CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 24,058: 6,325 4,940 3,189 14,487 15,927 24,002 24,057: 56 1
Old : 24,058: 6,325 4,940 3,189 14,487 15,927 24,002 24,057: 56 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 5,976: 854 284 2,002 3,104 3,689 5,961 5,976: 15 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 20.5 13.3 60.2 66.2 99.8 100.0: 0.2 0.0
Old : 100.0: 26.3 20.5 13.3 60.2 66.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 4 5 8 11 20 19:
Old : 27: 11 4 5 8 11 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 : 64.3 57.9 91.4 83.9 41.2 35.5 49.0 48.0
Old : 64.3 57.9 91.4 83.9 41.2 35.5 49.0 48.0
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 19, 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 : 24,690: 4,742 5,889 1,098 18,850 17,703 24,690 24,690: 0 0
Old : 24,690: 4,742 5,889 1,098 18,850 17,703 24,690 24,690: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3: 1 0 -2 4 5 3 3: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 23.9 4.4 76.3 71.7 100.0 100.0: 0.0 0.0
Old : 100.0: 19.2 23.9 4.4 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 93.9 97.7 56.8 61.7 65.8 66.6
Old : 78.9 75.7 93.9 97.7 56.8 61.7 65.8 66.6
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 19, 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 : 32,116: 5,286 2,327 1,732 25,099 28,057 32,116 32,116: 0 0
Old : 32,116: 5,286 2,327 1,732 25,099 28,057 32,116 32,116: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,316: 473 313 -39 1,036 1,043 1,470 1,316: -153 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.2 5.4 78.2 87.4 100.0 100.0: 0.0 0.0
Old : 100.0: 16.5 7.2 5.4 78.2 87.4 100.0 100.0: 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 : 26: 9 2 6 13 9 24 15:
Old : 26: 9 2 6 13 9 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 75.8 81.7 96.0 40.0 50.7 53.2 61.1
Old : 63.8 75.8 81.7 96.0 40.0 50.7 53.2 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,085,875: 453,572 311,402 783,720 2,811,003 2,974,518 4,048,295 4,069,640: 37,580 16,235
Old : 4,085,875: 453,572 311,402 783,720 2,811,003 2,974,518 4,048,295 4,069,640: 37,580 16,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 133,856: 35,370 391 35,464 61,757 96,934 132,591 132,789: 1,265 1,067
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 7.6 19.2 68.8 72.8 99.1 99.6: 0.9 0.4
Old : 100.0: 11.1 7.6 19.2 68.8 72.8 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 : 228: 42 38 61 139 115 210 188:
Old : 228: 42 38 61 139 115 210 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.1 23.7 32.9 41.5 15.4 19.2 23.4 30.5
Old : 20.1 23.7 32.9 41.5 15.4 19.2 23.4 30.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,224,273: 211,006 115,060 1,014,398 998,464 1,094,301 2,223,868 2,223,759: 405 515
Old : 2,224,273: 211,006 115,060 1,014,398 998,464 1,094,301 2,223,868 2,223,759: 405 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 53,581: 2,632 2,497 49,357 2,074 1,921 54,063 53,775: -482 -194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.2 45.6 44.9 49.2 100.0 100.0: 0.0 0.0
Old : 100.0: 9.5 5.2 45.6 44.9 49.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 26 16 40 48 55 90 95:
Old : 99: 26 16 40 48 55 90 95:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 37.7 59.7 59.4 7.8 7.5 10.9 10.0
Old : 38.7 37.7 59.7 59.4 7.8 7.5 10.9 10.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 243,637: 5,168 11,721 5,862 217,607 219,695 228,637 237,278: 15,000 6,359
Old : 243,637: 5,168 11,721 5,862 217,607 219,695 228,637 237,278: 15,000 6,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 4,440: -1,060 3,542 -181 5,660 3,315 4,419 6,676: 21 -2,236
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.8 2.4 89.3 90.2 93.8 97.4: 6.2 2.6
Old : 100.0: 2.1 4.8 2.4 89.3 90.2 93.8 97.4: 6.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 2 9 7 37 32 46 41:
Old : 57: 2 9 7 37 32 46 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 : 35.7 36.5 55.9 56.9 33.2 33.9 49.4 50.1
Old : 35.7 36.5 55.9 56.9 33.2 33.9 49.4 50.1
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 19, 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 : 117,889: 14,230 2,898 2,213 97,128 110,770 113,571 115,881: 4,318 2,008
Old : 117,889: 14,230 2,898 2,213 97,128 110,770 113,571 115,881: 4,318 2,008
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 2,379: 1,837 1,014 133 1,742 2,070 3,712 3,217: -1,333 -838
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 2.5 1.9 82.4 94.0 96.3 98.3: 3.7 1.7
Old : 100.0: 12.1 2.5 1.9 82.4 94.0 96.3 98.3: 3.7 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 : 45: 6 1 2 32 30 39 32:
Old : 45: 6 1 2 32 30 39 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 : 38.3 47.9 59.0 69.8 37.4 34.5 52.2 51.7
Old : 38.3 47.9 59.0 69.8 37.4 34.5 52.2 51.7
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 19, 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 : 232,814: 708 11,950 4,396 219,734 211,512 224,838 227,858: 7,976 4,956
Old : 232,814: 708 11,950 4,396 219,734 211,512 224,838 227,858: 7,976 4,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 898: -540 -1,030 -302 1,894 2,290 1,052 958: -154 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.1 1.9 94.4 90.9 96.6 97.9: 3.4 2.1
Old : 100.0: 0.3 5.1 1.9 94.4 90.9 96.6 97.9: 3.4 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 : 50: 1 8 4 30 31 35 39:
Old : 50: 1 8 4 30 31 35 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 : 52.4 45.0 71.6 63.7 47.3 45.0 63.0 61.7
Old : 52.4 45.0 71.6 63.7 47.3 45.0 63.0 61.7
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 19, 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 : 721,753: 68,316 3,088 12,534 633,620 698,389 714,470 714,011: 7,283 7,742
Old : 721,753: 68,316 3,088 12,534 633,620 698,389 714,470 714,011: 7,283 7,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 14,754: -7 -2,082 1,526 12,941 16,183 14,460 15,627: 294 -873
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.4 1.7 87.8 96.8 99.0 98.9: 1.0 1.1
Old : 100.0: 9.5 0.4 1.7 87.8 96.8 99.0 98.9: 1.0 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 2 3 47 36 50 40:
Old : 52: 2 2 3 47 36 50 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 : 33.8 47.0 53.1 71.7 32.8 44.0 49.5 62.1
Old : 33.8 47.0 53.1 71.7 32.8 44.0 49.5 62.1
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 19, 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 : 310,466: 671 17,293 2,043 300,495 281,861 303,209 301,197: 7,257 9,269
Old : 310,466: 671 17,293 2,043 300,495 281,861 303,209 301,197: 7,257 9,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 6,483: -488 -3,221 503 5,775 8,509 5,790 5,791: 693 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.6 0.7 96.8 90.8 97.7 97.0: 2.3 3.0
Old : 100.0: 0.2 5.6 0.7 96.8 90.8 97.7 97.0: 2.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 1 6 2 33 33 35 40:
Old : 51: 1 6 2 33 33 35 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 : 50.6 48.3 72.6 64.1 49.0 43.5 65.0 56.5
Old : 50.6 48.3 72.6 64.1 49.0 43.5 65.0 56.5
