CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 24,216: 9,324 5,171 554 14,284 18,491 24,162 24,216: 54 0
Old : 24,216: 9,324 5,171 554 14,284 18,491 24,162 24,216: 54 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 2,394: 1,169 199 110 1,110 2,086 2,389 2,394: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 21.4 2.3 59.0 76.4 99.8 100.0: 0.2 0.0
Old : 100.0: 38.5 21.4 2.3 59.0 76.4 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 : 30: 12 6 6 8 11 24 19:
Old : 30: 12 6 6 8 11 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 57.4 88.6 84.1 46.9 43.7 61.4 58.8
Old : 57.6 57.4 88.6 84.1 46.9 43.7 61.4 58.8
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 9, 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 : 25,050: 5,289 5,889 1,050 18,712 18,112 25,050 25,050: -0 0
Old : 25,050: 5,289 5,889 1,050 18,712 18,112 25,050 25,050: -0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 417: 501 0 -2 -82 419 417 417: -0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 23.5 4.2 74.7 72.3 100.0 100.0: -0.0 0.0
Old : 100.0: 21.1 23.5 4.2 74.7 72.3 100.0 100.0: -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 : 22: 7 4 2 7 8 15 14:
Old : 22: 7 4 2 7 8 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 74.6 94.1 97.9 56.3 62.5 67.0 67.3
Old : 77.4 74.6 94.1 97.9 56.3 62.5 67.0 67.3
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 9, 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 : 30,087: 5,643 3,044 1,157 23,287 25,886 30,087 30,087: 0 -0
Old : 30,087: 5,643 3,044 1,157 23,287 25,886 30,087 30,087: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 292: 19 363 -3 277 -67 292 292: 0 -0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.1 3.8 77.4 86.0 100.0 100.0: 0.0 -0.0
Old : 100.0: 18.8 10.1 3.8 77.4 86.0 100.0 100.0: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 7 5 6 12 9 23 16:
Old : 26: 7 5 6 12 9 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 74.5 83.2 93.3 44.6 54.8 58.3 66.4
Old : 64.7 74.5 83.2 93.3 44.6 54.8 58.3 66.4
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,015,021: 341,527 380,960 784,826 2,851,796 2,835,186 3,978,149 4,000,972: 36,872 14,049
Old : 4,015,021: 341,527 380,960 784,826 2,851,796 2,835,186 3,978,149 4,000,972: 36,872 14,049
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 86,659: -2,794 7,478 14,526 73,408 63,687 85,140 85,691: 1,519 968
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.5 19.5 71.0 70.6 99.1 99.7: 0.9 0.3
Old : 100.0: 8.5 9.5 19.5 71.0 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 : 231: 34 48 63 137 119 206 197:
Old : 231: 34 48 63 137 119 206 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.3 24.2 32.6 40.9 16.5 18.5 24.8 29.3
Old : 20.3 24.2 32.6 40.9 16.5 18.5 24.8 29.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,061,319: 190,108 100,103 942,967 927,844 1,017,772 2,060,920 2,060,843: 399 476
Old : 2,061,319: 190,108 100,103 942,967 927,844 1,017,772 2,060,920 2,060,843: 399 476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -22,859: -13,213 -6,443 -5,983 -3,088 -10,236 -22,284 -22,662: -575 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 4.9 45.7 45.0 49.4 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 4.9 45.7 45.0 49.4 100.0 100.0: 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 : 99: 27 16 39 49 55 92 94:
Old : 99: 27 16 39 49 55 92 94:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.4 38.1 59.3 60.6 7.1 7.8 10.3 10.3
Old : 38.4 38.1 59.3 60.6 7.1 7.8 10.3 10.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 242,008: 8,016 11,726 4,318 216,338 222,097 228,672 238,141: 13,336 3,867
Old : 242,008: 8,016 11,726 4,318 216,338 222,097 228,672 238,141: 13,336 3,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -13,926: -333 1,876 -2,705 -9,244 -10,369 -12,282 -11,198: -1,644 -2,728
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 4.8 1.8 89.4 91.8 94.5 98.4: 5.5 1.6
Old : 100.0: 3.3 4.8 1.8 89.4 91.8 94.5 98.4: 5.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 5 5 36 30 44 37:
Old : 55: 5 5 5 36 30 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 : 37.0 40.3 57.8 60.9 34.4 33.0 51.4 48.6
Old : 37.0 40.3 57.8 60.9 34.4 33.0 51.4 48.6
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 9, 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 : 116,273: 16,252 2,799 3,256 92,548 107,476 112,056 113,531: 4,217 2,742
Old : 116,273: 16,252 2,799 3,256 92,548 107,476 112,056 113,531: 4,217 2,742
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -6,938: -1,753 -416 708 -6,188 -7,299 -7,233 -7,007: 295 69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 2.4 2.8 79.6 92.4 96.4 97.6: 3.6 2.4
Old : 100.0: 14.0 2.4 2.8 79.6 92.4 96.4 97.6: 3.6 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 1 5 29 29 37 34:
Old : 45: 7 1 5 29 29 37 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 53.0 62.9 70.8 40.5 42.4 57.1 56.4
Old : 40.8 53.0 62.9 70.8 40.5 42.4 57.1 56.4
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 9, 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 : 222,065: 711 11,341 3,224 209,697 198,633 213,632 213,198: 8,433 8,867
Old : 222,065: 711 11,341 3,224 209,697 198,633 213,632 213,198: 8,433 8,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -12,175: 679 -715 -1,593 -11,221 -9,912 -12,135 -12,220: -40 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.1 1.5 94.4 89.4 96.2 96.0: 3.8 4.0
Old : 100.0: 0.3 5.1 1.5 94.4 89.4 96.2 96.0: 3.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 3 6 4 27 27 31 36:
Old : 46: 3 6 4 27 27 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 44.9 73.3 63.4 51.2 44.9 65.7 61.5
Old : 54.9 44.9 73.3 63.4 51.2 44.9 65.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 713,682: 67,615 916 12,529 626,310 693,320 706,454 706,765: 7,228 6,917
Old : 713,682: 67,615 916 12,529 626,310 693,320 706,454 706,765: 7,228 6,917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 11,782: -530 -725 10 12,277 13,813 11,757 13,098: 25 -1,316
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 0.1 1.8 87.8 97.1 99.0 99.0: 1.0 1.0
Old : 100.0: 9.5 0.1 1.8 87.8 97.1 99.0 99.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 1 2 3 48 37 51 40:
Old : 52: 1 2 3 48 37 51 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 : 34.9 47.4 53.8 72.2 33.9 45.4 50.1 62.8
Old : 34.9 47.4 53.8 72.2 33.9 45.4 50.1 62.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 310,023: 806 16,248 2,171 300,071 284,238 303,048 302,657: 6,975 7,366
Old : 310,023: 806 16,248 2,171 300,071 284,238 303,048 302,657: 6,975 7,366
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -14,882: 564 -2,582 -469 -15,289 -11,616 -15,194 -14,667: 312 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 5.2 0.7 96.8 91.7 97.8 97.6: 2.2 2.4
Old : 100.0: 0.3 5.2 0.7 96.8 91.7 97.8 97.6: 2.2 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 5 3 33 35 36 42:
Old : 52: 2 5 3 33 35 36 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 : 49.3 50.1 72.5 64.4 48.3 47.3 64.0 58.9
Old : 49.3 50.1 72.5 64.4 48.3 47.3 64.0 58.9
