.9
Old : 55.2 53.9 81.7 80.3 45.2 48.3 58.3 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 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 : 286,035: 1,945 51,932 22,860 261,230 211,243 286,035 286,035: 0 0
Old : 286,035: 1,945 51,932 22,860 261,230 211,243 286,035 286,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,886: 0 -9 0 1,886 1,895 1,886 1,886: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 18.2 8.0 91.3 73.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 18.2 8.0 91.3 73.9 100.0 100.0: 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 : 27: 2 3 2 15 15 18 19:
Old : 27: 2 3 2 15 15 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 60.4 85.9 87.4 45.8 44.0 62.8 61.5
Old : 61.2 60.4 85.9 87.4 45.8 44.0 62.8 61.5
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 624,675: 35,661 11,023 19,582 569,432 594,070 624,675 624,675: 0 0
Old : 624,675: 35,661 11,023 19,582 569,432 594,070 624,675 624,675: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 685: 2,304 0 0 -1,619 685 685 685: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.8 3.1 91.2 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.7 1.8 3.1 91.2 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 : 43: 5 1 2 31 29 37 31:
Old : 43: 5 1 2 31 29 37 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 : 48.2 49.9 72.2 68.5 31.7 39.9 51.9 53.3
Old : 48.2 49.9 72.2 68.5 31.7 39.9 51.9 53.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 53,986: 5,061 5,593 2,180 45,645 46,024 52,886 53,797: 1,100 189
Old : 53,986: 5,061 5,593 2,180 45,645 46,024 52,886 53,797: 1,100 189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,861: 22 -510 0 1,839 2,371 1,861 1,861: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 10.4 4.0 84.5 85.3 98.0 99.6: 2.0 0.4
Old : 100.0: 9.4 10.4 4.0 84.5 85.3 98.0 99.6: 2.0 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: 4 1 3 26 30 31 33:
Old : 37: 4 1 3 26 30 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 58.9 68.1 71.4 37.1 57.1 52.9 65.7
Old : 46.5 58.9 68.1 71.4 37.1 57.1 52.9 65.7
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,806: 470 0 0 51,087 52,335 51,557 52,335: 1,249 471
Old : 52,806: 470 0 0 51,087 52,335 51,557 52,335: 1,249 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 6,125: -50 0 0 6,175 6,125 6,125 6,125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 96.7 99.1 97.6 99.1: 2.4 0.9
Old : 100.0: 0.9 0.0 0.0 96.7 99.1 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 24 21 25 21:
Old : 32: 1 0 0 24 21 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 81.3 76.8 92.1 57.7 77.3 75.1 86.6
Old : 58.2 81.3 76.8 92.1 57.7 77.3 75.1 86.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,535: 465 0 300 64,460 64,875 65,225 65,175: 310 360
Old : 65,535: 465 0 300 64,460 64,875 65,225 65,175: 310 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 5,375: 0 0 0 5,375 5,375 5,375 5,375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.5 98.4 99.0 99.5 99.5: 0.5 0.5
Old : 100.0: 0.7 0.0 0.5 98.4 99.0 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 1 32 21 33 22:
Old : 37: 1 0 1 32 21 33 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 : 55.2 81.1 72.7 92.6 53.0 74.9 67.9 84.1
Old : 55.2 81.1 72.7 92.6 53.0 74.9 67.9 84.1
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,635: 100 110 0 12,475 12,525 12,575 12,635: 60 0
Old : 12,635: 100 110 0 12,475 12,525 12,575 12,635: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.9 0.0 98.7 99.1 99.5 100.0: 0.5 0.0
Old : 100.0: 0.8 0.9 0.0 98.7 99.1 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 20 17 21 18:
Old : 31: 1 1 0 20 17 21 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 : 62.3 63.0 80.1 86.0 60.6 57.9 75.4 80.9
