CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,859: 7,189 4,950 805 7,824 10,070 15,818 15,825: 41 34
Old : 15,859: 7,189 4,950 805 7,824 10,070 15,818 15,825: 41 34
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 1,075: 986 36 10 75 996 1,070 1,041: 5 34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 31.2 5.1 49.3 63.5 99.7 99.8: 0.3 0.2
Old : 100.0: 45.3 31.2 5.1 49.3 63.5 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 2 6 7 15 12:
Old : 20: 8 4 2 6 7 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 : 88.2 69.3 97.1 93.1 72.6 60.6 74.7 74.2
Old : 88.2 69.3 97.1 93.1 72.6 60.6 74.7 74.2
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,195: 3,941 7,469 1,094 22,160 18,632 27,195 27,195: -0 -0
Old : 27,195: 3,941 7,469 1,094 22,160 18,632 27,195 27,195: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -8: -708 0 8 692 -16 -8 -8: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 27.5 4.0 81.5 68.5 100.0 100.0: -0.0 -0.0
Old : 100.0: 14.5 27.5 4.0 81.5 68.5 100.0 100.0: -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: 6 4 2 10 8 17 14:
Old : 23: 6 4 2 10 8 17 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 : 74.0 73.2 92.5 94.7 47.8 47.8 54.0 54.0
Old : 74.0 73.2 92.5 94.7 47.8 47.8 54.0 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 27,415: 1,873 1,894 1,158 24,295 24,033 27,326 27,085: 89 330
Old : 27,415: 1,873 1,894 1,158 24,295 24,033 27,326 27,085: 89 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 6.9 4.2 88.6 87.7 99.7 98.8: 0.3 1.2
Old : 100.0: 6.8 6.9 4.2 88.6 87.7 99.7 98.8: 0.3 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 : 20: 5 2 5 11 9 18 15:
Old : 20: 5 2 5 11 9 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 82.4 93.0 94.6 43.2 46.0 48.2 48.9
Old : 75.3 82.4 93.0 94.6 43.2 46.0 48.2 48.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,363,278: 377,152 310,957 945,889 3,008,364 3,089,743 4,331,405 4,346,589: 31,873 16,689
Old : 4,363,278: 377,152 310,957 945,889 3,008,364 3,089,743 4,331,405 4,346,589: 31,873 16,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -9,109: -32,878 -6,550 -36,822 61,544 34,400 -8,156 -8,972: -953 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.1 21.7 68.9 70.8 99.3 99.6: 0.7 0.4
Old : 100.0: 8.6 7.1 21.7 68.9 70.8 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 : 219: 30 44 57 139 114 205 180:
Old : 219: 30 44 57 139 114 205 180:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.7 26.6 34.7 42.7 14.5 18.8 21.2 29.0
Old : 23.7 26.6 34.7 42.7 14.5 18.8 21.2 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,500,034: 115,386 42,370 1,365,018 1,019,530 1,091,871 2,499,935 2,499,260: 100 774
Old : 2,500,034: 115,386 42,370 1,365,018 1,019,530 1,091,871 2,499,935 2,499,260: 100 774
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 76,644: -5,499 -371 65,088 17,027 11,927 76,616 76,644: 27 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.7 54.6 40.8 43.7 100.0 100.0: 0.0 0.0
Old : 100.0: 4.6 1.7 54.6 40.8 43.7 100.0 100.0: 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 : 105: 26 20 40 58 52 101 95:
Old : 105: 26 20 40 58 52 101 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.4 34.1 56.4 56.3 2.6 3.7 3.9 4.7
Old : 35.4 34.1 56.4 56.3 2.6 3.7 3.9 4.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 247,244: 11,315 18,202 4,643 217,870 221,473 233,828 244,318: 13,416 2,926
Old : 247,244: 11,315 18,202 4,643 217,870 221,473 233,828 244,318: 13,416 2,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 329: 280 6,260 -1,543 3,610 -131 2,347 4,586: -2,018 -4,257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 7.4 1.9 88.1 89.6 94.6 98.8: 5.4 1.2
Old : 100.0: 4.6 7.4 1.9 88.1 89.6 94.6 98.8: 5.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 7 5 35 35 42 43:
Old : 55: 3 7 5 35 35 42 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 : 44.1 36.9 63.1 54.0 33.1 25.8 46.2 38.5
Old : 44.1 36.9 63.1 54.0 33.1 25.8 46.2 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 102,550: 14,088 3,463 1,882 81,681 93,369 97,651 98,714: 4,899 3,836
Old : 102,550: 14,088 3,463 1,882 81,681 93,369 97,651 98,714: 4,899 3,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 1,859: -2,324 2,535 -853 5,128 -67 1,951 1,615: -92 244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 3.4 1.8 79.6 91.0 95.2 96.3: 4.8 3.7
Old : 100.0: 13.7 3.4 1.8 79.6 91.0 95.2 96.3: 4.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 1 3 30 29 35 32:
Old : 39: 4 1 3 30 29 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 : 30.9 48.0 54.3 68.8 25.9 30.4 41.1 43.0
Old : 30.9 48.0 54.3 68.8 25.9 30.4 41.1 43.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 224,137: 3,946 13,212 3,840 210,092 197,461 217,878 214,513: 6,259 9,624
Old : 224,137: 3,946 13,212 3,840 210,092 197,461 217,878 214,513: 6,259 9,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -2,298: -791 -661 496 -434 -2,680 -729 -2,845: -1,569 547
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 5.9 1.7 93.7 88.1 97.2 95.7: 2.8 4.3
Old : 100.0: 1.8 5.9 1.7 93.7 88.1 97.2 95.7: 2.8 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 4 4 25 28 29 34:
Old : 41: 2 4 4 25 28 29 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 : 55.3 38.8 75.1 60.7 51.7 38.8 68.5 57.5
Old : 55.3 38.8 75.1 60.7 51.7 38.8 68.5 57.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 676,804: 40,758 12,908 14,241 613,966 640,489 668,965 667,638: 7,839 9,166
Old : 676,804: 40,758 12,908 14,241 613,966 640,489 668,965 667,638: 7,839 9,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 14,533: -191 748 597 14,896 14,159 15,302 15,504: -769 -971
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.9 2.1 90.7 94.6 98.8 98.6: 1.2 1.4
Old : 100.0: 6.0 1.9 2.1 90.7 94.6 98.8 98.6: 1.2 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 : 56: 2 4 4 47 35 51 41:
Old : 56: 2 4 4 47 35 51 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 : 30.8 46.1 52.2 66.8 28.3 43.4 48.2 60.6
Old : 30.8 46.1 52.2 66.8 28.3 43.4 48.2 60.6
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 252,026: 884 16,013 1,077 244,409 223,407 246,370 240,497: 5,656 11,529
Old : 252,026: 884 16,013 1,077 244,409 223,407 246,370 240,497: 5,656 11,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -22,310: 294 -652 156 -22,259 -23,419 -21,809 -23,915: -501 1,605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.4 0.4 97.0 88.6 97.8 95.4: 2.2 4.6
Old : 100.0: 0.4 6.4 0.4 97.0 88.6 97.8 95.4: 2.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 4 2 31 26 33 31:
Old : 46: 1 4 2 31 26 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 48.5 74.2 68.2 50.8 47.7 68.6 65.1
Old : 54.9 48.5 74.2 68.2 50.8 47.7 68.6 65.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 264,475: 242 4,925 5,462 250,813 249,868 256,517 260,255: 7,958 4,220
Old : 264,475: 242 4,925 5,462 250,813 249,868 256,517 260,255: 7,958 4,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -7,197: 242 -1,165 194 -7,161 -6,279 -6,725 -7,250: -472 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.9 2.1 94.8 94.5 97.0 98.4: 3.0 1.6
Old : 100.0: 0.1 1.9 2.1 94.8 94.5 97.0 98.4: 3.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 3 3 38 41 41 45:
