CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 21,822: 8,155 4,972 444 13,174 16,405 21,773 21,822: 49 -0
Old : 21,822: 8,155 4,972 444 13,174 16,405 21,773 21,822: 49 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -3,273: 1,307 79 -2,939 -1,635 -413 -3,267 -3,273: -6 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 22.8 2.0 60.4 75.2 99.8 100.0: 0.2 -0.0
Old : 100.0: 37.4 22.8 2.0 60.4 75.2 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 : 29: 12 5 4 7 11 21 18:
Old : 29: 12 5 4 7 11 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 63.5 91.7 84.5 47.8 48.1 66.1 64.7
Old : 64.0 63.5 91.7 84.5 47.8 48.1 66.1 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 24,633: 4,787 5,889 1,052 18,794 17,692 24,633 24,633: 0 0
Old : 24,633: 4,787 5,889 1,052 18,794 17,692 24,633 24,633: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -59: 45 0 -44 -60 -15 -59 -59: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 23.9 4.3 76.3 71.8 100.0 100.0: 0.0 0.0
Old : 100.0: 19.4 23.9 4.3 76.3 71.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 79.0 75.9 94.0 97.9 57.0 61.9 66.1 66.8
Old : 79.0 75.9 94.0 97.9 57.0 61.9 66.1 66.8
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, June 2, 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 : 29,794: 5,624 2,681 1,160 23,010 25,953 29,794 29,794: 0 0
Old : 29,794: 5,624 2,681 1,160 23,010 25,953 29,794 29,794: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,963: -19 220 -571 -1,373 -1,611 -1,963 -1,963: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 9.0 3.9 77.2 87.1 100.0 100.0: 0.0 0.0
Old : 100.0: 18.9 9.0 3.9 77.2 87.1 100.0 100.0: 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 : 25: 7 4 5 11 9 22 14:
Old : 25: 7 4 5 11 9 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 76.7 83.0 96.0 41.3 54.9 55.0 64.1
Old : 64.3 76.7 83.0 96.0 41.3 54.9 55.0 64.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,928,362: 344,321 373,482 770,300 2,778,388 2,771,499 3,893,009 3,915,281: 35,353 13,081
Old : 3,928,362: 344,321 373,482 770,300 2,778,388 2,771,499 3,893,009 3,915,281: 35,353 13,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -157,593: -80,923 19,346 24,173 -94,663 -194,122 -151,413 -150,603: -6,180 -6,990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 9.5 19.6 70.7 70.6 99.1 99.7: 0.9 0.3
Old : 100.0: 8.8 9.5 19.6 70.7 70.6 99.1 99.7: 0.9 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 : 237: 33 52 64 137 116 207 200:
Old : 237: 33 52 64 137 116 207 200:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.8 24.2 32.5 41.4 16.7 19.0 24.3 29.6
Old : 20.8 24.2 32.5 41.4 16.7 19.0 24.3 29.6
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,084,178: 203,321 106,546 948,950 930,933 1,028,008 2,083,203 2,083,505: 974 673
Old : 2,084,178: 203,321 106,546 948,950 930,933 1,028,008 2,083,203 2,083,505: 974 673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 87,408: 3,868 -21,130 96,247 9,112 25,033 109,227 100,150: -21,819 -12,742
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 5.1 45.5 44.7 49.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.8 5.1 45.5 44.7 49.3 100.0 100.0: 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 : 96: 27 15 38 45 53 87 91:
Old : 96: 27 15 38 45 53 87 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 36.9 58.4 59.3 7.7 7.6 11.3 10.5
Old : 37.5 36.9 58.4 59.3 7.7 7.6 11.3 10.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 255,934: 8,349 9,850 7,023 225,582 232,466 240,954 249,339: 14,980 6,595
Old : 255,934: 8,349 9,850 7,023 225,582 232,466 240,954 249,339: 14,980 6,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,708: 3,455 -338 484 1,708 5,089 5,647 5,235: -939 -527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.8 2.7 88.1 90.8 94.1 97.4: 5.9 2.6
Old : 100.0: 3.3 3.8 2.7 88.1 90.8 94.1 97.4: 5.9 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 : 56: 5 7 8 35 31 45 41:
Old : 56: 5 7 8 35 31 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 : 35.0 38.7 55.1 59.2 32.3 35.4 48.8 51.5
Old : 35.0 38.7 55.1 59.2 32.3 35.4 48.8 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 123,211: 18,005 3,215 2,548 98,736 114,775 119,289 120,538: 3,922 2,673
Old : 123,211: 18,005 3,215 2,548 98,736 114,775 119,289 120,538: 3,922 2,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,757: 1,958 489 620 2,127 3,415 4,705 4,524: 52 233
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 2.6 2.1 80.1 93.2 96.8 97.8: 3.2 2.2
Old : 100.0: 14.6 2.6 2.1 80.1 93.2 96.8 97.8: 3.2 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 : 48: 8 1 4 32 31 41 35:
Old : 48: 8 1 4 32 31 41 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 46.3 57.9 68.1 36.9 34.2 52.8 52.3
Old : 37.5 46.3 57.9 68.1 36.9 34.2 52.8 52.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 234,240: 32 12,056 4,817 220,918 208,545 225,767 225,418: 8,473 8,822
Old : 234,240: 32 12,056 4,817 220,918 208,545 225,767 225,418: 8,473 8,822
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 611: -492 -654 876 -92 482 292 704: 319 -93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 2.1 94.3 89.0 96.4 96.2: 3.6 3.8
Old : 100.0: 0.0 5.1 2.1 94.3 89.0 96.4 96.2: 3.6 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 : 49: 1 8 4 31 31 35 40:
Old : 49: 1 8 4 31 31 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 : 54.4 45.0 72.8 63.3 51.0 45.0 65.8 61.8
Old : 54.4 45.0 72.8 63.3 51.0 45.0 65.8 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 701,900: 68,145 1,641 12,519 614,033 679,507 694,697 693,667: 7,203 8,233
Old : 701,900: 68,145 1,641 12,519 614,033 679,507 694,697 693,667: 7,203 8,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -33,314: 650 -1,472 363 -33,645 -33,459 -32,632 -34,568: -682 1,254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.2 1.8 87.5 96.8 99.0 98.8: 1.0 1.2
Old : 100.0: 9.7 0.2 1.8 87.5 96.8 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 51: 2 1 3 47 38 50 41:
Old : 51: 2 1 3 47 38 50 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 : 34.4 48.3 53.4 72.3 33.4 46.0 49.9 63.0
Old : 34.4 48.3 53.4 72.3 33.4 46.0 49.9 63.0
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, June 2, 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 : 324,905: 242 18,830 2,640 315,360 295,854 318,242 317,324: 6,663 7,581
Old : 324,905: 242 18,830 2,640 315,360 295,854 318,242 317,324: 6,663 7,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 9,261: -159 527 689 8,615 8,879 9,145 10,095: 116 -834
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.8 0.8 97.1 91.1 97.9 97.7: 2.1 2.3
Old : 100.0: 0.1 5.8 0.8 97.1 91.1 97.9 97.7: 2.1 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 6 3 34 34 37 41:
Old : 52: 1 6 3 34 34 37 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 : 50.1 49.3 72.9 64.3 48.7 45.6 64.6 57.9
Old : 50.1 49.3 72.9 64.3 48.7 45.6 64.6 57.9
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, June 2, 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 : 260,742: 0 4,303 6,585 243,451 242,855 250,036 253,743: 10,706 6,999
Old : 260,742: 0 4,303 6,585 243,451 242,855 250,036 253,743: 10,706 6,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 5,453: -1,228 857 448 5,581 3,867 4,801 5,172: 652 281
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 2.5 93.4 93.1 95.9 97.3: 4.1 2.7
