CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 20,339: 10,831 5,755 665 8,740 13,920 20,236 20,339: 103 0
Old : 20,339: 10,831 5,755 665 8,740 13,920 20,236 20,339: 103 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -379: 498 176 -81 -807 -464 -390 -369: 11 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.3 28.3 3.3 43.0 68.4 99.5 100.0: 0.5 0.0
Old : 100.0: 53.3 28.3 3.3 43.0 68.4 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 12 6 2 5 10 18 17:
Old : 28: 12 6 2 5 10 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 46.6 93.0 73.9 62.9 44.7 67.8 61.7
Old : 74.0 46.6 93.0 73.9 62.9 44.7 67.8 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 26,199: 4,471 6,904 1,164 20,563 18,131 26,199 26,199: 0 0
Old : 26,199: 4,471 6,904 1,164 20,563 18,131 26,199 26,199: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 239: 151 -340 83 6 496 239 239: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 26.4 4.4 78.5 69.2 100.0 100.0: 0.0 0.0
Old : 100.0: 17.1 26.4 4.4 78.5 69.2 100.0 100.0: 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 : 22: 7 4 3 8 8 17 14:
Old : 22: 7 4 3 8 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 : 77.2 72.2 93.2 94.5 56.0 55.1 62.3 61.9
Old : 77.2 72.2 93.2 94.5 56.0 55.1 62.3 61.9
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, March 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 : 25,746: 2,184 1,370 1,198 22,364 23,178 25,746 25,746: 0 0
Old : 25,746: 2,184 1,370 1,198 22,364 23,178 25,746 25,746: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 449: -8 -255 464 -6 240 449 449: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.3 4.7 86.9 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.5 5.3 4.7 86.9 90.0 100.0 100.0: 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 : 22: 4 6 3 11 9 17 16:
Old : 22: 4 6 3 11 9 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 : 73.4 83.6 92.7 96.5 47.0 47.0 52.8 53.1
Old : 73.4 83.6 92.7 96.5 47.0 47.0 52.8 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 4,106,611: 381,623 302,447 793,278 2,890,186 2,988,459 4,065,087 4,084,184: 41,524 22,427
Old : 4,106,611: 381,623 302,447 793,278 2,890,186 2,988,459 4,065,087 4,084,184: 41,524 22,427
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -38,772: -44,790 -35,660 -17,253 26,797 11,996 -35,246 -40,917: -3,526 2,145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.4 19.3 70.4 72.8 99.0 99.5: 1.0 0.5
Old : 100.0: 9.3 7.4 19.3 70.4 72.8 99.0 99.5: 1.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 208: 28 45 59 128 103 192 173:
Old : 208: 28 45 59 128 103 192 173:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.1 26.4 33.8 43.1 16.0 20.9 22.8 31.5
Old : 23.1 26.4 33.8 43.1 16.0 20.9 22.8 31.5
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, March 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 : 2,261,366: 179,960 103,716 998,263 1,082,959 1,158,599 2,261,182 2,260,577: 184 789
Old : 2,261,366: 179,960 103,716 998,263 1,082,959 1,158,599 2,261,182 2,260,577: 184 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 25,538: 4,131 4,324 14,391 7,015 6,758 25,538 25,473: -0 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.6 44.1 47.9 51.2 100.0 100.0: 0.0 0.0
Old : 100.0: 8.0 4.6 44.1 47.9 51.2 100.0 100.0: 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 : 99: 27 19 41 52 48 94 93:
Old : 99: 27 19 41 52 48 94 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 36.7 62.9 59.9 6.9 6.5 9.9 8.9
Old : 39.3 36.7 62.9 59.9 6.9 6.5 9.9 8.9
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, March 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 : 241,242: 6,466 11,824 4,476 214,299 216,605 225,241 232,905: 16,001 8,337
Old : 241,242: 6,466 11,824 4,476 214,299 216,605 225,241 232,905: 16,001 8,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -11,630: -1,385 -338 -120 -13,112 -15,589 -14,617 -16,047: 2,987 4,417
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 4.9 1.9 88.8 89.8 93.4 96.5: 6.6 3.5
Old : 100.0: 2.7 4.9 1.9 88.8 89.8 93.4 96.5: 6.6 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 : 52: 4 5 3 36 30 41 37:
Old : 52: 4 5 3 36 30 41 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 40.5 58.0 58.9 36.4 34.1 51.4 48.7
Old : 39.3 40.5 58.0 58.9 36.4 34.1 51.4 48.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 109,087: 16,729 6,487 1,493 85,533 97,148 103,755 105,128: 5,332 3,959
Old : 109,087: 16,729 6,487 1,493 85,533 97,148 103,755 105,128: 5,332 3,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,763: -108 1,618 -583 -2,868 -6,351 -3,559 -5,316: -1,204 553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 5.9 1.4 78.4 89.1 95.1 96.4: 4.9 3.6
Old : 100.0: 15.3 5.9 1.4 78.4 89.1 95.1 96.4: 4.9 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 : 43: 4 3 2 30 29 35 33:
Old : 43: 4 3 2 30 29 35 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 : 31.9 45.7 55.6 66.8 31.9 30.8 49.8 44.7
Old : 31.9 45.7 55.6 66.8 31.9 30.8 49.8 44.7
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, March 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 : 238,167: 3,362 8,521 3,259 224,772 219,604 231,393 231,384: 6,774 6,783
Old : 238,167: 3,362 8,521 3,259 224,772 219,604 231,393 231,384: 6,774 6,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -3,276: -888 -3,654 -951 -1,160 1,379 -2,999 -3,226: -277 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.6 1.4 94.4 92.2 97.2 97.2: 2.8 2.8
Old : 100.0: 1.4 3.6 1.4 94.4 92.2 97.2 97.2: 2.8 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 : 43: 2 3 3 22 33 25 38:
Old : 43: 2 3 3 22 33 25 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 35.4 81.2 54.8 61.7 34.9 74.5 52.0
Old : 65.0 35.4 81.2 54.8 61.7 34.9 74.5 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 694,934: 54,548 10,487 10,950 620,157 662,713 685,655 684,150: 9,279 10,784
Old : 694,934: 54,548 10,487 10,950 620,157 662,713 685,655 684,150: 9,279 10,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 3,455: 2,258 -6,834 -1,270 1,978 11,968 2,966 3,864: 489 -409
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.5 1.6 89.2 95.4 98.7 98.4: 1.3 1.6
Old : 100.0: 7.8 1.5 1.6 89.2 95.4 98.7 98.4: 1.3 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 : 54: 2 2 3 46 37 49 41:
Old : 54: 2 2 3 46 37 49 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 : 30.9 47.0 51.4 68.2 27.5 43.5 45.2 60.7
Old : 30.9 47.0 51.4 68.2 27.5 43.5 45.2 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 261,254: 3,521 15,996 1,009 250,630 233,759 255,160 250,764: 6,094 10,490
Old : 261,254: 3,521 15,996 1,009 250,630 233,759 255,160 250,764: 6,094 10,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -15,343: 1,994 -223 -70 -16,533 -14,591 -14,609 -14,884: -734 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 6.1 0.4 95.9 89.5 97.7 96.0: 2.3 4.0
Old : 100.0: 1.3 6.1 0.4 95.9 89.5 97.7 96.0: 2.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 3 2 32 27 34 32:
Old : 44: 2 3 2 32 27 34 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 : 46.7 51.5 70.0 69.5 45.2 49.9 60.1 66.6
Old : 46.7 51.5 70.0 69.5 45.2 49.9 60.1 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 255,476: 1,074 4,724 6,043 240,306 240,518 247,423 251,285: 8,053 4,191