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 19, 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 : 258,056: 1,150 3,593 6,320 240,531 241,185 248,001 251,098: 10,055 6,958
Old : 258,056: 1,150 3,593 6,320 240,531 241,185 248,001 251,098: 10,055 6,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 6,771: 17 -1,867 1,074 7,063 6,872 8,154 6,079: -1,383 692
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 1.4 2.4 93.2 93.5 96.1 97.3: 3.9 2.7
Old : 100.0: 0.4 1.4 2.4 93.2 93.5 96.1 97.3: 3.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 1 3 3 36 41 39 45:
Old : 53: 1 3 3 36 41 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 30.1 70.8 53.3 44.0 29.5 65.7 51.1
Old : 45.3 30.1 70.8 53.3 44.0 29.5 65.7 51.1
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 109,709: 1,292 587 4,741 100,431 98,591 106,464 103,919: 3,245 5,790
Old : 109,709: 1,292 587 4,741 100,431 98,591 106,464 103,919: 3,245 5,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 527: -2,122 21 1,201 4,580 -1,627 3,659 -405: -3,132 932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.5 4.3 91.5 89.9 97.0 94.7: 3.0 5.3
Old : 100.0: 1.2 0.5 4.3 91.5 89.9 97.0 94.7: 3.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 2 24 22 27 24:
Old : 36: 1 2 2 24 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 50.1 75.2 72.4 56.9 50.0 74.4 71.7
Old : 57.0 50.1 75.2 72.4 56.9 50.0 74.4 71.7
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,335: 695 5,355 4,508 94,874 93,282 100,077 103,145: 8,258 5,190
Old : 108,335: 695 5,355 4,508 94,874 93,282 100,077 103,145: 8,258 5,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,939: -216 -334 248 1,876 2,759 1,908 2,673: 31 -734
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.9 4.2 87.6 86.1 92.4 95.2: 7.6 4.8
Old : 100.0: 0.6 4.9 4.2 87.6 86.1 92.4 95.2: 7.6 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 5 4 30 25 34 32:
Old : 44: 2 5 4 30 25 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 42.9 68.1 63.0 53.0 41.6 65.1 58.6
Old : 54.4 42.9 68.1 63.0 53.0 41.6 65.1 58.6
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,876: 2,029 1,637 1,246 72,472 72,669 75,747 75,552: 11,129 11,324
Old : 86,876: 2,029 1,637 1,246 72,472 72,669 75,747 75,552: 11,129 11,324
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 868: -350 115 -182 1,862 555 1,330 488: -462 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.9 1.4 83.4 83.6 87.2 87.0: 12.8 13.0
Old : 100.0: 2.3 1.9 1.4 83.4 83.6 87.2 87.0: 12.8 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 : 24: 1 1 2 13 18 15 20:
Old : 24: 1 1 2 13 18 15 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 38.4 79.1 67.1 62.8 37.0 74.7 59.8
Old : 65.2 38.4 79.1 67.1 62.8 37.0 74.7 59.8
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 19, 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 : 190,429: 0 0 0 183,528 181,595 183,528 181,595: 6,901 8,834
Old : 190,429: 0 0 0 183,528 181,595 183,528 181,595: 6,901 8,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 4,384: 0 0 0 4,384 3,410 4,384 3,410: 0 974
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 95.4 96.4 95.4: 3.6 4.6
Old : 100.0: 0.0 0.0 0.0 96.4 95.4 96.4 95.4: 3.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 26 23 26 23:
Old : 34: 0 0 0 26 23 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 48.6 70.0 74.1 45.0 48.2 69.0 72.5
Old : 46.0 48.6 70.0 74.1 45.0 48.2 69.0 72.5
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,378: 0 0 0 80,481 84,141 80,481 84,141: 9,897 6,237
Old : 90,378: 0 0 0 80,481 84,141 80,481 84,141: 9,897 6,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -276: 0 0 0 -276 -276 -276 -276: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.0 93.1 89.0 93.1: 11.0 6.9
Old : 100.0: 0.0 0.0 0.0 89.0 93.1 89.0 93.1: 11.0 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 : 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 : 57.4 72.6 76.4 89.2 56.9 71.0 74.7 85.2
Old : 57.4 72.6 76.4 89.2 56.9 71.0 74.7 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 348,488: 1,582 0 0 338,997 341,889 340,579 341,889: 7,909 6,599
Old : 348,488: 1,582 0 0 338,997 341,889 340,579 341,889: 7,909 6,599
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,195: 30 -247 0 3,038 2,688 3,068 2,441: 127 754
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 97.3 98.1 97.7 98.1: 2.3 1.9
Old : 100.0: 0.5 0.0 0.0 97.3 98.1 97.7 98.1: 2.3 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 0 0 47 40 49 40:
Old : 59: 2 0 0 47 40 49 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 : 39.2 53.4 56.1 75.9 37.7 52.9 53.1 74.5
Old : 39.2 53.4 56.1 75.9 37.7 52.9 53.1 74.5
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,233: 2,163 3,978 2,918 70,053 60,540 75,134 67,436: 3,099 10,797
Old : 78,233: 2,163 3,978 2,918 70,053 60,540 75,134 67,436: 3,099 10,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 2,602: 28 -415 287 1,498 2,911 1,813 2,783: 789 -181
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 5.1 3.7 89.5 77.4 96.0 86.2: 4.0 13.8
Old : 100.0: 2.8 5.1 3.7 89.5 77.4 96.0 86.2: 4.0 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 22 20 24 23:
Old : 27: 1 2 2 22 20 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 56.5 73.0 71.7 51.7 51.6 65.9 60.3
Old : 53.6 56.5 73.0 71.7 51.7 51.6 65.9 60.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 78,970: 1,685 3,020 1,610 72,419 68,061 75,714 72,691: 3,256 6,279
Old : 78,970: 1,685 3,020 1,610 72,419 68,061 75,714 72,691: 3,256 6,279
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,465: 180 -248 -89 1,314 -154 1,405 -491: 60 1,956
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.8 2.0 91.7 86.2 95.9 92.0: 4.1 8.0
Old : 100.0: 2.1 3.8 2.0 91.7 86.2 95.9 92.0: 4.1 8.0
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 3 2 19 15 21 19:
Old : 26: 1 3 2 19 15 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 : 45.3 68.8 67.8 82.1 42.7 65.1 64.0 75.4
Old : 45.3 68.8 67.8 82.1 42.7 65.1 64.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,948: 13,288 0 0 64,922 76,772 78,210 76,772: 1,738 3,176
Old : 79,948: 13,288 0 0 64,922 76,772 78,210 76,772: 1,738 3,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.0 0.0 81.2 96.0 97.8 96.0: 2.2 4.0
Old : 100.0: 16.6 0.0 0.0 81.2 96.0 97.8 96.0: 2.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 11 16 11:
Old : 20: 1 0 0 15 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 57.5 92.1 86.8 58.7 56.7 72.3 73.2
Old : 68.5 57.5 92.1 86.8 58.7 56.7 72.3 73.2
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,136: 13,397 9,579 1,178 63,482 67,294 78,057 78,051: 1,079 1,085
Old : 79,136: 13,397 9,579 1,178 63,482 67,294 78,057 78,051: 1,079 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 7,712: 5,700 0 0 2,200 7,712 7,900 7,712: -188 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 12.1 1.5 80.2 85.0 98.6 98.6: 1.4 1.4
Old : 100.0: 16.9 12.1 1.5 80.2 85.0 98.6 98.6: 1.4 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 : 48: 5 5 1 24 21 29 27:
Old : 48: 5 5 1 24 21 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 62.3 64.5 79.0 38.3 61.0 56.1 70.3