Old : 55: 1 3 3 38 41 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 36.1 71.7 57.7 51.3 35.1 70.2 54.8
Old : 52.2 36.1 71.7 57.7 51.3 35.1 70.2 54.8
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 120,929: 3,116 0 2,564 110,565 108,959 116,245 111,523: 4,684 9,406
Old : 120,929: 3,116 0 2,564 110,565 108,959 116,245 111,523: 4,684 9,406
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -7,556: -1,261 -392 291 -6,793 -7,452 -7,763 -7,553: 207 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 2.1 91.4 90.1 96.1 92.2: 3.9 7.8
Old : 100.0: 2.6 0.0 2.1 91.4 90.1 96.1 92.2: 3.9 7.8
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: 2 0 2 20 20 22 22:
Old : 28: 2 0 2 20 20 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 58.4 77.5 78.5 54.4 58.3 76.4 78.4
Old : 55.1 58.4 77.5 78.5 54.4 58.3 76.4 78.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,274: 658 3,038 4,321 95,942 97,430 100,921 104,789: 10,353 6,485
Old : 111,274: 658 3,038 4,321 95,942 97,430 100,921 104,789: 10,353 6,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -4,138: 478 -42 -564 -2,339 -504 -2,425 -1,110: -1,713 -3,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.7 3.9 86.2 87.6 90.7 94.2: 9.3 5.8
Old : 100.0: 0.6 2.7 3.9 86.2 87.6 90.7 94.2: 9.3 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 4 3 25 21 28 26:
Old : 37: 1 4 3 25 21 28 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 47.4 68.4 72.4 53.0 44.5 65.9 64.9
Old : 53.1 47.4 68.4 72.4 53.0 44.5 65.9 64.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 17,979: 0 1,176 0 17,289 16,293 17,289 17,469: 690 510
Old : 17,979: 0 1,176 0 17,289 16,293 17,289 17,469: 690 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -8,251: -372 -651 0 -7,011 -5,619 -7,383 -6,270: -868 -1,981
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 96.2 90.6 96.2 97.2: 3.8 2.8
Old : 100.0: 0.0 6.5 0.0 96.2 90.6 96.2 97.2: 3.8 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 18 13 18 14:
Old : 27: 0 1 0 18 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 71.2 72.3 86.6 41.0 65.9 62.2 80.3
Old : 48.3 71.2 72.3 86.6 41.0 65.9 62.2 80.3
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 89,804: 784 1,491 1,798 78,036 79,039 80,618 82,328: 9,186 7,476
Old : 89,804: 784 1,491 1,798 78,036 79,039 80,618 82,328: 9,186 7,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,695: 784 -579 -282 -2,425 649 -1,923 -212: 228 -1,483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.7 2.0 86.9 88.0 89.8 91.7: 10.2 8.3
Old : 100.0: 0.9 1.7 2.0 86.9 88.0 89.8 91.7: 10.2 8.3
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 2 15 17 17 19:
Old : 23: 1 1 2 15 17 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 53.7 80.0 74.1 64.2 53.5 77.8 72.0
Old : 64.3 53.7 80.0 74.1 64.2 53.5 77.8 72.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 204,437: 0 1,988 0 191,999 197,360 191,999 199,348: 12,438 5,089
Old : 204,437: 0 1,988 0 191,999 197,360 191,999 199,348: 12,438 5,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -10,112: 0 -84 0 -10,164 -9,072 -10,164 -9,156: 52 -956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 93.9 96.5 93.9 97.5: 6.1 2.5
Old : 100.0: 0.0 1.0 0.0 93.9 96.5 93.9 97.5: 6.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 1 0 25 23 25 24:
Old : 35: 0 1 0 25 23 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 47.5 76.6 76.8 52.1 46.9 72.6 75.2
Old : 55.5 47.5 76.6 76.8 52.1 46.9 72.6 75.2
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,813: 0 0 0 74,754 80,463 74,754 80,463: 9,059 3,350
Old : 83,813: 0 0 0 74,754 80,463 74,754 80,463: 9,059 3,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -5,109: 0 0 0 -4,134 -2,594 -4,134 -2,594: -975 -2,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 96.0 89.2 96.0: 10.8 4.0
Old : 100.0: 0.0 0.0 0.0 89.2 96.0 89.2 96.0: 10.8 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 : 27: 0 0 0 22 15 22 15:
Old : 27: 0 0 0 22 15 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 73.7 72.2 90.5 50.8 72.7 69.9 84.9
Old : 50.9 73.7 72.2 90.5 50.8 72.7 69.9 84.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 302,914: 0 310 0 297,068 292,879 297,068 293,189: 5,846 9,725
Old : 302,914: 0 310 0 297,068 292,879 297,068 293,189: 5,846 9,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -7,989: -496 -224 -422 -5,604 -5,872 -6,522 -6,518: -1,467 -1,471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 98.1 96.7 98.1 96.8: 1.9 3.2
Old : 100.0: 0.0 0.1 0.0 98.1 96.7 98.1 96.8: 1.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 0 1 0 46 34 46 35:
Old : 55: 0 1 0 46 34 46 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 57.8 54.9 78.6 34.0 57.5 51.2 77.2
Old : 37.6 57.8 54.9 78.6 34.0 57.5 51.2 77.2
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,110: 2,103 3,750 2,001 70,345 62,747 74,449 68,498: 4,661 10,612
Old : 79,110: 2,103 3,750 2,001 70,345 62,747 74,449 68,498: 4,661 10,612
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -5,151: 1,833 -1,457 -442 -5,459 1,011 -4,068 -888: -1,083 -4,263
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.7 2.5 88.9 79.3 94.1 86.6: 5.9 13.4
Old : 100.0: 2.7 4.7 2.5 88.9 79.3 94.1 86.6: 5.9 13.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 18 19 20 21:
Old : 26: 1 1 2 18 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 49.2 79.6 64.2 58.4 45.3 73.5 57.7
Old : 61.3 49.2 79.6 64.2 58.4 45.3 73.5 57.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,100: 2,242 0 1,665 62,043 63,864 65,950 65,529: 5,150 5,571
Old : 71,100: 2,242 0 1,665 62,043 63,864 65,950 65,529: 5,150 5,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -4,833: -359 0 -4 -3,435 -4,467 -3,798 -4,471: -1,035 -362
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 2.3 87.3 89.8 92.8 92.2: 7.2 7.8
Old : 100.0: 3.2 0.0 2.3 87.3 89.8 92.8 92.2: 7.2 7.8
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 : 22: 2 0 2 15 15 17 17:
Old : 22: 2 0 2 15 15 17 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 : 51.5 67.9 72.5 84.0 49.6 63.8 69.4 76.5
Old : 51.5 67.9 72.5 84.0 49.6 63.8 69.4 76.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,084: 17,228 2,520 792 44,783 59,637 62,803 62,949: 1,281 1,135
Old : 64,084: 17,228 2,520 792 44,783 59,637 62,803 62,949: 1,281 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -32,550: -6,587 -1,317 -283 -21,015 -30,781 -27,885 -32,381: -4,665 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 3.9 1.2 69.9 93.1 98.0 98.2: 2.0 1.8
Old : 100.0: 26.9 3.9 1.2 69.9 93.1 98.0 98.2: 2.0 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 : 49: 4 2 2 25 27 29 31:
Old : 49: 4 2 2 25 27 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 : 51.8 61.3 76.3 75.4 50.5 49.3 68.6 62.3
Old : 51.8 61.3 76.3 75.4 50.5 49.3 68.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 43,502: 0 6,356 0 43,120 36,168 43,120 42,524: 382 978
Old : 43,502: 0 6,356 0 43,120 36,168 43,120 42,524: 382 978
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -25,407: -806 0 0 -24,611 -24,291 -25,417 -24,291: 10 -1,116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.6 0.0 99.1 83.1 99.1 97.8: 0.9 2.2
Old : 100.0: 0.0 14.6 0.0 99.1 83.1 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 : 31: 0 1 0 16 20 16 21:
Old : 31: 0 1 0 16 20 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 48.0 89.2 68.4 66.3 46.0 84.4 65.3
Old : 69.8 48.0 89.2 68.4 66.3 46.0 84.4 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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 153,145: 0 3,759 1,185 142,550 138,040 143,735 142,984: 9,410 10,161
Old : 153,145: 0 3,759 1,185 142,550 138,040 143,735 142,984: 9,410 10,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -8,213: -16 1,161 -267 -8,725 -8,470 -9,008 -7,576: 795 -637
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.8 93.1 90.1 93.9 93.4: 6.1 6.6
Old : 100.0: 0.0 2.5 0.8 93.1 90.1 93.9 93.4: 6.1 6.6
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 : 38: 0 3 1 29 27 30 30:
Old : 38: 0 3 1 29 27 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 45.9 71.8 66.5 49.5 31.9 56.0 46.7
Old : 55.1 45.9 71.8 66.5 49.5 31.9 56.0 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,091: 1,321 0 2,487 51,113 54,300 54,921 56,787: 8,170 6,304
Old : 63,091: 1,321 0 2,487 51,113 54,300 54,921 56,787: 8,170 6,304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -2,383: -1,337 0 527 -2,049 -2,258 -2,859 -1,731: 476 -652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 3.9 81.0 86.1 87.1 90.0: 12.9 10.0
Old : 100.0: 2.1 0.0 3.9 81.0 86.1 87.1 90.0: 12.9 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 : 22: 2 0 2 15 16 17 18:
Old : 22: 2 0 2 15 16 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 56.0 71.3 75.0 49.7 53.6 58.1 63.8
Old : 57.5 56.0 71.3 75.0 49.7 53.6 58.1 63.8
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,598: 0 1,912 3,085 107,349 103,033 110,434 108,030: 5,164 7,568
Old : 115,598: 0 1,912 3,085 107,349 103,033 110,434 108,030: 5,164 7,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -3,154: 0 -3,188 1,055 -1,583 368 -528 -1,765: -2,626 -1,389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 2.7 92.9 89.1 95.5 93.5: 4.5 6.5
Old : 100.0: 0.0 1.7 2.7 92.9 89.1 95.5 93.5: 4.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 23 27 25 29:
Old : 33: 0 2 2 23 27 25 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 : 62.2 44.9 80.6 67.3 59.3 43.8 71.9 58.9
Old : 62.2 44.9 80.6 67.3 59.3 43.8 71.9 58.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 66,888: 1,540 0 0 61,332 59,769 62,872 59,769: 4,016 7,119
Old : 66,888: 1,540 0 0 61,332 59,769 62,872 59,769: 4,016 7,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -9,199: -217 0 -32 -6,692 -10,612 -6,941 -10,644: -2,258 1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 91.7 89.4 94.0 89.4: 6.0 10.6
Old : 100.0: 2.3 0.0 0.0 91.7 89.4 94.0 89.4: 6.0 10.6
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 : 25: 1 0 0 18 15 19 15:
Old : 25: 1 0 0 18 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 62.8 78.1 82.5 47.7 60.2 67.6 73.0
Old : 55.2 62.8 78.1 82.5 47.7 60.2 67.6 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,735: 0 15,700 0 89,727 79,004 89,727 94,704: 9,008 4,031
Old : 98,735: 0 15,700 0 89,727 79,004 89,727 94,704: 9,008 4,031
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -3,995: -420 -358 0 -3,098 -3,308 -3,518 -3,666: -477 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.9 0.0 90.9 80.0 90.9 95.9: 9.1 4.1
Old : 100.0: 0.0 15.9 0.0 90.9 80.0 90.9 95.9: 9.1 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 : 21: 0 1 0 18 10 18 11:
Old : 21: 0 1 0 18 10 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 73.2 77.1 93.5 59.8 66.0 73.5 84.1
Old : 59.8 73.2 77.1 93.5 59.8 66.0 73.5 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,166: 803 8,498 637 98,226 94,983 99,666 104,118: 7,500 3,048
Old : 107,166: 803 8,498 637 98,226 94,983 99,666 104,118: 7,500 3,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -2,813: 652 824 -310 -2,903 -4,868 -2,561 -4,354: -252 1,541
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 7.9 0.6 91.7 88.6 93.0 97.2: 7.0 2.8
Old : 100.0: 0.7 7.9 0.6 91.7 88.6 93.0 97.2: 7.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 20 14 21 16:
Old : 25: 1 1 1 20 14 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 : 58.1 65.6 77.7 88.2 56.2 63.5 74.3 84.7
Old : 58.1 65.6 77.7 88.2 56.2 63.5 74.3 84.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 204,986: 3,646 12,940 2,914 182,361 183,761 188,921 199,615: 16,065 5,371
Old : 204,986: 3,646 12,940 2,914 182,361 183,761 188,921 199,615: 16,065 5,371
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -13,749: 1,314 -1,106 -103 -15,209 -11,602 -13,998 -12,811: 249 -938
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 6.3 1.4 89.0 89.6 92.2 97.4: 7.8 2.6
Old : 100.0: 1.8 6.3 1.4 89.0 89.6 92.2 97.4: 7.8 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 4 2 32 29 34 34:
Old : 46: 1 4 2 32 29 34 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 : 44.9 48.0 61.7 68.9 42.7 46.8 57.9 67.0
Old : 44.9 48.0 61.7 68.9 42.7 46.8 57.9 67.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 16,888: 364 248 0 15,006 16,180 15,370 16,428: 1,518 460
Old : 16,888: 364 248 0 15,006 16,180 15,370 16,428: 1,518 460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -4,898: -778 248 -28 -3,832 -5,103 -4,638 -4,883: -260 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.5 0.0 88.9 95.8 91.0 97.3: 9.0 2.7
Old : 100.0: 2.2 1.5 0.0 88.9 95.8 91.0 97.3: 9.0 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 : 22: 1 1 0 11 11 12 12:
Old : 22: 1 1 0 11 11 12 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 : 68.0 65.7 84.0 88.9 64.3 65.7 80.4 86.7
Old : 68.0 65.7 84.0 88.9 64.3 65.7 80.4 86.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,074: 0 392 0 38,002 39,178 38,002 39,570: 2,072 504
Old : 40,074: 0 392 0 38,002 39,178 38,002 39,570: 2,072 504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,027: 0 0 0 560 -376 560 -376: -1,587 -651
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 94.8 97.8 94.8 98.7: 5.2 1.3
Old : 100.0: 0.0 1.0 0.0 94.8 97.8 94.8 98.7: 5.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 15 16 15 17:
Old : 25: 0 1 0 15 16 15 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 : 82.2 58.6 89.4 90.4 71.1 57.5 76.0 78.2
Old : 82.2 58.6 89.4 90.4 71.1 57.5 76.0 78.2
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 271,992: 0 14,850 3,328 255,020 249,288 258,348 267,466: 13,644 4,526
Old : 271,992: 0 14,850 3,328 255,020 249,288 258,348 267,466: 13,644 4,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -19,634: 0 -2,106 624 -16,561 -18,166 -15,937 -19,648: -3,697 14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.5 1.2 93.8 91.7 95.0 98.3: 5.0 1.7
Old : 100.0: 0.0 5.5 1.2 93.8 91.7 95.0 98.3: 5.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 0 4 3 40 35 43 39:
Old : 51: 0 4 3 40 35 43 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 : 40.7 56.0 63.9 73.4 39.2 53.5 60.5 69.4
Old : 40.7 56.0 63.9 73.4 39.2 53.5 60.5 69.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 96,204: 0 0 0 93,019 92,725 93,019 92,725: 3,185 3,479
Old : 96,204: 0 0 0 93,019 92,725 93,019 92,725: 3,185 3,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -210: 0 0 0 689 776 689 776: -899 -986
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 96.4 96.7 96.4: 3.3 3.6