Old : 255,476: 1,074 4,724 6,043 240,306 240,518 247,423 251,285: 8,053 4,191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -24,680: 521 -193 -952 -26,872 -21,002 -27,303 -22,147: 2,623 -2,533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.8 2.4 94.1 94.1 96.8 98.4: 3.2 1.6
Old : 100.0: 0.4 1.8 2.4 94.1 94.1 96.8 98.4: 3.2 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 : 53: 3 2 4 37 39 41 44:
Old : 53: 3 2 4 37 39 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 30.2 70.3 55.1 47.7 30.2 68.4 52.0
Old : 49.1 30.2 70.3 55.1 47.7 30.2 68.4 52.0
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, March 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 : 110,532: 3,289 578 1,963 100,188 97,342 105,440 99,883: 5,092 10,649
Old : 110,532: 3,289 578 1,963 100,188 97,342 105,440 99,883: 5,092 10,649
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -13,672: 2,417 -175 -2,309 -13,799 -14,145 -13,691 -16,629: 19 2,957
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.5 1.8 90.6 88.1 95.4 90.4: 4.6 9.6
Old : 100.0: 3.0 0.5 1.8 90.6 88.1 95.4 90.4: 4.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 21 19 23 21:
Old : 29: 1 1 2 21 19 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 59.8 73.6 78.9 51.2 59.8 71.3 78.8
Old : 52.0 59.8 73.6 78.9 51.2 59.8 71.3 78.8
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, March 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 : 115,511: 266 686 5,858 98,171 102,370 104,295 108,914: 11,216 6,597
Old : 115,511: 266 686 5,858 98,171 102,370 104,295 108,914: 11,216 6,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,437: 14 -2,148 1,005 -4,424 -670 -3,405 -1,813: 968 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.6 5.1 85.0 88.6 90.3 94.3: 9.7 5.7
Old : 100.0: 0.2 0.6 5.1 85.0 88.6 90.3 94.3: 9.7 5.7
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 : 34: 2 2 3 24 20 27 24:
Old : 34: 2 2 3 24 20 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 50.9 69.7 71.3 52.2 48.3 65.9 65.8
Old : 52.9 50.9 69.7 71.3 52.2 48.3 65.9 65.8
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, March 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 : 17,125: 0 0 0 16,081 16,877 16,081 16,877: 1,044 248
Old : 17,125: 0 0 0 16,081 16,877 16,081 16,877: 1,044 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -3,388: 0 -1,176 0 -2,200 -1,764 -2,200 -2,940: -1,188 -448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.9 98.6 93.9 98.6: 6.1 1.4
Old : 100.0: 0.0 0.0 0.0 93.9 98.6 93.9 98.6: 6.1 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 6 15 6:
Old : 20: 0 0 0 15 6 15 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 93.7 82.8 98.6 51.6 82.1 68.4 84.3
Old : 63.9 93.7 82.8 98.6 51.6 82.1 68.4 84.3
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, March 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 : 85,660: 1,519 0 1,808 73,813 77,064 77,140 78,872: 8,520 6,788
Old : 85,660: 1,519 0 1,808 73,813 77,064 77,140 78,872: 8,520 6,788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -6,413: 189 -1,157 -413 -5,072 -3,065 -5,296 -4,635: -1,117 -1,778
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 2.1 86.2 90.0 90.1 92.1: 9.9 7.9
Old : 100.0: 1.8 0.0 2.1 86.2 90.0 90.1 92.1: 9.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 0 2 15 16 17 18:
Old : 23: 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 : 67.2 52.9 80.6 75.7 65.8 52.0 77.4 73.7
Old : 67.2 52.9 80.6 75.7 65.8 52.0 77.4 73.7
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, March 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 : 195,152: 0 0 0 186,225 188,098 186,225 188,098: 8,927 7,054
Old : 195,152: 0 0 0 186,225 188,098 186,225 188,098: 8,927 7,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -7,747: 0 0 0 -5,265 -7,540 -5,265 -7,540: -2,482 -207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 96.4 95.4 96.4: 4.6 3.6
Old : 100.0: 0.0 0.0 0.0 95.4 96.4 95.4 96.4: 4.6 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 : 32: 0 0 0 23 21 23 21:
Old : 32: 0 0 0 23 21 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 : 45.6 46.0 70.4 76.2 44.6 46.0 69.3 75.0
Old : 45.6 46.0 70.4 76.2 44.6 46.0 69.3 75.0
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, March 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 : 82,676: 0 0 0 62,904 77,446 62,904 77,446: 19,772 5,230
Old : 82,676: 0 0 0 62,904 77,446 62,904 77,446: 19,772 5,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -3,918: 0 0 0 -10,232 -4,058 -10,232 -4,058: 6,314 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 76.1 93.7 76.1 93.7: 23.9 6.3
Old : 100.0: 0.0 0.0 0.0 76.1 93.7 76.1 93.7: 23.9 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 14 14 14:
Old : 20: 0 0 0 14 14 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 : 50.7 74.9 71.0 88.2 50.5 74.9 66.8 83.5
Old : 50.7 74.9 71.0 88.2 50.5 74.9 66.8 83.5
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, March 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 : 325,747: 0 55 155 315,278 317,096 315,433 317,306: 10,314 8,441
Old : 325,747: 0 55 155 315,278 317,096 315,433 317,306: 10,314 8,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -16,925: 0 -1,748 93 -18,635 -17,408 -18,542 -19,063: 1,617 2,138
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.8 97.3 96.8 97.4: 3.2 2.6
Old : 100.0: 0.0 0.0 0.0 96.8 97.3 96.8 97.4: 3.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 0 1 1 41 34 42 35:
Old : 51: 0 1 1 41 34 42 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 : 40.7 55.1 56.1 77.2 37.9 54.2 53.4 74.6
Old : 40.7 55.1 56.1 77.2 37.9 54.2 53.4 74.6
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, March 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 : 75,505: 0 3,246 2,755 63,884 53,815 66,639 59,816: 8,866 15,689
Old : 75,505: 0 3,246 2,755 63,884 53,815 66,639 59,816: 8,866 15,689
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -8,039: 0 -2,098 45 -10,690 -7,928 -10,645 -9,981: 2,606 1,942
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 3.6 84.6 71.3 88.3 79.2: 11.7 20.8
Old : 100.0: 0.0 4.3 3.6 84.6 71.3 88.3 79.2: 11.7 20.8
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: 0 2 2 16 16 18 18:
Old : 22: 0 2 2 16 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 49.6 75.6 66.4 55.1 47.1 68.8 58.0
Old : 58.3 49.6 75.6 66.4 55.1 47.1 68.8 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 67,415: 1,360 408 1,278 59,088 59,293 61,726 60,979: 5,689 6,436
Old : 67,415: 1,360 408 1,278 59,088 59,293 61,726 60,979: 5,689 6,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -5,242: -124 10 -557 -4,289 -3,399 -4,970 -3,946: -272 -1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.6 1.9 87.6 88.0 91.6 90.5: 8.4 9.5
Old : 100.0: 2.0 0.6 1.9 87.6 88.0 91.6 90.5: 8.4 9.5
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: 1 1 2 14 14 16 16:
Old : 21: 1 1 2 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 66.7 76.3 79.9 56.7 63.1 72.1 74.4
Old : 56.8 66.7 76.3 79.9 56.7 63.1 72.1 74.4
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, March 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 : 70,832: 13,439 0 1,116 55,704 68,693 70,259 69,809: 573 1,023
Old : 70,832: 13,439 0 1,116 55,704 68,693 70,259 69,809: 573 1,023
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -33,376: -2,729 -1,272 -687 -28,012 -29,959 -31,428 -31,918: -1,948 -1,458