Old : 44.6 62.3 64.5 79.0 38.3 61.0 56.1 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 60,986: 249 5,636 30 60,186 53,020 60,465 58,686: 521 2,300
Old : 60,986: 249 5,636 30 60,186 53,020 60,465 58,686: 521 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 2,828: -30 0 30 2,648 2,648 2,648 2,678: 180 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 9.2 0.0 98.7 86.9 99.1 96.2: 0.9 3.8
Old : 100.0: 0.4 9.2 0.0 98.7 86.9 99.1 96.2: 0.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 12 22 13 24:
Old : 30: 1 1 1 12 22 13 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 : 70.1 43.0 96.0 66.6 68.3 38.7 83.7 60.8
Old : 70.1 43.0 96.0 66.6 68.3 38.7 83.7 60.8
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 166,232: 1,391 12,475 524 155,526 144,836 157,441 157,835: 8,791 8,397
Old : 166,232: 1,391 12,475 524 155,526 144,836 157,441 157,835: 8,791 8,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 2,739: 794 1,129 -147 4,663 2,259 5,310 3,241: -2,571 -502
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 7.5 0.3 93.6 87.1 94.7 94.9: 5.3 5.1
Old : 100.0: 0.8 7.5 0.3 93.6 87.1 94.7 94.9: 5.3 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 1 29 30 30 32:
Old : 36: 1 1 1 29 30 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 38.3 72.7 61.8 52.3 29.0 59.3 45.2
Old : 59.5 38.3 72.7 61.8 52.3 29.0 59.3 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 27,080: 0 682 0 25,029 25,722 25,029 26,404: 2,051 676
Old : 27,080: 0 682 0 25,029 25,722 25,029 26,404: 2,051 676
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,056: 0 -240 0 2,635 3,116 2,635 2,876: 421 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 92.4 95.0 92.4 97.5: 7.6 2.5
Old : 100.0: 0.0 2.5 0.0 92.4 95.0 92.4 97.5: 7.6 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 : 21: 0 1 0 13 11 13 12:
Old : 21: 0 1 0 13 11 13 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 : 76.0 70.1 87.1 93.4 76.0 68.5 87.0 91.0
Old : 76.0 70.1 87.1 93.4 76.0 68.5 87.0 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 58,730: 2,474 175 1,320 44,019 50,903 47,813 52,398: 10,917 6,332
Old : 58,730: 2,474 175 1,320 44,019 50,903 47,813 52,398: 10,917 6,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.3 2.2 75.0 86.7 81.4 89.2: 18.6 10.8
Old : 100.0: 4.2 0.3 2.2 75.0 86.7 81.4 89.2: 18.6 10.8
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 : 20: 1 1 1 14 14 16 15:
Old : 20: 1 1 1 14 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 52.4 68.5 73.0 52.3 52.4 60.1 67.1
Old : 52.8 52.4 68.5 73.0 52.3 52.4 60.1 67.1
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,269: 0 3,864 3,702 96,210 93,985 99,912 101,551: 7,357 5,718
Old : 107,269: 0 3,864 3,702 96,210 93,985 99,912 101,551: 7,357 5,718
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -2,466: 0 90 0 -2,466 -1,974 -2,466 -1,884: 0 -582
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 3.5 89.7 87.6 93.1 94.7: 6.9 5.3
Old : 100.0: 0.0 3.6 3.5 89.7 87.6 93.1 94.7: 6.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 22 24 24 26:
Old : 33: 0 2 2 22 24 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 48.5 78.6 68.7 57.5 44.0 69.1 60.4
Old : 60.5 48.5 78.6 68.7 57.5 44.0 69.1 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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,376: 0 779 497 71,364 73,841 71,861 75,117: 10,515 7,259
Old : 82,376: 0 779 497 71,364 73,841 71,861 75,117: 10,515 7,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 6,236: -1,487 -244 -5 5,204 6,072 3,712 5,823: 2,524 413
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.6 86.6 89.6 87.2 91.2: 12.8 8.8
Old : 100.0: 0.0 0.9 0.6 86.6 89.6 87.2 91.2: 12.8 8.8
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 : 20: 0 1 1 13 13 14 14:
Old : 20: 0 1 1 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 64.6 77.4 83.8 55.2 64.5 72.7 80.0
Old : 59.9 64.6 77.4 83.8 55.2 64.5 72.7 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,393: 1,004 15,815 549 89,766 80,571 91,319 96,935: 9,074 3,458
Old : 100,393: 1,004 15,815 549 89,766 80,571 91,319 96,935: 9,074 3,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,575: 0 700 30 815 234 845 964: 730 611
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 15.8 0.5 89.4 80.3 91.0 96.6: 9.0 3.4
Old : 100.0: 1.0 15.8 0.5 89.4 80.3 91.0 96.6: 9.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 18 14 20 17:
Old : 23: 1 2 2 18 14 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 : 53.5 57.4 75.5 84.8 43.1 45.0 55.7 65.4
Old : 53.5 57.4 75.5 84.8 43.1 45.0 55.7 65.4
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,650: 976 11,283 648 102,930 94,476 104,554 106,407: 4,096 2,243
Old : 108,650: 976 11,283 648 102,930 94,476 104,554 106,407: 4,096 2,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 2,231: 475 -186 165 2,325 2,585 2,965 2,564: -734 -333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 10.4 0.6 94.7 87.0 96.2 97.9: 3.8 2.1
Old : 100.0: 0.9 10.4 0.6 94.7 87.0 96.2 97.9: 3.8 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 : 30: 1 2 1 20 20 21 23:
Old : 30: 1 2 1 20 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 59.9 80.2 81.2 61.3 52.0 75.8 72.0
Old : 62.7 59.9 80.2 81.2 61.3 52.0 75.8 72.0
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 189,888: 2,115 19,490 2,835 168,371 163,407 173,321 185,732: 16,567 4,156
Old : 189,888: 2,115 19,490 2,835 168,371 163,407 173,321 185,732: 16,567 4,156
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 4,671: -640 -223 523 5,611 4,624 5,494 4,924: -823 -253
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 10.3 1.5 88.7 86.1 91.3 97.8: 8.7 2.2
Old : 100.0: 1.1 10.3 1.5 88.7 86.1 91.3 97.8: 8.7 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 4 3 28 32 31 37:
Old : 44: 1 4 3 28 32 31 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 : 42.9 49.5 63.5 65.8 41.8 49.5 60.2 61.9
Old : 42.9 49.5 63.5 65.8 41.8 49.5 60.2 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,400: 1,580 587 310 18,775 19,895 20,665 20,792: 735 608
Old : 21,400: 1,580 587 310 18,775 19,895 20,665 20,792: 735 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,330: 1,580 -280 310 1,290 2,940 3,180 2,970: 150 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.7 1.4 87.7 93.0 96.6 97.2: 3.4 2.8
Old : 100.0: 7.4 2.7 1.4 87.7 93.0 96.6 97.2: 3.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 15 14 16 16:
Old : 25: 1 1 1 15 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 59.1 76.8 80.6 50.3 57.1 73.0 75.3
Old : 51.8 59.1 76.8 80.6 50.3 57.1 73.0 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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 50,386: 0 465 0 47,751 49,086 47,751 49,551: 2,635 835
Old : 50,386: 0 465 0 47,751 49,086 47,751 49,551: 2,635 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 4,110: -240 0 0 4,080 4,050 3,840 4,050: 270 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 94.8 97.4 94.8 98.3: 5.2 1.7
Old : 100.0: 0.0 0.9 0.0 94.8 97.4 94.8 98.3: 5.2 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 : 26: 0 1 0 16 12 16 13:
Old : 26: 0 1 0 16 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 67.8 86.4 93.1 54.1 67.8 79.6 88.9
Old : 58.3 67.8 86.4 93.1 54.1 67.8 79.6 88.9
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 19, 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 : 265,877: 3,539 8,500 3,041 252,465 250,621 259,045 262,162: 6,832 3,715
Old : 265,877: 3,539 8,500 3,041 252,465 250,621 259,045 262,162: 6,832 3,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,164: -668 -304 550 3,246 3,062 3,128 3,308: 36 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.2 1.1 95.0 94.3 97.4 98.6: 2.6 1.4
Old : 100.0: 1.3 3.2 1.1 95.0 94.3 97.4 98.6: 2.6 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 1 3 42 39 47 42:
Old : 56: 4 1 3 42 39 47 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 59.4 62.9 72.9 45.3 56.3 59.8 69.2
Old : 46.8 59.4 62.9 72.9 45.3 56.3 59.8 69.2
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 116,068: 0 0 0 111,787 113,592 111,787 113,592: 4,281 2,476
Old : 116,068: 0 0 0 111,787 113,592 111,787 113,592: 4,281 2,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 6,080: 0 0 0 6,111 8,855 6,111 8,855: -31 -2,775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 97.9 96.3 97.9: 3.7 2.1
Old : 100.0: 0.0 0.0 0.0 96.3 97.9 96.3 97.9: 3.7 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 : 33: 0 0 0 24 26 24 26:
Old : 33: 0 0 0 24 26 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 : 45.1 57.3 71.4 74.6 43.3 50.5 62.8 61.9
Old : 45.1 57.3 71.4 74.6 43.3 50.5 62.8 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 84,629: 2,142 0 0 74,383 75,769 76,525 75,769: 8,104 8,860
Old : 84,629: 2,142 0 0 74,383 75,769 76,525 75,769: 8,104 8,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 976: 0 0 0 1,588 120 1,588 120: -612 856
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 87.9 89.5 90.4 89.5: 9.6 10.5
Old : 100.0: 2.5 0.0 0.0 87.9 89.5 90.4 89.5: 9.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 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 : 41.0 44.4 65.3 64.5 35.3 41.1 56.4 59.9
Old : 41.0 44.4 65.3 64.5 35.3 41.1 56.4 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 89,083: 0 1,008 0 78,262 84,064 78,262 85,072: 10,821 4,011
Old : 89,083: 0 1,008 0 78,262 84,064 78,262 85,072: 10,821 4,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 2,162: 0 61 0 1,737 3,693 1,737 3,754: 425 -1,592
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 87.9 94.4 87.9 95.5: 12.1 4.5
Old : 100.0: 0.0 1.1 0.0 87.9 94.4 87.9 95.5: 12.1 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 : 27: 0 1 0 21 19 21 20:
Old : 27: 0 1 0 21 19 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 68.6 64.1 85.4 42.3 65.9 59.0 79.9
Old : 44.0 68.6 64.1 85.4 42.3 65.9 59.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 159,388: 13,883 9,334 18,301 126,393 131,367 158,577 159,002: 811 386
Old : 159,388: 13,883 9,334 18,301 126,393 131,367 158,577 159,002: 811 386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,030: -808 499 123 3,637 2,410 2,952 3,031: 78 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 5.9 11.5 79.3 82.4 99.5 99.8: 0.5 0.2
Old : 100.0: 8.7 5.9 11.5 79.3 82.4 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 : 75: 10 12 17 48 50 67 70:
Old : 75: 10 12 17 48 50 67 70:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 30.5 56.3 51.3 26.9 21.3 35.2 33.3
Old : 40.1 30.5 56.3 51.3 26.9 21.3 35.2 33.3
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 19, 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 : 43,146: 330 1,270 2,145 40,671 39,731 43,146 43,146: 0 0
Old : 43,146: 330 1,270 2,145 40,671 39,731 43,146 43,146: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 345: -78 264 -108 531 213 345 369: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 2.9 5.0 94.3 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 2.9 5.0 94.3 92.1 100.0 100.0: 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 : 41: 3 7 3 29 24 35 31:
Old : 41: 3 7 3 29 24 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 43.1 70.2 68.4 37.0 33.6 49.0 47.0
Old : 48.8 43.1 70.2 68.4 37.0 33.6 49.0 47.0
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 19, 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 : 414,040: 28,982 12,416 15,056 370,002 386,568 414,040 414,040: 0 0
Old : 414,040: 28,982 12,416 15,056 370,002 386,568 414,040 414,040: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 8,353: 1,848 5,816 -1,848 8,353 4,385 8,353 8,353: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.0 3.6 89.4 93.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.0 3.0 3.6 89.4 93.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 6 2 20 21 22 29:
Old : 34: 2 6 2 20 21 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 45.5 67.2 70.0 33.7 38.4 51.2 53.0
Old : 41.1 45.5 67.2 70.0 33.7 38.4 51.2 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 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 : 1,747,011: 50,286 16,874 40,630 1,656,095 1,689,507 1,747,011 1,747,011: -0 0
Old : 1,747,011: 50,286 16,874 40,630 1,656,095 1,689,507 1,747,011 1,747,011: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 33,249: 6,683 -3,920 3,136 23,430 34,033 33,249 33,249: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.0 2.3 94.8 96.7 100.0 100.0: -0.0 0.0
Old : 100.0: 2.9 1.0 2.3 94.8 96.7 100.0 100.0: -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 : 56: 6 4 6 37 43 46 51:
Old : 56: 6 4 6 37 43 46 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 : 56.3 53.1 75.1 67.4 34.2 32.4 44.0 40.3
Old : 56.3 53.1 75.1 67.4 34.2 32.4 44.0 40.3
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 19, 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 : 61,930: 1,627 1,517 5,780 54,523 54,633 61,930 61,930: 0 0
Old : 61,930: 1,627 1,517 5,780 54,523 54,633 61,930 61,930: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -136: -77 78 -17 -41 -196 -136 -136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.4 9.3 88.0 88.2 100.0 100.0: 0.0 0.0
Old : 100.0: 2.6 2.4 9.3 88.0 88.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 5 25 23 30 31:
Old : 37: 3 5 5 25 23 30 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 : 49.1 60.3 73.1 81.1 43.3 52.9 61.5 64.2
Old : 49.1 60.3 73.1 81.1 43.3 52.9 61.5 64.2
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 19, 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 : 377,778: 3,512 2,514 27,113 347,153 348,151 377,778 377,778: 0 0
Old : 377,778: 3,512 2,514 27,113 347,153 348,151 377,778 377,778: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 20,257: 584 0 0 19,673 20,257 20,257 20,257: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.7 7.2 91.9 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.9 0.7 7.2 91.9 92.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 1 18 17 20 19:
Old : 29: 1 2 1 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 59.4 84.0 87.1 49.3 55.6 67.0 69.9
Old : 57.0 59.4 84.0 87.1 49.3 55.6 67.0 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 545,430: 16,382 9,952 12,218 516,830 523,260 545,430 545,430: 0 0