Old : 100.0: 0.0 1.7 2.5 93.4 93.1 95.9 97.3: 4.1 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 : 55: 0 4 3 38 43 41 47:
Old : 55: 0 4 3 38 43 41 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 30.4 71.8 51.4 44.7 29.9 66.4 48.1
Old : 46.5 30.4 71.8 51.4 44.7 29.9 66.4 48.1
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, June 2, 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 : 114,309: 1,463 1,530 4,209 103,715 101,809 109,387 107,548: 4,922 6,761
Old : 114,309: 1,463 1,530 4,209 103,715 101,809 109,387 107,548: 4,922 6,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,189: 357 -1,504 214 -273 2,140 298 850: 891 339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.3 3.7 90.7 89.1 95.7 94.1: 4.3 5.9
Old : 100.0: 1.3 1.3 3.7 90.7 89.1 95.7 94.1: 4.3 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 2 2 24 20 27 23:
Old : 36: 2 2 2 24 20 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 48.4 73.8 71.1 56.3 48.4 73.1 70.5
Old : 56.4 48.4 73.8 71.1 56.3 48.4 73.1 70.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,466: 494 4,923 4,523 99,573 98,085 104,590 107,531: 7,876 4,935
Old : 112,466: 494 4,923 4,523 99,573 98,085 104,590 107,531: 7,876 4,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,017: -272 186 -131 107 708 -296 763: 1,313 254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 4.4 4.0 88.5 87.2 93.0 95.6: 7.0 4.4
Old : 100.0: 0.4 4.4 4.0 88.5 87.2 93.0 95.6: 7.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 2 6 5 32 30 38 37:
Old : 48: 2 6 5 32 30 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 44.6 67.5 63.5 52.2 43.6 63.8 59.7
Old : 52.7 44.6 67.5 63.5 52.2 43.6 63.8 59.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 88,838: 1,911 2,939 865 74,240 70,831 77,016 74,635: 11,822 14,203
Old : 88,838: 1,911 2,939 865 74,240 70,831 77,016 74,635: 11,822 14,203
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 53: -93 -31 0 -427 -2,765 -520 -2,796: 573 2,849
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.3 1.0 83.6 79.7 86.7 84.0: 13.3 16.0
Old : 100.0: 2.2 3.3 1.0 83.6 79.7 86.7 84.0: 13.3 16.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 14 17 16 19:
Old : 25: 1 1 2 14 17 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 36.4 76.6 63.2 60.5 35.0 71.8 55.0
Old : 63.4 36.4 76.6 63.2 60.5 35.0 71.8 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 192,089: 0 0 0 185,404 182,390 185,404 182,390: 6,685 9,699
Old : 192,089: 0 0 0 185,404 182,390 185,404 182,390: 6,685 9,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,411: 0 0 0 1,353 56 1,353 56: 58 1,355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.5 95.0 96.5 95.0: 3.5 5.0
Old : 100.0: 0.0 0.0 0.0 96.5 95.0 96.5 95.0: 3.5 5.0
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: 0 0 0 27 23 27 23:
Old : 34: 0 0 0 27 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 50.4 69.7 74.9 44.7 49.9 68.7 73.3
Old : 45.7 50.4 69.7 74.9 44.7 49.9 68.7 73.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,412: 0 0 0 86,910 88,687 86,910 88,687: 10,502 8,725
Old : 97,412: 0 0 0 86,910 88,687 86,910 88,687: 10,502 8,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 952: 0 0 0 -80 -1,934 -80 -1,934: 1,032 2,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 91.0 89.2 91.0: 10.8 9.0
Old : 100.0: 0.0 0.0 0.0 89.2 91.0 89.2 91.0: 10.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 13 18 13:
Old : 23: 0 0 0 18 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 66.2 77.0 85.6 58.0 64.7 75.5 82.1
Old : 58.5 66.2 77.0 85.6 58.0 64.7 75.5 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,096: 210 0 0 19,142 19,506 19,352 19,506: 1,744 1,590
Old : 21,096: 210 0 0 19,142 19,506 19,352 19,506: 1,744 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 90.7 92.5 91.7 92.5: 8.3 7.5
Old : 100.0: 1.0 0.0 0.0 90.7 92.5 91.7 92.5: 8.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 12 11 13 11:
Old : 21: 1 0 0 12 11 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 79.1 85.4 89.6 58.0 78.5 83.6 89.0
Old : 59.6 79.1 85.4 89.6 58.0 78.5 83.6 89.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 362,278: 877 1,527 93 351,521 353,145 352,491 354,765: 9,787 7,513
Old : 362,278: 877 1,527 93 351,521 353,145 352,491 354,765: 9,787 7,513
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 6,580: -705 1,140 0 6,018 5,343 5,313 6,483: 1,267 97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 0.0 97.0 97.5 97.3 97.9: 2.7 2.1
Old : 100.0: 0.2 0.4 0.0 97.0 97.5 97.3 97.9: 2.7 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 : 59: 1 2 1 47 38 49 40:
Old : 59: 1 2 1 47 38 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 : 39.9 54.3 58.1 76.6 38.3 54.1 55.0 75.4
Old : 39.9 54.3 58.1 76.6 38.3 54.1 55.0 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,296: 1,872 3,479 3,248 71,281 63,855 76,401 70,582: 5,895 11,714
Old : 82,296: 1,872 3,479 3,248 71,281 63,855 76,401 70,582: 5,895 11,714
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 3,329: -51 -973 184 367 3,529 500 2,740: 2,829 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.2 3.9 86.6 77.6 92.8 85.8: 7.2 14.2
Old : 100.0: 2.3 4.2 3.9 86.6 77.6 92.8 85.8: 7.2 14.2
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 2 2 25 22 27 25:
Old : 30: 1 2 2 25 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 50.8 72.2 66.3 52.0 46.0 65.3 57.7
Old : 53.2 50.8 72.2 66.3 52.0 46.0 65.3 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,789: 19 2,193 2,544 73,385 68,501 75,948 73,238: 3,841 6,551
Old : 79,789: 19 2,193 2,544 73,385 68,501 75,948 73,238: 3,841 6,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -41: -612 -767 106 30 712 -476 51: 435 -92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 3.2 92.0 85.9 95.2 91.8: 4.8 8.2
Old : 100.0: 0.0 2.7 3.2 92.0 85.9 95.2 91.8: 4.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 21 16 23 19:
Old : 27: 1 2 2 21 16 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 67.5 66.4 80.1 41.6 63.3 63.9 72.8
Old : 43.5 67.5 66.4 80.1 41.6 63.3 63.9 72.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,782: 6,268 2,315 0 77,610 79,836 83,878 82,151: 3,904 5,631
Old : 87,782: 6,268 2,315 0 77,610 79,836 83,878 82,151: 3,904 5,631
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 426: -3,300 1,985 0 2,436 -3,564 -864 -1,579: 1,290 2,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 2.6 0.0 88.4 90.9 95.6 93.6: 4.4 6.4
Old : 100.0: 7.1 2.6 0.0 88.4 90.9 95.6 93.6: 4.4 6.4
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: 1 2 0 22 22 23 24:
Old : 40: 1 2 0 22 22 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 53.9 72.5 77.6 47.0 53.5 62.0 65.8
Old : 49.3 53.9 72.5 77.6 47.0 53.5 62.0 65.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,538: 7,547 6,066 1,240 74,419 74,323 83,206 81,629: 7,332 8,909
Old : 90,538: 7,547 6,066 1,240 74,419 74,323 83,206 81,629: 7,332 8,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,330: -2,280 -3,781 0 -1,607 -2,060 -3,887 -5,841: 5,217 7,171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.7 1.4 82.2 82.1 91.9 90.2: 8.1 9.8
Old : 100.0: 8.3 6.7 1.4 82.2 82.1 91.9 90.2: 8.1 9.8
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 : 58: 6 5 2 30 29 37 35:
Old : 58: 6 5 2 30 29 37 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 : 34.7 58.1 55.5 69.9 32.6 56.7 52.1 65.5
Old : 34.7 58.1 55.5 69.9 32.6 56.7 52.1 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,764: 279 4,892 0 67,655 59,494 67,934 64,386: 830 4,378