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 0.0 1.6 78.6 97.0 99.2 98.6: 0.8 1.4
Old : 100.0: 19.0 0.0 1.6 78.6 97.0 99.2 98.6: 0.8 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 : 52: 8 0 1 20 30 28 31:
Old : 52: 8 0 1 20 30 28 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 : 50.9 54.9 75.0 73.5 47.7 49.2 70.6 67.3
Old : 50.9 54.9 75.0 73.5 47.7 49.2 70.6 67.3
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, March 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 : 51,678: 0 6,755 0 51,213 43,939 51,213 50,694: 465 984
Old : 51,678: 0 6,755 0 51,213 43,939 51,213 50,694: 465 984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -6,408: 0 120 0 -5,848 -5,562 -5,848 -5,442: -560 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.1 0.0 99.1 85.0 99.1 98.1: 0.9 1.9
Old : 100.0: 0.0 13.1 0.0 99.1 85.0 99.1 98.1: 0.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 0 17 19 17 21:
Old : 30: 0 2 0 17 19 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 49.3 92.5 75.3 54.4 38.2 72.5 59.3
Old : 61.3 49.3 92.5 75.3 54.4 38.2 72.5 59.3
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, March 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 : 155,868: 1,229 8,866 1,259 140,939 134,199 143,427 144,324: 12,441 11,544
Old : 155,868: 1,229 8,866 1,259 140,939 134,199 143,427 144,324: 12,441 11,544
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -6,563: 1,229 308 1,107 -12,051 -9,847 -9,715 -8,432: 3,152 1,869
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.7 0.8 90.4 86.1 92.0 92.6: 8.0 7.4
Old : 100.0: 0.8 5.7 0.8 90.4 86.1 92.0 92.6: 8.0 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 21 23 23 25:
Old : 28: 1 1 2 21 23 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 42.9 73.4 64.6 47.0 32.0 54.0 48.4
Old : 56.6 42.9 73.4 64.6 47.0 32.0 54.0 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 116,165: 0 4,094 1,803 106,005 103,294 107,808 109,191: 8,357 6,974
Old : 116,165: 0 4,094 1,803 106,005 103,294 107,808 109,191: 8,357 6,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -9,404: 0 -1,383 -467 -9,376 -7,350 -9,843 -9,200: 439 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 1.6 91.3 88.9 92.8 94.0: 7.2 6.0
Old : 100.0: 0.0 3.5 1.6 91.3 88.9 92.8 94.0: 7.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 3 2 22 23 24 26:
Old : 33: 0 3 2 22 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 50.5 79.4 71.0 60.2 49.3 74.3 64.8
Old : 60.6 50.5 79.4 71.0 60.2 49.3 74.3 64.8
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, March 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 : 100,165: 1,248 15,234 641 89,671 81,498 91,560 97,373: 8,605 2,792
Old : 100,165: 1,248 15,234 641 89,671 81,498 91,560 97,373: 8,605 2,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,184: 1 -560 -1 -6,976 -4,076 -6,976 -4,637: 2,792 453
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 15.2 0.6 89.5 81.4 91.4 97.2: 8.6 2.8
Old : 100.0: 1.2 15.2 0.6 89.5 81.4 91.4 97.2: 8.6 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 19 11 20 13:
Old : 23: 1 1 1 19 11 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 : 55.7 69.3 73.7 93.4 53.5 57.5 69.3 80.2
Old : 55.7 69.3 73.7 93.4 53.5 57.5 69.3 80.2
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, March 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 : 104,466: 580 8,035 730 96,557 94,420 97,867 103,185: 6,599 1,281
Old : 104,466: 580 8,035 730 96,557 94,420 97,867 103,185: 6,599 1,281
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,454: 298 -124 -539 -3,340 -2,706 -3,581 -3,369: -873 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 7.7 0.7 92.4 90.4 93.7 98.8: 6.3 1.2
Old : 100.0: 0.6 7.7 0.7 92.4 90.4 93.7 98.8: 6.3 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 : 25: 1 1 1 18 15 19 17:
Old : 25: 1 1 1 18 15 19 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 : 58.5 64.8 76.6 86.2 57.0 58.4 73.8 79.6
Old : 58.5 64.8 76.6 86.2 57.0 58.4 73.8 79.6
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, March 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 : 202,432: 1,838 11,883 2,963 184,733 177,845 189,534 192,691: 12,898 9,741
Old : 202,432: 1,838 11,883 2,963 184,733 177,845 189,534 192,691: 12,898 9,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -12,201: -2,160 649 -870 -7,331 -15,615 -10,361 -15,836: -1,840 3,635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.9 1.5 91.3 87.9 93.6 95.2: 6.4 4.8
Old : 100.0: 0.9 5.9 1.5 91.3 87.9 93.6 95.2: 6.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 1 2 2 32 28 34 31:
Old : 43: 1 2 2 32 28 34 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 : 43.0 47.7 61.5 66.2 41.4 45.5 58.7 63.9
Old : 43.0 47.7 61.5 66.2 41.4 45.5 58.7 63.9
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, March 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 : 40,225: 620 248 0 38,402 39,516 39,022 39,764: 1,203 461
Old : 40,225: 620 248 0 38,402 39,516 39,022 39,764: 1,203 461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,716: 392 0 -392 -3,239 -4,263 -3,239 -4,655: -1,477 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.6 0.0 95.5 98.2 97.0 98.9: 3.0 1.1
Old : 100.0: 1.5 0.6 0.0 95.5 98.2 97.0 98.9: 3.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 14 11 15 12:
Old : 24: 1 1 0 14 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 64.7 90.8 96.9 66.0 64.7 79.7 86.5
Old : 77.0 64.7 90.8 96.9 66.0 64.7 79.7 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 266,026: 426 13,164 2,833 251,254 246,519 254,513 262,516: 11,513 3,510
Old : 266,026: 426 13,164 2,833 251,254 246,519 254,513 262,516: 11,513 3,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -18,752: -928 165 -625 -10,541 -18,004 -12,094 -18,464: -6,658 -288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.9 1.1 94.4 92.7 95.7 98.7: 4.3 1.3
Old : 100.0: 0.2 4.9 1.1 94.4 92.7 95.7 98.7: 4.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 1 1 37 35 38 37:
Old : 48: 1 1 1 37 35 38 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 : 45.2 61.3 67.4 75.7 43.7 58.4 64.5 72.8
Old : 45.2 61.3 67.4 75.7 43.7 58.4 64.5 72.8
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 114,541: 0 0 0 108,583 111,263 108,583 111,263: 5,958 3,278
Old : 114,541: 0 0 0 108,583 111,263 108,583 111,263: 5,958 3,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,132: 0 0 0 -6,266 -3,798 -6,266 -3,798: 2,134 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.8 97.1 94.8 97.1: 5.2 2.9
Old : 100.0: 0.0 0.0 0.0 94.8 97.1 94.8 97.1: 5.2 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 24 18 24 18:
Old : 31: 0 0 0 24 18 24 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 : 48.4 68.7 66.9 83.9 41.9 60.2 58.2 72.8
Old : 48.4 68.7 66.9 83.9 41.9 60.2 58.2 72.8
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, March 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 : 97,621: 2,996 0 0 83,297 92,047 86,293 92,047: 11,328 5,574
Old : 97,621: 2,996 0 0 83,297 92,047 86,293 92,047: 11,328 5,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,046: 1,284 0 0 -6,131 -3,494 -4,847 -3,494: 2,801 1,448
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 85.3 94.3 88.4 94.3: 11.6 5.7
Old : 100.0: 3.1 0.0 0.0 85.3 94.3 88.4 94.3: 11.6 5.7