Old : 545,430: 16,382 9,952 12,218 516,830 523,260 545,430 545,430: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 13,716: -368 -2,352 0 14,084 16,068 13,716 13,716: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.8 2.2 94.8 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 1.8 2.2 94.8 95.9 100.0 100.0: 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 : 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 : 51.9 45.3 72.8 65.6 32.7 34.6 48.0 48.9
Old : 51.9 45.3 72.8 65.6 32.7 34.6 48.0 48.9
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 46,364: 2,804 2,604 2,759 40,245 40,917 45,808 46,280: 556 84
Old : 46,364: 2,804 2,604 2,759 40,245 40,917 45,808 46,280: 556 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 538: -129 -46 107 880 859 858 920: -320 -382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 5.6 6.0 86.8 88.3 98.8 99.8: 1.2 0.2
Old : 100.0: 6.0 5.6 6.0 86.8 88.3 98.8 99.8: 1.2 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 : 40: 4 2 4 29 32 34 37:
Old : 40: 4 2 4 29 32 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 48.0 67.8 63.4 45.0 46.2 58.0 58.0
Old : 51.8 48.0 67.8 63.4 45.0 46.2 58.0 58.0
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 67,725: 150 420 0 67,274 67,281 67,424 67,701: 301 24
Old : 67,725: 150 420 0 67,274 67,281 67,424 67,701: 301 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 4,035: 100 0 0 3,935 4,035 4,035 4,035: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.6 0.0 99.3 99.3 99.6 100.0: 0.4 0.0
Old : 100.0: 0.2 0.6 0.0 99.3 99.3 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 : 44: 1 2 0 33 27 34 29:
Old : 44: 1 2 0 33 27 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 68.2 72.5 82.9 51.5 59.2 62.8 72.3
Old : 58.4 68.2 72.5 82.9 51.5 59.2 62.8 72.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 81,555: 110 100 180 80,876 81,275 81,166 81,555: 389 0
Old : 81,555: 110 100 180 80,876 81,275 81,166 81,555: 389 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,670: 50 0 0 3,620 3,670 3,670 3,670: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.1 0.2 99.2 99.7 99.5 100.0: 0.5 0.0
Old : 100.0: 0.1 0.1 0.2 99.2 99.7 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 1 1 35 31 37 33:
Old : 48: 2 1 1 35 31 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 64.5 69.4 85.3 51.9 56.4 63.6 75.5
Old : 55.5 64.5 69.4 85.3 51.9 56.4 63.6 75.5
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,595: 1,190 100 10 16,155 17,405 17,355 17,515: 240 80
Old : 17,595: 1,190 100 10 16,155 17,405 17,355 17,515: 240 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.6 0.1 91.8 98.9 98.6 99.5: 1.4 0.5
Old : 100.0: 6.8 0.6 0.1 91.8 98.9 98.6 99.5: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 21 16 22 18:
Old : 31: 1 1 1 21 16 22 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 : 50.9 71.9 75.9 88.7 48.0 56.4 69.7 69.0
Old : 50.9 71.9 75.9 88.7 48.0 56.4 69.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 289,944: 0 13,136 6,320 283,624 270,488 289,944 289,944: 0 0
Old : 289,944: 0 13,136 6,320 283,624 270,488 289,944 289,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -784: 0 368 0 -784 -1,152 -784 -784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 2.2 97.8 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.5 2.2 97.8 93.3 100.0 100.0: 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 : 30: 0 3 1 22 20 23 23:
Old : 30: 0 3 1 22 20 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 64.1 78.3 84.1 50.3 52.8 60.7 62.2
Old : 52.3 64.1 78.3 84.1 50.3 52.8 60.7 62.2
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,169: 2,465 586 150 5,430 7,218 8,045 7,954: 124 215
Old : 8,169: 2,465 586 150 5,430 7,218 8,045 7,954: 124 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 214: 4 -84 40 170 302 214 258: 0 -44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 7.2 1.8 66.5 88.4 98.5 97.4: 1.5 2.6
Old : 100.0: 30.2 7.2 1.8 66.5 88.4 98.5 97.4: 1.5 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 : 32: 5 2 2 21 21 27 24:
Old : 32: 5 2 2 21 21 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 40.2 69.7 64.9 49.1 29.3 59.7 49.3
Old : 50.2 40.2 69.7 64.9 49.1 29.3 59.7 49.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,450: 1,060 500 140 22,010 22,730 23,210 23,370: 240 80
Old : 23,450: 1,060 500 140 22,010 22,730 23,210 23,370: 240 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 720: 0 0 0 720 720 720 720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.1 0.6 93.9 96.9 99.0 99.7: 1.0 0.3
Old : 100.0: 4.5 2.1 0.6 93.9 96.9 99.0 99.7: 1.0 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 : 34: 1 1 1 23 21 24 23:
Old : 34: 1 1 1 23 21 24 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 56.5 71.6 83.2 44.2 44.3 61.6 62.0
Old : 45.7 56.5 71.6 83.2 44.2 44.3 61.6 62.0
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,995: 0 685 205 13,400 12,875 13,605 13,765: 390 230
Old : 13,995: 0 685 205 13,400 12,875 13,605 13,765: 390 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 25: 0 0 0 25 45 25 45: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.5 95.7 92.0 97.2 98.4: 2.8 1.6
Old : 100.0: 0.0 4.9 1.5 95.7 92.0 97.2 98.4: 2.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 20 18 21 19:
Old : 25: 0 1 1 20 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 : 36.8 59.3 62.4 85.9 27.6 30.9 45.0 45.1
Old : 36.8 59.3 62.4 85.9 27.6 30.9 45.0 45.1
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,376: 636 76 285 16,822 16,420 17,743 16,781: 633 1,595
Old : 18,376: 636 76 285 16,822 16,420 17,743 16,781: 633 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,288: 0 -22 22 1,415 1,246 1,437 1,246: -149 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.4 1.6 91.5 89.4 96.6 91.3: 3.4 8.7
Old : 100.0: 3.5 0.4 1.6 91.5 89.4 96.6 91.3: 3.4 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 24 21 26 23:
Old : 29: 1 1 2 24 21 26 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 : 40.6 56.6 63.4 72.1 29.6 40.9 45.3 49.6
Old : 40.6 56.6 63.4 72.1 29.6 40.9 45.3 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,199: 0 10,153 1,135 52,678 42,734 53,813 54,022: 386 177
Old : 54,199: 0 10,153 1,135 52,678 42,734 53,813 54,022: 386 177
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,210: 0 0 0 1,221 1,209 1,221 1,209: -11 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.7 2.1 97.2 78.8 99.3 99.7: 0.7 0.3
Old : 100.0: 0.0 18.7 2.1 97.2 78.8 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 0 5 2 32 30 34 35:
Old : 42: 0 5 2 32 30 34 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 : 44.3 37.9 66.5 62.0 40.2 35.6 59.0 57.2
Old : 44.3 37.9 66.5 62.0 40.2 35.6 59.0 57.2
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,713: 75 10,181 1,987 55,586 45,460 57,648 57,628: 65 85
Old : 57,713: 75 10,181 1,987 55,586 45,460 57,648 57,628: 65 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 320: 0 15 0 320 305 320 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 17.6 3.4 96.3 78.8 99.9 99.9: 0.1 0.1