Old : 68,764: 279 4,892 0 67,655 59,494 67,934 64,386: 830 4,378
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 3,788: 0 -744 0 3,295 2,962 3,295 2,218: 493 1,570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.1 0.0 98.4 86.5 98.8 93.6: 1.2 6.4
Old : 100.0: 0.4 7.1 0.0 98.4 86.5 98.8 93.6: 1.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 0 18 25 19 26:
Old : 33: 1 1 0 18 25 19 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 : 68.7 39.1 92.4 63.6 67.1 35.9 81.0 58.3
Old : 68.7 39.1 92.4 63.6 67.1 35.9 81.0 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 170,937: 1,595 12,533 568 159,388 149,950 161,551 163,051: 9,386 7,886
Old : 170,937: 1,595 12,533 568 159,388 149,950 161,551 163,051: 9,386 7,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,401: 232 -612 -134 2,563 5,029 2,661 4,283: 1,740 118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 7.3 0.3 93.2 87.7 94.5 95.4: 5.5 4.6
Old : 100.0: 0.9 7.3 0.3 93.2 87.7 94.5 95.4: 5.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 1 1 29 31 30 33:
Old : 37: 1 1 1 29 31 30 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 : 60.0 39.2 72.6 63.2 53.4 29.9 60.5 47.3
Old : 60.0 39.2 72.6 63.2 53.4 29.9 60.5 47.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 31,932: 0 682 0 29,696 29,851 29,696 30,533: 2,236 1,399
Old : 31,932: 0 682 0 29,696 29,851 29,696 30,533: 2,236 1,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,032: 0 0 0 1,002 729 1,002 729: 30 303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 93.0 93.5 93.0 95.6: 7.0 4.4
Old : 100.0: 0.0 2.1 0.0 93.0 93.5 93.0 95.6: 7.0 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 14 12 14 13:
Old : 22: 0 1 0 14 12 14 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 : 67.2 66.8 84.2 91.9 66.9 65.2 80.6 82.4
Old : 67.2 66.8 84.2 91.9 66.9 65.2 80.6 82.4
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,252: 2,474 1,427 677 45,004 54,816 48,155 56,920: 15,097 6,332
Old : 63,252: 2,474 1,427 677 45,004 54,816 48,155 56,920: 15,097 6,332
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 0: 0 0 0 -405 60 -405 60: 405 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.3 1.1 71.2 86.7 76.1 90.0: 23.9 10.0
Old : 100.0: 3.9 2.3 1.1 71.2 86.7 76.1 90.0: 23.9 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 13 15 15 16:
Old : 20: 1 1 1 13 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 47.7 66.6 68.7 44.0 47.3 53.1 63.1
Old : 50.6 47.7 66.6 68.7 44.0 47.3 53.1 63.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,657: 0 3,062 3,997 99,600 97,488 103,597 104,547: 8,060 7,110
Old : 111,657: 0 3,062 3,997 99,600 97,488 103,597 104,547: 8,060 7,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,150: 0 -1,546 526 861 2,142 1,387 1,122: 763 1,028
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 3.6 89.2 87.3 92.8 93.6: 7.2 6.4
Old : 100.0: 0.0 2.7 3.6 89.2 87.3 92.8 93.6: 7.2 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 22 25 24 27:
Old : 33: 0 2 2 22 25 24 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 : 58.4 46.2 76.8 66.1 56.8 42.9 67.2 59.4
Old : 58.4 46.2 76.8 66.1 56.8 42.9 67.2 59.4
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 87,757: 645 524 1,198 76,765 78,600 78,608 80,322: 9,149 7,435
Old : 87,757: 645 524 1,198 76,765 78,600 78,608 80,322: 9,149 7,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,155: -360 293 224 1,481 -67 1,345 450: 810 1,705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.6 1.4 87.5 89.6 89.6 91.5: 10.4 8.5
Old : 100.0: 0.7 0.6 1.4 87.5 89.6 89.6 91.5: 10.4 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 15 15 17 18:
Old : 25: 1 2 2 15 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 66.6 74.5 81.8 51.9 66.6 70.1 79.0
Old : 56.3 66.6 74.5 81.8 51.9 66.6 70.1 79.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,031: 1,030 16,027 853 89,625 79,431 91,508 96,311: 7,523 2,720
Old : 99,031: 1,030 16,027 853 89,625 79,431 91,508 96,311: 7,523 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -311: 26 242 274 -646 397 -346 913: 35 -1,224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 16.2 0.9 90.5 80.2 92.4 97.3: 7.6 2.7
Old : 100.0: 1.0 16.2 0.9 90.5 80.2 92.4 97.3: 7.6 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 : 26: 2 1 2 19 17 21 20:
Old : 26: 2 1 2 19 17 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 : 54.0 58.1 76.3 82.5 43.6 44.4 56.7 62.5
Old : 54.0 58.1 76.3 82.5 43.6 44.4 56.7 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 18,473: 0 0 0 18,412 16,942 18,412 16,942: 61 1,531
Old : 18,473: 0 0 0 18,412 16,942 18,412 16,942: 61 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 488: 0 0 0 488 364 488 364: 0 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.7 91.7 99.7 91.7: 0.3 8.3
Old : 100.0: 0.0 0.0 0.0 99.7 91.7 99.7 91.7: 0.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 9 16 9 16:
Old : 20: 0 0 0 9 16 9 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 : 66.6 50.5 97.0 70.1 65.3 45.5 85.5 64.0
Old : 66.6 50.5 97.0 70.1 65.3 45.5 85.5 64.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,550: 0 12,317 557 111,801 100,591 112,358 113,465: 5,192 4,085
Old : 117,550: 0 12,317 557 111,801 100,591 112,358 113,465: 5,192 4,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 5,868: 0 951 -252 5,237 3,540 4,985 4,239: 883 1,629
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.5 95.1 85.6 95.6 96.5: 4.4 3.5
Old : 100.0: 0.0 10.5 0.5 95.1 85.6 95.6 96.5: 4.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 4 1 19 18 20 22:
Old : 29: 0 4 1 19 18 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 : 63.0 61.0 81.2 79.3 62.3 52.4 77.7 70.1
Old : 63.0 61.0 81.2 79.3 62.3 52.4 77.7 70.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 195,473: 3,274 20,305 3,201 172,720 167,570 179,195 191,076: 16,278 4,397
Old : 195,473: 3,274 20,305 3,201 172,720 167,570 179,195 191,076: 16,278 4,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 3,220: 285 -675 750 -84 2,630 951 2,705: 2,269 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 10.4 1.6 88.4 85.7 91.7 97.8: 8.3 2.2
Old : 100.0: 1.7 10.4 1.6 88.4 85.7 91.7 97.8: 8.3 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 : 45: 1 4 3 31 31 34 36:
Old : 45: 1 4 3 31 31 34 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 48.7 61.9 69.0 41.3 48.7 59.2 63.7
Old : 42.0 48.7 61.9 69.0 41.3 48.7 59.2 63.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 22,720: 2,090 707 310 18,619 20,915 21,019 21,932: 1,701 788
Old : 22,720: 2,090 707 310 18,619 20,915 21,019 21,932: 1,701 788
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 0: 0 0 0 -1,209 0 -1,209 0: 1,209 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 3.1 1.4 81.9 92.1 92.5 96.5: 7.5 3.5
Old : 100.0: 9.2 3.1 1.4 81.9 92.1 92.5 96.5: 7.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 18 17 19 19:
Old : 27: 1 1 1 18 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 54.0 70.5 74.9 47.0 48.4 59.1 63.3
Old : 49.4 54.0 70.5 74.9 47.0 48.4 59.1 63.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,436: 0 855 0 51,017 51,630 51,017 52,485: 2,419 951
Old : 53,436: 0 855 0 51,017 51,630 51,017 52,485: 2,419 951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,790: 0 0 0 1,790 1,362 1,790 1,362: 0 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 95.5 96.6 95.5 98.2: 4.5 1.8