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 : 27: 1 0 0 17 19 18 19:
Old : 27: 1 0 0 17 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 45.9 64.2 67.7 39.1 43.3 55.9 64.2
Old : 44.1 45.9 64.2 67.7 39.1 43.3 55.9 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 89,159: 0 0 0 80,563 83,534 80,563 83,534: 8,596 5,625
Old : 89,159: 0 0 0 80,563 83,534 80,563 83,534: 8,596 5,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -7,276: 0 0 0 -8,266 -6,348 -8,266 -6,348: 990 -928
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.4 93.7 90.4 93.7: 9.6 6.3
Old : 100.0: 0.0 0.0 0.0 90.4 93.7 90.4 93.7: 9.6 6.3
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: 0 0 0 18 14 18 14:
Old : 23: 0 0 0 18 14 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 : 50.1 73.2 72.7 87.8 50.0 70.0 72.5 81.7
Old : 50.1 73.2 72.7 87.8 50.0 70.0 72.5 81.7
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, March 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 : 131,988: 15,820 9,052 10,329 105,025 111,769 131,173 131,150: 814 838
Old : 131,988: 15,820 9,052 10,329 105,025 111,769 131,173 131,150: 814 838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -9,664: 794 613 -739 -9,788 -10,178 -9,733 -10,305: 68 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 6.9 7.8 79.6 84.7 99.4 99.4: 0.6 0.6
Old : 100.0: 12.0 6.9 7.8 79.6 84.7 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 11 7 13 46 48 62 63:
Old : 69: 11 7 13 46 48 62 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.6 27.3 56.9 48.0 26.8 21.4 38.2 34.7
Old : 38.6 27.3 56.9 48.0 26.8 21.4 38.2 34.7
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, March 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 : 41,195: 197 284 2,293 38,705 38,618 41,195 41,195: 0 0
Old : 41,195: 197 284 2,293 38,705 38,618 41,195 41,195: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 660: 69 -423 238 353 845 660 660: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.7 5.6 94.0 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.7 5.6 94.0 93.7 100.0 100.0: 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 : 31: 2 4 4 22 23 26 29:
Old : 31: 2 4 4 22 23 26 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 46.2 73.3 69.3 32.6 26.3 40.7 39.3
Old : 46.8 46.2 73.3 69.3 32.6 26.3 40.7 39.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 377,018: 28,805 7,519 19,043 329,170 350,152 377,018 376,714: 0 304
Old : 377,018: 28,805 7,519 19,043 329,170 350,152 377,018 376,714: 0 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 1,241: 5,560 3,464 -2,888 -1,431 361 1,241 937: 0 304
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 2.0 5.1 87.3 92.9 100.0 99.9: 0.0 0.1
Old : 100.0: 7.6 2.0 5.1 87.3 92.9 100.0 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 2 3 21 22 24 26:
Old : 30: 2 2 3 21 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 51.5 72.4 75.9 34.2 41.7 50.1 54.1
Old : 42.2 51.5 72.4 75.9 34.2 41.7 50.1 54.1
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, March 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 : 1,526,815: 24,756 14,139 40,967 1,461,092 1,469,333 1,526,815 1,524,439: 0 2,376
Old : 1,526,815: 24,756 14,139 40,967 1,461,092 1,469,333 1,526,815 1,524,439: 0 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -52,878: 6,282 -784 -8,729 -50,431 -45,389 -52,878 -54,902: 0 2,024
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.9 2.7 95.7 96.2 100.0 99.8: 0.0 0.2
Old : 100.0: 1.6 0.9 2.7 95.7 96.2 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 6 1 6 38 40 46 46:
Old : 56: 6 1 6 38 40 46 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.3 71.9 66.7 43.5 35.0 52.9 46.9
Old : 55.0 49.3 71.9 66.7 43.5 35.0 52.9 46.9
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, March 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 : 53,361: 361 981 7,635 45,358 44,738 53,355 53,355: 6 6
Old : 53,361: 361 981 7,635 45,358 44,738 53,355 53,355: 6 6
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -500: -250 -205 622 -866 -887 -494 -470: -6 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.8 14.3 85.0 83.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 1.8 14.3 85.0 83.8 100.0 100.0: 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 : 34: 4 3 4 23 20 28 26:
Old : 34: 4 3 4 23 20 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 : 53.0 58.6 77.7 80.9 42.6 44.1 58.0 56.4
Old : 53.0 58.6 77.7 80.9 42.6 44.1 58.0 56.4
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, March 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 : 309,253: 6,293 4,494 32,321 269,950 272,437 308,564 309,252: 689 1
Old : 309,253: 6,293 4,494 32,321 269,950 272,437 308,564 309,252: 689 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -12,322: 3,616 -1,216 -283 -16,344 -10,824 -13,011 -12,323: 689 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.5 10.5 87.3 88.1 99.8 100.0: 0.2 0.0
Old : 100.0: 2.0 1.5 10.5 87.3 88.1 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 : 25: 2 1 2 15 13 18 15:
Old : 25: 2 1 2 15 13 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 67.0 83.3 91.0 40.5 57.1 61.3 67.4
Old : 53.0 67.0 83.3 91.0 40.5 57.1 61.3 67.4
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, March 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 : 581,017: 10,475 27,154 14,876 555,666 538,987 581,017 581,017: 0 0
Old : 581,017: 10,475 27,154 14,876 555,666 538,987 581,017 581,017: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -44,394: -1,848 1,056 -1,320 -41,226 -44,130 -44,394 -44,394: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.7 2.6 95.6 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 4.7 2.6 95.6 92.8 100.0 100.0: 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 : 35: 1 2 2 24 23 26 26:
Old : 35: 1 2 2 24 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 53.7 78.4 74.3 37.3 39.2 51.9 52.4
Old : 55.9 53.7 78.4 74.3 37.3 39.2 51.9 52.4
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 47,307: 3,038 3,198 2,577 41,134 41,316 46,749 47,091: 558 216
Old : 47,307: 3,038 3,198 2,577 41,134 41,316 46,749 47,091: 558 216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,358: 285 116 -406 -4,241 -4,096 -4,362 -4,386: 4 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 6.8 5.4 87.0 87.3 98.8 99.5: 1.2 0.5
Old : 100.0: 6.4 6.8 5.4 87.0 87.3 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 2 25 25 28 29:
Old : 35: 3 2 2 25 25 28 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 : 50.8 58.0 69.1 74.1 40.5 56.5 57.0 67.1
Old : 50.8 58.0 69.1 74.1 40.5 56.5 57.0 67.1
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, March 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 : 54,105: 0 295 100 53,213 53,410 53,313 53,805: 792 300
Old : 54,105: 0 295 100 53,213 53,410 53,313 53,805: 792 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -5,087: 0 225 -225 -5,477 -5,087 -5,702 -5,087: 615 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.2 98.4 98.7 98.5 99.4: 1.5 0.6
Old : 100.0: 0.0 0.5 0.2 98.4 98.7 98.5 99.4: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 2 1 27 21 28 23:
Old : 34: 0 2 1 27 21 28 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 : 53.1 80.4 72.2 90.8 44.1 66.7 58.6 76.5
Old : 53.1 80.4 72.2 90.8 44.1 66.7 58.6 76.5