Old : 62.3 63.0 80.1 86.0 60.6 57.9 75.4 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 272,400: 9,328 0 3,552 259,520 268,848 272,400 272,400: 0 0
Old : 272,400: 9,328 0 3,552 259,520 268,848 272,400 272,400: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -2,352: -392 0 0 -1,960 -2,352 -2,352 -2,352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 1.3 95.3 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.4 0.0 1.3 95.3 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 : 32: 2 0 1 23 20 25 21:
Old : 32: 2 0 1 23 20 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 76.4 67.6 90.9 39.3 61.9 53.0 66.1
Old : 47.5 76.4 67.6 90.9 39.3 61.9 53.0 66.1
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,879: 3,154 566 177 5,450 7,664 8,781 8,407: 98 472
Old : 8,879: 3,154 566 177 5,450 7,664 8,781 8,407: 98 472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 0 -152 0 -152: 0 152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 6.4 2.0 61.4 86.3 98.9 94.7: 1.1 5.3
Old : 100.0: 35.5 6.4 2.0 61.4 86.3 98.9 94.7: 1.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 18 16 22 19:
Old : 29: 3 2 2 18 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 47.1 77.2 71.9 53.2 41.3 70.8 59.7
Old : 54.0 47.1 77.2 71.9 53.2 41.3 70.8 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,360: 0 185 0 18,120 18,175 18,120 18,360: 240 0
Old : 18,360: 0 185 0 18,120 18,175 18,120 18,360: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 150: 0 110 0 150 100 150 210: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 98.7 99.0 98.7 100.0: 1.3 0.0
Old : 100.0: 0.0 1.0 0.0 98.7 99.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 0 3 0 21 23 21 26:
Old : 37: 0 3 0 21 23 21 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 : 56.7 60.7 75.4 77.9 48.9 48.2 62.6 61.1
Old : 56.7 60.7 75.4 77.9 48.9 48.2 62.6 61.1
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,499: 0 565 360 12,789 12,334 13,149 13,259: 350 240
Old : 13,499: 0 565 360 12,789 12,334 13,149 13,259: 350 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 2.7 94.7 91.4 97.4 98.2: 2.6 1.8
Old : 100.0: 0.0 4.2 2.7 94.7 91.4 97.4 98.2: 2.6 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 21 18 22 19:
Old : 26: 0 1 1 21 18 22 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 : 43.7 58.9 71.6 83.4 40.0 47.5 62.6 63.6
Old : 43.7 58.9 71.6 83.4 40.0 47.5 62.6 63.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 16,922: 1,268 79 515 14,569 15,163 16,352 15,757: 570 1,165
Old : 16,922: 1,268 79 515 14,569 15,163 16,352 15,757: 570 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 88: 64 0 -20 25 108 69 88: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.5 3.0 86.1 89.6 96.6 93.1: 3.4 6.9
Old : 100.0: 7.5 0.5 3.0 86.1 89.6 96.6 93.1: 3.4 6.9
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 1 2 24 22 26 24:
Old : 30: 1 1 2 24 22 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 56.7 63.2 71.2 30.4 38.2 46.0 48.9
Old : 39.3 56.7 63.2 71.2 30.4 38.2 46.0 48.9
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,651: 0 12,222 878 46,492 34,538 47,370 47,638: 281 13
Old : 47,651: 0 12,222 878 46,492 34,538 47,370 47,638: 281 13
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 111: 0 214 -5 455 -98 450 111: -339 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.6 1.8 97.6 72.5 99.4 100.0: 0.6 0.0
Old : 100.0: 0.0 25.6 1.8 97.6 72.5 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 1 34 32 35 36:
Old : 40: 0 4 1 34 32 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 48.9 69.4 69.3 44.5 44.9 60.1 64.6
Old : 49.7 48.9 69.4 69.3 44.5 44.9 60.1 64.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,726: 180 10,806 1,632 53,623 43,231 55,435 55,669: 291 57