Old : 100.0: 0.0 1.6 0.0 95.5 96.6 95.5 98.2: 4.5 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 : 31: 0 1 0 19 14 19 15:
Old : 31: 0 1 0 19 14 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 68.9 82.7 90.6 54.3 68.9 77.9 87.8
Old : 54.3 68.9 82.7 90.6 54.3 68.9 77.9 87.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 271,646: 4,554 8,340 2,844 256,281 257,178 263,679 268,362: 7,967 3,284
Old : 271,646: 4,554 8,340 2,844 256,281 257,178 263,679 268,362: 7,967 3,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 3,748: 1,177 -30 -321 2,076 4,201 2,932 3,850: 816 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.1 1.0 94.3 94.7 97.1 98.8: 2.9 1.2
Old : 100.0: 1.7 3.1 1.0 94.3 94.7 97.1 98.8: 2.9 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 : 57: 5 1 4 42 38 48 42:
Old : 57: 5 1 4 42 38 48 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 : 47.0 61.0 62.9 73.7 46.4 58.4 60.8 70.4
Old : 47.0 61.0 62.9 73.7 46.4 58.4 60.8 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 117,328: 0 0 0 113,325 115,044 113,325 115,044: 4,003 2,284
Old : 117,328: 0 0 0 113,325 115,044 113,325 115,044: 4,003 2,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -333: 0 0 0 37 -142 37 -142: -370 -191
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 98.1 96.6 98.1: 3.4 1.9
Old : 100.0: 0.0 0.0 0.0 96.6 98.1 96.6 98.1: 3.4 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 : 34: 0 0 0 26 28 26 28:
Old : 34: 0 0 0 26 28 26 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 : 47.9 56.2 71.2 72.1 45.9 51.6 64.2 63.8
Old : 47.9 56.2 71.2 72.1 45.9 51.6 64.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 86,354: 1,836 0 0 76,114 75,003 77,950 75,003: 8,404 11,351
Old : 86,354: 1,836 0 0 76,114 75,003 77,950 75,003: 8,404 11,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,768: 0 0 0 2,588 397 2,588 397: 180 2,371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 88.1 86.9 90.3 86.9: 9.7 13.1
Old : 100.0: 2.1 0.0 0.0 88.1 86.9 90.3 86.9: 9.7 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 19 20 20 20:
Old : 28: 1 0 0 19 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 44.1 62.2 63.1 31.7 42.5 51.8 57.0
Old : 38.2 44.1 62.2 63.1 31.7 42.5 51.8 57.0
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, June 2, 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 : 93,315: 0 1,097 0 80,944 87,776 80,944 88,873: 12,371 4,442
Old : 93,315: 0 1,097 0 80,944 87,776 80,944 88,873: 12,371 4,442
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,368: 0 30 0 1,126 2,123 1,126 2,153: 1,242 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.0 86.7 94.1 86.7 95.2: 13.3 4.8
Old : 100.0: 0.0 1.2 0.0 86.7 94.1 86.7 95.2: 13.3 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 : 26: 0 1 0 19 17 19 18:
Old : 26: 0 1 0 19 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 69.7 64.2 86.8 42.9 67.2 58.7 81.7
Old : 43.0 69.7 64.2 86.8 42.9 67.2 58.7 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 160,400: 15,897 10,018 17,027 126,917 133,105 159,841 160,150: 559 250
Old : 160,400: 15,897 10,018 17,027 126,917 133,105 159,841 160,150: 559 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,096: 946 44 -897 -1,277 -201 -1,228 -1,054: 132 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 6.2 10.6 79.1 83.0 99.7 99.8: 0.3 0.2
Old : 100.0: 9.9 6.2 10.6 79.1 83.0 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 : 75: 9 13 17 48 50 67 70:
Old : 75: 9 13 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 : 40.5 31.0 57.1 50.8 26.4 21.2 34.6 31.1
Old : 40.5 31.0 57.1 50.8 26.4 21.2 34.6 31.1
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, June 2, 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 : 44,582: 77 1,982 2,024 42,481 40,575 44,582 44,582: 0 -0
Old : 44,582: 77 1,982 2,024 42,481 40,575 44,582 44,582: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -1,449: -201 218 -171 -1,077 -1,496 -1,449 -1,449: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.4 4.5 95.3 91.0 100.0 100.0: 0.0 -0.0
Old : 100.0: 0.2 4.4 4.5 95.3 91.0 100.0 100.0: 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 : 39: 2 7 3 27 25 31 33:
Old : 39: 2 7 3 27 25 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 44.6 69.6 69.7 36.3 35.9 49.4 49.2
Old : 49.4 44.6 69.6 69.7 36.3 35.9 49.4 49.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 389,315: 27,550 14,216 10,592 351,173 364,507 389,315 389,315: 0 0
Old : 389,315: 27,550 14,216 10,592 351,173 364,507 389,315 389,315: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -36,185: -2,392 -1,848 -3,152 -30,641 -31,185 -36,185 -36,185: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 3.7 2.7 90.2 93.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.1 3.7 2.7 90.2 93.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 7 2 19 21 21 29:
Old : 34: 1 7 2 19 21 21 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 : 42.2 48.6 67.9 74.9 34.5 42.9 56.0 57.2
Old : 42.2 48.6 67.9 74.9 34.5 42.9 56.0 57.2
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, June 2, 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 : 1,801,813: 52,425 16,874 42,582 1,706,806 1,742,357 1,801,813 1,801,813: 0 0
Old : 1,801,813: 52,425 16,874 42,582 1,706,806 1,742,357 1,801,813 1,801,813: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 24,983: 1,168 0 1,952 21,863 23,031 24,983 24,983: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.9 2.4 94.7 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.9 0.9 2.4 94.7 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 : 58: 6 5 7 36 44 45 54:
Old : 58: 6 5 7 36 44 45 54:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 51.7 75.9 67.7 37.0 32.1 46.7 41.4
Old : 57.4 51.7 75.9 67.7 37.0 32.1 46.7 41.4
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, June 2, 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 : 67,505: 1,665 1,030 6,279 59,562 60,196 67,505 67,505: -0 -0
Old : 67,505: 1,665 1,030 6,279 59,562 60,196 67,505 67,505: -0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,756: -435 -449 497 1,695 1,708 1,756 1,756: -0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.5 9.3 88.2 89.2 100.0 100.0: -0.0 -0.0
Old : 100.0: 2.5 1.5 9.3 88.2 89.2 100.0 100.0: -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: 6 3 5 25 23 32 30:
Old : 37: 6 3 5 25 23 32 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 60.7 69.7 81.1 40.5 52.3 58.6 63.3
Old : 46.8 60.7 69.7 81.1 40.5 52.3 58.6 63.3
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, June 2, 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 : 393,985: 5,481 2,514 27,417 361,087 364,054 393,985 393,985: 0 0
Old : 393,985: 5,481 2,514 27,417 361,087 364,054 393,985 393,985: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 7,004: 3,185 0 -304 4,123 7,308 7,004 7,004: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.6 7.0 91.6 92.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 0.6 7.0 91.6 92.4 100.0 100.0: 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 : 29: 1 2 2 19 18 21 21:
Old : 29: 1 2 2 19 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 60.9 82.7 87.5 49.3 58.0 66.3 71.2
Old : 57.3 60.9 82.7 87.5 49.3 58.0 66.3 71.2
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 565,283: 15,519 7,889 11,929 537,835 545,465 565,283 565,283: 0 0