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, March 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 : 67,720: 90 100 230 67,160 67,086 67,480 67,416: 240 304
Old : 67,720: 90 100 230 67,160 67,086 67,480 67,416: 240 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -7,054: -315 50 0 -6,847 -7,103 -7,162 -7,053: 108 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.3 99.2 99.1 99.6 99.6: 0.4 0.4
Old : 100.0: 0.1 0.1 0.3 99.2 99.1 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 1 29 22 30 24:
Old : 37: 1 1 1 29 22 30 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 : 49.9 75.5 67.0 90.9 42.9 65.2 57.8 77.2
Old : 49.9 75.5 67.0 90.9 42.9 65.2 57.8 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 18,275: 1,190 75 10 17,025 18,190 18,225 18,275: 50 0
Old : 18,275: 1,190 75 10 17,025 18,190 18,225 18,275: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -555: 20 0 -70 -500 -485 -550 -555: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.4 0.1 93.2 99.5 99.7 100.0: 0.3 0.0
Old : 100.0: 6.5 0.4 0.1 93.2 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 1 20 16 21 18:
Old : 30: 1 1 1 20 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 75.8 75.5 90.6 46.3 56.8 64.8 70.4
Old : 51.4 75.8 75.5 90.6 46.3 56.8 64.8 70.4
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, March 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 : 266,568: 2,760 3,096 7,080 256,728 256,392 266,568 266,568: 0 0
Old : 266,568: 2,760 3,096 7,080 256,728 256,392 266,568 266,568: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -15,560: 1,264 2,256 -1,488 -15,336 -16,328 -15,560 -15,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 2.7 96.3 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.2 2.7 96.3 96.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 23 22 25 23:
Old : 31: 1 1 1 23 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 66.3 77.1 84.0 44.1 46.4 50.7 51.4
Old : 52.9 66.3 77.1 84.0 44.1 46.4 50.7 51.4
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, March 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 : 8,234: 2,584 278 198 5,173 7,543 7,955 8,019: 279 215
Old : 8,234: 2,584 278 198 5,173 7,543 7,955 8,019: 279 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -980: -520 -240 0 -420 -720 -940 -960: -40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 3.4 2.4 62.8 91.6 96.6 97.4: 3.4 2.6
Old : 100.0: 31.4 3.4 2.4 62.8 91.6 96.6 97.4: 3.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 16 19 19 21:
Old : 26: 1 2 2 16 19 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 : 58.1 47.5 80.6 73.5 57.6 36.6 71.2 56.9
Old : 58.1 47.5 80.6 73.5 57.6 36.6 71.2 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 19,770: 960 525 240 18,570 19,005 19,770 19,770: 0 0
Old : 19,770: 960 525 240 18,570 19,005 19,770 19,770: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,155: 110 0 -110 -1,155 -1,045 -1,155 -1,155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.7 1.2 93.9 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 2.7 1.2 93.9 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 : 34: 1 1 1 22 20 23 22:
Old : 34: 1 1 1 22 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 : 49.3 68.1 72.4 82.4 46.3 57.9 62.6 70.9
Old : 49.3 68.1 72.4 82.4 46.3 57.9 62.6 70.9
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, March 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 : 14,350: 0 840 230 13,890 13,280 14,120 14,350: 230 0
Old : 14,350: 0 840 230 13,890 13,280 14,120 14,350: 230 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -495: 0 -80 -25 -440 -390 -465 -495: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 1.6 96.8 92.5 98.4 100.0: 1.6 0.0
Old : 100.0: 0.0 5.9 1.6 96.8 92.5 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 21 19 22 20:
Old : 25: 0 1 1 21 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 61.3 68.8 86.0 32.1 35.8 48.5 50.4
Old : 42.4 61.3 68.8 86.0 32.1 35.8 48.5 50.4
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, March 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 : 16,367: 636 38 329 14,743 14,609 15,708 14,976: 659 1,391
Old : 16,367: 636 38 329 14,743 14,609 15,708 14,976: 659 1,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -945: -18 0 -40 -951 -953 -1,009 -993: 64 48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 2.0 90.1 89.3 96.0 91.5: 4.0 8.5
Old : 100.0: 3.9 0.2 2.0 90.1 89.3 96.0 91.5: 4.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 26 23 28 25:
Old : 32: 1 1 2 26 23 28 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 54.9 64.0 71.8 27.6 35.4 45.5 47.5
Old : 38.8 54.9 64.0 71.8 27.6 35.4 45.5 47.5
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, March 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 : 49,362: 0 10,338 1,115 47,788 37,704 48,903 49,157: 459 205
Old : 49,362: 0 10,338 1,115 47,788 37,704 48,903 49,157: 459 205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 798: 0 -1,034 0 440 1,627 440 593: 358 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.9 2.3 96.8 76.4 99.1 99.6: 0.9 0.4
Old : 100.0: 0.0 20.9 2.3 96.8 76.4 99.1 99.6: 0.9 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 : 41: 0 4 2 33 33 35 37:
Old : 41: 0 4 2 33 33 35 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 : 50.5 43.6 69.0 70.7 48.5 40.7 64.0 63.7
Old : 50.5 43.6 69.0 70.7 48.5 40.7 64.0 63.7
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, March 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 : 56,126: 0 9,991 1,409 54,465 44,721 55,874 56,121: 252 5
Old : 56,126: 0 9,991 1,409 54,465 44,721 55,874 56,121: 252 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -563: -41 -1,047 50 -572 485 -563 -512: 0 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.8 2.5 97.0 79.7 99.6 100.0: 0.4 0.0
Old : 100.0: 0.0 17.8 2.5 97.0 79.7 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 0 5 3 34 37 37 42:
Old : 45: 0 5 3 34 37 37 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 37.6 72.5 57.4 49.9 35.2 64.6 54.1
Old : 54.8 37.6 72.5 57.4 49.9 35.2 64.6 54.1
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, March 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 : 44,320: 500 0 0 43,560 44,215 44,060 44,215: 260 105
Old : 44,320: 500 0 0 43,560 44,215 44,060 44,215: 260 105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,165: -100 0 0 -2,240 -2,270 -2,340 -2,270: 175 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.3 99.8 99.4 99.8: 0.6 0.2
Old : 100.0: 1.1 0.0 0.0 98.3 99.8 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 27 12 28 12:
Old : 30: 1 0 0 27 12 28 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 95.0 75.9 99.4 59.1 87.4 74.1 89.6
Old : 59.9 95.0 75.9 99.4 59.1 87.4 74.1 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 45,335: 0 0 0 45,235 45,335 45,235 45,335: 100 0
Old : 45,335: 0 0 0 45,235 45,335 45,235 45,335: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,310: 0 0 0 -4,300 -4,310 -4,300 -4,310: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 30 15 30 15:
Old : 31: 0 0 0 30 15 30 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 : 50.7 93.1 69.5 97.8 46.7 84.3 65.4 84.9
Old : 50.7 93.1 69.5 97.8 46.7 84.3 65.4 84.9
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 380,224: 73,757 0 22,340 284,127 357,884 380,224 380,224: 0 0