Old : 100.0: 0.1 17.6 3.4 96.3 78.8 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 6 5 33 33 39 40:
Old : 45: 2 6 5 33 33 39 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.9 37.1 70.0 56.9 43.1 34.5 60.4 52.3
Old : 49.9 37.1 70.0 56.9 43.1 34.5 60.4 52.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,445: 1,570 0 0 46,795 48,370 48,365 48,370: 80 75
Old : 48,445: 1,570 0 0 46,795 48,370 48,365 48,370: 80 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,145: 25 0 0 1,120 1,145 1,145 1,145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 96.6 99.8 99.8 99.8: 0.2 0.2
Old : 100.0: 3.2 0.0 0.0 96.6 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 : 34: 2 0 0 29 17 31 17:
Old : 34: 2 0 0 29 17 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 94.9 73.6 98.5 57.0 87.0 71.5 87.2
Old : 58.6 94.9 73.6 98.5 57.0 87.0 71.5 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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,360: 1,240 0 0 46,960 48,275 48,200 48,275: 160 85
Old : 48,360: 1,240 0 0 46,960 48,275 48,200 48,275: 160 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 340: 50 0 0 290 340 340 340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 97.1 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 2.6 0.0 0.0 97.1 99.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 27 16 28 16:
Old : 30: 1 0 0 27 16 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 94.1 67.6 97.5 46.8 84.3 62.6 84.6
Old : 50.0 94.1 67.6 97.5 46.8 84.3 62.6 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 379,633: 68,566 0 18,759 292,308 360,874 379,633 379,633: 0 0
Old : 379,633: 68,566 0 18,759 292,308 360,874 379,633 379,633: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 8,918: 0 0 0 8,918 8,918 8,918 8,918: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 0.0 4.9 77.0 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 0.0 4.9 77.0 95.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 0 3 28 33 32 36:
Old : 40: 4 0 3 28 33 32 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 43.9 69.1 65.1 33.3 38.2 49.6 50.7
Old : 47.0 43.9 69.1 65.1 33.3 38.2 49.6 50.7
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,489: 4,182 932 1,041 18,073 20,962 23,296 22,935: 193 554
Old : 23,489: 4,182 932 1,041 18,073 20,962 23,296 22,935: 193 554
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 568: 72 -166 78 419 614 568 526: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 4.0 4.4 76.9 89.2 99.2 97.6: 0.8 2.4
Old : 100.0: 17.8 4.0 4.4 76.9 89.2 99.2 97.6: 0.8 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 : 40: 4 4 6 27 31 33 39:
Old : 40: 4 4 6 27 31 33 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 : 43.1 38.8 67.2 60.0 38.4 34.7 55.3 45.5
Old : 43.1 38.8 67.2 60.0 38.4 34.7 55.3 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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,099: 386 818 642 19,071 18,639 20,099 20,099: 0 0
Old : 20,099: 386 818 642 19,071 18,639 20,099 20,099: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 465: 26 104 0 439 361 465 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.1 3.2 94.9 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.9 4.1 3.2 94.9 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 17 13 21 16:
Old : 27: 2 3 2 17 13 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 77.9 82.4 91.1 52.7 75.1 74.4 81.6
Old : 59.8 77.9 82.4 91.1 52.7 75.1 74.4 81.6
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 539,120: 0 14,316 11,462 527,658 513,342 539,120 539,120: 0 0
Old : 539,120: 0 14,316 11,462 527,658 513,342 539,120 539,120: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 9,265: 0 0 0 9,265 9,265 9,265 9,265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 2.1 97.9 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.7 2.1 97.9 95.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 19 20 20 22:
Old : 30: 0 2 1 19 20 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 89.1 81.9 95.2 60.0 79.7 74.9 83.9
Old : 64.7 89.1 81.9 95.2 60.0 79.7 74.9 83.9
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 46,163: 5,852 282 2,762 37,098 42,649 45,712 45,693: 451 470
Old : 46,163: 5,852 282 2,762 37,098 42,649 45,712 45,693: 451 470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 370: -66 22 66 370 282 370 370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.6 6.0 80.4 92.4 99.0 99.0: 1.0 1.0
Old : 100.0: 12.7 0.6 6.0 80.4 92.4 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 3 19 22 24 25:
Old : 30: 4 1 3 19 22 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 : 61.6 81.9 80.9 90.6 55.2 73.6 70.1 78.5
Old : 61.6 81.9 80.9 90.6 55.2 73.6 70.1 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,576: 3,558 371 530 12,062 14,392 16,150 15,293: 426 1,283
Old : 16,576: 3,558 371 530 12,062 14,392 16,150 15,293: 426 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 261: -6 0 44 223 217 261 261: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.5 2.2 3.2 72.8 86.8 97.4 92.3: 2.6 7.7
Old : 100.0: 21.5 2.2 3.2 72.8 86.8 97.4 92.3: 2.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.0 46.9 63.8 63.2 39.2 41.7 54.9 53.3
Old : 45.0 46.9 63.8 63.2 39.2 41.7 54.9 53.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 194,800: 33,827 0 1,159 159,814 193,641 194,800 194,800: 0 0
Old : 194,800: 33,827 0 1,159 159,814 193,641 194,800 194,800: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 767: -4,688 0 1,159 4,296 -392 767 767: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 0.0 0.6 82.0 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 17.4 0.0 0.6 82.0 99.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 0 1 16 18 19 19:
Old : 27: 3 0 1 16 18 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 58.5 88.5 86.1 57.4 46.4 67.9 66.1
Old : 72.8 58.5 88.5 86.1 57.4 46.4 67.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,247: 1,299 0 176 10,278 11,224 11,753 11,400: 494 847
Old : 12,247: 1,299 0 176 10,278 11,224 11,753 11,400: 494 847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 192: -132 0 132 192 60 192 192: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 1.4 83.9 91.6 96.0 93.1: 4.0 6.9
Old : 100.0: 10.6 0.0 1.4 83.9 91.6 96.0 93.1: 4.0 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: 3 0 1 19 18 22 19:
Old : 26: 3 0 1 19 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 48.9 72.1 74.3 39.7 48.2 56.7 65.4
Old : 48.5 48.9 72.1 74.3 39.7 48.2 56.7 65.4
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 108,022: 7,001 0 0 101,021 108,022 108,022 108,022: 0 0
Old : 108,022: 7,001 0 0 101,021 108,022 108,022 108,022: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 368: 0 0 0 368 368 368 368: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 0.0 93.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 0.0 0.0 93.5 100.0 100.0 100.0: 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 : 28: 1 0 0 19 21 20 21:
Old : 28: 1 0 0 19 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 56.6 73.7 77.1 46.6 47.9 62.2 62.3