Old : 100.0: 0.0 0.0 0.0 96.7 96.4 96.7 96.4: 3.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 24 21 24 21:
Old : 31: 0 0 0 24 21 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 : 50.9 68.2 74.5 86.4 50.0 62.2 69.7 77.3
Old : 50.9 68.2 74.5 86.4 50.0 62.2 69.7 77.3
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 94,048: 0 0 0 86,497 89,159 86,497 89,159: 7,551 4,889
Old : 94,048: 0 0 0 86,497 89,159 86,497 89,159: 7,551 4,889
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -3,385: 0 0 0 -3,902 -2,957 -3,902 -2,957: 517 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.0 94.8 92.0 94.8: 8.0 5.2
Old : 100.0: 0.0 0.0 0.0 92.0 94.8 92.0 94.8: 8.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 20 17 20 17:
Old : 27: 0 0 0 20 17 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 52.3 68.5 73.9 41.5 49.3 60.6 68.9
Old : 46.2 52.3 68.5 73.9 41.5 49.3 60.6 68.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 87,246: 0 0 0 82,452 83,216 82,452 83,216: 4,794 4,030
Old : 87,246: 0 0 0 82,452 83,216 82,452 83,216: 4,794 4,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 778: 0 0 0 3,872 1,939 3,872 1,939: -3,094 -1,161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.5 95.4 94.5 95.4: 5.5 4.6
Old : 100.0: 0.0 0.0 0.0 94.5 95.4 94.5 95.4: 5.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 21 15 21 15:
Old : 25: 0 0 0 21 15 21 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 : 52.5 76.5 72.0 91.8 52.4 72.8 71.8 85.6
Old : 52.5 76.5 72.0 91.8 52.4 72.8 71.8 85.6
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 33,042: 0 392 0 32,678 31,740 32,678 32,132: 364 910
Old : 33,042: 0 392 0 32,678 31,740 32,678 32,132: 364 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -6,448: 0 124 -124 -5,860 -6,231 -5,984 -6,231: -464 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 98.9 96.1 98.9 97.2: 1.1 2.8
Old : 100.0: 0.0 1.2 0.0 98.9 96.1 98.9 97.2: 1.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 10 14 10 15:
Old : 24: 0 1 0 10 14 10 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 : 91.4 77.0 97.5 88.0 90.3 77.0 96.4 88.0
Old : 91.4 77.0 97.5 88.0 90.3 77.0 96.4 88.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 145,624: 18,517 7,741 10,915 115,347 126,783 144,779 145,438: 845 186
Old : 145,624: 18,517 7,741 10,915 115,347 126,783 144,779 145,438: 845 186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,659: -752 -663 -272 -591 -513 -1,615 -1,448: -44 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 5.3 7.5 79.2 87.1 99.4 99.9: 0.6 0.1
Old : 100.0: 12.7 5.3 7.5 79.2 87.1 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 11 8 16 51 50 68 68:
Old : 75: 11 8 16 51 50 68 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 27.6 55.9 48.7 25.9 22.3 35.9 36.2
Old : 37.6 27.6 55.9 48.7 25.9 22.3 35.9 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 40,343: 690 154 2,109 37,544 38,079 40,343 40,343: 0 0
Old : 40,343: 690 154 2,109 37,544 38,079 40,343 40,343: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 449: 330 -51 -123 242 623 449 449: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.4 5.2 93.1 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.4 5.2 93.1 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 3 20 21 24 25:
Old : 28: 4 1 3 20 21 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 : 54.9 48.2 76.4 72.5 35.0 32.5 46.5 45.0
Old : 54.9 48.2 76.4 72.5 35.0 32.5 46.5 45.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 364,450: 20,386 4,579 21,856 322,208 338,015 364,450 364,450: 0 0
Old : 364,450: 20,386 4,579 21,856 322,208 338,015 364,450 364,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -5,294: -642 -298 654 -5,306 -5,650 -5,294 -5,294: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 1.3 6.0 88.4 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 1.3 6.0 88.4 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 2 20 19 22 23:
Old : 28: 1 3 2 20 19 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 55.9 76.1 81.0 37.4 48.0 56.7 60.4
Old : 44.9 55.9 76.1 81.0 37.4 48.0 56.7 60.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,535,143: 18,580 25,950 45,322 1,471,241 1,463,871 1,535,143 1,535,143: 0 0
Old : 1,535,143: 18,580 25,950 45,322 1,471,241 1,463,871 1,535,143 1,535,143: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 8,261: 4,528 -809 -6,144 9,877 15,214 8,261 8,261: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.7 3.0 95.8 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 1.7 3.0 95.8 95.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 2 7 35 44 44 52:
Old : 59: 7 2 7 35 44 44 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 : 52.0 44.5 70.5 62.7 39.7 32.4 49.9 44.5
Old : 52.0 44.5 70.5 62.7 39.7 32.4 49.9 44.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 54,171: 4,288 1,063 5,830 44,041 47,242 54,159 54,135: 12 36
Old : 54,171: 4,288 1,063 5,830 44,041 47,242 54,159 54,135: 12 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 555: -772 39 521 811 0 561 561: -6 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 2.0 10.8 81.3 87.2 100.0 99.9: 0.0 0.1
Old : 100.0: 7.9 2.0 10.8 81.3 87.2 100.0 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 : 30: 2 4 4 21 20 25 26:
Old : 30: 2 4 4 21 20 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 : 56.6 57.3 77.8 80.9 43.6 46.1 59.9 58.5
Old : 56.6 57.3 77.8 80.9 43.6 46.1 59.9 58.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: 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 : 303,206: 8,008 11,471 24,065 271,133 267,670 303,206 303,206: 0 0
Old : 303,206: 8,008 11,471 24,065 271,133 267,670 303,206 303,206: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -8,564: 1,305 7,960 -11,568 1,699 -4,956 -8,564 -8,564: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.8 7.9 89.4 88.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 3.8 7.9 89.4 88.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 16 15 19 16:
Old : 26: 2 1 1 16 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 57.7 83.1 88.5 41.2 48.0 56.6 60.9
Old : 50.6 57.7 83.1 88.5 41.2 48.0 56.6 60.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 605,601: 13,091 19,136 15,805 576,705 570,660 605,601 605,601: 0 0
Old : 605,601: 13,091 19,136 15,805 576,705 570,660 605,601 605,601: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -46,076: -4,080 816 -816 -41,180 -46,076 -46,076 -46,076: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.2 2.6 95.2 94.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 3.2 2.6 95.2 94.2 100.0 100.0: 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 : 35: 2 1 2 26 25 29 27:
Old : 35: 2 1 2 26 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 54.3 77.8 73.2 33.8 39.3 49.6 51.3
Old : 55.2 54.3 77.8 73.2 33.8 39.3 49.6 51.3
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,243: 2,921 5,105 2,276 44,406 42,632 49,603 50,013: 640 230
Old : 50,243: 2,921 5,105 2,276 44,406 42,632 49,603 50,013: 640 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -2,415: -694 -19 -159 -1,584 -2,216 -2,437 -2,394: 22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 10.2 4.5 88.4 84.9 98.7 99.5: 1.3 0.5
Old : 100.0: 5.8 10.2 4.5 88.4 84.9 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 2 4 26 27 31 32:
Old : 36: 4 2 4 26 27 31 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 63.4 67.7 76.1 36.9 60.1 53.2 68.1
Old : 46.8 63.4 67.7 76.1 36.9 60.1 53.2 68.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,487: 0 95 250 56,472 56,537 56,722 56,882: 765 605
Old : 57,487: 0 95 250 56,472 56,537 56,722 56,882: 765 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -4,937: -130 95 -120 -4,837 -4,907 -5,087 -4,932: 150 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.4 98.2 98.3 98.7 98.9: 1.3 1.1
Old : 100.0: 0.0 0.2 0.4 98.2 98.3 98.7 98.9: 1.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 1 26 22 27 23:
Old : 34: 0 1 1 26 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 79.2 70.7 89.7 36.3 63.8 55.3 71.8
Old : 47.7 79.2 70.7 89.7 36.3 63.8 55.3 71.8
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,159: 305 0 290 71,444 71,564 72,039 71,854: 120 305
Old : 72,159: 305 0 290 71,444 71,564 72,039 71,854: 120 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -6,518: -165 0 -100 -6,243 -6,713 -6,508 -6,813: -10 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.4 99.0 99.2 99.8 99.6: 0.2 0.4
Old : 100.0: 0.4 0.0 0.4 99.0 99.2 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 0 1 28 25 29 26:
Old : 37: 1 0 1 28 25 29 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 74.8 65.7 88.9 35.9 64.9 51.6 72.4
Old : 47.3 74.8 65.7 88.9 35.9 64.9 51.6 72.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,080: 50 80 0 15,975 16,000 16,025 16,080: 55 0
Old : 16,080: 50 80 0 15,975 16,000 16,025 16,080: 55 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,635: -50 -200 0 -1,580 -1,435 -1,630 -1,635: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 0.0 99.3 99.5 99.7 100.0: 0.3 0.0
Old : 100.0: 0.3 0.5 0.0 99.3 99.5 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 : 30: 1 1 0 19 16 20 17:
Old : 30: 1 1 0 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 81.7 83.0 94.7 50.1 58.3 65.2 69.0
Old : 58.0 81.7 83.0 94.7 50.1 58.3 65.2 69.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 269,560: 11,992 0 1,568 256,000 267,992 269,560 269,560: 0 0
Old : 269,560: 11,992 0 1,568 256,000 267,992 269,560 269,560: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -9,800: 4,296 0 -784 -13,312 -9,016 -9,800 -9,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.6 95.0 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 0.0 0.6 95.0 99.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 0 1 23 21 25 22:
Old : 34: 2 0 1 23 21 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 73.6 74.9 90.1 44.1 55.3 54.9 61.4
Old : 52.5 73.6 74.9 90.1 44.1 55.3 54.9 61.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,602: 3,104 562 110 5,113 7,628 8,327 8,300: 275 302
Old : 8,602: 3,104 562 110 5,113 7,628 8,327 8,300: 275 302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -181: 114 1 -22 -464 -97 -372 -118: 191 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 6.5 1.3 59.4 88.7 96.8 96.5: 3.2 3.5
Old : 100.0: 36.1 6.5 1.3 59.4 88.7 96.8 96.5: 3.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 1 15 16 18 18:
Old : 24: 2 2 1 15 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 : 61.4 46.7 80.8 73.3 61.4 38.2 73.1 57.9
Old : 61.4 46.7 80.8 73.3 61.4 38.2 73.1 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,450: 5,550 300 0 8,900 14,150 14,450 14,450: 0 0
Old : 14,450: 5,550 300 0 8,900 14,150 14,450 14,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 50: 750 -50 0 -700 100 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 2.1 0.0 61.6 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 38.4 2.1 0.0 61.6 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 10 12 11 13:
Old : 20: 1 1 0 10 12 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 54.0 98.3 90.0 82.0 53.6 94.5 84.8
Old : 82.0 54.0 98.3 90.0 82.0 53.6 94.5 84.8
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,860: 0 150 0 16,860 16,710 16,860 16,860: 0 0
Old : 16,860: 0 150 0 16,860 16,710 16,860 16,860: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,865: 0 -310 0 -1,865 -1,555 -1,865 -1,865: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.9 0.0 100.0 99.1 100.0 100.0: 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 : 32: 0 1 0 19 20 19 21:
Old : 32: 0 1 0 19 20 19 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 : 53.6 69.0 79.4 82.6 50.1 54.7 69.5 68.1
Old : 53.6 69.0 79.4 82.6 50.1 54.7 69.5 68.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,260: 0 670 355 13,645 13,235 14,000 14,260: 260 0
Old : 14,260: 0 670 355 13,645 13,235 14,000 14,260: 260 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -765: 0 -165 -25 -725 -575 -750 -765: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 2.5 95.7 92.8 98.2 100.0: 1.8 0.0
Old : 100.0: 0.0 4.7 2.5 95.7 92.8 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 : 30: 0 1 1 20 22 21 23:
Old : 30: 0 1 1 20 22 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 54.9 70.3 79.7 35.4 34.6 54.3 50.9
Old : 42.0 54.9 70.3 79.7 35.4 34.6 54.3 50.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,622: 1,551 104 303 15,173 15,872 17,027 16,279: 595 1,343
Old : 17,622: 1,551 104 303 15,173 15,872 17,027 16,279: 595 1,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,023: -260 43 -84 -723 -984 -1,067 -1,025: 44 2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.6 1.7 86.1 90.1 96.6 92.4: 3.4 7.6
Old : 100.0: 8.8 0.6 1.7 86.1 90.1 96.6 92.4: 3.4 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 : 32: 1 2 2 25 23 27 26:
Old : 32: 1 2 2 25 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 54.9 66.3 70.2 27.3 34.6 43.9 43.6
Old : 41.4 54.9 66.3 70.2 27.3 34.6 43.9 43.6
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,530: 0 10,123 1,040 46,389 36,367 47,429 47,530: 101 0
Old : 47,530: 0 10,123 1,040 46,389 36,367 47,429 47,530: 101 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 406: 0 -568 -40 462 1,014 422 406: -16 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.3 2.2 97.6 76.5 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 21.3 2.2 97.6 76.5 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 : 40: 0 4 1 33 33 34 37:
Old : 40: 0 4 1 33 33 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 : 50.0 43.4 69.8 69.2 46.4 40.1 63.5 63.0
Old : 50.0 43.4 69.8 69.2 46.4 40.1 63.5 63.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,125: 41 10,158 1,429 52,393 42,501 53,863 54,088: 262 37
Old : 54,125: 41 10,158 1,429 52,393 42,501 53,863 54,088: 262 37
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -2,932: -41 -1,304 7 -2,883 -1,622 -2,917 -2,919: -15 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 18.8 2.6 96.8 78.5 99.5 99.9: 0.5 0.1
Old : 100.0: 0.1 18.8 2.6 96.8 78.5 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 : 45: 1 6 3 34 36 38 42:
Old : 45: 1 6 3 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 : 54.8 37.9 74.0 59.3 49.9 35.3 65.5 55.8
Old : 54.8 37.9 74.0 59.3 49.9 35.3 65.5 55.8
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 40,350: 600 0 0 39,535 40,315 40,135 40,315: 215 35
Old : 40,350: 600 0 0 39,535 40,315 40,135 40,315: 215 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -4,125: -50 -80 0 -4,000 -4,055 -4,050 -4,135: -75 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.0 99.9 99.5 99.9: 0.5 0.1