Old : 380,224: 73,757 0 22,340 284,127 357,884 380,224 380,224: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -20,696: -7,512 0 384 -13,568 -21,080 -20,696 -20,696: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 0.0 5.9 74.7 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 19.4 0.0 5.9 74.7 94.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 4 0 1 29 29 33 30:
Old : 37: 4 0 1 29 29 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 43.3 76.6 65.2 37.3 37.8 54.4 51.8
Old : 49.5 43.3 76.6 65.2 37.3 37.8 54.4 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,283: 4,804 291 752 17,532 21,275 23,088 22,318: 195 965
Old : 23,283: 4,804 291 752 17,532 21,275 23,088 22,318: 195 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -909: -255 83 26 -664 -1,022 -893 -913: -16 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 1.2 3.2 75.3 91.4 99.2 95.9: 0.8 4.1
Old : 100.0: 20.6 1.2 3.2 75.3 91.4 99.2 95.9: 0.8 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 : 37: 5 2 3 24 28 30 32:
Old : 37: 5 2 3 24 28 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 40.8 68.5 62.0 36.6 35.1 55.9 48.0
Old : 43.5 40.8 68.5 62.0 36.6 35.1 55.9 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 13,036: 1,111 1,102 695 11,228 11,237 13,034 13,034: 2 2
Old : 13,036: 1,111 1,102 695 11,228 11,237 13,034 13,034: 2 2
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,170: -73 594 -312 -737 -1,452 -1,122 -1,170: -48 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 8.5 5.3 86.1 86.2 100.0 100.0: 0.0 0.0
Old : 100.0: 8.5 8.5 5.3 86.1 86.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 1 15 12 18 14:
Old : 23: 2 2 1 15 12 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 : 46.7 70.8 76.5 93.2 35.3 63.2 58.5 70.7
Old : 46.7 70.8 76.5 93.2 35.3 63.2 58.5 70.7
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 511,755: 0 7,333 14,498 497,257 489,924 511,755 511,755: 0 0
Old : 511,755: 0 7,333 14,498 497,257 489,924 511,755 511,755: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -60,490: 0 704 -1,056 -59,434 -60,138 -60,490 -60,490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 2.8 97.2 95.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.4 2.8 97.2 95.7 100.0 100.0: 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 : 29: 0 1 1 20 20 21 21:
Old : 29: 0 1 1 20 20 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 86.7 81.4 93.1 57.7 74.5 73.6 79.2
Old : 62.5 86.7 81.4 93.1 57.7 74.5 73.6 79.2
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, March 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 : 44,751: 7,128 0 2,666 34,526 41,788 44,320 44,454: 431 297
Old : 44,751: 7,128 0 2,666 34,526 41,788 44,320 44,454: 431 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -3,079: -36 0 -178 -2,912 -2,841 -3,126 -3,019: 47 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.0 6.0 77.2 93.4 99.0 99.3: 1.0 0.7
Old : 100.0: 15.9 0.0 6.0 77.2 93.4 99.0 99.3: 1.0 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 : 29: 4 0 2 18 20 22 22:
Old : 29: 4 0 2 18 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 : 59.0 86.8 78.8 93.7 54.1 78.2 69.7 81.8
Old : 59.0 86.8 78.8 93.7 54.1 78.2 69.7 81.8
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,180: 4,583 0 490 10,764 14,451 15,837 14,941: 343 1,239
Old : 16,180: 4,583 0 490 10,764 14,451 15,837 14,941: 343 1,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -639: -188 0 88 -159 -686 -259 -598: -380 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 0.0 3.0 66.5 89.3 97.9 92.3: 2.1 7.7
Old : 100.0: 28.3 0.0 3.0 66.5 89.3 97.9 92.3: 2.1 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 0 2 18 21 23 23:
Old : 28: 5 0 2 18 21 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 48.8 59.3 67.2 28.5 32.8 43.9 43.1
Old : 38.0 48.8 59.3 67.2 28.5 32.8 43.9 43.1
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, March 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 : 220,028: 47,228 0 0 172,018 220,028 219,246 220,028: 782 0
Old : 220,028: 47,228 0 0 172,018 220,028 219,246 220,028: 782 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -14,768: -304 0 0 -14,464 -14,768 -14,768 -14,768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 0.0 0.0 78.2 100.0 99.6 100.0: 0.4 0.0
Old : 100.0: 21.5 0.0 0.0 78.2 100.0 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 0 15 18 17 18:
Old : 25: 2 0 0 15 18 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 : 76.9 61.6 91.4 87.9 61.3 53.0 71.2 67.7
Old : 76.9 61.6 91.4 87.9 61.3 53.0 71.2 67.7
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,198: 1,164 381 264 10,513 10,740 11,941 11,385: 257 813
Old : 12,198: 1,164 381 264 10,513 10,740 11,941 11,385: 257 813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -607: -157 -120 0 -474 -633 -631 -753: 24 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 3.1 2.2 86.2 88.0 97.9 93.3: 2.1 6.7
Old : 100.0: 9.5 3.1 2.2 86.2 88.0 97.9 93.3: 2.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 17 17 19 20:
Old : 25: 2 1 2 17 17 19 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 : 53.5 51.2 76.1 75.3 47.8 47.5 67.2 67.7
Old : 53.5 51.2 76.1 75.3 47.8 47.5 67.2 67.7
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 112,276: 10,816 0 391 101,069 111,885 112,276 112,276: 0 0
Old : 112,276: 10,816 0 391 101,069 111,885 112,276 112,276: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -10,929: -352 0 0 -10,577 -10,929 -10,929 -10,929: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.3 90.0 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 0.0 0.3 90.0 99.7 100.0 100.0: 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 : 30: 2 0 1 19 19 21 20:
Old : 30: 2 0 1 19 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 61.4 83.2 79.2 39.1 43.6 55.5 57.6
Old : 59.9 61.4 83.2 79.2 39.1 43.6 55.5 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 22,833: 666 0 1,286 20,881 21,547 22,833 22,833: 0 0
Old : 22,833: 666 0 1,286 20,881 21,547 22,833 22,833: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: 77: -77 0 77 77 0 77 77: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 5.6 91.5 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 0.0 5.6 91.5 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 : 21: 1 0 1 16 13 17 14:
Old : 21: 1 0 1 16 13 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 : 79.1 69.9 93.7 90.9 37.2 31.6 43.1 42.2
Old : 79.1 69.9 93.7 90.9 37.2 31.6 43.1 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 16,680: 816 436 2,576 13,227 13,607 16,619 16,619: 61 61
Old : 16,680: 816 436 2,576 13,227 13,607 16,619 16,619: 61 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -866: -12 -76 2 -833 -789 -843 -863: -24 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 2.6 15.4 79.3 81.6 99.6 99.6: 0.4 0.4
Old : 100.0: 4.9 2.6 15.4 79.3 81.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 11 16 13:
Old : 20: 2 1 2 13 11 16 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 : 60.3 70.0 84.1 87.7 45.5 50.9 57.0 58.9
Old : 60.3 70.0 84.1 87.7 45.5 50.9 57.0 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 29,665: 0 900 0 29,320 28,645 29,320 29,545: 345 120
Old : 29,665: 0 900 0 29,320 28,645 29,320 29,545: 345 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,825: 0 0 0 -1,800 -1,945 -1,800 -1,945: -25 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.8 96.6 98.8 99.6: 1.2 0.4