Old : 55,726: 180 10,806 1,632 53,623 43,231 55,435 55,669: 291 57
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 300: 0 104 0 310 180 310 284: -10 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 19.4 2.9 96.2 77.6 99.5 99.9: 0.5 0.1
Old : 100.0: 0.3 19.4 2.9 96.2 77.6 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 6 2 34 36 38 42:
Old : 47: 2 6 2 34 36 38 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 : 54.3 38.9 72.9 60.2 48.6 35.5 64.0 56.0
Old : 54.3 38.9 72.9 60.2 48.6 35.5 64.0 56.0
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 35,435: 200 1,455 0 34,965 33,910 35,165 35,365: 270 70
Old : 35,435: 200 1,455 0 34,965 33,910 35,165 35,365: 270 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,890: 0 0 0 1,890 1,890 1,890 1,890: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.1 0.0 98.7 95.7 99.2 99.8: 0.8 0.2
Old : 100.0: 0.6 4.1 0.0 98.7 95.7 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 26 14 27 15:
Old : 30: 1 1 0 26 14 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 84.9 61.3 95.3 35.4 72.0 55.0 78.6
Old : 37.6 84.9 61.3 95.3 35.4 72.0 55.0 78.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,995: 20 1,460 80 43,775 42,455 43,875 43,995: 120 0
Old : 43,995: 20 1,460 80 43,775 42,455 43,875 43,995: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 220: 0 0 0 220 220 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.2 99.5 96.5 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 3.3 0.2 99.5 96.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 38.9 89.7 59.5 96.5 38.0 80.6 57.3 85.6
Old : 38.9 89.7 59.5 96.5 38.0 80.6 57.3 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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 399,581: 77,650 0 25,605 296,326 373,976 399,581 399,581: 0 0
Old : 399,581: 77,650 0 25,605 296,326 373,976 399,581 399,581: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 2,303: 32 0 392 1,879 1,911 2,303 2,303: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 6.4 74.2 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 19.4 0.0 6.4 74.2 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 : 38: 4 0 1 27 30 31 31:
Old : 38: 4 0 1 27 30 31 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 : 51.3 46.2 74.6 69.7 40.1 43.2 54.9 53.8
Old : 51.3 46.2 74.6 69.7 40.1 43.2 54.9 53.8
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,268: 5,728 69 929 20,469 25,933 27,126 26,931: 142 337
Old : 27,268: 5,728 69 929 20,469 25,933 27,126 26,931: 142 337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 296: -237 69 85 533 186 381 340: -85 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 0.3 3.4 75.1 95.1 99.5 98.8: 0.5 1.2
Old : 100.0: 21.0 0.3 3.4 75.1 95.1 99.5 98.8: 0.5 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 : 42: 7 1 6 26 31 34 37:
Old : 42: 7 1 6 26 31 34 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 : 47.1 41.0 69.5 61.7 42.8 38.5 60.4 51.5
Old : 47.1 41.0 69.5 61.7 42.8 38.5 60.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 14,573: 1,009 0 1,386 12,178 13,163 14,573 14,549: 0 24
Old : 14,573: 1,009 0 1,386 12,178 13,163 14,573 14,549: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -306: -75 0 77 -308 -383 -306 -306: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 9.5 83.6 90.3 100.0 99.8: 0.0 0.2
Old : 100.0: 6.9 0.0 9.5 83.6 90.3 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 3 0 1 18 9 21 10:
Old : 24: 3 0 1 18 9 21 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 89.5 76.4 98.8 38.1 73.2 56.8 73.2
Old : 49.4 89.5 76.4 98.8 38.1 73.2 56.8 73.2
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 575,551: 3,098 0 21,587 550,866 553,964 575,551 575,551: 0 0