Old : 100.0: 1.5 0.0 0.0 98.0 99.9 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 : 31: 1 0 0 27 15 28 15:
Old : 31: 1 0 0 27 15 28 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 : 51.1 92.3 71.8 97.7 49.9 81.9 67.5 84.8
Old : 51.1 92.3 71.8 97.7 49.9 81.9 67.5 84.8
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,425: 0 0 0 43,205 43,365 43,205 43,365: 220 60
Old : 43,425: 0 0 0 43,205 43,365 43,205 43,365: 220 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -5,205: 0 -80 0 -5,185 -5,185 -5,185 -5,265: -20 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 99.9 99.5 99.9: 0.5 0.1
Old : 100.0: 0.0 0.0 0.0 99.5 99.9 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 : 32: 0 0 0 28 16 28 16:
Old : 32: 0 0 0 28 16 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 91.2 68.3 96.7 44.2 83.2 63.6 84.5
Old : 47.2 91.2 68.3 96.7 44.2 83.2 63.6 84.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 385,202: 78,064 0 21,956 285,182 363,246 385,202 385,202: 0 0
Old : 385,202: 78,064 0 21,956 285,182 363,246 385,202 385,202: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -23,050: -9,723 0 -408 -12,919 -22,642 -23,050 -23,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 0.0 5.7 74.0 94.3 100.0 100.0: 0.0 0.0
Old : 100.0: 20.3 0.0 5.7 74.0 94.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 0 1 29 32 33 33:
Old : 38: 4 0 1 29 32 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 45.2 71.9 66.6 34.7 40.2 52.5 51.6
Old : 47.8 45.2 71.9 66.6 34.7 40.2 52.5 51.6
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,563: 5,293 168 766 17,315 21,756 23,374 22,690: 189 873
Old : 23,563: 5,293 168 766 17,315 21,756 23,374 22,690: 189 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,458: -141 0 -43 -1,361 -1,394 -1,545 -1,437: 87 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 0.7 3.3 73.5 92.3 99.2 96.3: 0.8 3.7
Old : 100.0: 22.5 0.7 3.3 73.5 92.3 99.2 96.3: 0.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 1 4 22 30 29 34:
Old : 38: 6 1 4 22 30 29 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 : 44.8 39.3 70.2 58.5 38.6 34.1 57.6 47.7
Old : 44.8 39.3 70.2 58.5 38.6 34.1 57.6 47.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 11,841: 441 438 1,078 10,298 10,325 11,817 11,841: 24 0
Old : 11,841: 441 438 1,078 10,298 10,325 11,817 11,841: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,538: -416 0 0 -1,122 -1,538 -1,538 -1,538: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 3.7 9.1 87.0 87.2 99.8 100.0: 0.2 0.0
Old : 100.0: 3.7 3.7 9.1 87.0 87.2 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 : 22: 3 2 1 14 9 17 12:
Old : 22: 3 2 1 14 9 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 76.2 82.9 96.7 38.6 65.2 54.0 67.1
Old : 52.9 76.2 82.9 96.7 38.6 65.2 54.0 67.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 547,834: 0 5,893 15,554 532,280 526,387 547,834 547,834: 0 0
Old : 547,834: 0 5,893 15,554 532,280 526,387 547,834 547,834: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -29,193: 0 816 -1,224 -27,969 -28,785 -29,193 -29,193: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 2.8 97.2 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.1 2.8 97.2 96.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 1 22 22 23 23:
Old : 30: 0 1 1 22 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 84.3 78.2 92.3 58.4 71.6 70.6 75.4
Old : 61.2 84.3 78.2 92.3 58.4 71.6 70.6 75.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 47,911: 7,468 0 2,417 37,322 45,073 47,207 47,490: 704 421
Old : 47,911: 7,468 0 2,417 37,322 45,073 47,207 47,490: 704 421
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -2,007: -63 0 -398 -1,633 -1,568 -2,094 -1,966: 87 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 0.0 5.0 77.9 94.1 98.5 99.1: 1.5 0.9
Old : 100.0: 15.6 0.0 5.0 77.9 94.1 98.5 99.1: 1.5 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 : 30: 4 0 2 19 19 23 21:
Old : 30: 4 0 2 19 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 85.6 75.3 93.0 50.9 78.1 67.6 82.4
Old : 55.0 85.6 75.3 93.0 50.9 78.1 67.6 82.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,738: 4,729 0 402 10,926 15,311 16,057 15,713: 681 1,025
Old : 16,738: 4,729 0 402 10,926 15,311 16,057 15,713: 681 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -524: -190 0 0 -231 -569 -421 -569: -103 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 0.0 2.4 65.3 91.5 95.9 93.9: 4.1 6.1
Old : 100.0: 28.3 0.0 2.4 65.3 91.5 95.9 93.9: 4.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 0 2 18 20 23 22:
Old : 28: 5 0 2 18 20 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 51.6 61.3 71.6 31.1 35.5 46.6 46.1
Old : 40.3 51.6 61.3 71.6 31.1 35.5 46.6 46.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 229,704: 46,750 0 0 182,954 229,704 229,704 229,704: 0 0
Old : 229,704: 46,750 0 0 182,954 229,704 229,704 229,704: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -13,143: 1,224 0 -1,224 -13,143 -11,919 -13,143 -13,143: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.0 0.0 79.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 20.4 0.0 0.0 79.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 0 0 16 18 19 18:
Old : 26: 3 0 0 16 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 : 77.9 60.2 91.6 87.2 61.1 51.0 70.4 66.1
Old : 77.9 60.2 91.6 87.2 61.1 51.0 70.4 66.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,658: 1,211 501 352 10,794 11,398 12,357 12,251: 301 407
Old : 12,658: 1,211 501 352 10,794 11,398 12,357 12,251: 301 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -733: -317 -85 44 -463 -399 -736 -440: 3 -293
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 4.0 2.8 85.3 90.0 97.6 96.8: 2.4 3.2
Old : 100.0: 9.6 4.0 2.8 85.3 90.0 97.6 96.8: 2.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 17 18 19 22:
Old : 26: 2 2 2 17 18 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 51.4 74.2 75.5 44.6 46.8 63.2 68.7
Old : 54.1 51.4 74.2 75.5 44.6 46.8 63.2 68.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 103,626: 10,777 0 391 92,458 103,235 103,626 103,626: 0 0
Old : 103,626: 10,777 0 391 92,458 103,235 103,626 103,626: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -12,396: -1,632 0 -408 -10,356 -11,988 -12,396 -12,396: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 0.4 89.2 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 10.4 0.0 0.4 89.2 99.6 100.0 100.0: 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 : 30: 3 0 1 18 18 21 19:
Old : 30: 3 0 1 18 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 57.6 78.5 78.5 48.5 52.4 69.0 70.0
Old : 51.8 57.6 78.5 78.5 48.5 52.4 69.0 70.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 21,116: 0 1,777 1,361 19,755 17,978 21,116 21,116: 0 0
Old : 21,116: 0 1,777 1,361 19,755 17,978 21,116 21,116: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 309: 0 26 0 333 283 333 309: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 6.4 93.6 85.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 8.4 6.4 93.6 85.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 1 17 15 18 16:
Old : 21: 0 1 1 17 15 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 : 79.4 64.5 93.7 87.7 38.3 33.0 43.9 44.7
