CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 23,141: 10,162 6,449 300 12,624 16,392 23,086 23,141: 55 0
Old : 23,141: 10,162 6,449 300 12,624 16,392 23,086 23,141: 55 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -5,071: -1,836 -571 -1,094 -2,142 -3,406 -5,072 -5,071: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.9 27.9 1.3 54.6 70.8 99.8 100.0: 0.2 0.0
Old : 100.0: 43.9 27.9 1.3 54.6 70.8 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 11 5 5 8 9 22 16:
Old : 27: 11 5 5 8 9 22 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 : 59.2 55.8 90.0 85.1 50.6 45.4 68.2 63.4
Old : 59.2 55.8 90.0 85.1 50.6 45.4 68.2 63.4
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 30, 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 : 24,479: 5,302 5,889 1,041 18,137 17,549 24,479 24,479: 0 0
Old : 24,479: 5,302 5,889 1,041 18,137 17,549 24,479 24,479: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -508: 2 0 -2 -508 -506 -508 -508: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 24.1 4.3 74.1 71.7 100.0 100.0: 0.0 0.0
Old : 100.0: 21.7 24.1 4.3 74.1 71.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 79.0 74.3 95.9 97.9 59.9 65.8 70.2 70.8
Old : 79.0 74.3 95.9 97.9 59.9 65.8 70.2 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 29,052: 5,971 3,268 981 22,100 24,803 29,052 29,052: 0 0
Old : 29,052: 5,971 3,268 981 22,100 24,803 29,052 29,052: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -1,030: 353 56 -17 -1,341 -1,069 -1,005 -1,030: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 11.2 3.4 76.1 85.4 100.0 100.0: 0.0 0.0
Old : 100.0: 20.6 11.2 3.4 76.1 85.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 9 3 5 12 9 23 15:
Old : 26: 9 3 5 12 9 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 76.6 80.6 94.8 43.6 63.5 60.6 73.1
Old : 58.4 76.6 80.6 94.8 43.6 63.5 60.6 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,937,884: 322,938 331,004 788,401 2,789,741 2,801,537 3,901,080 3,920,942: 36,804 16,942
Old : 3,937,884: 322,938 331,004 788,401 2,789,741 2,801,537 3,901,080 3,920,942: 36,804 16,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -161,837: 15,469 -63,012 -27,423 -148,759 -73,891 -160,713 -164,326: -1,124 2,489
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 8.4 20.0 70.8 71.1 99.1 99.6: 0.9 0.4
Old : 100.0: 8.2 8.4 20.0 70.8 71.1 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 223: 34 44 57 134 115 197 188:
Old : 223: 34 44 57 134 115 197 188:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.7 23.5 32.4 41.1 14.9 18.2 23.4 29.4
Old : 19.7 23.5 32.4 41.1 14.9 18.2 23.4 29.4
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,045,114: 183,801 99,108 957,143 903,627 988,277 2,044,571 2,044,527: 543 587
Old : 2,045,114: 183,801 99,108 957,143 903,627 988,277 2,044,571 2,044,527: 543 587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -211,508: -36,039 -19,731 -113,283 -62,256 -78,613 -211,578 -211,627: 70 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 4.8 46.8 44.2 48.3 100.0 100.0: 0.0 0.0
Old : 100.0: 9.0 4.8 46.8 44.2 48.3 100.0 100.0: 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 : 98: 26 18 42 47 54 91 96:
Old : 98: 26 18 42 47 54 91 96:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 38.2 60.6 60.8 7.8 8.1 10.8 10.7
Old : 39.2 38.2 60.6 60.8 7.8 8.1 10.8 10.7
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 30, 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 : 267,019: 12,860 8,151 3,904 235,087 249,443 251,851 261,498: 15,168 5,521
Old : 267,019: 12,860 8,151 3,904 235,087 249,443 251,851 261,498: 15,168 5,521
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 8,221: -970 262 -607 8,402 8,200 6,825 7,855: 1,396 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 3.1 1.5 88.0 93.4 94.3 97.9: 5.7 2.1
Old : 100.0: 4.8 3.1 1.5 88.0 93.4 94.3 97.9: 5.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 8 4 5 37 34 48 40:
Old : 59: 8 4 5 37 34 48 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 43.5 48.7 63.3 25.5 36.8 41.8 51.5
