CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 16,245: 4,938 4,557 642 10,612 11,045 16,192 16,245: 53 0
Old : 16,245: 4,938 4,557 642 10,612 11,045 16,192 16,245: 53 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 2,186: 545 409 -40 1,709 1,816 2,215 2,186: -29 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 28.1 4.0 65.3 68.0 99.7 100.0: 0.3 0.0
Old : 100.0: 30.4 28.1 4.0 65.3 68.0 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 : 25: 11 4 3 7 9 18 16:
Old : 25: 11 4 3 7 9 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 63.4 91.5 87.5 62.8 52.4 70.4 68.5
Old : 68.7 63.4 91.5 87.5 62.8 52.4 70.4 68.5
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, May 5, 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 : 24,689: 4,759 5,889 1,103 18,827 17,697 24,689 24,689: 0 0
Old : 24,689: 4,759 5,889 1,103 18,827 17,697 24,689 24,689: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -34: -20 0 -3 -10 -31 -34 -34: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 23.9 4.5 76.3 71.7 100.0 100.0: 0.0 0.0
Old : 100.0: 19.3 23.9 4.5 76.3 71.7 100.0 100.0: 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 : 21: 7 3 2 7 8 15 13:
Old : 21: 7 3 2 7 8 15 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 : 78.9 75.7 93.8 97.7 56.7 61.7 65.7 66.5
Old : 78.9 75.7 93.8 97.7 56.7 61.7 65.7 66.5
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, May 5, 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 : 28,956: 4,765 1,383 1,641 22,550 25,932 28,956 28,956: -0 0
Old : 28,956: 4,765 1,383 1,641 22,550 25,932 28,956 28,956: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 591: -68 -161 539 120 213 591 591: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 4.8 5.7 77.9 89.6 100.0 100.0: -0.0 0.0
Old : 100.0: 16.5 4.8 5.7 77.9 89.6 100.0 100.0: -0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 9 2 6 11 9 22 15:
Old : 24: 9 2 6 11 9 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 79.7 81.7 96.3 41.3 53.0 55.2 61.2
Old : 64.0 79.7 81.7 96.3 41.3 53.0 55.2 61.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,906,293: 356,177 304,584 794,782 2,720,439 2,790,366 3,871,398 3,889,732: 34,895 16,561
Old : 3,906,293: 356,177 304,584 794,782 2,720,439 2,790,366 3,871,398 3,889,732: 34,895 16,561
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -162,300: 69,907 -55,885 -7,175 -202,460 -72,858 -139,728 -135,918: -22,572 -26,382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.8 20.3 69.6 71.4 99.1 99.6: 0.9 0.4
Old : 100.0: 9.1 7.8 20.3 69.6 71.4 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 : 219: 37 38 57 132 110 201 176:
Old : 219: 37 38 57 132 110 201 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 24.7 35.0 42.8 15.9 19.1 23.5 30.8
Old : 21.7 24.7 35.0 42.8 15.9 19.1 23.5 30.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,163,419: 208,576 107,606 951,662 1,002,114 1,103,274 2,162,352 2,162,543: 1,068 876
Old : 2,163,419: 208,576 107,606 951,662 1,002,114 1,103,274 2,162,352 2,162,543: 1,068 876
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -896: -9,732 5,831 9,327 -416 -16,144 -821 -987: -75 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.0 44.0 46.3 51.0 100.0 100.0: 0.0 0.0
Old : 100.0: 9.6 5.0 44.0 46.3 51.0 100.0 100.0: 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 : 92: 22 18 38 46 50 85 89:
Old : 92: 22 18 38 46 50 85 89:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 38.8 61.1 61.2 8.1 7.7 11.1 10.3
Old : 39.7 38.8 61.1 61.2 8.1 7.7 11.1 10.3
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, May 5, 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 : 234,734: 7,007 9,720 4,060 209,747 208,358 220,814 222,138: 13,920 12,596
Old : 234,734: 7,007 9,720 4,060 209,747 208,358 220,814 222,138: 13,920 12,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -13,617: 324 -3,938 -1,415 -12,258 -12,925 -13,349 -18,278: -268 4,661
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.1 1.7 89.4 88.8 94.1 94.6: 5.9 5.4
Old : 100.0: 3.0 4.1 1.7 89.4 88.8 94.1 94.6: 5.9 5.4
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: 4 6 5 33 28 40 36:
Old : 52: 4 6 5 33 28 40 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 : 38.3 40.0 56.9 57.4 35.7 36.6 50.2 50.9
Old : 38.3 40.0 56.9 57.4 35.7 36.6 50.2 50.9
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, May 5, 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 : 111,508: 13,166 1,550 2,378 89,692 104,643 105,236 108,571: 6,272 2,937
Old : 111,508: 13,166 1,550 2,378 89,692 104,643 105,236 108,571: 6,272 2,937
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -9,879: -2,321 -1,450 566 -8,539 -8,292 -10,294 -9,176: 415 -703
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.4 2.1 80.4 93.8 94.4 97.4: 5.6 2.6
Old : 100.0: 11.8 1.4 2.1 80.4 93.8 94.4 97.4: 5.6 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 : 42: 6 1 3 30 27 37 30:
Old : 42: 6 1 3 30 27 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 51.1 57.5 71.7 34.9 37.6 50.9 52.7
Old : 37.1 51.1 57.5 71.7 34.9 37.6 50.9 52.7
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, May 5, 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 : 234,440: 2,295 12,442 4,439 218,996 211,442 225,730 228,323: 8,710 6,117
Old : 234,440: 2,295 12,442 4,439 218,996 211,442 225,730 228,323: 8,710 6,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -12,074: 853 6,475 -274 -12,216 -16,112 -11,637 -9,911: -437 -2,163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 5.3 1.9 93.4 90.2 96.3 97.4: 3.7 2.6
Old : 100.0: 1.0 5.3 1.9 93.4 90.2 96.3 97.4: 3.7 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 : 45: 2 6 4 26 31 30 39:
Old : 45: 2 6 4 26 31 30 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 40.8 74.4 60.1 50.6 40.8 64.7 58.2
Old : 56.5 40.8 74.4 60.1 50.6 40.8 64.7 58.2
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, May 5, 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 : 698,231: 65,453 7,433 14,536 610,837 667,479 690,826 689,448: 7,405 8,783
Old : 698,231: 65,453 7,433 14,536 610,837 667,479 690,826 689,448: 7,405 8,783
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -29,757: -2,106 4,933 1,949 -31,167 -35,817 -31,324 -28,935: 1,567 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.1 2.1 87.5 95.6 98.9 98.7: 1.1 1.3
Old : 100.0: 9.4 1.1 2.1 87.5 95.6 98.9 98.7: 1.1 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 : 53: 2 3 4 47 37 51 42:
Old : 53: 2 3 4 47 37 51 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 : 33.3 46.8 52.7 70.4 32.3 43.4 48.5 59.2
Old : 33.3 46.8 52.7 70.4 32.3 43.4 48.5 59.2
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, May 5, 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 : 292,511: 2,935 19,513 1,506 280,184 264,421 284,625 285,440: 7,886 7,071
Old : 292,511: 2,935 19,513 1,506 280,184 264,421 284,625 285,440: 7,886 7,071
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -12,670: -719 -517 -187 -12,103 -9,788 -13,009 -10,492: 339 -2,178
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 6.7 0.5 95.8 90.4 97.3 97.6: 2.7 2.4