Old : 565,283: 15,519 7,889 11,929 537,835 545,465 565,283 565,283: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 3,837: -368 -2,352 0 4,205 6,189 3,837 3,837: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.4 2.1 95.1 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 1.4 2.1 95.1 96.5 100.0 100.0: 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 : 45: 3 2 2 28 33 32 36:
Old : 45: 3 2 2 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 : 51.5 44.1 72.6 64.1 38.6 38.2 52.1 52.0
Old : 51.5 44.1 72.6 64.1 38.6 38.2 52.1 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 50,272: 2,805 2,433 2,887 43,895 44,356 49,587 49,676: 685 596
Old : 50,272: 2,805 2,433 2,887 43,895 44,356 49,587 49,676: 685 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,669: 23 -214 106 2,497 2,733 2,626 2,625: 43 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.8 5.7 87.3 88.2 98.6 98.8: 1.4 1.2
Old : 100.0: 5.6 4.8 5.7 87.3 88.2 98.6 98.8: 1.4 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 : 41: 4 2 4 31 32 36 37:
Old : 41: 4 2 4 31 32 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 49.0 69.0 64.2 45.6 46.1 57.6 58.8
Old : 51.7 49.0 69.0 64.2 45.6 46.1 57.6 58.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 69,535: 200 420 0 68,914 69,031 69,114 69,451: 421 84
Old : 69,535: 200 420 0 68,914 69,031 69,114 69,451: 421 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 800: 50 0 0 750 800 800 800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.6 0.0 99.1 99.3 99.4 99.9: 0.6 0.1
Old : 100.0: 0.3 0.6 0.0 99.1 99.3 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.9 69.4 70.8 84.7 51.3 62.4 62.6 75.9
Old : 55.9 69.4 70.8 84.7 51.3 62.4 62.6 75.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 82,575: 110 200 180 81,776 82,135 82,066 82,515: 509 60
Old : 82,575: 110 200 180 81,776 82,135 82,066 82,515: 509 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 585: 0 100 0 585 485 585 585: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.2 99.0 99.5 99.4 99.9: 0.6 0.1
Old : 100.0: 0.1 0.2 0.2 99.0 99.5 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 1 1 35 31 37 33:
Old : 47: 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 64.8 69.6 86.2 52.3 58.2 63.5 77.5
Old : 55.5 64.8 69.6 86.2 52.3 58.2 63.5 77.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,015: 1,190 100 10 17,575 18,825 18,775 18,935: 240 80
Old : 19,015: 1,190 100 10 17,575 18,825 18,775 18,935: 240 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 270: 0 0 0 270 270 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.5 0.1 92.4 99.0 98.7 99.6: 1.3 0.4
Old : 100.0: 6.3 0.5 0.1 92.4 99.0 98.7 99.6: 1.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 47.1 69.2 70.6 87.4 44.4 54.8 64.5 70.1
Old : 47.1 69.2 70.6 87.4 44.4 54.8 64.5 70.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 297,368: 0 13,920 6,320 291,048 277,128 297,368 297,368: 0 0
Old : 297,368: 0 13,920 6,320 291,048 277,128 297,368 297,368: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,712: 0 784 0 2,712 1,928 2,712 2,712: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 2.1 97.9 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.7 2.1 97.9 93.2 100.0 100.0: 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 3 1 23 21 24 24:
Old : 30: 0 3 1 23 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 60.6 78.5 79.5 49.2 49.1 58.9 58.1
Old : 52.8 60.6 78.5 79.5 49.2 49.1 58.9 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,929: 2,461 693 110 6,234 8,082 8,805 8,885: 124 44
Old : 8,929: 2,461 693 110 6,234 8,082 8,805 8,885: 124 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 173: 0 23 0 217 321 217 344: -44 -171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 7.8 1.2 69.8 90.5 98.6 99.5: 1.4 0.5
Old : 100.0: 27.6 7.8 1.2 69.8 90.5 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 : 33: 4 3 1 20 23 25 26:
Old : 33: 4 3 1 20 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 : 50.6 39.4 69.5 64.3 48.5 28.2 58.6 46.9
Old : 50.6 39.4 69.5 64.3 48.5 28.2 58.6 46.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,995: 1,060 500 140 22,575 23,275 23,775 23,915: 220 80
Old : 23,995: 1,060 500 140 22,575 23,275 23,775 23,915: 220 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 2.1 0.6 94.1 97.0 99.1 99.7: 0.9 0.3
Old : 100.0: 4.4 2.1 0.6 94.1 97.0 99.1 99.7: 0.9 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 : 35: 1 1 1 24 22 25 24:
Old : 35: 1 1 1 24 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 55.8 71.7 81.2 44.4 44.0 61.3 59.9
Old : 45.2 55.8 71.7 81.2 44.4 44.0 61.3 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,945: 0 685 205 13,350 12,825 13,555 13,715: 390 230
Old : 13,945: 0 685 205 13,350 12,825 13,555 13,715: 390 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -35: 0 0 0 -35 -35 -35 -35: 0 0
: : :
: : 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 : 26: 0 1 1 20 19 21 20:
Old : 26: 0 1 1 20 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 : 36.9 59.6 62.0 83.3 27.6 31.0 45.3 44.6
Old : 36.9 59.6 62.0 83.3 27.6 31.0 45.3 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 19,143: 636 76 285 17,525 17,164 18,446 17,525: 697 1,618
Old : 19,143: 636 76 285 17,525 17,164 18,446 17,525: 697 1,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 164: 0 0 0 142 142 142 142: 22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.4 1.5 91.5 89.7 96.4 91.5: 3.6 8.5
Old : 100.0: 3.3 0.4 1.5 91.5 89.7 96.4 91.5: 3.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 25 23 27 25:
Old : 29: 1 1 2 25 23 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 : 40.1 54.7 61.1 70.7 27.0 39.8 42.8 47.7
Old : 40.1 54.7 61.1 70.7 27.0 39.8 42.8 47.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,243: 0 9,997 1,135 53,647 43,951 54,782 55,083: 461 160
Old : 55,243: 0 9,997 1,135 53,647 43,951 54,782 55,083: 461 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 899: 0 -156 0 824 1,072 824 916: 75 -17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.1 2.1 97.1 79.6 99.2 99.7: 0.8 0.3
Old : 100.0: 0.0 18.1 2.1 97.1 79.6 99.2 99.7: 0.8 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 : 44: 0 6 2 33 30 35 36:
Old : 44: 0 6 2 33 30 35 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 37.4 66.8 61.0 40.1 35.1 60.0 56.7
Old : 44.5 37.4 66.8 61.0 40.1 35.1 60.0 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 59,720: 25 10,412 1,907 57,693 47,316 59,625 59,635: 95 85
Old : 59,720: 25 10,412 1,907 57,693 47,316 59,625 59,635: 95 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,514: -150 154 90 1,544 1,270 1,484 1,514: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.4 3.2 96.6 79.2 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 17.4 3.2 96.6 79.2 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 : 47: 1 7 5 34 35 40 42:
Old : 47: 1 7 5 34 35 40 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 : 49.4 37.7 69.4 57.5 43.1 35.0 60.1 53.7
Old : 49.4 37.7 69.4 57.5 43.1 35.0 60.1 53.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,025: 1,570 0 0 48,375 49,950 49,945 49,950: 80 75
Old : 50,025: 1,570 0 0 48,375 49,950 49,945 49,950: 80 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,520: 0 0 0 1,520 1,520 1,520 1,520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.7 99.9 99.8 99.9: 0.2 0.1
Old : 100.0: 3.1 0.0 0.0 96.7 99.9 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 : 34: 2 0 0 29 18 31 18:
Old : 34: 2 0 0 29 18 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 95.1 73.0 98.6 56.6 87.7 70.8 87.9
Old : 58.2 95.1 73.0 98.6 56.6 87.7 70.8 87.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,695: 1,260 0 0 48,275 49,610 49,535 49,610: 160 85
Old : 49,695: 1,260 0 0 48,275 49,610 49,535 49,610: 160 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,205: 20 0 0 1,185 1,205 1,205 1,205: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 97.1 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 2.5 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 28 16 29 16:
Old : 30: 1 0 0 28 16 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 94.4 67.4 97.7 47.4 84.5 62.5 84.7
Old : 50.5 94.4 67.4 97.7 47.4 84.5 62.5 84.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 385,550: 65,134 368 20,302 300,114 364,880 385,550 385,550: 0 0
Old : 385,550: 65,134 368 20,302 300,114 364,880 385,550 385,550: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,590: -3,432 368 1,543 4,479 679 2,590 2,590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.1 5.3 77.8 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 16.9 0.1 5.3 77.8 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 1 3 29 32 33 36:
Old : 40: 4 1 3 29 32 33 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 : 47.7 43.5 69.8 64.1 35.2 37.4 51.6 49.3
Old : 47.7 43.5 69.8 64.1 35.2 37.4 51.6 49.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 24,299: 3,924 785 1,068 19,047 21,975 24,040 23,828: 259 471
Old : 24,299: 3,924 785 1,068 19,047 21,975 24,040 23,828: 259 471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 562: -126 -133 173 471 500 518 540: 44 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 3.2 4.4 78.4 90.4 98.9 98.1: 1.1 1.9
Old : 100.0: 16.1 3.2 4.4 78.4 90.4 98.9 98.1: 1.1 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 : 41: 4 4 6 25 32 31 40:
Old : 41: 4 4 6 25 32 31 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 : 43.3 39.5 67.3 60.1 39.6 33.6 55.8 47.5
Old : 43.3 39.5 67.3 60.1 39.6 33.6 55.8 47.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 23,885: 490 948 642 22,753 22,295 23,885 23,885: 0 0
Old : 23,885: 490 948 642 22,753 22,295 23,885 23,885: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,981: 52 -52 26 2,903 3,007 2,981 2,981: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.0 2.7 95.3 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 4.0 2.7 95.3 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 : 29: 3 3 2 19 13 24 16:
Old : 29: 3 3 2 19 13 24 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 : 66.7 75.9 85.9 89.2 60.4 75.3 77.0 82.8
Old : 66.7 75.9 85.9 89.2 60.4 75.3 77.0 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 202,261: 11,262 1,312 9,656 181,343 191,293 202,261 202,261: 0 0
Old : 202,261: 11,262 1,312 9,656 181,343 191,293 202,261 202,261: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.6 4.8 89.7 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 5.6 0.6 4.8 89.7 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 1 13 7 16 9:
Old : 20: 3 1 1 13 7 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 96.7 90.5 99.7 61.5 91.0 84.5 91.6
Old : 62.7 96.7 90.5 99.7 61.5 91.0 84.5 91.6
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 545,008: 0 14,316 11,462 533,546 519,230 545,008 545,008: 0 0
Old : 545,008: 0 14,316 11,462 533,546 519,230 545,008 545,008: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 6,992: 0 0 0 6,992 6,992 6,992 6,992: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 2.1 97.9 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.6 2.1 97.9 95.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 19 21 20 23:
Old : 30: 0 2 1 19 21 20 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 : 64.6 89.0 83.1 94.9 59.9 79.1 74.8 83.3
Old : 64.6 89.0 83.1 94.9 59.9 79.1 74.8 83.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 46,460: 5,808 282 2,806 37,185 42,968 45,799 46,056: 661 404
Old : 46,460: 5,808 282 2,806 37,185 42,968 45,799 46,056: 661 404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 187: 0 0 0 -23 209 -23 209: 210 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.6 6.0 80.0 92.5 98.6 99.1: 1.4 0.9
Old : 100.0: 12.5 0.6 6.0 80.0 92.5 98.6 99.1: 1.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 4 19 22 24 26:
Old : 30: 4 1 4 19 22 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 82.5 81.6 90.4 56.0 74.3 70.6 78.3
Old : 62.0 82.5 81.6 90.4 56.0 74.3 70.6 78.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,350: 3,220 543 358 12,794 15,146 16,372 16,047: 978 1,303
Old : 17,350: 3,220 543 358 12,794 15,146 16,372 16,047: 978 1,303
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 438: -338 172 -172 650 438 140 438: 298 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.1 2.1 73.7 87.3 94.4 92.5: 5.6 7.5
Old : 100.0: 18.6 3.1 2.1 73.7 87.3 94.4 92.5: 5.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 4 16 23 21 28:
Old : 30: 4 2 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 : 48.4 50.1 66.3 65.7 42.5 44.9 57.7 57.0
Old : 48.4 50.1 66.3 65.7 42.5 44.9 57.7 57.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 209,256: 33,043 0 1,159 175,054 208,097 209,256 209,256: 0 0
Old : 209,256: 33,043 0 1,159 175,054 208,097 209,256 209,256: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 19,528: -784 0 0 20,312 19,528 19,528 19,528: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 0.0 0.6 83.7 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 15.8 0.0 0.6 83.7 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 : 29: 3 0 1 18 18 21 19:
Old : 29: 3 0 1 18 18 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 61.1 82.3 87.1 51.1 53.3 61.9 67.9
Old : 63.4 61.1 82.3 87.1 51.1 53.3 61.9 67.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,250: 1,299 0 176 10,086 10,963 11,561 11,139: 689 1,111
Old : 12,250: 1,299 0 176 10,086 10,963 11,561 11,139: 689 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -42: 0 0 0 -256 -306 -256 -306: 214 264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.0 1.4 82.3 89.5 94.4 90.9: 5.6 9.1
Old : 100.0: 10.6 0.0 1.4 82.3 89.5 94.4 90.9: 5.6 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 0 1 18 17 21 18:
Old : 25: 3 0 1 18 17 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 47.4 71.9 72.1 39.2 46.5 56.9 62.8
Old : 48.3 47.4 71.9 72.1 39.2 46.5 56.9 62.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 113,830: 6,633 0 0 107,197 113,830 113,830 113,830: 0 0
Old : 113,830: 6,633 0 0 107,197 113,830 113,830 113,830: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,656: 0 0 0 4,656 4,656 4,656 4,656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.8 0.0 0.0 94.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 20 23 21 23:
Old : 29: 1 0 0 20 23 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 : 50.3 52.7 73.8 74.5 43.6 43.7 60.5 60.5
Old : 50.3 52.7 73.8 74.5 43.6 43.7 60.5 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 23,624: 534 0 1,004 22,086 22,620 23,624 23,624: 0 0
Old : 23,624: 534 0 1,004 22,086 22,620 23,624 23,624: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -950: -50 0 -75 -825 -875 -950 -950: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.0 4.2 93.5 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.3 0.0 4.2 93.5 95.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 15 17 16 18:
Old : 22: 1 0 1 15 17 16 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 : 79.0 60.8 92.7 83.6 39.4 35.5 45.1 45.2
Old : 79.0 60.8 92.7 83.6 39.4 35.5 45.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 : 106,103: 2,317 8,937 16,155 87,078 80,435 105,551 105,527: 552 575
Old : 106,103: 2,317 8,937 16,155 87,078 80,435 105,551 105,527: 552 575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,364: -212 -152 -172 2,823 2,710 2,439 2,386: -75 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 8.4 15.2 82.1 75.8 99.5 99.5: 0.5 0.5
Old : 100.0: 2.2 8.4 15.2 82.1 75.8 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 17 15 20 18:
Old : 24: 2 1 3 17 15 20 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 : 65.9 79.9 85.6 92.4 48.5 57.5 55.9 59.7
Old : 65.9 79.9 85.6 92.4 48.5 57.5 55.9 59.7
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,860: 0 850 50 28,510 27,840 28,560 28,740: 300 120
Old : 28,860: 0 850 50 28,510 27,840 28,560 28,740: 300 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.2 98.8 96.5 99.0 99.6: 1.0 0.4
Old : 100.0: 0.0 2.9 0.2 98.8 96.5 99.0 99.6: 1.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 57.9 78.0 81.5 91.3 48.9 73.6 72.0 83.5
Old : 57.9 78.0 81.5 91.3 48.9 73.6 72.0 83.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 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 24,335 23,435 24,335 24,335: 320 320
Old : 24,655: 0 900 0 24,335 23,435 24,335 24,335: 320 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 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 3.7 0.0 98.7 95.1 98.7 98.7: 1.3 1.3
Old : 100.0: 0.0 3.7 0.0 98.7 95.1 98.7 98.7: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 79.4 96.2 55.2 83.5 72.5 87.4
Old : 61.1 85.9 79.4 96.2 55.2 83.5 72.5 87.4
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,146: 0 150 0 26,146 25,996 26,146 26,146: 0 0
Old : 26,146: 0 150 0 26,146 25,996 26,146 26,146: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 415: 0 50 0 415 365 415 415: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 100.0 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.6 0.0 100.0 99.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 0 23 17 23 18:
Old : 34: 0 1 0 23 17 23 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 : 56.4 73.4 76.3 92.5 48.3 69.6 64.6 81.1
Old : 56.4 73.4 76.3 92.5 48.3 69.6 64.6 81.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,819: 50 0 0 23,629 23,819 23,679 23,819: 140 0
Old : 23,819: 50 0 0 23,629 23,819 23,679 23,819: 140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 700: 50 0 0 899 715 949 715: -249 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.2 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.2 0.0 0.0 99.2 100.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 19 13 20 13:
Old : 27: 1 0 0 19 13 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 75.3 82.7 92.6 63.9 75.0 79.8 88.5
Old : 64.6 75.3 82.7 92.6 63.9 75.0 79.8 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,530: 0 150 0 18,820 19,140 18,820 19,290: 710 240
Old : 19,530: 0 150 0 18,820 19,140 18,820 19,290: 710 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 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 0.8 0.0 96.4 98.0 96.4 98.8: 3.6 1.2
Old : 100.0: 0.0 0.8 0.0 96.4 98.0 96.4 98.8: 3.6 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 : 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 : 72.8 93.9 90.0 97.4 72.8 93.2 90.0 96.0
Old : 72.8 93.9 90.0 97.4 72.8 93.2 90.0 96.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,435: 0 0 0 11,995 12,375 11,995 12,375: 440 60
Old : 12,435: 0 0 0 11,995 12,375 11,995 12,375: 440 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 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 96.5 99.5 96.5 99.5: 3.5 0.5
Old : 100.0: 0.0 0.0 0.0 96.5 99.5 96.5 99.5: 3.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 19 7 19 7:
Old : 20: 0 0 0 19 7 19 7:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 92.7 74.1 99.5 48.3 84.9 65.8 84.9
Old : 51.7 92.7 74.1 99.5 48.3 84.9 65.8 84.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,597: 0 0 0 13,337 13,597 13,337 13,597: 260 0
Old : 13,597: 0 0 0 13,337 13,597 13,337 13,597: 260 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -20: 0 0 0 -20 -20 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 100.0 98.1 100.0: 1.9 0.0
Old : 100.0: 0.0 0.0 0.0 98.1 100.0 98.1 100.0: 1.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 21 8 21 8:
Old : 22: 0 0 0 21 8 21 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 : 49.3 95.1 68.5 100.0 46.3 85.8 62.7 85.8
Old : 49.3 95.1 68.5 100.0 46.3 85.8 62.7 85.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 122,171: 2,515 155 50 119,366 121,966 121,931 122,171: 240 0
Old : 122,171: 2,515 155 50 119,366 121,966 121,931 122,171: 240 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 2,249: 0 85 0 2,249 2,164 2,249 2,249: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.1 0.0 97.7 99.8 99.8 100.0: 0.2 0.0
Old : 100.0: 2.1 0.1 0.0 97.7 99.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 3 1 36 34 39 37:
Old : 47: 2 3 1 36 34 39 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 : 40.4 66.2 62.3 83.8 35.8 54.0 50.6 64.3
Old : 40.4 66.2 62.3 83.8 35.8 54.0 50.6 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 146,068: 2,165 285 520 143,368 145,263 146,053 146,068: 15 0
Old : 146,068: 2,165 285 520 143,368 145,263 146,053 146,068: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 4,700: 50 35 0 4,650 4,665 4,700 4,700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.2 0.4 98.2 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 0.2 0.4 98.2 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 : 52: 4 2 3 42 36 47 40:
Old : 52: 4 2 3 42 36 47 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 : 46.4 65.9 66.0 82.4 37.7 60.5 53.8 68.5
Old : 46.4 65.9 66.0 82.4 37.7 60.5 53.8 68.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 148,596: 17,717 4,783 6,111 124,470 137,622 148,298 148,516: 298 80
Old : 148,596: 17,717 4,783 6,111 124,470 137,622 148,298 148,516: 298 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 349: 300 592 -702 832 489 430 379: -81 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 3.2 4.1 83.8 92.6 99.8 99.9: 0.2 0.1
Old : 100.0: 11.9 3.2 4.1 83.8 92.6 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 : 65: 9 8 9 43 39 55 53:
Old : 65: 9 8 9 43 39 55 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.5 64.6 52.5 75.5 29.4 58.4 47.7 65.3
Old : 30.5 64.6 52.5 75.5 29.4 58.4 47.7 65.3
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 99,469: 1,555 3,230 3,300 94,369 92,924 99,224 99,454: 245 15
Old : 99,469: 1,555 3,230 3,300 94,369 92,924 99,224 99,454: 245 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 650: 0 0 0 650 650 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.2 3.3 94.9 93.4 99.8 100.0: 0.2 0.0
Old : 100.0: 1.6 3.2 3.3 94.9 93.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 3 6 37 31 44 37:
Old : 47: 4 3 6 37 31 44 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 : 37.1 71.5 57.2 81.0 34.5 59.1 49.7 64.9
Old : 37.1 71.5 57.2 81.0 34.5 59.1 49.7 64.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,940: 150 565 0 25,650 25,375 25,800 25,940: 140 0
Old : 25,940: 150 565 0 25,650 25,375 25,800 25,940: 140 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : 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 13 29 14:
Old : 32: 1 1 0 28 13 29 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 : 56.2 85.5 77.0 98.6 56.1 82.9 76.9 95.6
Old : 56.2 85.5 77.0 98.6 56.1 82.9 76.9 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,455: 0 215 50 23,255 23,055 23,305 23,320: 150 135
Old : 23,455: 0 215 50 23,255 23,055 23,305 23,320: 150 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 170: 0 0 0 170 170 170 170: 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 : 57.4 86.2 78.5 99.2 57.4 81.0 78.4 91.8
Old : 57.4 86.2 78.5 99.2 57.4 81.0 78.4 91.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 26,145: 0 935 265 25,770 24,655 26,035 25,855: 110 290
Old : 26,145: 0 935 265 25,770 24,655 26,035 25,855: 110 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,190: 0 0 0 1,180 1,190 1,180 1,190: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 1.0 98.6 94.3 99.6 98.9: 0.4 1.1
Old : 100.0: 0.0 3.6 1.0 98.6 94.3 99.6 98.9: 0.4 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 : 35: 0 2 1 29 21 30 23:
Old : 35: 0 2 1 29 21 30 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 44.8 69.1 70.6 42.4 35.5 57.8 56.8
Old : 48.6 44.8 69.1 70.6 42.4 35.5 57.8 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,578: 320 0 0 12,954 13,578 13,274 13,578: 304 0
Old : 13,578: 320 0 0 12,954 13,578 13,274 13,578: 304 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.0 0.0 95.4 100.0 97.8 100.0: 2.2 0.0
Old : 100.0: 2.4 0.0 0.0 95.4 100.0 97.8 100.0: 2.2 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 : 20: 1 0 0 16 10 17 10:
Old : 20: 1 0 0 16 10 17 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 : 56.4 89.0 79.4 99.3 50.5 76.4 67.5 78.6
Old : 56.4 89.0 79.4 99.3 50.5 76.4 67.5 78.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,717: 2,693 1,870 355 29,993 31,432 33,041 33,657: 676 60
Old : 33,717: 2,693 1,870 355 29,993 31,432 33,041 33,657: 676 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -905: 350 -800 -400 -926 295 -976 -905: 71 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.5 1.1 89.0 93.2 98.0 99.8: 2.0 0.2
Old : 100.0: 8.0 5.5 1.1 89.0 93.2 98.0 99.8: 2.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 1 3 23 23 27 26:
Old : 33: 3 1 3 23 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 46.7 79.4 74.1 55.5 45.1 67.6 67.5
Old : 65.4 46.7 79.4 74.1 55.5 45.1 67.6 67.5
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,811: 3,475 0 0 18,582 22,811 22,057 22,811: 754 0
Old : 22,811: 3,475 0 0 18,582 22,811 22,057 22,811: 754 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,835: 150 0 0 1,645 1,835 1,795 1,835: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 0.0 0.0 81.5 100.0 96.7 100.0: 3.3 0.0
Old : 100.0: 15.2 0.0 0.0 81.5 100.0 96.7 100.0: 3.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 22 20 24 20:
Old : 30: 2 0 0 22 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.1 57.8 74.2 80.3 35.9 47.9 54.2 64.4
Old : 50.1 57.8 74.2 80.3 35.9 47.9 54.2 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,642: 250 160 200 23,007 23,107 23,457 23,467: 185 175
Old : 23,642: 250 160 200 23,007 23,107 23,457 23,467: 185 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -336: 0 -50 0 -361 -406 -361 -456: 25 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.7 0.8 97.3 97.7 99.2 99.3: 0.8 0.7
Old : 100.0: 1.1 0.7 0.8 97.3 97.7 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 1 1 27 26 29 27:
Old : 36: 1 1 1 27 26 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 : 57.8 61.6 75.9 78.2 53.3 61.3 68.3 75.9
Old : 57.8 61.6 75.9 78.2 53.3 61.3 68.3 75.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,144: 600 720 0 21,464 21,269 22,064 21,989: 80 155
Old : 22,144: 600 720 0 21,464 21,269 22,064 21,989: 80 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 103: 0 0 0 103 -52 103 -52: 0 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.3 0.0 96.9 96.0 99.6 99.3: 0.4 0.7
Old : 100.0: 2.7 3.3 0.0 96.9 96.0 99.6 99.3: 0.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 23 26 24 27:
Old : 34: 1 1 0 23 26 24 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 : 71.5 46.0 83.6 68.9 67.0 43.5 76.9 65.8
Old : 71.5 46.0 83.6 68.9 67.0 43.5 76.9 65.8
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,234: 0 940 0 15,231 14,294 15,231 15,234: 3 0
Old : 15,234: 0 940 0 15,231 14,294 15,231 15,234: 3 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -360: 0 0 0 -360 -360 -360 -360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.0 100.0 93.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.2 0.0 100.0 93.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.7 61.5 81.3 85.6 55.2 56.3 80.6 78.0
Old : 55.7 61.5 81.3 85.6 55.2 56.3 80.6 78.0
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,414: 0 0 0 9,269 10,269 9,269 10,269: 1,145 145
Old : 10,414: 0 0 0 9,269 10,269 9,269 10,269: 1,145 145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: -540: 0 0 0 -865 -640 -865 -640: 325 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.0 98.6 89.0 98.6: 11.0 1.4
Old : 100.0: 0.0 0.0 0.0 89.0 98.6 89.0 98.6: 11.0 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 15 12 15 12:
Old : 21: 0 0 0 15 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 72.8 68.7 91.9 41.9 70.3 63.2 81.9
Old : 46.2 72.8 68.7 91.9 41.9 70.3 63.2 81.9
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,570: 25 2,460 290 30,895 28,580 31,210 31,330: 360 240
Old : 31,570: 25 2,460 290 30,895 28,580 31,210 31,330: 360 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 1,195: 0 0 0 1,145 1,195 1,145 1,195: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.8 0.9 97.9 90.5 98.9 99.2: 1.1 0.8
Old : 100.0: 0.1 7.8 0.9 97.9 90.5 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 : 36: 1 2 1 27 21 29 23:
Old : 36: 1 2 1 27 21 29 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 50.8 70.5 73.9 48.2 44.3 66.3 64.1
Old : 50.4 50.8 70.5 73.9 48.2 44.3 66.3 64.1
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, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 10,247: 975 0 0 7,880 10,087 8,855 10,087: 1,392 160
Old : 10,247: 975 0 0 7,880 10,087 8,855 10,087: 1,392 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 495: 0 0 0 470 470 470 470: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.0 0.0 76.9 98.4 86.4 98.4: 13.6 1.6
Old : 100.0: 9.5 0.0 0.0 76.9 98.4 86.4 98.4: 13.6 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 : 24: 1 0 0 17 19 18 19:
Old : 24: 1 0 0 17 19 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 67.7 64.0 85.0 38.1 56.4 55.8 69.2
Old : 39.5 67.7 64.0 85.0 38.1 56.4 55.8 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 2, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 11,562: 2,073 100 240 8,989 11,197 11,302 11,537: 260 25
Old : 11,562: 2,073 100 240 8,989 11,197 11,302 11,537: 260 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2015 :
: 245: 10 0 0 395 600 405 600: -160 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.9 2.1 77.7 96.8 97.8 99.8: 2.2 0.2
Old : 100.0: 17.9 0.9 2.1 77.7 96.8 97.8 99.8: 2.2 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 : 29: 2 1 2 18 19 20 22:
Old : 29: 2 1 2 18 19 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 : 42.5 66.8 68.4 80.9 42.0 56.6 65.1 70.0
Old : 42.5 66.8 68.4 80.9 42.0 56.6 65.1 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 5, 2015