Old : 575,551: 3,098 0 21,587 550,866 553,964 575,551 575,551: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 29,132: 793 0 0 28,339 29,132 29,132 29,132: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 3.8 95.7 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 3.8 95.7 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 25 19 27 20:
Old : 31: 2 0 1 25 19 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 86.1 75.1 95.0 52.6 74.7 66.0 76.0
Old : 56.5 86.1 75.1 95.0 52.6 74.7 66.0 76.0
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 52,405: 9,444 0 2,386 40,170 49,577 52,000 51,963: 405 442
Old : 52,405: 9,444 0 2,386 40,170 49,577 52,000 51,963: 405 442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 3,590: -522 0 66 3,982 3,543 3,526 3,609: 64 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.0 4.6 76.7 94.6 99.2 99.2: 0.8 0.8
Old : 100.0: 18.0 0.0 4.6 76.7 94.6 99.2 99.2: 0.8 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 2 20 18 24 20:
Old : 29: 4 0 2 20 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 89.2 73.9 95.0 47.3 80.4 65.9 83.7
Old : 50.8 89.2 73.9 95.0 47.3 80.4 65.9 83.7
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 57,459: 0 4,296 0 57,459 53,163 57,459 57,459: 0 0
Old : 57,459: 0 4,296 0 57,459 53,163 57,459 57,459: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 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 7.5 0.0 100.0 92.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.5 0.0 100.0 92.5 100.0 100.0: 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 : 20: 0 2 0 11 13 11 15:
Old : 20: 0 2 0 11 13 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 70.3 97.3 91.2 70.2 65.4 80.2 77.5
Old : 74.8 70.3 97.3 91.2 70.2 65.4 80.2 77.5
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,462: 4,542 38 449 11,326 15,618 16,317 16,105: 145 357
Old : 16,462: 4,542 38 449 11,326 15,618 16,317 16,105: 145 357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -38: -44 0 44 -57 -82 -57 -38: 19 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 0.2 2.7 68.8 94.9 99.1 97.8: 0.9 2.2
Old : 100.0: 27.6 0.2 2.7 68.8 94.9 99.1 97.8: 0.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 3 20 22 25 26:
Old : 30: 5 1 3 20 22 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 54.7 63.6 76.4 35.4 51.4 53.0 61.6
Old : 43.2 54.7 63.6 76.4 35.4 51.4 53.0 61.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 184,525: 39,907 0 1,520 143,098 183,005 184,525 184,525: 0 0
Old : 184,525: 39,907 0 1,520 143,098 183,005 184,525 184,525: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -1,128: -736 0 1,520 -1,912 -2,648 -1,128 -1,128: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 0.0 0.8 77.5 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 21.6 0.0 0.8 77.5 99.2 100.0 100.0: 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 : 29: 3 0 1 20 21 23 22:
Old : 29: 3 0 1 20 21 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 63.9 83.5 82.0 40.0 46.8 54.8 57.1
Old : 64.9 63.9 83.5 82.0 40.0 46.8 54.8 57.1
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,600: 1,889 164 233 9,292 10,751 11,414 11,148: 186 452
Old : 11,600: 1,889 164 233 9,292 10,751 11,414 11,148: 186 452
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 66: 0 0 0 47 -162 47 -162: 19 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.4 2.0 80.1 92.7 98.4 96.1: 1.6 3.9
Old : 100.0: 16.3 1.4 2.0 80.1 92.7 98.4 96.1: 1.6 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 2 19 21 23 24:
Old : 30: 4 1 2 19 21 23 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 : 53.7 51.4 77.0 69.9 46.2 48.3 66.3 64.1
Old : 53.7 51.4 77.0 69.9 46.2 48.3 66.3 64.1
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 119,802: 7,537 0 2,327 109,938 117,475 119,802 119,802: 0 0