Old : 30.6 43.5 48.7 63.3 25.5 36.8 41.8 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 123,378: 9,909 3,269 1,455 107,751 114,123 119,115 118,847: 4,263 4,531
Old : 123,378: 9,909 3,269 1,455 107,751 114,123 119,115 118,847: 4,263 4,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 5,183: 438 -1,435 -688 4,750 4,941 4,500 2,818: 683 2,365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 2.6 1.2 87.3 92.5 96.5 96.3: 3.5 3.7
Old : 100.0: 8.0 2.6 1.2 87.3 92.5 96.5 96.3: 3.5 3.7
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 : 46: 4 2 2 33 32 37 36:
Old : 46: 4 2 2 33 32 37 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 50.8 65.7 66.0 40.2 44.4 57.3 56.3
Old : 43.4 50.8 65.7 66.0 40.2 44.4 57.3 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 231,447: 2,774 13,111 2,958 217,262 206,562 222,994 222,631: 8,453 8,816
Old : 231,447: 2,774 13,111 2,958 217,262 206,562 222,994 222,631: 8,453 8,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 4,360: -346 2,168 176 4,409 2,723 4,239 5,067: 121 -707
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 5.7 1.3 93.9 89.2 96.3 96.2: 3.7 3.8
Old : 100.0: 1.2 5.7 1.3 93.9 89.2 96.3 96.2: 3.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 2 8 4 29 29 34 38:
Old : 50: 2 8 4 29 29 34 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 : 53.7 44.5 72.9 61.6 50.3 43.7 66.4 60.3
Old : 53.7 44.5 72.9 61.6 50.3 43.7 66.4 60.3
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 30, 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 : 722,055: 57,843 560 11,647 644,910 703,992 714,400 716,199: 7,655 5,856
Old : 722,055: 57,843 560 11,647 644,910 703,992 714,400 716,199: 7,655 5,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 4,541: 285 -301 -441 4,485 5,585 4,329 4,843: 212 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.1 1.6 89.3 97.5 98.9 99.2: 1.1 0.8
Old : 100.0: 8.0 0.1 1.6 89.3 97.5 98.9 99.2: 1.1 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 2 2 4 45 38 49 42:
Old : 52: 2 2 4 45 38 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 46.8 52.7 72.6 32.1 44.8 48.9 62.8
Old : 33.1 46.8 52.7 72.6 32.1 44.8 48.9 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 30, 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 : 322,028: 682 18,435 2,885 311,902 292,849 315,469 314,169: 6,559 7,859
Old : 322,028: 682 18,435 2,885 311,902 292,849 315,469 314,169: 6,559 7,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 5,650: 190 1,684 -179 5,606 4,450 5,617 5,955: 33 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.7 0.9 96.9 90.9 98.0 97.6: 2.0 2.4
Old : 100.0: 0.2 5.7 0.9 96.9 90.9 98.0 97.6: 2.0 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 : 57: 1 7 3 38 37 41 45:
Old : 57: 1 7 3 38 37 41 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 50.5 71.9 63.8 48.0 47.2 62.9 58.4
Old : 49.1 50.5 71.9 63.8 48.0 47.2 62.9 58.4
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 30, 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 : 262,286: 0 3,747 7,070 246,649 244,581 253,719 255,398: 8,567 6,888
Old : 262,286: 0 3,747 7,070 246,649 244,581 253,719 255,398: 8,567 6,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 7,558: 0 -313 228 7,996 6,667 8,224 6,582: -666 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 2.7 94.0 93.2 96.7 97.4: 3.3 2.6
Old : 100.0: 0.0 1.4 2.7 94.0 93.2 96.7 97.4: 3.3 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 0 4 3 37 42 40 46:
Old : 54: 0 4 3 37 42 40 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 : 51.2 31.4 74.3 51.7 49.6 31.2 69.9 49.2
Old : 51.2 31.4 74.3 51.7 49.6 31.2 69.9 49.2
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 30, 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 : 108,710: 2,327 0 3,612 96,684 100,060 102,623 103,672: 6,087 5,038
Old : 108,710: 2,327 0 3,612 96,684 100,060 102,623 103,672: 6,087 5,038
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,270: -122 0 531 1,585 2,355 1,994 2,886: 276 -616
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 3.3 88.9 92.0 94.4 95.4: 5.6 4.6