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 9, 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 : 236,521: 0 3,582 6,619 220,118 220,253 226,737 230,454: 9,784 6,067
Old : 236,521: 0 3,582 6,619 220,118 220,253 226,737 230,454: 9,784 6,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -24,221: 0 -721 34 -23,333 -22,602 -23,299 -23,289: -922 -932
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 2.8 93.1 93.1 95.9 97.4: 4.1 2.6
Old : 100.0: 0.0 1.5 2.8 93.1 93.1 95.9 97.4: 4.1 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 : 53: 0 4 3 36 42 39 46:
Old : 53: 0 4 3 36 42 39 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 29.7 72.4 51.5 45.8 29.6 67.2 48.3
Old : 47.9 29.7 72.4 51.5 45.8 29.6 67.2 48.3
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 9, 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 : 101,644: 1,735 0 3,006 92,304 92,471 97,045 95,477: 4,599 6,167
Old : 101,644: 1,735 0 3,006 92,304 92,471 97,045 95,477: 4,599 6,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -12,665: 272 -1,530 -1,203 -11,411 -9,338 -12,342 -12,071: -323 -594
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 3.0 90.8 91.0 95.5 93.9: 4.5 6.1
Old : 100.0: 1.7 0.0 3.0 90.8 91.0 95.5 93.9: 4.5 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 2 23 20 26 22:
Old : 35: 3 0 2 23 20 26 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 : 57.4 48.9 75.3 71.0 57.2 48.8 74.4 70.3
Old : 57.4 48.9 75.3 71.0 57.2 48.8 74.4 70.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,170: 1,616 5,498 3,262 89,429 88,053 94,307 96,813: 7,863 5,357
Old : 102,170: 1,616 5,498 3,262 89,429 88,053 94,307 96,813: 7,863 5,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -10,296: 1,122 575 -1,261 -10,144 -10,032 -10,283 -10,718: -13 422
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 5.4 3.2 87.5 86.2 92.3 94.8: 7.7 5.2
Old : 100.0: 1.6 5.4 3.2 87.5 86.2 92.3 94.8: 7.7 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 5 5 30 27 36 34:
Old : 45: 3 5 5 30 27 36 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 42.0 66.4 62.0 52.1 41.1 64.0 57.7
Old : 52.4 42.0 66.4 62.0 52.1 41.1 64.0 57.7
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,483: 1,682 2,377 892 68,331 66,618 70,905 69,887: 10,578 11,596
Old : 81,483: 1,682 2,377 892 68,331 66,618 70,905 69,887: 10,578 11,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -7,355: -229 -562 27 -5,909 -4,213 -6,111 -4,748: -1,244 -2,607
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 2.9 1.1 83.9 81.8 87.0 85.8: 13.0 14.2
Old : 100.0: 2.1 2.9 1.1 83.9 81.8 87.0 85.8: 13.0 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 : 24: 1 1 2 14 17 16 19:
Old : 24: 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 : 64.1 38.5 78.2 65.4 61.6 36.4 73.5 57.7
Old : 64.1 38.5 78.2 65.4 61.6 36.4 73.5 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 183,097: 0 0 0 176,456 174,806 176,456 174,806: 6,641 8,291
Old : 183,097: 0 0 0 176,456 174,806 176,456 174,806: 6,641 8,291
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -8,992: 0 0 0 -8,948 -7,584 -8,948 -7,584: -44 -1,408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 95.5 96.4 95.5: 3.6 4.5
Old : 100.0: 0.0 0.0 0.0 96.4 95.5 96.4 95.5: 3.6 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 0 0 26 21 26 21:
Old : 33: 0 0 0 26 21 26 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 : 44.0 54.0 68.2 78.3 43.5 53.5 67.6 76.7
Old : 44.0 54.0 68.2 78.3 43.5 53.5 67.6 76.7
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,664: 0 0 0 83,671 86,512 83,671 86,512: 8,993 6,152
Old : 92,664: 0 0 0 83,671 86,512 83,671 86,512: 8,993 6,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -4,748: 0 0 0 -3,239 -2,175 -3,239 -2,175: -1,509 -2,573
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 93.4 90.3 93.4: 9.7 6.6
Old : 100.0: 0.0 0.0 0.0 90.3 93.4 90.3 93.4: 9.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 12 18 12:
Old : 23: 0 0 0 18 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 68.1 76.8 88.3 58.1 66.6 75.0 84.8
Old : 59.2 68.1 76.8 88.3 58.1 66.6 75.0 84.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 344,327: 2,303 1,057 0 333,025 337,370 335,328 338,427: 8,999 5,900
Old : 344,327: 2,303 1,057 0 333,025 337,370 335,328 338,427: 8,999 5,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -17,951: 1,426 -470 -93 -18,496 -15,775 -17,163 -16,338: -788 -1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 0.0 96.7 98.0 97.4 98.3: 2.6 1.7
Old : 100.0: 0.7 0.3 0.0 96.7 98.0 97.4 98.3: 2.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 2 1 0 46 41 48 42:
Old : 59: 2 1 0 46 41 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 : 39.0 54.8 58.0 77.6 37.4 54.7 54.8 76.5
Old : 39.0 54.8 58.0 77.6 37.4 54.7 54.8 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,382: 1,352 2,404 3,432 65,492 62,512 70,276 68,348: 6,106 8,034
Old : 76,382: 1,352 2,404 3,432 65,492 62,512 70,276 68,348: 6,106 8,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -5,914: -520 -1,075 184 -5,789 -1,343 -6,125 -2,234: 211 -3,680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.1 4.5 85.7 81.8 92.0 89.5: 8.0 10.5
Old : 100.0: 1.8 3.1 4.5 85.7 81.8 92.0 89.5: 8.0 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 2 21 19 23 22:
Old : 27: 1 2 2 21 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 51.9 73.1 69.0 51.2 49.2 65.1 59.8
Old : 53.5 51.9 73.1 69.0 51.2 49.2 65.1 59.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,606: 994 1,935 1,472 66,532 64,698 68,998 68,105: 3,608 4,501
Old : 72,606: 994 1,935 1,472 66,532 64,698 68,998 68,105: 3,608 4,501
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -7,183: 975 -258 -1,072 -6,853 -3,803 -6,950 -5,133: -233 -2,050
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.7 2.0 91.6 89.1 95.0 93.8: 5.0 6.2
Old : 100.0: 1.4 2.7 2.0 91.6 89.1 95.0 93.8: 5.0 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 21 16 23 19:
Old : 26: 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 : 45.8 71.3 68.0 83.9 43.4 67.8 65.0 76.2
Old : 45.8 71.3 68.0 83.9 43.4 67.8 65.0 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 57,832: 6,094 2,315 0 49,256 53,062 55,350 55,377: 2,482 2,455
Old : 57,832: 6,094 2,315 0 49,256 53,062 55,350 55,377: 2,482 2,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -32,706: -1,453 -3,751 -1,240 -25,163 -21,261 -27,856 -26,252: -4,850 -6,454
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 4.0 0.0 85.2 91.8 95.7 95.8: 4.3 4.2
Old : 100.0: 10.5 4.0 0.0 85.2 91.8 95.7 95.8: 4.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 2 0 24 22 27 24:
Old : 44: 3 2 0 24 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 68.6 64.4 82.8 38.0 66.5 60.5 75.9
Old : 41.4 68.6 64.4 82.8 38.0 66.5 60.5 75.9
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 56,542: 0 4,892 0 56,118 49,872 56,118 54,764: 424 1,778
Old : 56,542: 0 4,892 0 56,118 49,872 56,118 54,764: 424 1,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -12,222: -279 0 0 -11,537 -9,622 -11,816 -9,622: -406 -2,600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.7 0.0 99.3 88.2 99.3 96.9: 0.7 3.1