Old : 100.0: 1.0 6.7 0.5 95.8 90.4 97.3 97.6: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 5 2 30 31 32 38:
Old : 48: 2 5 2 30 31 32 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 : 48.9 50.0 71.5 65.2 47.2 43.5 63.9 57.8
Old : 48.9 50.0 71.5 65.2 47.2 43.5 63.9 57.8
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, May 5, 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 : 246,947: 1,133 5,237 4,388 229,981 231,089 235,502 240,714: 11,445 6,233
Old : 246,947: 1,133 5,237 4,388 229,981 231,089 235,502 240,714: 11,445 6,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -15,884: -905 231 -1,038 -17,952 -14,522 -19,895 -15,329: 4,011 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.1 1.8 93.1 93.6 95.4 97.5: 4.6 2.5
Old : 100.0: 0.5 2.1 1.8 93.1 93.6 95.4 97.5: 4.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 3 3 35 39 38 43:
Old : 52: 1 3 3 35 39 38 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 30.9 70.9 54.5 44.6 30.7 67.0 52.0
Old : 46.1 30.9 70.9 54.5 44.6 30.7 67.0 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, May 5, 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 : 106,970: 3,545 0 3,183 94,199 97,611 100,927 100,794: 6,043 6,176
Old : 106,970: 3,545 0 3,183 94,199 97,611 100,927 100,794: 6,043 6,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -12,706: 2,309 -1,686 -3,079 -12,184 -6,750 -12,954 -11,515: 248 -1,191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 3.0 88.1 91.3 94.4 94.2: 5.6 5.8
Old : 100.0: 3.3 0.0 3.0 88.1 91.3 94.4 94.2: 5.6 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 2 20 19 23 21:
Old : 30: 3 0 2 20 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 : 57.1 54.3 74.4 74.7 56.9 53.7 73.5 73.1
Old : 57.1 54.3 74.4 74.7 56.9 53.7 73.5 73.1
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,530: 796 6,151 4,241 90,891 86,787 95,928 97,179: 7,602 6,351
Old : 103,530: 796 6,151 4,241 90,891 86,787 95,928 97,179: 7,602 6,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -10,688: -680 3,906 -1,084 -8,843 -13,256 -10,607 -10,434: -81 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 5.9 4.1 87.8 83.8 92.7 93.9: 7.3 6.1
Old : 100.0: 0.8 5.9 4.1 87.8 83.8 92.7 93.9: 7.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 5 4 29 25 33 32:
Old : 42: 2 5 4 29 25 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 43.9 68.2 64.8 53.5 42.2 64.7 60.5
Old : 55.1 43.9 68.2 64.8 53.5 42.2 64.7 60.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,513: 519 1,554 1,794 70,730 70,163 73,043 73,511: 11,470 11,002
Old : 84,513: 519 1,554 1,794 70,730 70,163 73,043 73,511: 11,470 11,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -6,362: 519 -2,313 -237 -9,171 -5,586 -8,889 -8,136: 2,527 1,774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.8 2.1 83.7 83.0 86.4 87.0: 13.6 13.0
Old : 100.0: 0.6 1.8 2.1 83.7 83.0 86.4 87.0: 13.6 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 12 16 14 18:
Old : 22: 1 1 2 12 16 14 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 : 66.3 40.8 79.6 66.2 63.8 38.1 74.3 60.0
Old : 66.3 40.8 79.6 66.2 63.8 38.1 74.3 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 183,170: 0 0 0 176,541 175,161 176,541 175,161: 6,629 8,009
Old : 183,170: 0 0 0 176,541 175,161 176,541 175,161: 6,629 8,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -10,568: 0 0 0 -10,440 -11,039 -10,440 -11,039: -128 471
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 95.6 96.4 95.6: 3.6 4.4
Old : 100.0: 0.0 0.0 0.0 96.4 95.6 96.4 95.6: 3.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 25 21 25 21:
Old : 33: 0 0 0 25 21 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 46.8 70.8 74.5 45.7 46.3 70.1 72.9
Old : 46.5 46.8 70.8 74.5 45.7 46.3 70.1 72.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 88,212: 0 0 0 78,436 82,065 78,436 82,065: 9,776 6,147
Old : 88,212: 0 0 0 78,436 82,065 78,436 82,065: 9,776 6,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,603: 0 0 0 1,313 -1,628 1,313 -1,628: -2,916 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.9 93.0 88.9 93.0: 11.1 7.0
Old : 100.0: 0.0 0.0 0.0 88.9 93.0 88.9 93.0: 11.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 17 12 17 12:
Old : 22: 0 0 0 17 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 72.7 75.5 89.8 55.4 71.1 74.1 85.7
Old : 56.0 72.7 75.5 89.8 55.4 71.1 74.1 85.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 330,957: 736 94 123 322,444 323,824 323,303 324,041: 7,654 6,916
Old : 330,957: 736 94 123 322,444 323,824 323,303 324,041: 7,654 6,916
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -12,807: 0 94 123 -10,902 -12,191 -10,779 -11,974: -2,028 -833
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 97.4 97.8 97.7 97.9: 2.3 2.1
Old : 100.0: 0.2 0.0 0.0 97.4 97.8 97.7 97.9: 2.3 2.1
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 : 57: 1 1 1 46 39 48 40:
Old : 57: 1 1 1 46 39 48 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 55.0 59.0 77.0 39.6 54.4 55.1 75.5
Old : 41.6 55.0 59.0 77.0 39.6 54.4 55.1 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,233: 2,135 4,547 2,720 66,569 56,075 71,424 63,342: 3,809 11,891
Old : 75,233: 2,135 4,547 2,720 66,569 56,075 71,424 63,342: 3,809 11,891
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,358: 669 1,679 -403 -4,277 -4,995 -4,011 -3,719: -347 -639
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 6.0 3.6 88.5 74.5 94.9 84.2: 5.1 15.8
Old : 100.0: 2.8 6.0 3.6 88.5 74.5 94.9 84.2: 5.1 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 20 17 22 20:
Old : 25: 1 2 2 20 17 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 : 54.8 58.3 73.5 74.3 53.1 54.1 67.5 60.6
Old : 54.8 58.3 73.5 74.3 53.1 54.1 67.5 60.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,728: 644 2,532 1,699 69,391 66,035 71,734 70,266: 2,994 4,462
Old : 74,728: 644 2,532 1,699 69,391 66,035 71,734 70,266: 2,994 4,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,964: 567 281 -609 -4,784 -3,689 -4,826 -4,017: -138 -947
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.4 2.3 92.9 88.4 96.0 94.0: 4.0 6.0
Old : 100.0: 0.9 3.4 2.3 92.9 88.4 96.0 94.0: 4.0 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 : 26: 1 2 2 19 16 21 19:
Old : 26: 1 2 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 69.0 69.8 82.6 44.3 65.2 65.6 76.3
Old : 46.7 69.0 69.8 82.6 44.3 65.2 65.6 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,364: 7,697 9,579 1,178 58,102 56,522 66,977 67,279: 1,387 1,085
Old : 68,364: 7,697 9,579 1,178 58,102 56,522 66,977 67,279: 1,387 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -30,810: -2,599 -480 -1,560 -26,122 -27,449 -30,281 -29,489: -529 -1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 14.0 1.7 85.0 82.7 98.0 98.4: 2.0 1.6
Old : 100.0: 11.3 14.0 1.7 85.0 82.7 98.0 98.4: 2.0 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 5 1 23 19 28 25:
Old : 47: 5 5 1 23 19 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 : 42.6 65.6 64.3 83.8 34.3 63.5 54.2 73.5
Old : 42.6 65.6 64.3 83.8 34.3 63.5 54.2 73.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,406: 279 5,636 0 53,786 47,626 54,065 53,262: 341 1,144