Old : 100.0: 0.0 3.0 0.0 98.8 96.6 98.8 99.6: 1.2 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 : 25: 0 1 0 21 12 21 13:
Old : 25: 0 1 0 21 12 21 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 : 53.0 82.0 79.8 94.7 46.5 77.1 69.1 81.5
Old : 53.0 82.0 79.8 94.7 46.5 77.1 69.1 81.5
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, March 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 : 26,905: 0 900 0 26,500 25,885 26,500 26,785: 405 120
Old : 26,905: 0 900 0 26,500 25,885 26,500 26,785: 405 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,485: 0 0 0 -1,465 -1,485 -1,465 -1,485: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 98.5 96.2 98.5 99.6: 1.5 0.4
Old : 100.0: 0.0 3.3 0.0 98.5 96.2 98.5 99.6: 1.5 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 : 24: 0 1 0 19 11 19 12:
Old : 24: 0 1 0 19 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 85.7 80.5 97.7 52.7 83.5 71.0 83.9
Old : 59.7 85.7 80.5 97.7 52.7 83.5 71.0 83.9
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, March 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 : 23,895: 0 0 0 23,685 23,845 23,685 23,845: 210 50
Old : 23,895: 0 0 0 23,685 23,845 23,685 23,845: 210 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,580: 0 0 0 -1,710 -1,575 -1,710 -1,575: 130 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.1 99.8 99.1 99.8: 0.9 0.2
Old : 100.0: 0.0 0.0 0.0 99.1 99.8 99.1 99.8: 0.9 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 20 8 20 8:
Old : 26: 0 0 0 20 8 20 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 : 61.9 80.9 81.5 99.8 54.8 77.3 71.7 88.7
Old : 61.9 80.9 81.5 99.8 54.8 77.3 71.7 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 16,465: 0 0 0 16,255 16,465 16,255 16,465: 210 0
Old : 16,465: 0 0 0 16,255 16,465 16,255 16,465: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,035: 0 0 0 -1,245 -1,035 -1,245 -1,035: 210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 100.0 98.7 100.0: 1.3 0.0
Old : 100.0: 0.0 0.0 0.0 98.7 100.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 18 9 18 9:
Old : 24: 0 0 0 18 9 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 77.0 82.8 99.7 60.8 75.7 82.8 96.4
Old : 60.8 77.0 82.8 99.7 60.8 75.7 82.8 96.4
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, March 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 : 15,050: 0 50 0 14,130 14,940 14,130 14,990: 920 60
Old : 15,050: 0 50 0 14,130 14,940 14,130 14,990: 920 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,290: -25 0 0 -2,245 -2,290 -2,270 -2,290: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 93.9 99.3 93.9 99.6: 6.1 0.4
Old : 100.0: 0.0 0.3 0.0 93.9 99.3 93.9 99.6: 6.1 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 : 20: 0 1 0 12 10 12 11:
Old : 20: 0 1 0 12 10 12 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 : 74.4 88.0 87.8 98.3 74.4 85.8 87.4 93.9
Old : 74.4 88.0 87.8 98.3 74.4 85.8 87.4 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 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 : 13,875: 0 0 0 13,140 13,815 13,140 13,815: 735 60
Old : 13,875: 0 0 0 13,140 13,815 13,140 13,815: 735 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,810: -100 -25 0 -2,695 -2,785 -2,795 -2,810: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 99.6 94.7 99.6: 5.3 0.4
Old : 100.0: 0.0 0.0 0.0 94.7 99.6 94.7 99.6: 5.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 19 6 19 6:
Old : 20: 0 0 0 19 6 19 6:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 95.6 71.4 99.6 43.6 86.6 66.6 86.6
Old : 48.4 95.6 71.4 99.6 43.6 86.6 66.6 86.6
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, March 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 : 14,677: 0 0 0 14,070 14,677 14,070 14,677: 607 0
Old : 14,677: 0 0 0 14,070 14,677 14,070 14,677: 607 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -3,355: -100 0 0 -2,967 -3,295 -3,067 -3,295: -288 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.9 100.0 95.9 100.0: 4.1 0.0
Old : 100.0: 0.0 0.0 0.0 95.9 100.0 95.9 100.0: 4.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 22 8 22 8:
Old : 23: 0 0 0 22 8 22 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 : 46.6 95.2 68.0 100.0 41.6 85.0 62.3 85.0
Old : 46.6 95.2 68.0 100.0 41.6 85.0 62.3 85.0
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, March 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 : 108,228: 1,815 55 340 105,928 107,833 108,083 108,228: 145 0
Old : 108,228: 1,815 55 340 105,928 107,833 108,083 108,228: 145 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,230: 50 55 -230 -4,040 -4,005 -4,220 -4,180: -10 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.1 0.3 97.9 99.6 99.9 100.0: 0.1 0.0
Old : 100.0: 1.7 0.1 0.3 97.9 99.6 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 : 44: 2 1 1 35 32 38 33:
Old : 44: 2 1 1 35 32 38 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 62.1 64.0 82.2 37.0 54.2 52.1 67.0
Old : 47.0 62.1 64.0 82.2 37.0 54.2 52.1 67.0
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, March 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 : 134,890: 2,820 0 470 131,585 134,420 134,875 134,890: 15 0
Old : 134,890: 2,820 0 470 131,585 134,420 134,875 134,890: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -6,551: -720 0 50 -5,896 -6,601 -6,566 -6,551: 15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.3 97.5 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 0.3 97.5 99.7 100.0 100.0: 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 : 48: 4 0 2 37 39 41 41:
Old : 48: 4 0 2 37 39 41 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 : 46.9 60.3 64.7 83.5 35.9 57.1 50.9 67.8
Old : 46.9 60.3 64.7 83.5 35.9 57.1 50.9 67.8
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, March 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 : 149,259: 19,949 7,061 5,895 123,100 136,200 148,944 149,156: 315 103
Old : 149,259: 19,949 7,061 5,895 123,100 136,200 148,944 149,156: 315 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -7,649: -682 -310 -820 -6,151 -6,439 -7,653 -7,569: 4 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.7 3.9 82.5 91.3 99.8 99.9: 0.2 0.1
Old : 100.0: 13.4 4.7 3.9 82.5 91.3 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 10 6 9 46 39 58 52:
Old : 66: 10 6 9 46 39 58 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 : 35.5 67.1 57.2 77.6 34.1 61.2 55.7 68.0
Old : 35.5 67.1 57.2 77.6 34.1 61.2 55.7 68.0
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, March 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 : 100,464: 1,433 2,100 2,657 96,214 95,692 100,304 100,449: 160 15
Old : 100,464: 1,433 2,100 2,657 96,214 95,692 100,304 100,449: 160 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -4,688: -371 -280 231 -4,543 -4,644 -4,683 -4,693: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.1 2.6 95.8 95.3 99.8 100.0: 0.2 0.0
Old : 100.0: 1.4 2.1 2.6 95.8 95.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 3 4 38 31 44 36:
Old : 48: 4 3 4 38 31 44 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 : 37.4 73.4 58.7 83.2 36.1 69.7 54.2 76.4
Old : 37.4 73.4 58.7 83.2 36.1 69.7 54.2 76.4
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, March 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 : 24,690: 295 815 0 24,035 23,745 24,330 24,560: 360 130