Old : 100.0: 0.0 8.7 0.0 99.3 88.2 99.3 96.9: 0.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 16 22 16 23:
Old : 31: 0 1 0 16 22 16 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 : 76.0 45.8 94.2 67.7 74.1 41.2 88.8 63.1
Old : 76.0 45.8 94.2 67.7 74.1 41.2 88.8 63.1
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 166,860: 0 12,148 1,196 156,251 145,724 157,447 159,068: 9,413 7,792
Old : 166,860: 0 12,148 1,196 156,251 145,724 157,447 159,068: 9,413 7,792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -4,077: -1,595 -385 628 -3,137 -4,226 -4,104 -3,983: 27 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.3 0.7 93.6 87.3 94.4 95.3: 5.6 4.7
Old : 100.0: 0.0 7.3 0.7 93.6 87.3 94.4 95.3: 5.6 4.7
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: 0 2 1 29 29 30 31:
Old : 36: 0 2 1 29 29 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 38.6 72.9 62.0 52.3 29.6 59.3 45.6
Old : 60.7 38.6 72.9 62.0 52.3 29.6 59.3 45.6
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,568: 0 1,404 3,908 97,085 96,733 100,993 102,045: 7,575 6,523
Old : 108,568: 0 1,404 3,908 97,085 96,733 100,993 102,045: 7,575 6,523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -3,089: 0 -1,658 -89 -2,515 -755 -2,604 -2,502: -485 -587
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 3.6 89.4 89.1 93.0 94.0: 7.0 6.0
Old : 100.0: 0.0 1.3 3.6 89.4 89.1 93.0 94.0: 7.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 2 2 21 24 23 26:
Old : 33: 0 2 2 21 24 23 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 : 59.5 42.8 77.7 65.4 57.7 39.9 67.7 59.5
Old : 59.5 42.8 77.7 65.4 57.7 39.9 67.7 59.5
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,688: 1,322 240 814 70,846 77,030 72,982 78,084: 10,706 5,604
Old : 83,688: 1,322 240 814 70,846 77,030 72,982 78,084: 10,706 5,604
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -4,069: 677 -284 -384 -5,919 -1,570 -5,626 -2,238: 1,557 -1,831
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.3 1.0 84.7 92.0 87.2 93.3: 12.8 6.7
Old : 100.0: 1.6 0.3 1.0 84.7 92.0 87.2 93.3: 12.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 2 14 15 16 17:
Old : 24: 1 1 2 14 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 68.9 74.7 83.1 52.4 68.1 69.8 80.4
Old : 56.4 68.9 74.7 83.1 52.4 68.1 69.8 80.4
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,745: 884 16,187 459 87,247 74,708 88,590 91,354: 5,155 2,391
Old : 93,745: 884 16,187 459 87,247 74,708 88,590 91,354: 5,155 2,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -5,286: -146 160 -394 -2,378 -4,723 -2,918 -4,957: -2,368 -329
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.3 0.5 93.1 79.7 94.5 97.4: 5.5 2.6
Old : 100.0: 0.9 17.3 0.5 93.1 79.7 94.5 97.4: 5.5 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 1 20 16 21 19:
Old : 26: 1 2 1 20 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.5 57.3 74.4 81.7 39.4 44.6 52.9 61.8
Old : 51.5 57.3 74.4 81.7 39.4 44.6 52.9 61.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,261: 482 13,129 350 102,494 95,597 103,326 109,076: 8,935 3,185
Old : 112,261: 482 13,129 350 102,494 95,597 103,326 109,076: 8,935 3,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -5,289: 482 812 -207 -9,307 -4,994 -9,032 -4,389: 3,743 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.7 0.3 91.3 85.2 92.0 97.2: 8.0 2.8
Old : 100.0: 0.4 11.7 0.3 91.3 85.2 92.0 97.2: 8.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 1 16 17 17 21:
Old : 28: 1 3 1 16 17 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 61.4 82.0 79.7 65.9 53.3 78.0 70.9
Old : 66.6 61.4 82.0 79.7 65.9 53.3 78.0 70.9
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 180,561: 4,067 13,354 2,656 159,230 160,974 165,953 176,984: 14,608 3,577
Old : 180,561: 4,067 13,354 2,656 159,230 160,974 165,953 176,984: 14,608 3,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -14,912: 793 -6,951 -545 -13,490 -6,596 -13,242 -14,092: -1,670 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 7.4 1.5 88.2 89.2 91.9 98.0: 8.1 2.0
Old : 100.0: 2.3 7.4 1.5 88.2 89.2 91.9 98.0: 8.1 2.0
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 : 43: 2 3 4 29 31 33 36:
Old : 43: 2 3 4 29 31 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 : 41.1 49.5 62.0 69.4 40.1 49.1 58.4 65.6
Old : 41.1 49.5 62.0 69.4 40.1 49.1 58.4 65.6
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 16,748: 1,160 2,208 1,240 14,108 12,400 16,508 15,848: 240 900
Old : 16,748: 1,160 2,208 1,240 14,108 12,400 16,508 15,848: 240 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -5,972: -930 1,501 930 -4,511 -8,515 -4,511 -6,084: -1,461 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 13.2 7.4 84.2 74.0 98.6 94.6: 1.4 5.4
Old : 100.0: 6.9 13.2 7.4 84.2 74.0 98.6 94.6: 1.4 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 1 14 14 15 16:
Old : 24: 1 1 1 14 14 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 : 58.8 47.4 85.1 75.3 53.3 45.7 75.9 68.2
Old : 58.8 47.4 85.1 75.3 53.3 45.7 75.9 68.2
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,236: 0 390 0 44,800 46,426 44,800 46,816: 2,436 420
Old : 47,236: 0 390 0 44,800 46,426 44,800 46,816: 2,436 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -6,200: 0 -465 0 -6,217 -5,204 -6,217 -5,669: 17 -531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 94.8 98.3 94.8 99.1: 5.2 0.9
Old : 100.0: 0.0 0.8 0.0 94.8 98.3 94.8 99.1: 5.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 15 12 15 13:
Old : 26: 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 : 54.2 73.6 83.0 94.0 54.2 73.6 77.3 87.9
Old : 54.2 73.6 83.0 94.0 54.2 73.6 77.3 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 253,027: 3,779 8,424 2,767 240,200 237,816 246,746 249,007: 6,281 4,020
Old : 253,027: 3,779 8,424 2,767 240,200 237,816 246,746 249,007: 6,281 4,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -18,619: -775 84 -77 -16,081 -19,362 -16,933 -19,355: -1,686 736
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.3 1.1 94.9 94.0 97.5 98.4: 2.5 1.6
Old : 100.0: 1.5 3.3 1.1 94.9 94.0 97.5 98.4: 2.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 2 3 40 38 44 42:
Old : 55: 3 2 3 40 38 44 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 : 48.0 59.5 64.8 72.9 47.3 56.7 62.7 68.8
Old : 48.0 59.5 64.8 72.9 47.3 56.7 62.7 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 108,165: 0 0 0 105,746 106,726 105,746 106,726: 2,419 1,439
Old : 108,165: 0 0 0 105,746 106,726 105,746 106,726: 2,419 1,439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -9,163: 0 0 0 -7,579 -8,318 -7,579 -8,318: -1,584 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 98.7 97.8 98.7: 2.2 1.3
Old : 100.0: 0.0 0.0 0.0 97.8 98.7 97.8 98.7: 2.2 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 26 27 26 27:
Old : 35: 0 0 0 26 27 26 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 : 49.5 56.5 72.0 73.4 47.9 51.9 66.1 64.1
Old : 49.5 56.5 72.0 73.4 47.9 51.9 66.1 64.1
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 9, 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 : 79,257: 1,476 0 0 69,770 68,685 71,246 68,685: 8,011 10,572