Old : 54,406: 279 5,636 0 53,786 47,626 54,065 53,262: 341 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -18,630: 279 -1,821 -279 -18,664 -15,570 -18,664 -17,670: 34 -960
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 10.4 0.0 98.9 87.5 99.4 97.9: 0.6 2.1
Old : 100.0: 0.5 10.4 0.0 98.9 87.5 99.4 97.9: 0.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 0 12 21 13 22:
Old : 29: 1 1 0 12 21 13 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 : 72.9 49.5 96.1 72.7 71.1 41.1 82.6 63.8
Old : 72.9 49.5 96.1 72.7 71.1 41.1 82.6 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 158,459: 14 11,163 1,358 148,650 137,101 150,022 149,622: 8,437 8,837
Old : 158,459: 14 11,163 1,358 148,650 137,101 150,022 149,622: 8,437 8,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -6,829: -1,267 -2,351 333 -10,682 -4,488 -11,616 -6,506: 4,787 -323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.9 93.8 86.5 94.7 94.4: 5.3 5.6
Old : 100.0: 0.0 7.0 0.9 93.8 86.5 94.7 94.4: 5.3 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 2 26 28 28 30:
Old : 33: 1 1 2 26 28 28 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 : 59.2 40.5 72.6 61.3 49.0 28.4 56.9 43.4
Old : 59.2 40.5 72.6 61.3 49.0 28.4 56.9 43.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,451: 0 2,466 3,928 96,624 94,757 100,552 101,151: 6,899 6,300
Old : 107,451: 0 2,466 3,928 96,624 94,757 100,552 101,151: 6,899 6,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -7,664: 0 156 -136 -6,386 -7,072 -6,522 -7,052: -1,142 -612
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 3.7 89.9 88.2 93.6 94.1: 6.4 5.9
Old : 100.0: 0.0 2.3 3.7 89.9 88.2 93.6 94.1: 6.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 23 25 25 27:
Old : 33: 0 2 2 23 25 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 48.1 77.8 68.6 58.1 43.9 68.1 60.4
Old : 61.4 48.1 77.8 68.6 58.1 43.9 68.1 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,140: 1,487 1,023 502 66,160 67,769 68,149 69,294: 7,991 6,846
Old : 76,140: 1,487 1,023 502 66,160 67,769 68,149 69,294: 7,991 6,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,484: 1,179 -460 -645 -1,448 -1,073 -914 -2,178: -570 694
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.3 0.7 86.9 89.0 89.5 91.0: 10.5 9.0
Old : 100.0: 2.0 1.3 0.7 86.9 89.0 89.5 91.0: 10.5 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 2 11 14 13 16:
Old : 20: 1 1 2 11 14 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 60.8 78.5 82.5 55.0 60.5 72.2 77.9
Old : 61.1 60.8 78.5 82.5 55.0 60.5 72.2 77.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,646: 1,004 15,085 519 89,167 79,983 90,690 95,587: 6,956 2,059
Old : 97,646: 1,004 15,085 519 89,167 79,983 90,690 95,587: 6,956 2,059
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,686: -124 -1,147 -62 -1,814 -511 -2,000 -1,720: -686 -966
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 15.4 0.5 91.3 81.9 92.9 97.9: 7.1 2.1
Old : 100.0: 1.0 15.4 0.5 91.3 81.9 92.9 97.9: 7.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 20 16 21 18:
Old : 25: 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 59.5 74.1 86.6 42.7 46.1 56.1 67.7
Old : 51.4 59.5 74.1 86.6 42.7 46.1 56.1 67.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,540: 0 10,459 850 97,892 90,055 98,742 101,364: 4,798 2,176
Old : 103,540: 0 10,459 850 97,892 90,055 98,742 101,364: 4,798 2,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,181: -396 737 212 -1,406 -3,377 -1,590 -2,428: -591 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.1 0.8 94.5 87.0 95.4 97.9: 4.6 2.1
Old : 100.0: 0.0 10.1 0.8 94.5 87.0 95.4 97.9: 4.6 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 1 19 16 20 19:
Old : 27: 0 3 1 19 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 64.0 80.4 85.7 62.1 55.5 77.0 76.0
Old : 63.1 64.0 80.4 85.7 62.1 55.5 77.0 76.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 186,970: 1,611 20,776 3,796 163,928 157,762 169,335 182,334: 17,635 4,636
Old : 186,970: 1,611 20,776 3,796 163,928 157,762 169,335 182,334: 17,635 4,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -10,610: 140 2,239 -63 -14,932 -11,158 -14,855 -8,982: 4,245 -1,628
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 11.1 2.0 87.7 84.4 90.6 97.5: 9.4 2.5
Old : 100.0: 0.9 11.1 2.0 87.7 84.4 90.6 97.5: 9.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 5 2 29 30 31 36:
Old : 44: 1 5 2 29 30 31 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 : 43.6 48.5 64.9 63.4 42.6 48.5 62.0 61.4
Old : 43.6 48.5 64.9 63.4 42.6 48.5 62.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 16,000: 0 837 0 14,955 14,915 14,955 15,752: 1,045 248
Old : 16,000: 0 837 0 14,955 14,915 14,955 15,752: 1,045 248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -10,380: 0 -900 0 -10,362 -9,090 -10,362 -9,990: -18 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 93.5 93.2 93.5 98.5: 6.5 1.6
Old : 100.0: 0.0 5.2 0.0 93.5 93.2 93.5 98.5: 6.5 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 : 23: 0 2 0 13 12 13 14:
Old : 23: 0 2 0 13 12 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 60.4 84.2 83.3 65.8 55.9 79.2 75.3
Old : 65.8 60.4 84.2 83.3 65.8 55.9 79.2 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,976: 0 465 0 43,551 44,736 43,551 45,201: 2,425 775
Old : 45,976: 0 465 0 43,551 44,736 43,551 45,201: 2,425 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -5,208: 0 0 0 -5,531 -4,639 -5,531 -4,639: 323 -569
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 94.7 97.3 94.7 98.3: 5.3 1.7
Old : 100.0: 0.0 1.0 0.0 94.7 97.3 94.7 98.3: 5.3 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 15 12 15 13:
Old : 25: 0 1 0 15 12 15 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 : 63.2 70.0 88.7 92.6 57.6 70.0 81.3 88.0
Old : 63.2 70.0 88.7 92.6 57.6 70.0 81.3 88.0
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, May 5, 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 : 257,978: 3,724 9,020 2,305 244,962 243,032 250,991 254,357: 6,987 3,621
Old : 257,978: 3,724 9,020 2,305 244,962 243,032 250,991 254,357: 6,987 3,621
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -15,656: 124 -891 -117 -13,681 -13,433 -13,674 -14,441: -1,982 -1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 3.5 0.9 95.0 94.2 97.3 98.6: 2.7 1.4
Old : 100.0: 1.4 3.5 0.9 95.0 94.2 97.3 98.6: 2.7 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 : 55: 4 1 2 40 36 45 38:
Old : 55: 4 1 2 40 36 45 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 61.8 64.8 74.5 45.9 58.5 61.4 70.6
Old : 47.6 61.8 64.8 74.5 45.9 58.5 61.4 70.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 109,074: 0 0 0 104,825 104,218 104,825 104,218: 4,249 4,856
Old : 109,074: 0 0 0 104,825 104,218 104,825 104,218: 4,249 4,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -9,753: 0 0 0 -10,943 -10,544 -10,943 -10,544: 1,190 791
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.1 95.5 96.1 95.5: 3.9 4.5
Old : 100.0: 0.0 0.0 0.0 96.1 95.5 96.1 95.5: 3.9 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 0 0 22 24 22 24:
Old : 31: 0 0 0 22 24 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 61.3 71.0 77.7 44.2 54.0 62.8 64.4
Old : 45.8 61.3 71.0 77.7 44.2 54.0 62.8 64.4
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, May 5, 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 : 83,876: 2,142 0 0 72,923 76,174 75,065 76,174: 8,811 7,702
Old : 83,876: 2,142 0 0 72,923 76,174 75,065 76,174: 8,811 7,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -9,203: -434 0 0 -7,787 -9,647 -8,221 -9,647: -982 444
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 86.9 90.8 89.5 90.8: 10.5 9.2
Old : 100.0: 2.6 0.0 0.0 86.9 90.8 89.5 90.8: 10.5 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 19 19 20 19:
Old : 28: 1 0 0 19 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 44.6 65.9 65.7 36.6 42.1 58.1 61.4
Old : 42.4 44.6 65.9 65.7 36.6 42.1 58.1 61.4
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, May 5, 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 : 84,740: 0 885 0 73,673 78,009 73,673 78,894: 11,067 5,846
Old : 84,740: 0 885 0 73,673 78,009 73,673 78,894: 11,067 5,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -3,573: 0 -1,074 -245 -1,932 -1,915 -2,177 -3,234: -1,396 -339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 86.9 92.1 86.9 93.1: 13.1 6.9
Old : 100.0: 0.0 1.0 0.0 86.9 92.1 86.9 93.1: 13.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 21 18 21 19:
Old : 26: 0 1 0 21 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 65.2 62.1 82.5 42.5 61.0 57.5 76.0
Old : 44.1 65.2 62.1 82.5 42.5 61.0 57.5 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 153,954: 15,666 10,658 18,676 118,875 124,320 153,218 153,655: 736 299
Old : 153,954: 15,666 10,658 18,676 118,875 124,320 153,218 153,655: 736 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,060: 701 -1,428 3,588 -8,562 -6,350 -4,274 -4,190: 214 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 6.9 12.1 77.2 80.8 99.5 99.8: 0.5 0.2
Old : 100.0: 10.2 6.9 12.1 77.2 80.8 99.5 99.8: 0.5 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 : 74: 12 11 16 47 49 67 68:
Old : 74: 12 11 16 47 49 67 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 29.4 54.6 50.4 24.6 18.6 32.6 31.2
Old : 39.0 29.4 54.6 50.4 24.6 18.6 32.6 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 39,768: 406 875 1,997 37,365 36,873 39,768 39,744: 0 24
Old : 39,768: 406 875 1,997 37,365 36,873 39,768 39,744: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,232: 158 287 21 -2,411 -2,563 -2,232 -2,256: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.2 5.0 94.0 92.7 100.0 99.9: 0.0 0.1
Old : 100.0: 1.0 2.2 5.0 94.0 92.7 100.0 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 : 36: 4 4 4 25 24 31 30:
Old : 36: 4 4 4 25 24 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 41.9 68.6 65.5 31.7 30.6 44.0 43.0
Old : 45.5 41.9 68.6 65.5 31.7 30.6 44.0 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 389,518: 29,742 4,320 18,552 341,224 366,646 389,518 389,518: 0 0
Old : 389,518: 29,742 4,320 18,552 341,224 366,646 389,518 389,518: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -16,416: -1,072 -5,288 -1,024 -14,320 -10,104 -16,416 -16,416: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.1 4.8 87.6 94.1 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 1.1 4.8 87.6 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 : 33: 4 3 5 21 21 27 27:
Old : 33: 4 3 5 21 21 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 48.5 64.5 71.5 33.8 40.1 51.8 54.7
Old : 38.8 48.5 64.5 71.5 33.8 40.1 51.8 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 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 : 1,619,682: 41,162 20,794 37,494 1,541,026 1,561,394 1,619,682 1,619,682: 0 0
Old : 1,619,682: 41,162 20,794 37,494 1,541,026 1,561,394 1,619,682 1,619,682: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 3,766: -320 -65 -2,248 6,334 6,079 3,766 3,766: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.3 2.3 95.1 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 1.3 2.3 95.1 96.4 100.0 100.0: 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 : 58: 7 4 7 38 42 48 51:
Old : 58: 7 4 7 38 42 48 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 51.8 74.1 67.6 36.2 31.3 43.2 40.2
Old : 56.2 51.8 74.1 67.6 36.2 31.3 43.2 40.2
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, May 5, 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 : 62,723: 1,602 813 6,424 54,671 55,408 62,697 62,645: 26 78
Old : 62,723: 1,602 813 6,424 54,671 55,408 62,697 62,645: 26 78
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,473: 794 125 -274 927 1,543 1,447 1,395: 26 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.3 10.2 87.2 88.3 100.0 99.9: 0.0 0.1
Old : 100.0: 2.6 1.3 10.2 87.2 88.3 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 5 5 26 23 31 31:
Old : 39: 3 5 5 26 23 31 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 58.1 75.5 79.5 43.6 51.8 63.6 65.4
Old : 52.9 58.1 75.5 79.5 43.6 51.8 63.6 65.4
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, May 5, 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 : 374,753: 1,712 1,906 31,369 341,672 340,262 374,753 373,537: 0 1,216
Old : 374,753: 1,712 1,906 31,369 341,672 340,262 374,753 373,537: 0 1,216
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 4,007: -688 -2,248 0 4,696 5,040 4,008 2,792: -1 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.5 8.4 91.2 90.8 100.0 99.7: 0.0 0.3
Old : 100.0: 0.5 0.5 8.4 91.2 90.8 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 19 15 21 18:
Old : 29: 1 2 2 19 15 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 : 54.7 58.1 83.7 87.5 47.1 54.5 65.6 69.0
Old : 54.7 58.1 83.7 87.5 47.1 54.5 65.6 69.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 555,514: 14,910 12,304 14,058 526,546 529,152 555,514 555,514: 0 0
Old : 555,514: 14,910 12,304 14,058 526,546 529,152 555,514 555,514: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -2,836: 2,792 -56 -368 -5,260 -2,412 -2,836 -2,836: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.2 2.5 94.8 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 2.2 2.5 94.8 95.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 1 2 26 31 30 34:
Old : 42: 4 1 2 26 31 30 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 46.4 73.1 68.0 33.1 34.3 50.0 48.0
Old : 51.1 46.4 73.1 68.0 33.1 34.3 50.0 48.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 47,819: 2,463 2,600 3,122 41,295 41,543 46,880 47,265: 939 554
Old : 47,819: 2,463 2,600 3,122 41,295 41,543 46,880 47,265: 939 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 252: -70 140 70 252 18 252 228: 0 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 5.4 6.5 86.4 86.9 98.0 98.8: 2.0 1.2
Old : 100.0: 5.2 5.4 6.5 86.4 86.9 98.0 98.8: 2.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 4 26 31 31 36:
Old : 38: 3 3 4 26 31 31 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 : 51.9 45.8 69.1 60.7 44.0 44.1 57.8 54.3
Old : 51.9 45.8 69.1 60.7 44.0 44.1 57.8 54.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 62,570: 50 445 50 62,103 62,046 62,203 62,541: 367 29