Old : 79.4 64.5 93.7 87.7 38.3 33.0 43.9 44.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,680: 0 900 0 30,310 29,780 30,310 30,680: 370 0
Old : 30,680: 0 900 0 30,310 29,780 30,310 30,680: 370 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 10,930: 0 0 0 10,955 10,930 10,955 10,930: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 98.8 97.1 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 2.9 0.0 98.8 97.1 98.8 100.0: 1.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 22 13 22 14:
Old : 27: 0 1 0 22 13 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 85.2 74.0 95.9 40.2 75.9 62.5 78.0
Old : 48.8 85.2 74.0 95.9 40.2 75.9 62.5 78.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,685: 0 900 0 27,320 26,785 27,320 27,685: 365 0
Old : 27,685: 0 900 0 27,320 26,785 27,320 27,685: 365 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 11,530: 0 0 0 11,550 11,530 11,550 11,530: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 98.7 96.7 98.7 100.0: 1.3 0.0
Old : 100.0: 0.0 3.3 0.0 98.7 96.7 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 : 26: 0 1 0 21 11 21 12:
Old : 26: 0 1 0 21 11 21 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 : 55.4 89.4 76.8 97.6 46.8 82.4 66.3 83.5
Old : 55.4 89.4 76.8 97.6 46.8 82.4 66.3 83.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,555: 0 0 0 23,475 23,500 23,475 23,500: 80 55
Old : 23,555: 0 0 0 23,475 23,500 23,475 23,500: 80 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -875: 0 -100 0 -875 -770 -875 -870: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 0.0 0.0 0.0 99.7 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 20 11 20 11:
Old : 27: 0 0 0 20 11 20 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 : 54.9 79.0 79.7 98.9 51.3 74.8 70.8 86.5
Old : 54.9 79.0 79.7 98.9 51.3 74.8 70.8 86.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,795: 0 0 0 15,555 15,795 15,555 15,795: 240 0
Old : 15,795: 0 0 0 15,555 15,795 15,555 15,795: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -650: 0 0 0 -650 -650 -650 -650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.5 100.0 98.5 100.0: 1.5 0.0
Old : 100.0: 0.0 0.0 0.0 98.5 100.0 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 8 18 8:
Old : 22: 0 0 0 18 8 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 82.3 80.4 100.0 56.2 81.2 79.6 95.7
Old : 56.9 82.3 80.4 100.0 56.2 81.2 79.6 95.7
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,780: 25 50 0 15,815 16,620 15,840 16,670: 940 110
Old : 16,780: 25 50 0 15,815 16,620 15,840 16,670: 940 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,240: -25 0 0 -1,135 -1,230 -1,160 -1,230: -80 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 0.0 94.2 99.0 94.4 99.3: 5.6 0.7
Old : 100.0: 0.1 0.3 0.0 94.2 99.0 94.4 99.3: 5.6 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 14 9 15 10:
Old : 21: 1 1 0 14 9 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 84.9 86.4 98.7 63.9 84.8 81.8 90.2
Old : 68.3 84.9 86.4 98.7 63.9 84.8 81.8 90.2
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,645: 100 25 0 14,795 15,620 14,895 15,645: 750 0
Old : 15,645: 100 25 0 14,795 15,620 14,895 15,645: 750 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,960: -100 -25 0 -1,870 -1,935 -1,970 -1,960: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 0.0 94.6 99.8 95.2 100.0: 4.8 0.0
Old : 100.0: 0.6 0.2 0.0 94.6 99.8 95.2 100.0: 4.8 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 : 26: 1 1 0 22 9 23 10:
Old : 26: 1 1 0 22 9 23 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 93.9 69.5 99.7 40.6 75.9 56.8 76.0
Old : 49.5 93.9 69.5 99.7 40.6 75.9 56.8 76.0
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,600: 125 0 0 15,720 16,600 15,845 16,600: 755 0
Old : 16,600: 125 0 0 15,720 16,600 15,845 16,600: 755 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -2,160: -75 0 -25 -2,075 -2,135 -2,175 -2,160: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 94.7 100.0 95.5 100.0: 4.5 0.0
Old : 100.0: 0.8 0.0 0.0 94.7 100.0 95.5 100.0: 4.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 24 9 26 9:
Old : 28: 2 0 0 24 9 26 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 : 48.9 92.0 69.6 99.4 40.8 77.6 56.6 78.4
Old : 48.9 92.0 69.6 99.4 40.8 77.6 56.6 78.4
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 111,886: 1,515 515 480 109,741 110,891 111,736 111,886: 150 0
Old : 111,886: 1,515 515 480 109,741 110,891 111,736 111,886: 150 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 4,034: 0 -148 -227 4,271 4,409 4,044 4,034: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.5 0.4 98.1 99.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.4 0.5 0.4 98.1 99.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 2 3 35 32 38 36:
Old : 45: 2 2 3 35 32 38 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 62.0 68.4 83.7 42.0 56.2 57.4 69.2
Old : 47.1 62.0 68.4 83.7 42.0 56.2 57.4 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 142,021: 3,360 0 245 138,416 141,776 142,021 142,021: 0 0
Old : 142,021: 3,360 0 245 138,416 141,776 142,021 142,021: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 4,855: -609 -75 -100 5,634 5,030 4,925 4,855: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.2 97.5 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 0.0 0.2 97.5 99.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 5 0 2 39 39 44 41:
Old : 51: 5 0 2 39 39 44 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 : 39.2 58.9 63.8 83.4 37.4 56.7 53.6 67.6
Old : 39.2 58.9 63.8 83.4 37.4 56.7 53.6 67.6
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 155,051: 21,107 8,020 6,117 127,597 140,715 154,821 154,852: 230 199
Old : 155,051: 21,107 8,020 6,117 127,597 140,715 154,821 154,852: 230 199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -6,470: -3,705 -880 370 -3,062 -5,869 -6,397 -6,379: -73 -91
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 5.2 3.9 82.3 90.8 99.9 99.9: 0.1 0.1
Old : 100.0: 13.6 5.2 3.9 82.3 90.8 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 : 62: 9 6 10 42 38 55 50:
Old : 62: 9 6 10 42 38 55 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 : 36.7 66.7 57.5 77.0 35.7 59.0 56.0 67.1
Old : 36.7 66.7 57.5 77.0 35.7 59.0 56.0 67.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 97,648: 2,441 3,230 1,104 93,923 93,304 97,468 97,638: 180 10
Old : 97,648: 2,441 3,230 1,104 93,923 93,304 97,468 97,638: 180 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,083: -226 390 -94 -763 -1,389 -1,083 -1,093: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.3 1.1 96.2 95.6 99.8 100.0: 0.2 0.0
Old : 100.0: 2.5 3.3 1.1 96.2 95.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 4 3 36 30 41 36:
Old : 49: 4 4 3 36 30 41 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 76.0 62.4 86.1 40.3 73.2 59.1 82.0
Old : 42.2 76.0 62.4 86.1 40.3 73.2 59.1 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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,830: 200 890 25 26,120 25,785 26,345 26,700: 485 130
Old : 26,830: 200 890 25 26,120 25,785 26,345 26,700: 485 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 9,370: -175 -50 0 9,570 9,420 9,395 9,370: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.3 0.1 97.4 96.1 98.2 99.5: 1.8 0.5