Old : 79,257: 1,476 0 0 69,770 68,685 71,246 68,685: 8,011 10,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -7,097: -360 0 0 -6,344 -6,318 -6,704 -6,318: -393 -779
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 88.0 86.7 89.9 86.7: 10.1 13.3
Old : 100.0: 1.9 0.0 0.0 88.0 86.7 89.9 86.7: 10.1 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 19 21 20 21:
Old : 29: 1 0 0 19 21 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.1 43.4 61.9 63.1 29.6 40.6 48.8 55.0
Old : 37.1 43.4 61.9 63.1 29.6 40.6 48.8 55.0
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 9, 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 : 88,941: 0 887 0 78,697 85,813 78,697 86,700: 10,244 2,241
Old : 88,941: 0 887 0 78,697 85,813 78,697 86,700: 10,244 2,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -4,374: 0 -210 0 -2,247 -1,963 -2,247 -2,173: -2,127 -2,201
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 88.5 96.5 88.5 97.5: 11.5 2.5
Old : 100.0: 0.0 1.0 0.0 88.5 96.5 88.5 97.5: 11.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 22 19 22 20:
Old : 28: 0 1 0 22 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 69.8 64.8 86.1 43.9 66.9 58.6 80.3
Old : 44.1 69.8 64.8 86.1 43.9 66.9 58.6 80.3
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 9, 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 : 158,508: 15,291 8,852 18,154 124,593 131,374 158,037 158,380: 471 128
Old : 158,508: 15,291 8,852 18,154 124,593 131,374 158,037 158,380: 471 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,891: -606 -1,166 1,127 -2,324 -1,731 -1,803 -1,769: -88 -122
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 5.6 11.5 78.6 82.9 99.7 99.9: 0.3 0.1
Old : 100.0: 9.6 5.6 11.5 78.6 82.9 99.7 99.9: 0.3 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 : 77: 10 13 17 49 51 68 72:
Old : 77: 10 13 17 49 51 68 72:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 30.6 57.5 50.2 26.7 20.0 34.5 30.0
Old : 40.3 30.6 57.5 50.2 26.7 20.0 34.5 30.0
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 9, 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 : 46,518: 51 2,070 2,054 44,413 42,393 46,518 46,518: 0 -0
Old : 46,518: 51 2,070 2,054 44,413 42,393 46,518 46,518: 0 -0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 1,936: -26 88 30 1,932 1,818 1,936 1,936: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 4.5 4.4 95.5 91.1 100.0 100.0: 0.0 -0.0
Old : 100.0: 0.1 4.5 4.4 95.5 91.1 100.0 100.0: 0.0 -0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 9 3 28 25 32 34:
Old : 41: 1 9 3 28 25 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 47.8 72.8 71.9 38.8 39.1 53.0 53.1
Old : 50.9 47.8 72.8 71.9 38.8 39.1 53.0 53.1
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 9, 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 : 407,597: 27,550 15,464 10,280 369,767 381,853 407,597 407,597: 0 0
Old : 407,597: 27,550 15,464 10,280 369,767 381,853 407,597 407,597: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 18,282: 0 1,248 -312 18,594 17,346 18,282 18,282: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 3.8 2.5 90.7 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 6.8 3.8 2.5 90.7 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 7 3 19 21 22 29:
Old : 34: 1 7 3 19 21 22 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 46.5 67.2 71.6 33.8 39.4 54.7 53.6
Old : 42.6 46.5 67.2 71.6 33.8 39.4 54.7 53.6
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 9, 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 : 1,774,965: 52,650 15,178 42,094 1,680,221 1,717,693 1,774,965 1,774,965: 0 0
Old : 1,774,965: 52,650 15,178 42,094 1,680,221 1,717,693 1,774,965 1,774,965: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -26,849: 225 -1,696 -488 -26,586 -24,665 -26,849 -26,849: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.9 2.4 94.7 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 0.9 2.4 94.7 96.8 100.0 100.0: 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 : 57: 6 5 7 37 42 46 52:
Old : 57: 6 5 7 37 42 46 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 51.8 76.1 68.1 38.8 33.2 48.6 43.3
Old : 58.0 51.8 76.1 68.1 38.8 33.2 48.6 43.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 67,796: 2,208 1,660 5,320 60,268 60,816 67,796 67,796: 0 0
Old : 67,796: 2,208 1,660 5,320 60,268 60,816 67,796 67,796: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 291: 543 630 -959 706 620 291 291: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 2.4 7.8 88.9 89.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 2.4 7.8 88.9 89.7 100.0 100.0: 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 : 38: 6 4 5 25 22 33 29:
Old : 38: 6 4 5 25 22 33 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 : 44.0 63.1 67.4 81.7 37.0 52.3 54.2 62.2
Old : 44.0 63.1 67.4 81.7 37.0 52.3 54.2 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 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 : 362,763: 4,505 1,826 24,321 333,937 336,616 362,763 362,763: 0 0
Old : 362,763: 4,505 1,826 24,321 333,937 336,616 362,763 362,763: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -31,222: -976 -688 -3,096 -27,150 -27,438 -31,222 -31,222: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.5 6.7 92.1 92.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.5 6.7 92.1 92.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 19 16 21 18:
Old : 27: 1 1 2 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 61.3 80.9 87.6 48.5 55.6 65.4 70.8
Old : 56.9 61.3 80.9 87.6 48.5 55.6 65.4 70.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 533,914: 15,943 8,737 9,385 508,586 515,792 533,914 533,914: 0 0
Old : 533,914: 15,943 8,737 9,385 508,586 515,792 533,914 533,914: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -31,369: 424 848 -2,544 -29,249 -29,673 -31,369 -31,369: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.6 1.8 95.3 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 1.6 1.8 95.3 96.6 100.0 100.0: 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 : 42: 2 2 1 26 31 28 34:
Old : 42: 2 2 1 26 31 28 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 45.9 73.2 65.9 39.1 41.8 54.3 55.4
Old : 50.9 45.9 73.2 65.9 39.1 41.8 54.3 55.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 48,575: 2,705 2,622 2,647 42,558 42,750 47,910 48,019: 665 556
Old : 48,575: 2,705 2,622 2,647 42,558 42,750 47,910 48,019: 665 556
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,697: -100 189 -240 -1,337 -1,606 -1,677 -1,657: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 5.4 5.4 87.6 88.0 98.6 98.9: 1.4 1.1
Old : 100.0: 5.6 5.4 5.4 87.6 88.0 98.6 98.9: 1.4 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 : 40: 3 2 4 30 32 34 37:
Old : 40: 3 2 4 30 32 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 50.9 69.5 66.3 46.0 48.4 58.4 61.5
Old : 52.0 50.9 69.5 66.3 46.0 48.4 58.4 61.5
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 65,972: 150 295 0 65,443 65,570 65,593 65,865: 379 107