Old : 119,802: 7,537 0 2,327 109,938 117,475 119,802 119,802: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -392: 0 0 0 -392 -392 -392 -392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.0 1.9 91.8 98.1 100.0 100.0: 0.0 0.0
Old : 100.0: 6.3 0.0 1.9 91.8 98.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 2 20 17 23 19:
Old : 28: 3 0 2 20 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 63.2 76.4 81.1 50.7 59.1 69.1 71.3
Old : 53.8 63.2 76.4 81.1 50.7 59.1 69.1 71.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,776: 307 1,767 1,487 18,958 17,522 20,752 20,776: 24 0
Old : 20,776: 307 1,767 1,487 18,958 17,522 20,752 20,776: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -1,007: 0 198 -198 -785 -1,007 -983 -1,007: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 8.5 7.2 91.2 84.3 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 8.5 7.2 91.2 84.3 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 16 14 18 16:
Old : 23: 1 2 1 16 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 65.1 90.0 89.3 55.4 34.8 59.0 56.5
Old : 73.3 65.1 90.0 89.3 55.4 34.8 59.0 56.5
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, December 2, 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 : 86,389: 48 547 1,949 6,798 6,394 8,795 8,890: 77,593 77,498
Old : 86,389: 48 547 1,949 6,798 6,394 8,795 8,890: 77,593 77,498
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -41,376: 29 -166 -558 -3,014 -2,724 -3,543 -3,448: -37,833 -37,928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.6 2.3 7.9 7.4 10.2 10.3: 89.8 89.7
Old : 100.0: 0.1 0.6 2.3 7.9 7.4 10.2 10.3: 89.8 89.7
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 : 23: 1 4 4 17 17 21 22:
Old : 23: 1 4 4 17 17 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 : 5.5 6.3 7.9 8.5 2.6 2.9 3.4 3.4
Old : 5.5 6.3 7.9 8.5 2.6 2.9 3.4 3.4
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,690: 0 900 25 20,060 19,765 20,085 20,690: 605 0
Old : 20,690: 0 900 25 20,060 19,765 20,085 20,690: 605 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.1 97.0 95.5 97.1 100.0: 2.9 0.0
Old : 100.0: 0.0 4.3 0.1 97.0 95.5 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 : 25: 0 1 1 19 13 20 14:
Old : 25: 0 1 1 19 13 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 78.4 78.7 94.2 45.9 74.2 68.1 78.9
Old : 47.7 78.4 78.7 94.2 45.9 74.2 68.1 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,920: 0 1,000 0 17,325 16,920 17,325 17,920: 595 0
Old : 17,920: 0 1,000 0 17,325 16,920 17,325 17,920: 595 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 96.7 94.4 96.7 100.0: 3.3 0.0
Old : 100.0: 0.0 5.6 0.0 96.7 94.4 96.7 100.0: 3.3 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 : 23: 0 1 0 17 10 17 11:
Old : 23: 0 1 0 17 10 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 : 49.4 79.7 77.1 96.5 42.8 76.9 64.5 80.2
Old : 49.4 79.7 77.1 96.5 42.8 76.9 64.5 80.2
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,715: 100 6,000 0 24,615 18,635 24,715 24,635: 0 80
Old : 24,715: 100 6,000 0 24,615 18,635 24,715 24,635: 0 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 24.3 0.0 99.6 75.4 100.0 99.7: 0.0 0.3
Old : 100.0: 0.4 24.3 0.0 99.6 75.4 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 23 9 24 10:
Old : 28: 1 1 0 23 9 24 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 80.1 76.8 98.5 49.9 74.4 67.1 83.7
Old : 54.4 80.1 76.8 98.5 49.9 74.4 67.1 83.7
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,995: 0 1,800 0 15,995 14,175 15,995 15,975: 0 20
Old : 15,995: 0 1,800 0 15,995 14,175 15,995 15,975: 0 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 365: 0 600 0 365 -235 365 365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.3 0.0 100.0 88.6 100.0 99.9: 0.0 0.1