Old : 62,570: 50 445 50 62,103 62,046 62,203 62,541: 367 29
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,421: 0 0 0 1,345 1,404 1,345 1,404: 76 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.7 0.1 99.3 99.2 99.4 100.0: 0.6 0.0
Old : 100.0: 0.1 0.7 0.1 99.3 99.2 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 2 1 33 26 35 28:
Old : 44: 1 2 1 33 26 35 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 70.8 69.4 85.1 46.6 60.3 59.0 73.7
Old : 55.1 70.8 69.4 85.1 46.6 60.3 59.0 73.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 76,935: 50 200 230 76,195 76,505 76,475 76,935: 460 0
Old : 76,935: 50 200 230 76,195 76,505 76,475 76,935: 460 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,136: 0 0 0 1,034 1,136 1,034 1,136: 102 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 0.3 99.0 99.4 99.4 100.0: 0.6 0.0
Old : 100.0: 0.1 0.3 0.3 99.0 99.4 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 1 1 37 30 38 32:
Old : 48: 1 1 1 37 30 38 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 : 52.3 66.8 66.5 86.0 47.9 58.2 59.8 76.1
Old : 52.3 66.8 66.5 86.0 47.9 58.2 59.8 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,865: 1,190 225 10 17,420 18,540 18,620 18,775: 245 90
Old : 18,865: 1,190 225 10 17,420 18,540 18,620 18,775: 245 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -105: 0 0 0 -105 -105 -105 -105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.2 0.1 92.3 98.3 98.7 99.5: 1.3 0.5
Old : 100.0: 6.3 1.2 0.1 92.3 98.3 98.7 99.5: 1.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 2 1 24 15 25 18:
Old : 33: 1 2 1 24 15 25 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 : 47.9 70.8 73.1 86.9 44.4 55.2 66.8 69.2
Old : 47.9 70.8 73.1 86.9 44.4 55.2 66.8 69.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 292,440: 0 12,400 6,688 285,752 273,352 292,440 292,440: 0 0
Old : 292,440: 0 12,400 6,688 285,752 273,352 292,440 292,440: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,184: 0 2,392 0 -1,184 -3,576 -1,184 -1,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 2.3 97.7 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.2 2.3 97.7 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 3 1 24 21 25 24:
Old : 32: 0 3 1 24 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 62.4 77.0 82.2 47.9 49.2 58.6 58.7
Old : 50.4 62.4 77.0 82.2 47.9 49.2 58.6 58.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,279: 2,922 626 198 6,035 8,218 9,155 9,042: 124 237
Old : 9,279: 2,922 626 198 6,035 8,218 9,155 9,042: 124 237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 285: 22 192 0 263 49 285 241: 0 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 6.7 2.1 65.0 88.6 98.7 97.4: 1.3 2.6
Old : 100.0: 31.5 6.7 2.1 65.0 88.6 98.7 97.4: 1.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 5 2 2 20 22 27 25:
Old : 34: 5 2 2 20 22 27 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 : 49.0 43.2 68.5 67.7 46.3 32.4 59.3 53.5
Old : 49.0 43.2 68.5 67.7 46.3 32.4 59.3 53.5
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, May 5, 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: 1,060 575 140 22,635 23,180 23,835 23,895: 60 0
Old : 23,895: 1,060 575 140 22,635 23,180 23,835 23,895: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -320: 0 0 0 -320 -320 -320 -320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.4 0.6 94.7 97.0 99.7 100.0: 0.3 0.0
Old : 100.0: 4.4 2.4 0.6 94.7 97.0 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 : 37: 1 1 1 24 23 25 25:
Old : 37: 1 1 1 24 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 : 42.1 55.8 69.5 80.0 39.5 43.5 57.3 57.2
Old : 42.1 55.8 69.5 80.0 39.5 43.5 57.3 57.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,510: 0 725 230 13,055 12,535 13,285 13,490: 225 20
Old : 13,510: 0 725 230 13,055 12,535 13,285 13,490: 225 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -460: 0 0 0 -460 -460 -460 -460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 1.7 96.6 92.8 98.3 99.9: 1.7 0.1
Old : 100.0: 0.0 5.4 1.7 96.6 92.8 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 1 23 24 24 25:
Old : 31: 0 1 1 23 24 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 : 34.8 58.8 61.4 84.3 30.6 38.0 49.5 53.0
Old : 34.8 58.8 61.4 84.3 30.6 38.0 49.5 53.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,658: 636 98 307 15,908 15,656 16,851 16,061: 807 1,597
Old : 17,658: 636 98 307 15,908 15,656 16,851 16,061: 807 1,597
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -178: 0 60 0 -326 -260 -326 -200: 148 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.6 1.7 90.1 88.7 95.4 91.0: 4.6 9.0
Old : 100.0: 3.6 0.6 1.7 90.1 88.7 95.4 91.0: 4.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 2 25 24 27 26:
Old : 31: 1 1 2 25 24 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 50.6 66.2 67.5 31.2 31.0 45.4 40.2
Old : 41.9 50.6 66.2 67.5 31.2 31.0 45.4 40.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,383: 0 11,291 1,135 52,819 41,696 53,954 54,122: 429 261
Old : 54,383: 0 11,291 1,135 52,819 41,696 53,954 54,122: 429 261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -60: 0 130 25 -110 -265 -85 -110: 25 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.8 2.1 97.1 76.7 99.2 99.5: 0.8 0.5
Old : 100.0: 0.0 20.8 2.1 97.1 76.7 99.2 99.5: 0.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 5 2 34 32 36 37:
Old : 44: 0 5 2 34 32 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 40.6 64.5 65.9 38.6 38.3 58.3 61.2
Old : 42.4 40.6 64.5 65.9 38.6 38.3 58.3 61.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 59,415: 75 10,985 1,987 57,343 46,353 59,405 59,325: 10 90
Old : 59,415: 75 10,985 1,987 57,343 46,353 59,405 59,325: 10 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -432: 50 80 530 -1,017 -1,092 -437 -482: 5 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 18.5 3.3 96.5 78.0 100.0 99.8: 0.0 0.2
Old : 100.0: 0.1 18.5 3.3 96.5 78.0 100.0 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 : 49: 2 6 5 36 36 42 43:
Old : 49: 2 6 5 36 36 42 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 38.3 68.4 57.2 42.6 35.9 58.2 52.9
Old : 48.7 38.3 68.4 57.2 42.6 35.9 58.2 52.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,120: 1,595 0 0 49,425 51,025 51,020 51,025: 100 95
Old : 51,120: 1,595 0 0 49,425 51,025 51,020 51,025: 100 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,215: 0 0 0 1,215 1,195 1,215 1,195: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.7 99.8 99.8 99.8: 0.2 0.2
Old : 100.0: 3.1 0.0 0.0 96.7 99.8 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 0 30 18 32 18:
Old : 35: 2 0 0 30 18 32 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 94.8 70.7 98.2 54.5 86.6 68.3 87.2
Old : 55.9 94.8 70.7 98.2 54.5 86.6 68.3 87.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,140: 1,190 0 0 49,675 51,050 50,865 51,050: 275 90
Old : 51,140: 1,190 0 0 49,675 51,050 50,865 51,050: 275 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 585: -100 0 0 580 585 480 585: 105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 0.0 97.1 99.8 99.5 99.8: 0.5 0.2