Old : 65,972: 150 295 0 65,443 65,570 65,593 65,865: 379 107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -3,563: -50 -125 0 -3,471 -3,461 -3,521 -3,586: -42 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 0.0 99.2 99.4 99.4 99.8: 0.6 0.2
Old : 100.0: 0.2 0.4 0.0 99.2 99.4 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 0 31 27 32 28:
Old : 42: 1 1 0 31 27 32 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 : 57.9 67.3 72.2 84.0 52.8 60.0 63.5 74.7
Old : 57.9 67.3 72.2 84.0 52.8 60.0 63.5 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 2,200: 200 50 0 2,000 2,100 2,200 2,150: 0 50
Old : 2,200: 200 50 0 2,000 2,100 2,200 2,150: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,750: 200 0 -50 -1,800 -1,650 -1,650 -1,700: -100 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 2.3 0.0 90.9 95.5 100.0 97.7: 0.0 2.3
Old : 100.0: 9.1 2.3 0.0 90.9 95.5 100.0 97.7: 0.0 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 : 20: 2 1 0 9 10 11 11:
Old : 20: 2 1 0 9 10 11 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 : 75.0 61.4 93.2 88.6 75.0 59.1 93.2 84.1
Old : 75.0 61.4 93.2 88.6 75.0 59.1 93.2 84.1
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 78,803: 170 200 80 78,096 78,439 78,346 78,719: 457 84
Old : 78,803: 170 200 80 78,096 78,439 78,346 78,719: 457 84
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -3,772: 60 0 -100 -3,680 -3,696 -3,720 -3,796: -52 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 0.1 99.1 99.5 99.4 99.9: 0.6 0.1
Old : 100.0: 0.2 0.3 0.1 99.1 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 : 45: 2 1 1 34 30 36 32:
Old : 45: 2 1 1 34 30 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 63.9 71.3 85.3 53.7 56.6 64.7 76.7
Old : 56.9 63.9 71.3 85.3 53.7 56.6 64.7 76.7
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,865: 1,200 0 0 17,450 18,795 18,650 18,795: 215 70
Old : 18,865: 1,200 0 0 17,450 18,795 18,650 18,795: 215 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -150: 10 -100 -10 -125 -30 -125 -140: -25 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.0 0.0 92.5 99.6 98.9 99.6: 1.1 0.4
Old : 100.0: 6.4 0.0 0.0 92.5 99.6 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 19 14 20 14:
Old : 27: 1 0 0 19 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 69.5 71.6 88.2 47.5 56.0 65.6 71.9
Old : 49.1 69.5 71.6 88.2 47.5 56.0 65.6 71.9
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 287,256: 0 13,856 5,896 281,360 267,504 287,256 287,256: 0 0
Old : 287,256: 0 13,856 5,896 281,360 267,504 287,256 287,256: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -10,112: 0 -64 -424 -9,688 -9,624 -10,112 -10,112: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 2.1 97.9 93.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.8 2.1 97.9 93.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 1 23 19 24 22:
Old : 30: 0 3 1 23 19 24 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 : 53.0 62.2 79.1 81.3 51.3 51.6 61.5 61.3
Old : 53.0 62.2 79.1 81.3 51.3 51.6 61.5 61.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,450: 1,821 508 110 5,434 6,703 7,365 7,321: 85 129
Old : 7,450: 1,821 508 110 5,434 6,703 7,365 7,321: 85 129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,479: -640 -185 0 -800 -1,379 -1,440 -1,564: -39 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 6.8 1.5 72.9 90.0 98.9 98.3: 1.1 1.7
Old : 100.0: 24.4 6.8 1.5 72.9 90.0 98.9 98.3: 1.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 1 18 22 23 24:
Old : 31: 4 2 1 18 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 : 52.9 40.8 73.9 65.1 50.6 32.3 62.7 50.6
Old : 52.9 40.8 73.9 65.1 50.6 32.3 62.7 50.6
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,355: 1,160 450 40 19,940 20,795 21,140 21,285: 215 70
Old : 21,355: 1,160 450 40 19,940 20,795 21,140 21,285: 215 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -2,640: 100 -50 -100 -2,635 -2,480 -2,635 -2,630: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.1 0.2 93.4 97.4 99.0 99.7: 1.0 0.3
Old : 100.0: 5.4 2.1 0.2 93.4 97.4 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 22 22 23 24:
Old : 34: 1 1 1 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 : 48.9 60.1 74.5 85.3 48.6 49.1 66.4 65.8
Old : 48.9 60.1 74.5 85.3 48.6 49.1 66.4 65.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,570: 0 695 180 13,160 12,515 13,340 13,390: 230 180
Old : 13,570: 0 695 180 13,160 12,515 13,340 13,390: 230 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -375: 0 10 -25 -190 -310 -215 -325: -160 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 1.3 97.0 92.2 98.3 98.7: 1.7 1.3
Old : 100.0: 0.0 5.1 1.3 97.0 92.2 98.3 98.7: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 21 19 22 20:
Old : 27: 0 1 1 21 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 61.0 63.6 83.4 26.8 29.8 44.5 43.2
Old : 38.0 61.0 63.6 83.4 26.8 29.8 44.5 43.2
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,687: 660 0 241 17,104 16,972 18,005 17,213: 682 1,474
Old : 18,687: 660 0 241 17,104 16,972 18,005 17,213: 682 1,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -456: 24 -76 -44 -421 -192 -441 -312: -15 -144
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 1.3 91.5 90.8 96.4 92.1: 3.6 7.9
Old : 100.0: 3.5 0.0 1.3 91.5 90.8 96.4 92.1: 3.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 24 23 26 24:
Old : 29: 2 0 1 24 23 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 53.4 60.1 72.2 28.2 39.4 42.7 49.5
Old : 39.8 53.4 60.1 72.2 28.2 39.4 42.7 49.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,153: 0 9,001 1,335 51,321 42,677 52,656 53,013: 497 140
Old : 53,153: 0 9,001 1,335 51,321 42,677 52,656 53,013: 497 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -2,090: 0 -996 200 -2,326 -1,274 -2,126 -2,070: 36 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.9 2.5 96.6 80.3 99.1 99.7: 0.9 0.3
Old : 100.0: 0.0 16.9 2.5 96.6 80.3 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 : 42: 0 4 3 31 30 34 34:
Old : 42: 0 4 3 31 30 34 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 36.9 65.9 59.3 40.3 34.3 59.9 54.3
Old : 44.3 36.9 65.9 59.3 40.3 34.3 59.9 54.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,749: 15 9,665 2,219 55,450 45,795 57,684 57,679: 65 70
Old : 57,749: 15 9,665 2,219 55,450 45,795 57,684 57,679: 65 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,971: -10 -747 312 -2,243 -1,521 -1,941 -1,956: -30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 3.8 96.0 79.3 99.9 99.9: 0.1 0.1
Old : 100.0: 0.0 16.7 3.8 96.0 79.3 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 1 7 7 33 35 40 43:
Old : 47: 1 7 7 33 35 40 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 37.6 67.9 57.0 42.1 34.6 59.1 52.3
Old : 48.3 37.6 67.9 57.0 42.1 34.6 59.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,470: 1,375 0 0 46,025 47,395 47,400 47,395: 70 75
Old : 47,470: 1,375 0 0 46,025 47,395 47,400 47,395: 70 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -2,555: -195 0 0 -2,350 -2,555 -2,545 -2,555: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 97.0 99.8 99.9 99.8: 0.1 0.2
Old : 100.0: 2.9 0.0 0.0 97.0 99.8 99.9 99.8: 0.1 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: 2 0 0 29 15 31 15:
Old : 33: 2 0 0 29 15 31 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 : 59.0 94.6 73.0 98.3 57.3 87.4 70.9 88.2
Old : 59.0 94.6 73.0 98.3 57.3 87.4 70.9 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 52,345: 1,170 0 0 51,035 52,260 52,205 52,260: 140 85
Old : 52,345: 1,170 0 0 51,035 52,260 52,205 52,260: 140 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 2,650: -90 0 0 2,760 2,650 2,670 2,650: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.5 99.8 99.7 99.8: 0.3 0.2
Old : 100.0: 2.2 0.0 0.0 97.5 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 15 29 15:
Old : 30: 1 0 0 28 15 29 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 95.2 67.6 97.9 50.7 89.5 65.1 89.6
Old : 52.5 95.2 67.6 97.9 50.7 89.5 65.1 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 361,782: 60,942 368 18,606 282,234 342,808 361,782 361,782: 0 0
Old : 361,782: 60,942 368 18,606 282,234 342,808 361,782 361,782: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -23,768: -4,192 0 -1,696 -17,880 -22,072 -23,768 -23,768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 0.1 5.1 78.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 16.8 0.1 5.1 78.0 94.8 100.0 100.0: 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 : 40: 4 1 3 27 32 31 36:
Old : 40: 4 1 3 27 32 31 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 44.8 69.2 66.3 34.4 38.8 52.5 51.7
Old : 47.1 44.8 69.2 66.3 34.4 38.8 52.5 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 23,106: 3,748 936 1,017 18,080 20,660 22,846 22,613: 260 493
Old : 23,106: 3,748 936 1,017 18,080 20,660 22,846 22,613: 260 493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,193: -176 151 -51 -967 -1,315 -1,194 -1,215: 1 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 4.0 4.4 78.3 89.4 98.9 97.9: 1.1 2.1
Old : 100.0: 16.2 4.0 4.4 78.3 89.4 98.9 97.9: 1.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 5 5 25 31 31 39:
Old : 41: 4 5 5 25 31 31 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 39.1 67.1 59.7 39.5 34.4 56.5 49.2
Old : 43.2 39.1 67.1 59.7 39.5 34.4 56.5 49.2
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 26,117: 615 594 594 24,908 24,929 26,117 26,117: 0 0
Old : 26,117: 615 594 594 24,908 24,929 26,117 26,117: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 2,232: 125 -354 -48 2,155 2,634 2,232 2,232: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.3 2.3 95.4 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 2.3 2.3 95.4 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 2 14 12 20 15:
Old : 28: 5 2 2 14 12 20 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 : 69.5 78.9 88.8 90.8 63.4 75.6 77.0 84.3
Old : 69.5 78.9 88.8 90.8 63.4 75.6 77.0 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 537,896: 0 16,012 9,766 528,130 512,118 537,896 537,896: 0 0
Old : 537,896: 0 16,012 9,766 528,130 512,118 537,896 537,896: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -7,112: 0 1,696 -1,696 -5,416 -7,112 -7,112 -7,112: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 1.8 98.2 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 1.8 98.2 95.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 19 17 20 19:
Old : 28: 0 2 1 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 89.4 83.0 95.2 61.0 80.2 76.2 84.5
Old : 65.1 89.4 83.0 95.2 61.0 80.2 76.2 84.5
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 45,313: 5,768 346 2,586 36,463 41,508 44,817 44,440: 496 873
Old : 45,313: 5,768 346 2,586 36,463 41,508 44,817 44,440: 496 873
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,147: -40 64 -220 -722 -1,460 -982 -1,616: -165 469
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 0.8 5.7 80.5 91.6 98.9 98.1: 1.1 1.9
Old : 100.0: 12.7 0.8 5.7 80.5 91.6 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 : 28: 4 1 3 17 18 21 22:
Old : 28: 4 1 3 17 18 21 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 : 61.4 83.4 82.5 90.6 55.3 74.2 71.4 78.3
Old : 61.4 83.4 82.5 90.6 55.3 74.2 71.4 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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,921: 2,903 543 358 12,805 14,622 16,066 15,523: 855 1,398
Old : 16,921: 2,903 543 358 12,805 14,622 16,066 15,523: 855 1,398
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -429: -317 0 0 11 -524 -306 -524: -123 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 3.2 2.1 75.7 86.4 94.9 91.7: 5.1 8.3
Old : 100.0: 17.2 3.2 2.1 75.7 86.4 94.9 91.7: 5.1 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 : 29: 4 2 4 16 21 21 26:
Old : 29: 4 2 4 16 21 21 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 : 48.6 50.5 65.5 66.2 39.3 43.6 53.1 55.2
Old : 48.6 50.5 65.5 66.2 39.3 43.6 53.1 55.2
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 193,560: 23,680 0 4,714 165,166 188,846 193,560 193,560: 0 0
Old : 193,560: 23,680 0 4,714 165,166 188,846 193,560 193,560: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -15,696: -9,363 0 3,555 -9,888 -19,251 -15,696 -15,696: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 2.4 85.3 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 12.2 0.0 2.4 85.3 97.6 100.0 100.0: 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 : 29: 3 0 1 19 19 22 20:
Old : 29: 3 0 1 19 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 62.2 84.5 86.1 52.5 54.8 65.3 67.9
Old : 63.3 62.2 84.5 86.1 52.5 54.8 65.3 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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,880: 1,279 0 176 9,539 10,746 10,994 10,922: 886 958
Old : 11,880: 1,279 0 176 9,539 10,746 10,994 10,922: 886 958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -370: -20 0 0 -547 -217 -567 -217: 197 -153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 0.0 1.5 80.3 90.5 92.5 91.9: 7.5 8.1
Old : 100.0: 10.8 0.0 1.5 80.3 90.5 92.5 91.9: 7.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 0 1 16 17 19 18:
Old : 23: 3 0 1 16 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 : 47.6 48.8 69.1 73.8 38.3 47.7 55.5 64.2
Old : 47.6 48.8 69.1 73.8 38.3 47.7 55.5 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 114,966: 6,209 0 0 108,757 114,966 114,966 114,966: 0 0
Old : 114,966: 6,209 0 0 108,757 114,966 114,966 114,966: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 1,136: -424 0 0 1,560 1,136 1,136 1,136: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.0 0.0 94.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.4 0.0 0.0 94.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 20 21 21 21:
Old : 28: 1 0 0 20 21 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 : 50.4 51.9 74.4 76.3 38.1 40.1 53.6 55.7
Old : 50.4 51.9 74.4 76.3 38.1 40.1 53.6 55.7
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 24,220: 534 0 1,004 22,682 23,166 24,220 24,170: 0 50
Old : 24,220: 534 0 1,004 22,682 23,166 24,220 24,170: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 596: 0 0 0 596 546 596 546: 0 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 4.1 93.6 95.6 100.0 99.8: 0.0 0.2
Old : 100.0: 2.2 0.0 4.1 93.6 95.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 15 16 16 17:
Old : 21: 1 0 1 15 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 59.8 92.8 83.0 40.4 36.2 45.9 46.6
Old : 79.3 59.8 92.8 83.0 40.4 36.2 45.9 46.6
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 9, 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 : 109,047: 3,788 9,647 15,804 86,981 81,099 106,573 106,550: 2,474 2,497
Old : 109,047: 3,788 9,647 15,804 86,981 81,099 106,573 106,550: 2,474 2,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 2,945: 1,471 710 -352 -97 665 1,022 1,023: 1,923 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 8.8 14.5 79.8 74.4 97.7 97.7: 2.3 2.3
Old : 100.0: 3.5 8.8 14.5 79.8 74.4 97.7 97.7: 2.3 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 : 25: 3 1 3 17 15 21 18:
Old : 25: 3 1 3 17 15 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 77.8 83.3 91.1 47.5 55.4 53.9 57.4
Old : 64.2 77.8 83.3 91.1 47.5 55.4 53.9 57.4
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,430: 0 900 0 27,145 26,410 27,145 27,310: 285 120
Old : 27,430: 0 900 0 27,145 26,410 27,145 27,310: 285 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,430: 0 50 -50 -1,365 -1,430 -1,415 -1,430: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 99.0 96.3 99.0 99.6: 1.0 0.4
Old : 100.0: 0.0 3.3 0.0 99.0 96.3 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 : 26: 0 1 0 20 15 20 16:
Old : 26: 0 1 0 20 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 79.3 83.8 92.0 51.4 74.6 75.4 84.6
Old : 59.4 79.3 83.8 92.0 51.4 74.6 75.4 84.6
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,610: 0 900 0 23,065 22,630 23,065 23,530: 545 80
Old : 23,610: 0 900 0 23,065 22,630 23,065 23,530: 545 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,045: 0 0 0 -1,270 -805 -1,270 -805: 225 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.0 97.7 95.8 97.7 99.7: 2.3 0.3
Old : 100.0: 0.0 3.8 0.0 97.7 95.8 97.7 99.7: 2.3 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 : 24: 0 1 0 17 11 17 12:
Old : 24: 0 1 0 17 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 86.7 81.1 97.1 57.2 84.2 75.2 89.4
Old : 62.5 86.7 81.1 97.1 57.2 84.2 75.2 89.4
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,431: 0 150 0 25,431 25,281 25,431 25,431: 0 0
Old : 25,431: 0 150 0 25,431 25,281 25,431 25,431: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -715: 0 0 0 -715 -715 -715 -715: 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 19 23 20:
Old : 34: 0 1 0 23 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 70.7 76.0 88.6 48.2 65.5 63.3 75.8
Old : 56.3 70.7 76.0 88.6 48.2 65.5 63.3 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,494: 50 0 0 23,444 23,494 23,494 23,494: 0 0
Old : 23,494: 50 0 0 23,444 23,494 23,494 23,494: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -325: 0 0 0 -185 -325 -185 -325: -140 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 0.0 0.0 99.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 0 20 14 21 14:
Old : 28: 1 0 0 20 14 21 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 : 63.1 75.1 81.3 92.0 63.1 74.8 77.7 87.7
Old : 63.1 75.1 81.3 92.0 63.1 74.8 77.7 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,270: 0 150 0 17,630 17,880 17,630 18,030: 640 240
Old : 18,270: 0 150 0 17,630 17,880 17,630 18,030: 640 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,260: 0 0 0 -1,190 -1,260 -1,190 -1,260: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.0 96.5 97.9 96.5 98.7: 3.5 1.3
Old : 100.0: 0.0 0.8 0.0 96.5 97.9 96.5 98.7: 3.5 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 : 22: 0 1 0 14 9 14 10:
Old : 22: 0 1 0 14 9 14 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 : 72.8 94.9 90.0 98.1 72.8 94.1 90.0 97.3
Old : 72.8 94.9 90.0 98.1 72.8 94.1 90.0 97.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,742: 0 0 0 12,387 12,742 12,387 12,742: 355 0
Old : 12,742: 0 0 0 12,387 12,742 12,387 12,742: 355 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -855: 0 0 0 -950 -855 -950 -855: 95 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.2 100.0 97.2 100.0: 2.8 0.0
Old : 100.0: 0.0 0.0 0.0 97.2 100.0 97.2 100.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 20 8 20 8:
Old : 21: 0 0 0 20 8 20 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 94.3 68.4 100.0 44.2 83.1 63.9 84.3
Old : 47.4 94.3 68.4 100.0 44.2 83.1 63.9 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 119,040: 2,165 85 0 116,650 118,835 118,815 118,920: 225 120
Old : 119,040: 2,165 85 0 116,650 118,835 118,815 118,920: 225 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -3,131: -350 -70 -50 -2,716 -3,131 -3,116 -3,251: -15 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.1 0.0 98.0 99.8 99.8 99.9: 0.2 0.1
Old : 100.0: 1.8 0.1 0.0 98.0 99.8 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 : 44: 2 2 0 35 30 37 32:
Old : 44: 2 2 0 35 30 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 66.0 62.7 83.6 36.3 53.3 51.3 63.9
Old : 40.8 66.0 62.7 83.6 36.3 53.3 51.3 63.9
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 138,428: 2,415 785 70 135,943 137,573 138,428 138,428: 0 0
Old : 138,428: 2,415 785 70 135,943 137,573 138,428 138,428: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -7,640: 250 500 -450 -7,425 -7,690 -7,625 -7,640: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.6 0.1 98.2 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.6 0.1 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 : 53: 4 4 1 41 34 46 38:
Old : 53: 4 4 1 41 34 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 67.2 67.4 82.5 39.1 61.0 54.8 68.7
Old : 47.7 67.2 67.4 82.5 39.1 61.0 54.8 68.7
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 143,374: 17,678 4,888 5,570 119,869 132,845 143,117 143,303: 257 71
Old : 143,374: 17,678 4,888 5,570 119,869 132,845 143,117 143,303: 257 71
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -5,222: -39 105 -541 -4,601 -4,777 -5,181 -5,213: -41 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 3.4 3.9 83.6 92.7 99.8 100.0: 0.2 0.0
Old : 100.0: 12.3 3.4 3.9 83.6 92.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 29.5 62.6 50.8 74.3 28.0 57.2 45.5 63.8
Old : 29.5 62.6 50.8 74.3 28.0 57.2 45.5 63.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 95,694: 1,430 3,045 3,230 90,747 89,404 95,407 95,679: 287 15
Old : 95,694: 1,430 3,045 3,230 90,747 89,404 95,407 95,679: 287 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -3,775: -125 -185 -70 -3,622 -3,520 -3,817 -3,775: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.2 3.4 94.8 93.4 99.7 100.0: 0.3 0.0
Old : 100.0: 1.5 3.2 3.4 94.8 93.4 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 3 6 36 32 43 38:
Old : 47: 4 3 6 36 32 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 71.8 56.1 81.3 33.2 59.2 48.1 65.4
Old : 36.6 71.8 56.1 81.3 33.2 59.2 48.1 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,760: 0 515 0 24,540 24,235 24,540 24,750: 220 10
Old : 24,760: 0 515 0 24,540 24,235 24,540 24,750: 220 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,180: -150 -50 0 -1,110 -1,140 -1,260 -1,190: 80 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 99.1 97.9 99.1 100.0: 0.9 0.0