Old : 100.0: 2.1 0.0 3.3 88.9 92.0 94.4 95.4: 5.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 2 22 22 24 24:
Old : 33: 2 0 2 22 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 48.1 76.0 71.6 53.5 48.1 74.7 71.0
Old : 54.1 48.1 76.0 71.6 53.5 48.1 74.7 71.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 114,487: 1,152 8,863 3,500 103,879 98,083 108,531 110,446: 5,956 4,041
Old : 114,487: 1,152 8,863 3,500 103,879 98,083 108,531 110,446: 5,956 4,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,835: 155 914 -238 5,792 4,211 5,709 4,887: -1,874 -1,052
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 7.7 3.1 90.7 85.7 94.8 96.5: 5.2 3.5
Old : 100.0: 1.0 7.7 3.1 90.7 85.7 94.8 96.5: 5.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 6 6 33 28 40 35:
Old : 47: 2 6 6 33 28 40 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 38.6 66.7 59.8 47.3 37.3 60.4 54.1
Old : 49.7 38.6 66.7 59.8 47.3 37.3 60.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 23,087: 0 2,223 0 22,296 20,774 22,296 22,997: 791 90
Old : 23,087: 0 2,223 0 22,296 20,774 22,296 22,997: 791 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 992: 0 553 0 744 589 744 1,142: 248 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 0.0 96.6 90.0 96.6 99.6: 3.4 0.4
Old : 100.0: 0.0 9.6 0.0 96.6 90.0 96.6 99.6: 3.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 4 0 13 10 13 14:
Old : 24: 0 4 0 13 10 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 75.6 89.1 93.0 68.7 75.6 86.2 91.1
Old : 69.1 75.6 89.1 93.0 68.7 75.6 86.2 91.1
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,661: 1,109 2,250 1,673 72,073 69,106 74,855 73,029: 9,806 11,632
Old : 84,661: 1,109 2,250 1,673 72,073 69,106 74,855 73,029: 9,806 11,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 275: -177 -120 324 128 71 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 2.7 2.0 85.1 81.6 88.4 86.3: 11.6 13.7
Old : 100.0: 1.3 2.7 2.0 85.1 81.6 88.4 86.3: 11.6 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 16 17 18 19:
Old : 26: 1 1 2 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 39.2 77.3 64.8 59.5 36.8 70.5 59.0
Old : 63.6 39.2 77.3 64.8 59.5 36.8 70.5 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 195,579: 0 0 0 188,539 190,829 188,539 190,829: 7,040 4,750
Old : 195,579: 0 0 0 188,539 190,829 188,539 190,829: 7,040 4,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,104: 0 0 0 2,160 5,612 2,160 5,612: -56 -3,508
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 97.6 96.4 97.6: 3.6 2.4
Old : 100.0: 0.0 0.0 0.0 96.4 97.6 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 : 36: 0 0 0 29 24 29 24:
Old : 36: 0 0 0 29 24 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 : 42.3 54.0 65.4 76.9 38.8 53.5 61.8 75.4
Old : 42.3 54.0 65.4 76.9 38.8 53.5 61.8 75.4
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 91,297: 0 0 0 81,450 83,985 81,450 83,985: 9,847 7,312
Old : 91,297: 0 0 0 81,450 83,985 81,450 83,985: 9,847 7,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -457: -310 0 0 -178 -147 -488 -147: 31 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.2 92.0 89.2 92.0: 10.8 8.0
Old : 100.0: 0.0 0.0 0.0 89.2 92.0 89.2 92.0: 10.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 18 12 18 12:
Old : 22: 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 : 58.0 68.2 76.0 88.4 56.9 66.6 74.3 83.8
Old : 58.0 68.2 76.0 88.4 56.9 66.6 74.3 83.8
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 345,041: 4,468 1,143 309 328,514 336,910 333,291 338,362: 11,750 6,679
Old : 345,041: 4,468 1,143 309 328,514 336,910 333,291 338,362: 11,750 6,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -3,508: 248 86 309 -4,803 -4,434 -4,246 -4,039: 738 531
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.3 0.1 95.2 97.6 96.6 98.1: 3.4 1.9
Old : 100.0: 1.3 0.3 0.1 95.2 97.6 96.6 98.1: 3.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 3 2 1 46 40 50 42:
Old : 61: 3 2 1 46 40 50 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 : 37.6 56.0 55.4 77.8 36.8 55.8 53.0 76.4