Old : 100.0: 2.3 0.0 0.0 97.1 99.8 99.5 99.8: 0.5 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 : 33: 1 0 0 31 16 32 16:
Old : 33: 1 0 0 31 16 32 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 : 48.7 93.9 66.3 97.8 45.2 83.8 60.9 84.3
Old : 48.7 93.9 66.3 97.8 45.2 83.8 60.9 84.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 381,400: 66,275 0 22,384 292,373 359,016 381,032 381,400: 368 0
Old : 381,400: 66,275 0 22,384 292,373 359,016 381,032 381,400: 368 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 471: 2,321 0 -1,561 -657 2,032 103 471: 368 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 0.0 5.9 76.7 94.1 99.9 100.0: 0.1 0.0
Old : 100.0: 17.4 0.0 5.9 76.7 94.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 0 2 32 33 36 35:
Old : 39: 4 0 2 32 33 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 43.8 70.9 66.0 32.3 36.7 47.6 48.7
Old : 48.6 43.8 70.9 66.0 32.3 36.7 47.6 48.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,854: 4,746 1,074 926 17,967 21,555 23,639 23,555: 215 299
Old : 23,854: 4,746 1,074 926 17,967 21,555 23,639 23,555: 215 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -124: -85 565 130 -146 -797 -102 -102: -22 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 4.5 3.9 75.3 90.4 99.1 98.7: 0.9 1.3
Old : 100.0: 19.9 4.5 3.9 75.3 90.4 99.1 98.7: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 5 5 30 33 37 40:
Old : 45: 4 5 5 30 33 37 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 40.8 65.8 57.6 36.7 35.9 51.9 45.5
Old : 41.6 40.8 65.8 57.6 36.7 35.9 51.9 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,648: 334 1,000 720 19,438 18,928 20,492 20,648: 156 0
Old : 20,648: 334 1,000 720 19,438 18,928 20,492 20,648: 156 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,259: -130 -511 0 1,233 1,770 1,103 1,259: 156 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.8 3.5 94.1 91.7 99.2 100.0: 0.8 0.0
Old : 100.0: 1.6 4.8 3.5 94.1 91.7 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 18 14 22 17:
Old : 29: 2 3 2 18 14 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 78.4 82.6 94.3 56.8 74.8 73.3 80.5
Old : 59.4 78.4 82.6 94.3 56.8 74.8 73.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 213,262: 14,910 0 10,568 186,557 202,683 212,035 213,251: 1,227 11
Old : 213,262: 14,910 0 10,568 186,557 202,683 212,035 213,251: 1,227 11
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 35,096: -1,560 -608 0 35,440 35,704 33,880 35,096: 1,216 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 5.0 87.5 95.0 99.4 100.0: 0.6 0.0
Old : 100.0: 7.0 0.0 5.0 87.5 95.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 1 14 4 18 5:
Old : 20: 4 0 1 14 4 18 5:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 99.9 88.2 100.0 64.0 93.3 83.1 93.3
Old : 64.1 99.9 88.2 100.0 64.0 93.3 83.1 93.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 514,119: 0 13,580 12,934 500,081 487,605 513,015 514,119: 1,104 0
Old : 514,119: 0 13,580 12,934 500,081 487,605 513,015 514,119: 1,104 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,856: 0 1,104 -1,104 1,856 1,856 752 1,856: 1,104 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 2.5 97.3 94.8 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 2.6 2.5 97.3 94.8 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 : 32: 0 2 1 21 22 22 24:
Old : 32: 0 2 1 21 22 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 86.3 81.2 93.0 55.5 75.1 72.4 79.6
Old : 61.7 86.3 81.2 93.0 55.5 75.1 72.4 79.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 44,981: 6,050 260 2,916 35,476 41,442 44,442 44,618: 539 363
Old : 44,981: 6,050 260 2,916 35,476 41,442 44,442 44,618: 539 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 220: 0 44 -44 176 220 132 220: 88 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.6 6.5 78.9 92.1 98.8 99.2: 1.2 0.8
Old : 100.0: 13.5 0.6 6.5 78.9 92.1 98.8 99.2: 1.2 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 : 30: 4 1 3 18 22 23 25:
Old : 30: 4 1 3 18 22 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 : 59.0 82.3 79.2 90.3 53.0 73.1 67.6 78.8
Old : 59.0 82.3 79.2 90.3 53.0 73.1 67.6 78.8
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,802: 3,608 371 486 12,282 14,662 16,376 15,519: 426 1,283
Old : 16,802: 3,608 371 486 12,282 14,662 16,376 15,519: 426 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -319: -86 371 -220 31 -468 -275 -317: -44 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 2.2 2.9 73.1 87.3 97.5 92.4: 2.5 7.6
Old : 100.0: 21.5 2.2 2.9 73.1 87.3 97.5 92.4: 2.5 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 4 16 23 21 28:
Old : 30: 5 1 4 16 23 21 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 50.3 63.0 65.4 39.6 46.8 56.5 58.1
Old : 44.1 50.3 63.0 65.4 39.6 46.8 56.5 58.1
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 198,369: 39,291 0 0 159,078 198,369 198,369 198,369: 0 0
Old : 198,369: 39,291 0 0 159,078 198,369 198,369 198,369: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -14,479: -10,576 0 0 -3,903 -14,479 -14,479 -14,479: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 0.0 0.0 80.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 19.8 0.0 0.0 80.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 0 16 17 19 17:
Old : 27: 3 0 0 16 17 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 : 76.8 59.4 91.6 86.6 61.9 47.2 71.2 66.5
Old : 76.8 59.4 91.6 86.6 61.9 47.2 71.2 66.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,316: 1,431 0 44 10,366 11,253 11,841 11,297: 475 1,019
Old : 12,316: 1,431 0 44 10,366 11,253 11,841 11,297: 475 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -842: 284 0 -154 -972 -536 -842 -690: 0 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.4 84.2 91.4 96.1 91.7: 3.9 8.3
Old : 100.0: 11.6 0.0 0.4 84.2 91.4 96.1 91.7: 3.9 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 20 19 23 20:
Old : 27: 3 0 1 20 19 23 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 : 44.8 48.9 71.6 74.1 37.6 48.1 55.5 65.2
Old : 44.8 48.9 71.6 74.1 37.6 48.1 55.5 65.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 106,870: 7,001 0 0 99,869 106,870 106,870 106,870: 0 0
Old : 106,870: 7,001 0 0 99,869 106,870 106,870 106,870: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -8,272: -2,208 0 0 -6,064 -8,272 -8,272 -8,272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 0.0 0.0 93.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.6 0.0 0.0 93.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 19 20 20 20:
Old : 27: 1 0 0 19 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 : 50.6 55.8 74.8 76.4 47.4 46.9 63.3 61.5
Old : 50.6 55.8 74.8 76.4 47.4 46.9 63.3 61.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 23,638: 584 0 1,079 21,975 22,559 23,638 23,638: 0 0
Old : 23,638: 584 0 1,079 21,975 22,559 23,638 23,638: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -34: -130 0 -78 174 44 -34 -34: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 4.6 93.0 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.0 4.6 93.0 95.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 16 16 17:
Old : 21: 1 0 1 15 16 16 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 : 76.9 61.3 92.3 84.7 38.5 35.1 45.4 46.1
Old : 76.9 61.3 92.3 84.7 38.5 35.1 45.4 46.1
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, May 5, 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 : 101,410: 2,964 19,475 11,530 86,205 69,681 100,699 100,686: 711 723
Old : 101,410: 2,964 19,475 11,530 86,205 69,681 100,699 100,686: 711 723
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 7,776: 67 5,872 -972 8,639 2,882 7,734 7,783: 42 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 19.2 11.4 85.0 68.7 99.3 99.3: 0.7 0.7
Old : 100.0: 2.9 19.2 11.4 85.0 68.7 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 17 13 20 16:
Old : 22: 2 1 3 17 13 20 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 : 64.4 78.8 86.0 92.1 48.9 59.6 58.8 61.2
Old : 64.4 78.8 86.0 92.1 48.9 59.6 58.8 61.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,085: 0 850 50 27,675 27,065 27,725 27,965: 360 120
Old : 28,085: 0 850 50 27,675 27,065 27,725 27,965: 360 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,475: 0 0 0 -1,330 -1,475 -1,330 -1,475: -145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.2 98.5 96.4 98.7 99.6: 1.3 0.4
Old : 100.0: 0.0 3.0 0.2 98.5 96.4 98.7 99.6: 1.3 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 : 26: 0 1 1 19 16 20 17:
Old : 26: 0 1 1 19 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 80.2 82.1 92.0 48.1 75.6 72.0 83.4
Old : 57.3 80.2 82.1 92.0 48.1 75.6 72.0 83.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,455: 0 900 0 24,155 23,195 24,155 24,095: 300 360
Old : 24,455: 0 900 0 24,155 23,195 24,155 24,095: 300 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,470: 0 0 0 -1,325 -1,470 -1,325 -1,470: -145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 98.8 94.8 98.8 98.5: 1.2 1.5
Old : 100.0: 0.0 3.7 0.0 98.8 94.8 98.8 98.5: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 18 11 18 12:
Old : 24: 0 1 0 18 11 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 87.0 80.3 96.8 56.1 84.5 74.0 87.8
Old : 61.5 87.0 80.3 96.8 56.1 84.5 74.0 87.8
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,681: 50 0 0 24,631 24,641 24,681 24,641: 0 40
Old : 24,681: 50 0 0 24,631 24,641 24,681 24,641: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,390: -50 0 0 -1,145 -1,385 -1,195 -1,385: -195 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 99.8 100.0 99.8: 0.0 0.2
Old : 100.0: 0.2 0.0 0.0 99.8 99.8 100.0 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 : 33: 1 0 0 22 15 23 15:
Old : 33: 1 0 0 22 15 23 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 : 53.9 74.7 75.0 94.8 45.3 70.8 62.5 81.8
Old : 53.9 74.7 75.0 94.8 45.3 70.8 62.5 81.8
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,929: 0 0 0 19,680 19,914 19,680 19,914: 249 15
Old : 19,929: 0 0 0 19,680 19,914 19,680 19,914: 249 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -555: 0 0 0 -360 -555 -360 -555: -195 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.8 99.9 98.8 99.9: 1.2 0.1
Old : 100.0: 0.0 0.0 0.0 98.8 99.9 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 19 12 19 12:
Old : 26: 0 0 0 19 12 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 : 60.8 76.4 80.5 95.6 59.3 76.0 77.1 87.4
Old : 60.8 76.4 80.5 95.6 59.3 76.0 77.1 87.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,850: 0 0 0 11,410 11,790 11,410 11,790: 440 60
Old : 11,850: 0 0 0 11,410 11,790 11,410 11,790: 440 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 99.5 96.3 99.5: 3.7 0.5
Old : 100.0: 0.0 0.0 0.0 96.3 99.5 96.3 99.5: 3.7 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 : 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 : 50.8 95.8 74.0 99.5 48.1 87.4 68.0 87.4
Old : 50.8 95.8 74.0 99.5 48.1 87.4 68.0 87.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,492: 0 0 0 12,192 12,492 12,192 12,492: 300 0
Old : 12,492: 0 0 0 12,192 12,492 12,192 12,492: 300 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,700: 0 0 0 -1,388 -1,700 -1,388 -1,700: -312 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 100.0 97.6 100.0: 2.4 0.0
Old : 100.0: 0.0 0.0 0.0 97.6 100.0 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 20 8 20 8:
Old : 21: 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 : 50.6 95.2 71.9 100.0 48.0 87.6 65.8 87.6
Old : 50.6 95.2 71.9 100.0 48.0 87.6 65.8 87.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 112,519: 1,965 70 50 110,384 112,399 112,399 112,519: 120 0
Old : 112,519: 1,965 70 50 110,384 112,399 112,399 112,519: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,511: 300 -25 -100 -1,701 -1,386 -1,501 -1,511: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.1 0.0 98.1 99.9 99.9 100.0: 0.1 0.0
Old : 100.0: 1.7 0.1 0.0 98.1 99.9 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 1 1 35 34 38 35:
Old : 45: 2 1 1 35 34 38 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 62.9 65.5 81.9 38.1 51.2 53.0 61.3
Old : 46.2 62.9 65.5 81.9 38.1 51.2 53.0 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 134,637: 1,965 300 520 132,137 133,817 134,622 134,637: 15 0
Old : 134,637: 1,965 300 520 132,137 133,817 134,622 134,637: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -5,945: 0 150 -200 -5,745 -5,895 -5,945 -5,945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.2 0.4 98.1 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.2 0.4 98.1 99.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 3 3 3 39 36 43 41:
Old : 51: 3 3 3 39 36 43 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 : 47.9 62.2 68.8 80.6 39.9 57.3 54.9 66.2
Old : 47.9 62.2 68.8 80.6 39.9 57.3 54.9 66.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 144,097: 17,587 4,471 6,427 119,755 133,114 143,769 144,012: 328 85
Old : 144,097: 17,587 4,471 6,427 119,755 133,114 143,769 144,012: 328 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -8,114: -744 -1,824 575 -7,946 -6,800 -8,115 -8,049: 1 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 3.1 4.5 83.1 92.4 99.8 99.9: 0.2 0.1
Old : 100.0: 12.2 3.1 4.5 83.1 92.4 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 : 62: 9 6 9 43 41 55 53:
Old : 62: 9 6 9 43 41 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 66.0 51.1 76.8 29.4 58.0 47.2 64.0
Old : 30.5 66.0 51.1 76.8 29.4 58.0 47.2 64.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 94,827: 2,000 1,730 3,275 89,337 89,807 94,612 94,812: 215 15
Old : 94,827: 2,000 1,730 3,275 89,337 89,807 94,612 94,812: 215 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -4,650: -265 -185 -20 -4,365 -4,445 -4,650 -4,650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.8 3.5 94.2 94.7 99.8 100.0: 0.2 0.0
Old : 100.0: 2.1 1.8 3.5 94.2 94.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 5 3 6 37 31 45 37:
Old : 47: 5 3 6 37 31 45 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 : 36.2 72.5 56.6 81.4 35.2 60.4 51.5 66.3
Old : 36.2 72.5 56.6 81.4 35.2 60.4 51.5 66.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,490: 150 565 0 25,200 24,805 25,350 25,370: 140 120