Old : 100.0: 0.0 2.1 0.0 99.1 97.9 99.1 100.0: 0.9 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 : 29: 0 1 0 23 9 23 10:
Old : 29: 0 1 0 23 9 23 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 85.6 78.3 99.1 57.5 83.0 78.3 96.3
Old : 57.5 85.6 78.3 99.1 57.5 83.0 78.3 96.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,395: 0 215 50 22,205 22,010 22,255 22,275: 140 120
Old : 22,395: 0 215 50 22,205 22,010 22,255 22,275: 140 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,060: 0 0 0 -1,050 -1,045 -1,050 -1,045: -10 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.2 99.2 98.3 99.4 99.5: 0.6 0.5
Old : 100.0: 0.0 1.0 0.2 99.2 98.3 99.4 99.5: 0.6 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 : 25: 0 1 1 21 7 22 8:
Old : 25: 0 1 1 21 7 22 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 86.0 79.1 99.5 58.7 81.0 79.0 92.1
Old : 58.7 86.0 79.1 99.5 58.7 81.0 79.0 92.1
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 26,095: 0 940 235 25,765 24,700 26,000 25,875: 95 220
Old : 26,095: 0 940 235 25,765 24,700 26,000 25,875: 95 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -50: 0 5 -30 -5 45 -35 20: -15 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.9 98.7 94.7 99.6 99.2: 0.4 0.8
Old : 100.0: 0.0 3.6 0.9 98.7 94.7 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 1 28 22 29 24:
Old : 35: 0 2 1 28 22 29 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 47.6 69.9 71.4 42.7 38.4 57.6 56.8
Old : 49.7 47.6 69.9 71.4 42.7 38.4 57.6 56.8
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,194: 2,533 1,870 355 28,755 29,909 31,643 32,134: 551 60
Old : 32,194: 2,533 1,870 355 28,755 29,909 31,643 32,134: 551 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -1,523: -160 0 0 -1,238 -1,523 -1,398 -1,523: -125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 5.8 1.1 89.3 92.9 98.3 99.8: 1.7 0.2
Old : 100.0: 7.9 5.8 1.1 89.3 92.9 98.3 99.8: 1.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 1 3 23 23 27 26:
Old : 32: 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 : 62.8 47.2 77.1 74.4 52.4 45.9 66.0 66.3
Old : 62.8 47.2 77.1 74.4 52.4 45.9 66.0 66.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,552: 3,159 0 0 19,101 22,552 22,260 22,552: 292 0
Old : 22,552: 3,159 0 0 19,101 22,552 22,260 22,552: 292 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -259: -316 0 0 519 -259 203 -259: -462 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 0.0 84.7 100.0 98.7 100.0: 1.3 0.0
Old : 100.0: 14.0 0.0 0.0 84.7 100.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 0 20 22 22 22:
Old : 29: 2 0 0 20 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 57.3 74.3 79.6 34.0 46.5 54.7 61.7
Old : 49.1 57.3 74.3 79.6 34.0 46.5 54.7 61.7
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,806: 0 440 450 23,201 22,851 23,651 23,741: 155 65
Old : 23,806: 0 440 450 23,201 22,851 23,651 23,741: 155 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 164: -250 280 250 194 -256 194 274: -30 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.9 97.5 96.0 99.3 99.7: 0.7 0.3
Old : 100.0: 0.0 1.8 1.9 97.5 96.0 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 2 2 27 25 29 27:
Old : 36: 0 2 2 27 25 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 65.7 74.2 81.3 52.3 65.3 68.6 79.1
Old : 56.4 65.7 74.2 81.3 52.3 65.3 68.6 79.1
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,342: 600 630 0 20,532 20,712 21,132 21,342: 210 0
Old : 21,342: 600 630 0 20,532 20,712 21,132 21,342: 210 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -802: 0 -90 0 -932 -557 -932 -647: 130 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.0 0.0 96.2 97.0 99.0 100.0: 1.0 0.0
Old : 100.0: 2.8 3.0 0.0 96.2 97.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 0 22 24 23 25:
Old : 32: 1 1 0 22 24 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 47.3 83.1 71.6 67.5 44.5 77.0 68.1
Old : 70.7 47.3 83.1 71.6 67.5 44.5 77.0 68.1
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,399: 0 910 0 14,326 13,489 14,326 14,399: 73 0
Old : 14,399: 0 910 0 14,326 13,489 14,326 14,399: 73 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -835: 0 -30 0 -905 -805 -905 -835: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.0 99.5 93.7 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 6.3 0.0 99.5 93.7 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 19 15 19 16:
Old : 24: 0 1 0 19 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 61.7 81.6 85.4 56.2 56.9 80.9 78.2
Old : 56.8 61.7 81.6 85.4 56.2 56.9 80.9 78.2
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,039: 0 0 0 9,206 9,899 9,206 9,899: 833 140
Old : 10,039: 0 0 0 9,206 9,899 9,206 9,899: 833 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: -375: 0 0 0 -63 -370 -63 -370: -312 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.7 98.6 91.7 98.6: 8.3 1.4
Old : 100.0: 0.0 0.0 0.0 91.7 98.6 91.7 98.6: 8.3 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 : 47.3 73.4 69.9 91.8 42.8 71.9 63.7 81.3
Old : 47.3 73.4 69.9 91.8 42.8 71.9 63.7 81.3
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,925: 25 2,450 275 31,230 29,050 31,530 31,775: 395 150
Old : 31,925: 25 2,450 275 31,230 29,050 31,530 31,775: 395 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 355: 0 -10 -15 335 470 320 445: 35 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.7 0.9 97.8 91.0 98.8 99.5: 1.2 0.5
Old : 100.0: 0.1 7.7 0.9 97.8 91.0 98.8 99.5: 1.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 49.9 48.9 72.1 72.8 48.9 42.6 68.5 64.2
Old : 49.9 48.9 72.1 72.8 48.9 42.6 68.5 64.2
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 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 10,267: 2,102 0 0 8,045 10,187 10,147 10,187: 120 80
Old : 10,267: 2,102 0 0 8,045 10,187 10,147 10,187: 120 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 20: 1,127 0 0 165 100 1,292 100: -1,272 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 0.0 0.0 78.4 99.2 98.8 99.2: 1.2 0.8
Old : 100.0: 20.5 0.0 0.0 78.4 99.2 98.8 99.2: 1.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 17 18 19 18:
Old : 26: 2 0 0 17 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 67.4 72.2 85.1 43.9 59.6 70.1 74.8
Old : 44.3 67.4 72.2 85.1 43.9 59.6 70.1 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 9, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 11,892: 2,113 100 175 9,404 11,617 11,692 11,892: 200 0
Old : 11,892: 2,113 100 175 9,404 11,617 11,692 11,892: 200 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 2, 2015 :
: 330: 40 0 -65 415 420 390 355: -60 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 0.8 1.5 79.1 97.7 98.3 100.0: 1.7 0.0
Old : 100.0: 17.8 0.8 1.5 79.1 97.7 98.3 100.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 1 1 19 19 21 21:
Old : 29: 2 1 1 19 19 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 : 44.1 70.4 70.1 83.5 43.6 60.9 68.1 73.3
Old : 44.1 70.4 70.1 83.5 43.6 60.9 68.1 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 12, 2015