Old : 100.0: 0.0 11.3 0.0 100.0 88.6 100.0 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 : 23: 0 1 0 18 8 18 9:
Old : 23: 0 1 0 18 8 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 : 55.6 78.7 76.4 99.2 54.7 76.7 75.5 92.5
Old : 55.6 78.7 76.4 99.2 54.7 76.7 75.5 92.5
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,530: 50 50 0 18,745 19,480 18,795 19,530: 735 0
Old : 19,530: 50 50 0 18,745 19,480 18,795 19,530: 735 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 0.0 96.0 99.7 96.2 100.0: 3.8 0.0
Old : 100.0: 0.3 0.3 0.0 96.0 99.7 96.2 100.0: 3.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 17 12 18 13:
Old : 24: 1 1 0 17 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 83.6 86.5 98.0 64.1 83.3 80.3 89.9
Old : 69.2 83.6 86.5 98.0 64.1 83.3 80.3 89.9
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,970: 200 0 0 20,085 20,970 20,285 20,970: 685 0
Old : 20,970: 200 0 0 20,085 20,970 20,285 20,970: 685 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 95.8 100.0 96.7 100.0: 3.3 0.0
Old : 100.0: 1.0 0.0 0.0 95.8 100.0 96.7 100.0: 3.3 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 : 24: 1 0 0 21 10 22 10:
Old : 24: 1 0 0 21 10 22 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 : 52.8 94.4 70.2 99.3 48.0 84.5 62.2 84.5
Old : 52.8 94.4 70.2 99.3 48.0 84.5 62.2 84.5
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,880: 250 0 0 20,975 21,880 21,225 21,880: 655 0
Old : 21,880: 250 0 0 20,975 21,880 21,225 21,880: 655 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 95.9 100.0 97.0 100.0: 3.0 0.0
Old : 100.0: 1.1 0.0 0.0 95.9 100.0 97.0 100.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 24 11 25 11:
Old : 26: 1 0 0 24 11 25 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 : 53.0 94.7 68.8 99.3 49.0 85.8 62.7 86.2
Old : 53.0 94.7 68.8 99.3 49.0 85.8 62.7 86.2
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 108,589: 2,695 525 520 105,169 107,534 108,384 108,579: 205 10
Old : 108,589: 2,695 525 520 105,169 107,534 108,384 108,579: 205 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -14: 0 100 0 -14 -114 -14 -14: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.5 0.5 96.9 99.0 99.8 100.0: 0.2 0.0
Old : 100.0: 2.5 0.5 0.5 96.9 99.0 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 : 47: 3 3 3 35 35 38 41:
Old : 47: 3 3 3 35 35 38 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 62.5 60.4 80.6 34.9 59.7 49.0 68.3
Old : 43.2 62.5 60.4 80.6 34.9 59.7 49.0 68.3
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 137,150: 4,270 705 420 132,400 136,015 137,090 137,140: 60 10
Old : 137,150: 4,270 705 420 132,400 136,015 137,090 137,140: 60 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 396: -20 0 0 416 396 396 396: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.5 0.3 96.5 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.5 0.3 96.5 99.2 100.0 100.0: 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 : 52: 3 2 3 41 37 45 41:
Old : 52: 3 2 3 41 37 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 59.5 54.9 80.1 28.2 54.0 45.6 67.9
Old : 36.5 59.5 54.9 80.1 28.2 54.0 45.6 67.9
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 163,814: 20,633 4,233 7,549 135,508 151,890 163,690 163,672: 124 142
Old : 163,814: 20,633 4,233 7,549 135,508 151,890 163,690 163,672: 124 142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 439: 822 812 -403 76 235 495 644: -56 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.6 4.6 82.7 92.7 99.9 99.9: 0.1 0.1
Old : 100.0: 12.6 2.6 4.6 82.7 92.7 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 10 4 9 43 39 56 50:
Old : 65: 10 4 9 43 39 56 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 68.0 60.2 77.4 39.9 63.3 58.9 70.9