Old : 49.8 56.6 73.7 77.1 46.6 47.9 62.2 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 24,158: 584 0 1,079 22,495 23,079 24,158 24,158: 0 0
Old : 24,158: 584 0 1,079 22,495 23,079 24,158 24,158: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 285: 0 0 0 285 285 285 285: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 4.5 93.1 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 0.0 4.5 93.1 95.5 100.0 100.0: 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 : 22: 1 0 1 15 18 16 19:
Old : 22: 1 0 1 15 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 59.8 92.5 80.9 40.7 32.8 46.2 44.3
Old : 79.1 59.8 92.5 80.9 40.7 32.8 46.2 44.3
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 19, 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 : 97,434: 2,556 13,380 12,614 80,449 69,662 95,618 95,656: 1,816 1,778
Old : 97,434: 2,556 13,380 12,614 80,449 69,662 95,618 95,656: 1,816 1,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 4,061: 38 951 608 2,211 1,308 2,857 2,867: 1,204 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 13.7 12.9 82.6 71.5 98.1 98.2: 1.9 1.8
Old : 100.0: 2.6 13.7 12.9 82.6 71.5 98.1 98.2: 1.9 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 67.5 82.0 86.2 91.9 51.6 61.3 60.3 62.7
Old : 67.5 82.0 86.2 91.9 51.6 61.3 60.3 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,260: 0 850 50 27,910 27,240 27,960 28,140: 300 120
Old : 28,260: 0 850 50 27,910 27,240 27,960 28,140: 300 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.2 98.8 96.4 98.9 99.6: 1.1 0.4
Old : 100.0: 0.0 3.0 0.2 98.8 96.4 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 21 16 22 17:
Old : 27: 0 1 1 21 16 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 : 57.0 79.7 81.4 91.8 47.8 75.2 71.4 83.4
Old : 57.0 79.7 81.4 91.8 47.8 75.2 71.4 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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,655: 0 900 0 24,355 23,395 24,355 24,295: 300 360
Old : 24,655: 0 900 0 24,355 23,395 24,355 24,295: 300 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 98.8 94.9 98.8 98.5: 1.2 1.5
Old : 100.0: 0.0 3.7 0.0 98.8 94.9 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 : 25: 0 1 0 19 11 19 12:
Old : 25: 0 1 0 19 11 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 85.9 79.6 96.2 55.2 83.5 72.7 87.3
Old : 61.1 85.9 79.6 96.2 55.2 83.5 72.7 87.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,481: 0 100 0 24,481 24,341 24,481 24,441: 0 40
Old : 24,481: 0 100 0 24,481 24,341 24,481 24,441: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -300: 0 0 0 -300 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.4 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 0.4 0.0 100.0 99.4 100.0 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 : 34: 0 1 0 22 16 22 17:
Old : 34: 0 1 0 22 16 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 : 53.6 73.1 75.0 93.5 45.0 69.2 62.5 80.7
Old : 53.6 73.1 75.0 93.5 45.0 69.2 62.5 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,919: 0 0 0 21,670 21,904 21,670 21,904: 249 15
Old : 21,919: 0 0 0 21,670 21,904 21,670 21,904: 249 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 99.9 98.9 99.9: 1.1 0.1
Old : 100.0: 0.0 0.0 0.0 98.9 99.9 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.1 74.5 81.4 93.3 62.1 74.1 78.3 87.7
Old : 63.1 74.5 81.4 93.3 62.1 74.1 78.3 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,030: 0 50 0 18,320 18,740 18,320 18,790: 710 240
Old : 19,030: 0 50 0 18,320 18,740 18,320 18,790: 710 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 50: 0 50 0 50 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 96.3 98.5 96.3 98.7: 3.7 1.3
Old : 100.0: 0.0 0.3 0.0 96.3 98.5 96.3 98.7: 3.7 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 : 23: 0 1 0 15 12 15 13:
Old : 23: 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 : 72.9 94.3 91.0 97.6 72.9 93.6 91.0 95.9
Old : 72.9 94.3 91.0 97.6 72.9 93.6 91.0 95.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,935: 0 0 0 11,495 11,875 11,495 11,875: 440 60
Old : 11,935: 0 0 0 11,495 11,875 11,495 11,875: 440 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 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 : 50.2 95.1 74.2 99.5 46.8 86.8 67.5 86.8
Old : 50.2 95.1 74.2 99.5 46.8 86.8 67.5 86.8
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,947: 0 0 0 12,647 12,947 12,647 12,947: 300 0
Old : 12,947: 0 0 0 12,647 12,947 12,647 12,947: 300 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.7 100.0 97.7 100.0: 2.3 0.0
Old : 100.0: 0.0 0.0 0.0 97.7 100.0 97.7 100.0: 2.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 48.5 94.7 70.0 100.0 45.3 85.3 63.5 85.3
Old : 48.5 94.7 70.0 100.0 45.3 85.3 63.5 85.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,247: 2,265 70 50 115,812 118,127 118,127 118,247: 120 0
Old : 118,247: 2,265 70 50 115,812 118,127 118,127 118,247: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 2,965: 200 0 0 2,765 2,965 2,965 2,965: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.1 0.0 97.9 99.9 99.9 100.0: 0.1 0.0
Old : 100.0: 1.9 0.1 0.0 97.9 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 36 34 39 35:
Old : 45: 2 1 1 36 34 39 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 65.3 63.6 83.5 36.8 52.2 52.0 63.6
Old : 43.5 65.3 63.6 83.5 36.8 52.2 52.0 63.6
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 141,772: 2,015 250 520 139,222 141,002 141,757 141,772: 15 0
Old : 141,772: 2,015 250 520 139,222 141,002 141,757 141,772: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 3,405: 50 0 0 3,355 3,405 3,405 3,405: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.2 0.4 98.2 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.2 0.4 98.2 99.5 100.0 100.0: 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 : 51: 3 2 3 41 37 45 41:
Old : 51: 3 2 3 41 37 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 64.4 68.4 80.6 39.3 59.4 55.5 67.3
Old : 48.0 64.4 68.4 80.6 39.3 59.4 55.5 67.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 147,538: 17,202 4,043 7,278 122,779 136,116 147,259 147,437: 279 101
Old : 147,538: 17,202 4,043 7,278 122,779 136,116 147,259 147,437: 279 101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 512: -140 -183 365 286 314 511 496: 1 16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.7 4.9 83.2 92.3 99.8 99.9: 0.2 0.1
Old : 100.0: 11.7 2.7 4.9 83.2 92.3 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 8 8 9 42 40 54 53:
Old : 63: 8 8 9 42 40 54 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 : 29.3 65.4 51.0 75.6 28.4 57.9 46.9 63.1
Old : 29.3 65.4 51.0 75.6 28.4 57.9 46.9 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 97,419: 1,575 2,030 3,280 92,319 92,094 97,174 97,404: 245 15
Old : 97,419: 1,575 2,030 3,280 92,319 92,094 97,174 97,404: 245 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 678: -420 0 0 1,068 678 648 678: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 3.4 94.8 94.5 99.7 100.0: 0.3 0.0
Old : 100.0: 1.6 2.1 3.4 94.8 94.5 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 3 6 38 31 45 37:
Old : 47: 4 3 6 38 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 : 37.0 72.9 56.6 81.5 34.4 60.1 49.1 64.8
Old : 37.0 72.9 56.6 81.5 34.4 60.1 49.1 64.8
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,980: 150 565 0 25,690 25,415 25,840 25,980: 140 0
Old : 25,980: 150 565 0 25,690 25,415 25,840 25,980: 140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 120: 0 0 0 120 240 120 240: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.2 0.0 98.9 97.8 99.5 100.0: 0.5 0.0
Old : 100.0: 0.6 2.2 0.0 98.9 97.8 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 0 28 12 29 13:
Old : 32: 1 1 0 28 12 29 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 85.6 76.9 98.7 55.5 83.0 76.7 95.7
Old : 55.6 85.6 76.9 98.7 55.5 83.0 76.7 95.7
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,335: 0 215 50 23,135 22,935 23,185 23,200: 150 135
Old : 23,335: 0 215 50 23,135 22,935 23,185 23,200: 150 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 260: 0 0 0 260 260 260 260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.2 99.1 98.3 99.4 99.4: 0.6 0.6
Old : 100.0: 0.0 0.9 0.2 99.1 98.3 99.4 99.4: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.9 86.1 78.6 99.2 57.8 80.7 78.5 91.7
Old : 57.9 86.1 78.6 99.2 57.8 80.7 78.5 91.7
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 24,995: 0 935 265 24,630 23,505 24,895 24,705: 100 290
Old : 24,995: 0 935 265 24,630 23,505 24,895 24,705: 100 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 1,300: 0 0 0 1,300 1,300 1,300 1,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 1.1 98.5 94.0 99.6 98.8: 0.4 1.2
Old : 100.0: 0.0 3.7 1.1 98.5 94.0 99.6 98.8: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 1 28 22 29 24:
Old : 35: 0 2 1 28 22 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 42.7 68.0 69.3 40.7 34.9 57.2 55.1
Old : 47.1 42.7 68.0 69.3 40.7 34.9 57.2 55.1
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,037: 2,343 2,670 755 30,334 30,552 33,432 33,977: 605 60
Old : 34,037: 2,343 2,670 755 30,334 30,552 33,432 33,977: 605 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 9: 0 0 0 14 -11 14 -11: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 7.8 2.2 89.1 89.8 98.2 99.8: 1.8 0.2
Old : 100.0: 6.9 7.8 2.2 89.1 89.8 98.2 99.8: 1.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 3 21 23 25 26:
Old : 32: 2 2 3 21 23 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.0 48.9 81.0 74.8 57.6 46.6 69.7 67.0
Old : 67.0 48.9 81.0 74.8 57.6 46.6 69.7 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,861: 3,275 0 0 16,872 20,861 20,147 20,861: 714 0
Old : 20,861: 3,275 0 0 16,872 20,861 20,147 20,861: 714 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -10: 0 0 0 -10 -10 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 0.0 0.0 80.9 100.0 96.6 100.0: 3.4 0.0
Old : 100.0: 15.7 0.0 0.0 80.9 100.0 96.6 100.0: 3.4 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 : 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 : 52.7 56.9 77.4 79.9 39.3 50.0 55.2 64.0
Old : 52.7 56.9 77.4 79.9 39.3 50.0 55.2 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,273: 250 210 200 24,663 24,808 25,113 25,218: 160 55
Old : 25,273: 250 210 200 24,663 24,808 25,113 25,218: 160 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 814: 0 0 0 814 814 814 814: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.8 0.8 97.6 98.2 99.4 99.8: 0.6 0.2
Old : 100.0: 1.0 0.8 0.8 97.6 98.2 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 25 24 27 25:
Old : 33: 1 1 1 25 24 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 : 59.7 62.2 78.7 79.9 53.9 61.9 71.6 77.3
Old : 59.7 62.2 78.7 79.9 53.9 61.9 71.6 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,891: 600 720 0 22,211 22,171 22,811 22,891: 80 0
Old : 22,891: 600 720 0 22,211 22,171 22,811 22,891: 80 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 3.1 0.0 97.0 96.9 99.7 100.0: 0.3 0.0
Old : 100.0: 2.6 3.1 0.0 97.0 96.9 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 : 34: 1 1 0 23 24 24 25:
Old : 34: 1 1 0 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 : 71.8 46.1 84.1 68.8 69.3 42.3 78.7 64.3
Old : 71.8 46.1 84.1 68.8 69.3 42.3 78.7 64.3
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,504: 0 940 0 15,501 14,564 15,501 15,504: 3 0
Old : 15,504: 0 940 0 15,501 14,564 15,501 15,504: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : 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 15 21 16:
Old : 26: 0 1 0 21 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 62.5 79.5 86.3 54.2 55.3 78.8 76.7
Old : 54.7 62.5 79.5 86.3 54.2 55.3 78.8 76.7
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,728: 0 0 0 9,948 10,688 9,948 10,688: 780 40
Old : 10,728: 0 0 0 9,948 10,688 9,948 10,688: 780 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.7 99.6 92.7 99.6: 7.3 0.4
Old : 100.0: 0.0 0.0 0.0 92.7 99.6 92.7 99.6: 7.3 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 : 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 : 49.5 70.6 72.3 91.7 43.3 68.3 64.4 79.5
Old : 49.5 70.6 72.3 91.7 43.3 68.3 64.4 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,255: 25 2,460 290 28,630 26,265 28,945 29,015: 310 240
Old : 29,255: 25 2,460 290 28,630 26,265 28,945 29,015: 310 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 930: 0 0 0 720 930 720 930: 210 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.4 1.0 97.9 89.8 98.9 99.2: 1.1 0.8
Old : 100.0: 0.1 8.4 1.0 97.9 89.8 98.9 99.2: 1.1 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 : 35: 1 2 1 26 21 28 23:
Old : 35: 1 2 1 26 21 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 47.3 72.2 71.2 50.9 40.5 67.1 60.4
Old : 52.6 47.3 72.2 71.2 50.9 40.5 67.1 60.4
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 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 9,716: 975 0 0 7,410 9,581 8,385 9,581: 1,331 135
Old : 9,716: 975 0 0 7,410 9,581 8,385 9,581: 1,331 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: -35: 0 0 0 -10 -35 -10 -35: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.0 0.0 76.3 98.6 86.3 98.6: 13.7 1.4
Old : 100.0: 10.0 0.0 0.0 76.3 98.6 86.3 98.6: 13.7 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 : 22: 1 0 0 16 17 17 17:
Old : 22: 1 0 0 16 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 66.3 68.2 83.4 43.2 56.7 61.7 72.4
Old : 43.4 66.3 68.2 83.4 43.2 56.7 61.7 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 19, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 11,241: 2,027 100 240 8,554 10,521 10,821 10,861: 420 380
Old : 11,241: 2,027 100 240 8,554 10,521 10,821 10,861: 420 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 12, 2015 :
: 230: 30 0 0 200 50 230 50: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.9 2.1 76.1 93.6 96.3 96.6: 3.7 3.4
Old : 100.0: 18.0 0.9 2.1 76.1 93.6 96.3 96.6: 3.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 2 15 17 17 20:
Old : 26: 2 1 2 15 17 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 68.0 72.3 81.8 43.6 57.7 68.9 70.3
Old : 44.1 68.0 72.3 81.8 43.6 57.7 68.9 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2015