Old : 24,690: 295 815 0 24,035 23,745 24,330 24,560: 360 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,605: -75 -50 -50 -2,465 -2,495 -2,590 -2,595: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.3 0.0 97.3 96.2 98.5 99.5: 1.5 0.5
Old : 100.0: 1.2 3.3 0.0 97.3 96.2 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 23 12 24 13:
Old : 28: 1 1 0 23 12 24 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 : 54.5 82.2 75.0 98.6 54.4 79.0 74.5 92.5
Old : 54.5 82.2 75.0 98.6 54.4 79.0 74.5 92.5
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, March 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 : 22,795: 684 315 0 21,776 22,360 22,460 22,675: 335 120
Old : 22,795: 684 315 0 21,776 22,360 22,460 22,675: 335 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -2,460: -325 0 0 -2,120 -2,460 -2,445 -2,460: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.4 0.0 95.5 98.1 98.5 99.5: 1.5 0.5
Old : 100.0: 3.0 1.4 0.0 95.5 98.1 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 22 11 23 12:
Old : 27: 1 1 0 22 11 23 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 : 55.5 80.8 75.8 99.0 55.3 76.9 75.6 91.2
Old : 55.5 80.8 75.8 99.0 55.3 76.9 75.6 91.2
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, March 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 : 19,605: 0 950 300 18,660 17,235 18,960 18,485: 645 1,120
Old : 19,605: 0 950 300 18,660 17,235 18,960 18,485: 645 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -455: 0 -20 0 -440 -630 -440 -650: -15 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 1.5 95.2 87.9 96.7 94.3: 3.3 5.7
Old : 100.0: 0.0 4.8 1.5 95.2 87.9 96.7 94.3: 3.3 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 17 18 18 20:
Old : 26: 0 2 1 17 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 46.1 78.8 73.2 44.6 32.8 60.1 49.4
Old : 54.7 46.1 78.8 73.2 44.6 32.8 60.1 49.4
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, March 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 : 31,156: 3,153 3,270 650 26,878 27,236 30,681 31,156: 475 0
Old : 31,156: 3,153 3,270 650 26,878 27,236 30,681 31,156: 475 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,458: -65 0 -35 -1,273 -1,378 -1,373 -1,413: -85 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 10.5 2.1 86.3 87.4 98.5 100.0: 1.5 0.0
Old : 100.0: 10.1 10.5 2.1 86.3 87.4 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 : 31: 2 2 2 21 23 25 25:
Old : 31: 2 2 2 21 23 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 : 63.8 49.9 79.9 75.9 55.0 48.0 69.7 69.7
Old : 63.8 49.9 79.9 75.9 55.0 48.0 69.7 69.7
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, March 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 : 21,110: 4,815 0 0 15,377 20,838 20,192 20,838: 918 272
Old : 21,110: 4,815 0 0 15,377 20,838 20,192 20,838: 918 272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,043: -110 0 0 -781 -998 -891 -998: -152 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 0.0 0.0 72.8 98.7 95.7 98.7: 4.3 1.3
Old : 100.0: 22.8 0.0 0.0 72.8 98.7 95.7 98.7: 4.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.4 54.9 82.5 78.7 44.8 44.6 61.6 61.2
Old : 60.4 54.9 82.5 78.7 44.8 44.6 61.6 61.2
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, March 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 : 24,643: 306 310 230 23,447 24,068 23,983 24,608: 660 35
Old : 24,643: 306 310 230 23,447 24,068 23,983 24,608: 660 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,480: -94 -124 -16 -1,796 -1,244 -1,906 -1,384: 426 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.3 0.9 95.1 97.7 97.3 99.9: 2.7 0.1
Old : 100.0: 1.2 1.3 0.9 95.1 97.7 97.3 99.9: 2.7 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 : 34: 2 1 2 26 21 29 23:
Old : 34: 2 1 2 26 21 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 62.0 75.6 83.5 56.2 59.1 70.3 78.6
Old : 56.4 62.0 75.6 83.5 56.2 59.1 70.3 78.6
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, March 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 : 22,527: 567 700 143 21,701 21,674 22,411 22,517: 116 10
Old : 22,527: 567 700 143 21,701 21,674 22,411 22,517: 116 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,554: -45 -115 -30 -1,458 -1,159 -1,533 -1,304: -21 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 3.1 0.6 96.3 96.2 99.5 100.0: 0.5 0.0
Old : 100.0: 2.5 3.1 0.6 96.3 96.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 23 23 24 25:
Old : 34: 1 1 1 23 23 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 : 68.8 46.8 82.9 70.5 65.2 43.5 75.6 65.4
Old : 68.8 46.8 82.9 70.5 65.2 43.5 75.6 65.4
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, March 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 : 15,044: 0 1,070 0 14,660 13,974 14,660 15,044: 384 0
Old : 15,044: 0 1,070 0 14,660 13,974 14,660 15,044: 384 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -685: 0 -100 0 -901 -585 -901 -685: 216 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 0.0 97.4 92.9 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 7.1 0.0 97.4 92.9 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.6 61.2 83.5 85.5 52.6 55.0 82.8 78.1
Old : 52.6 61.2 83.5 85.5 52.6 55.0 82.8 78.1
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, March 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 : 25,235: 25 2,510 290 24,795 22,225 25,110 25,025: 125 210
Old : 25,235: 25 2,510 290 24,795 22,225 25,110 25,025: 125 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -1,665: -25 -100 -175 -1,455 -1,510 -1,655 -1,785: -10 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 9.9 1.1 98.3 88.1 99.5 99.2: 0.5 0.8
Old : 100.0: 0.1 9.9 1.1 98.3 88.1 99.5 99.2: 0.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 1 22 21 24 23:
Old : 33: 1 2 1 22 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 51.1 73.0 72.6 52.0 40.5 65.4 59.5
Old : 54.9 51.1 73.0 72.6 52.0 40.5 65.4 59.5
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 7,890: 975 0 0 6,795 7,870 7,770 7,870: 120 20
Old : 7,890: 975 0 0 6,795 7,870 7,770 7,870: 120 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -200: 300 0 0 -495 -200 -195 -200: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.0 86.1 99.7 98.5 99.7: 1.5 0.3
Old : 100.0: 12.4 0.0 0.0 86.1 99.7 98.5 99.7: 1.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 14 17 15 17:
Old : 22: 1 0 0 14 17 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 : 48.0 63.9 78.9 89.6 48.0 61.2 74.0 80.2
Old : 48.0 63.9 78.9 89.6 48.0 61.2 74.0 80.2
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, March 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 10,290: 430 125 300 8,950 9,755 9,680 10,180: 610 110
Old : 10,290: 430 125 300 8,950 9,755 9,680 10,180: 610 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2015 :
: -675: 55 -125 -80 -920 -580 -945 -785: 270 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.2 2.9 87.0 94.8 94.1 98.9: 5.9 1.1
Old : 100.0: 4.2 1.2 2.9 87.0 94.8 94.1 98.9: 5.9 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 1 16 15 17 17:
Old : 23: 1 1 1 16 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 : 43.0 66.3 72.3 88.7 39.7 58.7 60.6 72.9
Old : 43.0 66.3 72.3 88.7 39.7 58.7 60.6 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2015