Old : 40.8 68.0 60.2 77.4 39.9 63.3 58.9 70.9
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 98,516: 2,424 1,670 1,721 94,121 95,125 98,266 98,516: 250 0
Old : 98,516: 2,424 1,670 1,721 94,121 95,125 98,266 98,516: 250 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 830: 70 0 5 635 825 710 830: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.7 1.7 95.5 96.6 99.7 100.0: 0.3 0.0
Old : 100.0: 2.5 1.7 1.7 95.5 96.6 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 3 3 36 33 41 38:
Old : 48: 4 3 3 36 33 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 77.3 65.7 86.2 43.9 75.9 61.9 82.0
Old : 46.0 77.3 65.7 86.2 43.9 75.9 61.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,695: 620 1,395 0 18,430 18,300 19,050 19,695: 645 0
Old : 19,695: 620 1,395 0 18,430 18,300 19,050 19,695: 645 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 120: 70 0 0 50 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 7.1 0.0 93.6 92.9 96.7 100.0: 3.3 0.0
Old : 100.0: 3.1 7.1 0.0 93.6 92.9 96.7 100.0: 3.3 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 : 28: 1 1 0 24 15 25 16:
Old : 28: 1 1 0 24 15 25 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 : 52.4 73.9 71.7 95.8 52.4 70.7 71.1 84.6
Old : 52.4 73.9 71.7 95.8 52.4 70.7 71.1 84.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,070: 525 415 25 17,040 17,630 17,590 18,070: 480 0
Old : 18,070: 525 415 25 17,040 17,630 17,590 18,070: 480 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.3 0.1 94.3 97.6 97.3 100.0: 2.7 0.0
Old : 100.0: 2.9 2.3 0.1 94.3 97.6 97.3 100.0: 2.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 21 14 22 16:
Old : 27: 1 1 1 21 14 22 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 : 46.9 80.0 69.7 97.4 46.9 69.7 67.4 82.0
Old : 46.9 80.0 69.7 97.4 46.9 69.7 67.4 82.0
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 11,910: 150 0 150 11,410 11,180 11,710 11,330: 200 580
Old : 11,910: 150 0 150 11,410 11,180 11,710 11,330: 200 580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 965: 0 0 0 965 965 965 965: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.3 95.8 93.9 98.3 95.1: 1.7 4.9
Old : 100.0: 1.3 0.0 1.3 95.8 93.9 98.3 95.1: 1.7 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 : 27: 1 0 1 20 20 21 21:
Old : 27: 1 0 1 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 47.9 75.9 77.7 44.6 40.0 63.3 59.6
Old : 48.5 47.9 75.9 77.7 44.6 40.0 63.3 59.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,089: 2,708 2,650 685 25,176 25,744 28,569 29,079: 520 10
Old : 29,089: 2,708 2,650 685 25,176 25,744 28,569 29,079: 520 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,179: -50 600 0 1,194 569 1,144 1,169: 35 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.1 2.4 86.5 88.5 98.2 100.0: 1.8 0.0
Old : 100.0: 9.3 9.1 2.4 86.5 88.5 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 3 4 25 24 30 28:
Old : 33: 2 3 4 25 24 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 50.0 77.3 73.5 52.2 46.2 63.8 63.0
Old : 62.5 50.0 77.3 73.5 52.2 46.2 63.8 63.0
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,969: 4,525 0 35 13,868 18,902 18,428 18,937: 541 32
Old : 18,969: 4,525 0 35 13,868 18,902 18,428 18,937: 541 32
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: -1: 0 0 0 -6 -21 -6 -21: 5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.2 73.1 99.6 97.1 99.8: 2.9 0.2
Old : 100.0: 23.9 0.0 0.2 73.1 99.6 97.1 99.8: 2.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 19 20 21 21:
Old : 27: 2 0 1 19 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 49.6 84.3 76.1 51.9 38.7 64.9 56.0
Old : 69.2 49.6 84.3 76.1 51.9 38.7 64.9 56.0
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,807: 0 1,665 125 21,034 19,922 21,159 21,712: 648 95