Old : 25,490: 150 565 0 25,200 24,805 25,350 25,370: 140 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,295: 100 -50 0 -1,310 -1,245 -1,210 -1,295: -85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.2 0.0 98.9 97.3 99.5 99.5: 0.5 0.5
Old : 100.0: 0.6 2.2 0.0 98.9 97.3 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 0 26 11 27 12:
Old : 31: 1 1 0 26 11 27 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 : 56.4 86.2 78.0 99.1 56.3 83.8 77.8 96.2
Old : 56.4 86.2 78.0 99.1 56.3 83.8 77.8 96.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,075: 0 215 50 22,875 22,675 22,925 22,940: 150 135
Old : 23,075: 0 215 50 22,875 22,675 22,925 22,940: 150 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -870: -25 0 0 -755 -870 -780 -870: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.2 99.1 98.3 99.3 99.4: 0.7 0.6
Old : 100.0: 0.0 0.9 0.2 99.1 98.3 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 24 9 25 10:
Old : 27: 0 1 1 24 9 25 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 86.0 79.3 99.2 58.4 80.7 79.2 92.0
Old : 58.5 86.0 79.3 99.2 58.4 80.7 79.2 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 24,485: 0 930 295 24,085 22,930 24,380 24,155: 105 330
Old : 24,485: 0 930 295 24,085 22,930 24,380 24,155: 105 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 1,380: 0 0 0 1,380 1,785 1,380 1,785: 0 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 1.2 98.4 93.6 99.6 98.7: 0.4 1.3
Old : 100.0: 0.0 3.8 1.2 98.4 93.6 99.6 98.7: 0.4 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 : 34: 0 2 1 26 21 27 23:
Old : 34: 0 2 1 26 21 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 43.1 70.2 69.9 41.4 35.6 58.2 55.0
Old : 48.2 43.1 70.2 69.9 41.4 35.6 58.2 55.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,993: 2,343 2,670 755 29,285 29,528 32,383 32,953: 610 40
Old : 32,993: 2,343 2,670 755 29,285 29,528 32,383 32,953: 610 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -314: -160 0 0 -299 -314 -459 -314: 145 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 8.1 2.3 88.8 89.5 98.2 99.9: 1.8 0.1
Old : 100.0: 7.1 8.1 2.3 88.8 89.5 98.2 99.9: 1.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 20 23 24 26:
Old : 31: 2 2 3 20 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 : 67.0 49.4 80.6 75.0 58.0 48.4 69.6 67.2
Old : 67.0 49.4 80.6 75.0 58.0 48.4 69.6 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,106: 3,575 0 0 15,817 20,106 19,392 20,106: 714 0
Old : 20,106: 3,575 0 0 15,817 20,106 19,392 20,106: 714 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,007: -295 0 0 -541 -995 -836 -995: -171 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.0 0.0 78.7 100.0 96.4 100.0: 3.6 0.0
Old : 100.0: 17.8 0.0 0.0 78.7 100.0 96.4 100.0: 3.6 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 : 27: 2 0 0 18 20 20 20:
Old : 27: 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 : 54.9 57.6 78.5 79.7 42.9 52.2 55.3 62.4
Old : 54.9 57.6 78.5 79.7 42.9 52.2 55.3 62.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,210: 250 210 200 23,600 23,745 24,050 24,155: 160 55
Old : 24,210: 250 210 200 23,600 23,745 24,050 24,155: 160 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -470: -120 -50 -30 109 -415 -41 -495: -429 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.9 0.8 97.5 98.1 99.3 99.8: 0.7 0.2
Old : 100.0: 1.0 0.9 0.8 97.5 98.1 99.3 99.8: 0.7 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 : 33: 1 1 1 24 23 26 24:
Old : 33: 1 1 1 24 23 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 59.0 80.5 77.0 55.7 58.6 73.8 74.6
Old : 59.9 59.0 80.5 77.0 55.7 58.6 73.8 74.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,596: 600 720 0 21,916 21,876 22,516 22,596: 80 0
Old : 22,596: 600 720 0 21,916 21,876 22,516 22,596: 80 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -223: -110 -65 0 -68 -58 -178 -123: -45 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.2 0.0 97.0 96.8 99.6 100.0: 0.4 0.0
Old : 100.0: 2.7 3.2 0.0 97.0 96.8 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 : 32: 1 1 0 22 23 23 24:
Old : 32: 1 1 0 22 23 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.4 48.5 83.7 70.2 69.2 44.6 78.4 65.6
Old : 71.4 48.5 83.7 70.2 69.2 44.6 78.4 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,444: 0 940 0 15,441 14,504 15,441 15,444: 3 0
Old : 15,444: 0 940 0 15,441 14,504 15,441 15,444: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -488: 0 -50 0 -149 -78 -149 -128: -339 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 21 14 21 15:
Old : 26: 0 1 0 21 14 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 62.8 79.4 86.6 54.4 55.5 78.6 76.9
Old : 54.9 62.8 79.4 86.6 54.4 55.5 78.6 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,523: 0 0 0 9,743 10,483 9,743 10,483: 780 40
Old : 10,523: 0 0 0 9,743 10,483 9,743 10,483: 780 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -75: 0 0 0 454 39 454 39: -529 -114
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.6 99.6 92.6 99.6: 7.4 0.4
Old : 100.0: 0.0 0.0 0.0 92.6 99.6 92.6 99.6: 7.4 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 : 21: 0 0 0 15 14 15 14:
Old : 21: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 71.1 71.8 91.6 44.2 69.6 63.7 79.1
Old : 48.5 71.1 71.8 91.6 44.2 69.6 63.7 79.1
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,755: 25 2,570 290 28,310 25,635 28,625 28,495: 130 260
Old : 28,755: 25 2,570 290 28,310 25,635 28,625 28,495: 130 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 820: 0 0 0 835 785 835 785: -15 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.9 1.0 98.5 89.1 99.5 99.1: 0.5 0.9
Old : 100.0: 0.1 8.9 1.0 98.5 89.1 99.5 99.1: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 3 1 28 21 30 24:
Old : 37: 1 3 1 28 21 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 : 52.8 47.2 73.5 71.1 51.1 41.1 68.8 60.7
Old : 52.8 47.2 73.5 71.1 51.1 41.1 68.8 60.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 10,156: 975 0 0 8,040 10,061 9,015 10,061: 1,141 95
Old : 10,156: 975 0 0 8,040 10,061 9,015 10,061: 1,141 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 450: 0 0 0 425 450 425 450: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 0.0 0.0 79.2 99.1 88.8 99.1: 11.2 0.9
Old : 100.0: 9.6 0.0 0.0 79.2 99.1 88.8 99.1: 11.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 16 21 17 21:
Old : 26: 1 0 0 16 21 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 : 41.8 64.0 68.9 81.6 41.7 54.5 60.7 69.7
Old : 41.8 64.0 68.9 81.6 41.7 54.5 60.7 69.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 11,550: 1,961 100 265 8,589 10,985 10,815 11,350: 735 200
Old : 11,550: 1,961 100 265 8,589 10,985 10,815 11,350: 735 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 645: 25 0 0 510 705 535 705: 110 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 0.9 2.3 74.4 95.1 93.6 98.3: 6.4 1.7
Old : 100.0: 17.0 0.9 2.3 74.4 95.1 93.6 98.3: 6.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 15 18 17 21:
Old : 27: 2 1 2 15 18 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 : 43.5 66.6 71.9 82.5 42.3 53.9 65.3 68.6
Old : 43.5 66.6 71.9 82.5 42.3 53.9 65.3 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015