Old : 100.0: 0.7 3.3 0.1 97.4 96.1 98.2 99.5: 1.8 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 : 29: 1 2 1 24 12 25 15:
Old : 29: 1 2 1 24 12 25 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 : 51.3 78.4 76.2 98.3 51.2 74.6 76.0 91.6
Old : 51.3 78.4 76.2 98.3 51.2 74.6 76.0 91.6
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,130: 975 315 0 23,795 24,695 24,770 25,010: 360 120
Old : 25,130: 975 315 0 23,795 24,695 24,770 25,010: 360 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 8,545: -300 0 0 8,860 8,545 8,560 8,545: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.3 0.0 94.7 98.3 98.6 99.5: 1.4 0.5
Old : 100.0: 3.9 1.3 0.0 94.7 98.3 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 0 19 12 20 13:
Old : 26: 1 1 0 19 12 20 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 : 51.3 78.2 75.6 98.5 51.3 77.0 75.4 91.3
Old : 51.3 78.2 75.6 98.5 51.3 77.0 75.4 91.3
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 18,160: 0 620 325 17,090 16,290 17,415 17,235: 745 925
Old : 18,160: 0 620 325 17,090 16,290 17,415 17,235: 745 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -160: 0 -45 0 120 -80 120 -125: -280 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.8 94.1 89.7 95.9 94.9: 4.1 5.1
Old : 100.0: 0.0 3.4 1.8 94.1 89.7 95.9 94.9: 4.1 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 : 28: 0 1 1 17 22 18 23:
Old : 28: 0 1 1 17 22 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 45.6 78.7 72.1 43.9 27.7 54.1 41.3
Old : 55.6 45.6 78.7 72.1 43.9 27.7 54.1 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,528: 3,168 3,270 685 27,287 27,552 31,140 31,507: 388 21
Old : 31,528: 3,168 3,270 685 27,287 27,552 31,140 31,507: 388 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,143: -130 0 0 -807 -1,098 -937 -1,098: -206 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 10.4 2.2 86.5 87.4 98.8 99.9: 1.2 0.1
Old : 100.0: 10.0 10.4 2.2 86.5 87.4 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 21 23 25 26:
Old : 31: 2 2 3 21 23 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 : 65.2 53.2 79.0 79.8 54.2 51.4 66.0 67.1
Old : 65.2 53.2 79.0 79.8 54.2 51.4 66.0 67.1
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,428: 4,875 0 0 14,763 20,156 19,638 20,156: 790 272
Old : 20,428: 4,875 0 0 14,763 20,156 19,638 20,156: 790 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -1,058: -80 0 0 -903 -1,005 -983 -1,005: -75 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 0.0 0.0 72.3 98.7 96.1 98.7: 3.9 1.3
Old : 100.0: 23.9 0.0 0.0 72.3 98.7 96.1 98.7: 3.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 18 20 20 20:
Old : 26: 2 0 0 18 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 53.0 82.7 77.6 51.1 44.7 64.4 59.9
Old : 66.0 53.0 82.7 77.6 51.1 44.7 64.4 59.9
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,287: 250 584 130 24,705 24,523 25,085 25,237: 202 50
Old : 25,287: 250 584 130 24,705 24,523 25,085 25,237: 202 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -619: 244 -60 -260 -582 -244 -598 -564: -21 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.3 0.5 97.7 97.0 99.2 99.8: 0.8 0.2
Old : 100.0: 1.0 2.3 0.5 97.7 97.0 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 : 35: 1 2 2 25 25 28 27:
Old : 35: 1 2 2 25 25 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 57.5 75.7 82.9 58.6 54.9 70.8 78.3
Old : 60.5 57.5 75.7 82.9 58.6 54.9 70.8 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,811: 622 765 128 21,924 21,918 22,674 22,811: 137 0
Old : 22,811: 622 765 128 21,924 21,918 22,674 22,811: 137 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -182: -220 -115 -30 109 103 -141 -42: -41 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.4 0.6 96.1 96.1 99.4 100.0: 0.6 0.0
Old : 100.0: 2.7 3.4 0.6 96.1 96.1 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 : 35: 1 2 1 24 22 25 25:
Old : 35: 1 2 1 24 22 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 47.0 79.2 71.8 60.2 42.3 71.3 65.5
Old : 64.1 47.0 79.2 71.8 60.2 42.3 71.3 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,105: 0 1,020 0 14,937 14,085 14,937 15,105: 168 0
Old : 15,105: 0 1,020 0 14,937 14,085 14,937 15,105: 168 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -405: 0 -100 0 -390 -305 -390 -405: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.8 0.0 98.9 93.2 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 6.8 0.0 98.9 93.2 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 17 14 17 16:
Old : 24: 0 2 0 17 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 62.1 83.3 86.3 53.0 55.1 81.6 78.5
Old : 53.0 62.1 83.3 86.3 53.0 55.1 81.6 78.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,370: 0 110 0 10,065 10,205 10,065 10,315: 305 55
Old : 10,370: 0 110 0 10,065 10,205 10,065 10,315: 305 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -30: 0 -100 0 -5 100 -5 0: -25 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 97.1 98.4 97.1 99.5: 2.9 0.5
Old : 100.0: 0.0 1.1 0.0 97.1 98.4 97.1 99.5: 2.9 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 : 21: 0 1 0 14 13 14 14:
Old : 21: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 71.8 78.7 95.8 52.4 62.2 74.3 80.5
Old : 52.6 71.8 78.7 95.8 52.4 62.2 74.3 80.5
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, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,095: 25 3,230 415 24,520 21,360 24,960 25,005: 135 90
Old : 25,095: 25 3,230 415 24,520 21,360 24,960 25,005: 135 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -960: -25 -175 -50 -900 -735 -975 -960: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 12.9 1.7 97.7 85.1 99.5 99.6: 0.5 0.4
Old : 100.0: 0.1 12.9 1.7 97.7 85.1 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 1 25 24 27 27:
Old : 37: 1 3 1 25 24 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 47.6 73.2 71.3 47.2 36.2 60.8 55.5
Old : 53.7 47.6 73.2 71.3 47.2 36.2 60.8 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 7,195: 375 0 0 6,695 7,185 7,070 7,185: 125 10
Old : 7,195: 375 0 0 6,695 7,185 7,070 7,185: 125 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: 250: 0 0 0 255 265 255 265: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.0 93.1 99.9 98.3 99.9: 1.7 0.1
Old : 100.0: 5.2 0.0 0.0 93.1 99.9 98.3 99.9: 1.7 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: 1 0 0 18 14 19 14:
Old : 23: 1 0 0 18 14 19 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 61.2 78.7 89.2 52.1 52.5 75.4 76.8
Old : 52.1 61.2 78.7 89.2 52.1 52.5 75.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 10,670: 1,275 225 380 8,645 10,065 10,300 10,670: 370 0
Old : 10,670: 1,275 225 380 8,645 10,065 10,300 10,670: 370 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 3, 2015 :
: -530: 55 -125 -80 -475 -325 -500 -530: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.1 3.6 81.0 94.3 96.5 100.0: 3.5 0.0
Old : 100.0: 11.9 2.1 3.6 81.0 94.3 96.5 100.0: 3.5 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 : 25: 1 1 1 18 14 19 16:
Old : 25: 1 1 1 18 14 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 65.0 82.2 86.9 45.9 57.2 67.7 72.8
Old : 50.4 65.0 82.2 86.9 45.9 57.2 67.7 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 13, 2015