Old : 21,807: 0 1,665 125 21,034 19,922 21,159 21,712: 648 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 29: 0 0 0 -98 29 -98 29: 127 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.6 96.5 91.4 97.0 99.6: 3.0 0.4
Old : 100.0: 0.0 7.6 0.6 96.5 91.4 97.0 99.6: 3.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 4 1 27 24 28 28:
Old : 35: 0 4 1 27 24 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 50.7 71.7 78.5 49.4 47.7 62.8 68.8
Old : 51.3 50.7 71.7 78.5 49.4 47.7 62.8 68.8
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,180: 27 855 263 18,305 17,952 18,595 19,070: 585 110
Old : 19,180: 27 855 263 18,305 17,952 18,595 19,070: 585 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 282: 0 0 0 162 282 162 282: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.5 1.4 95.4 93.6 96.9 99.4: 3.1 0.6
Old : 100.0: 0.1 4.5 1.4 95.4 93.6 96.9 99.4: 3.1 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 : 30: 1 1 1 23 19 24 21:
Old : 30: 1 1 1 23 19 24 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 : 60.7 49.8 74.5 75.8 60.2 45.3 70.6 67.6
Old : 60.7 49.8 74.5 75.8 60.2 45.3 70.6 67.6
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,671: 115 100 0 12,948 13,517 13,063 13,617: 608 54
Old : 13,671: 115 100 0 12,948 13,517 13,063 13,617: 608 54
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 500: 0 0 0 480 475 480 475: 20 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.7 0.0 94.7 98.9 95.6 99.6: 4.4 0.4
Old : 100.0: 0.8 0.7 0.0 94.7 98.9 95.6 99.6: 4.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 14 13 15 14:
Old : 22: 1 1 0 14 13 15 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 : 50.1 67.9 80.0 89.9 50.0 60.3 73.3 79.3
Old : 50.1 67.9 80.0 89.9 50.0 60.3 73.3 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,179: 0 210 0 9,824 9,734 9,824 9,944: 355 235
Old : 10,179: 0 210 0 9,824 9,734 9,824 9,944: 355 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 0: 0 0 0 -20 -75 -20 -75: 20 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 96.5 95.6 96.5 97.7: 3.5 2.3
Old : 100.0: 0.0 2.1 0.0 96.5 95.6 96.5 97.7: 3.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 14 14 15:
Old : 20: 0 1 0 14 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 70.8 82.1 92.4 56.5 64.5 72.7 74.8
Old : 56.5 70.8 82.1 92.4 56.5 64.5 72.7 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,855: 50 2,780 365 13,245 10,620 13,660 13,765: 195 90
Old : 13,855: 50 2,780 365 13,245 10,620 13,660 13,765: 195 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 1,010: 0 0 0 1,010 1,010 1,010 1,010: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 20.1 2.6 95.6 76.7 98.6 99.4: 1.4 0.6
Old : 100.0: 0.4 20.1 2.6 95.6 76.7 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 3 1 24 26 26 29:
Old : 34: 1 3 1 24 26 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 : 45.1 47.5 62.3 67.2 43.8 42.2 59.9 60.4
Old : 45.1 47.5 62.3 67.2 43.8 42.2 59.9 60.4
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, December 2, 2014
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 8,512: 735 200 465 6,952 7,847 8,152 8,512: 360 0
Old : 8,512: 735 200 465 6,952 7,847 8,152 8,512: 360 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 25, 2014 :
: 155: 0 0 0 155 155 155 155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 2.3 5.5 81.7 92.2 95.8 100.0: 4.2 0.0
Old : 100.0: 8.6 2.3 5.5 81.7 92.2 95.8 100.0: 4.2 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 : 22: 1 1 1 17 16 18 18:
Old : 22: 1 1 1 17 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 64.2 81.4 89.1 46.5 57.2 67.3 75.2
Old : 55.9 64.2 81.4 89.1 46.5 57.2 67.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 6, 2014