Old : 37.6 56.0 55.4 77.8 36.8 55.8 53.0 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,530: 947 4,407 3,072 73,165 67,347 77,184 74,826: 5,346 7,704
Old : 82,530: 947 4,407 3,072 73,165 67,347 77,184 74,826: 5,346 7,704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -614: -372 123 248 -366 81 -490 452: -124 -1,066
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 5.3 3.7 88.7 81.6 93.5 90.7: 6.5 9.3
Old : 100.0: 1.1 5.3 3.7 88.7 81.6 93.5 90.7: 6.5 9.3
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 : 31: 1 2 2 25 22 27 25:
Old : 31: 1 2 2 25 22 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 51.7 72.9 68.4 54.5 48.6 66.8 60.7
Old : 56.3 51.7 72.9 68.4 54.5 48.6 66.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 21,638: 0 341 0 18,700 19,740 18,700 20,081: 2,938 1,557
Old : 21,638: 0 341 0 18,700 19,740 18,700 20,081: 2,938 1,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 155: 0 0 0 0 124 0 124: 155 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 86.4 91.2 86.4 92.8: 13.6 7.2
Old : 100.0: 0.0 1.6 0.0 86.4 91.2 86.4 92.8: 13.6 7.2
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 : 20: 0 1 0 12 12 12 13:
Old : 20: 0 1 0 12 12 12 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 : 61.1 77.6 82.6 86.3 58.7 77.6 77.8 83.5
Old : 61.1 77.6 82.6 86.3 58.7 77.6 77.8 83.5
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,538: 441 1,807 1,631 70,020 69,543 72,092 72,981: 3,446 2,557
Old : 75,538: 441 1,807 1,631 70,020 69,543 72,092 72,981: 3,446 2,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -495: -519 0 119 -309 -493 -709 -374: 214 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.4 2.2 92.7 92.1 95.4 96.6: 4.6 3.4
Old : 100.0: 0.6 2.4 2.2 92.7 92.1 95.4 96.6: 4.6 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 20 19 22 21:
Old : 28: 1 1 2 20 19 22 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 : 47.5 66.8 70.6 79.2 42.6 64.1 65.3 74.0
Old : 47.5 66.8 70.6 79.2 42.6 64.1 65.3 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,103: 10,732 2,449 1,736 92,782 98,946 105,250 103,131: 1,853 3,972
Old : 107,103: 10,732 2,449 1,736 92,782 98,946 105,250 103,131: 1,853 3,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 16,845: 1,215 2,449 1,240 14,179 12,164 16,634 15,853: 211 992
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.3 1.6 86.6 92.4 98.3 96.3: 1.7 3.7
Old : 100.0: 10.0 2.3 1.6 86.6 92.4 98.3 96.3: 1.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 5 1 28 23 34 29:
Old : 53: 6 5 1 28 23 34 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 54.3 64.6 79.5 35.9 53.1 50.9 64.0
Old : 42.9 54.3 64.6 79.5 35.9 53.1 50.9 64.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 104,464: 8,090 2,251 4,514 90,026 94,356 102,630 101,121: 1,834 3,343
Old : 104,464: 8,090 2,251 4,514 90,026 94,356 102,630 101,121: 1,834 3,343
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 21,877: 666 1,860 1,913 19,412 17,160 21,991 20,933: -114 944
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 2.2 4.3 86.2 90.3 98.2 96.8: 1.8 3.2
Old : 100.0: 7.7 2.2 4.3 86.2 90.3 98.2 96.8: 1.8 3.2
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 : 61: 7 4 4 34 30 41 38:
Old : 61: 7 4 4 34 30 41 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 : 30.7 61.8 51.8 76.7 29.1 59.5 46.4 69.0
Old : 30.7 61.8 51.8 76.7 29.1 59.5 46.4 69.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,455: 0 4,892 0 62,845 56,467 62,845 61,359: 610 2,096
Old : 63,455: 0 4,892 0 62,845 56,467 62,845 61,359: 610 2,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,023: 0 0 0 871 988 871 988: 152 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.7 0.0 99.0 89.0 99.0 96.7: 1.0 3.3
Old : 100.0: 0.0 7.7 0.0 99.0 89.0 99.0 96.7: 1.0 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 1 0 17 25 17 26:
Old : 34: 0 1 0 17 25 17 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 : 70.5 34.4 91.3 58.9 68.8 29.9 81.4 53.3
Old : 70.5 34.4 91.3 58.9 68.8 29.9 81.4 53.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 174,002: 342 10,997 1,420 162,717 153,780 164,479 166,197: 9,523 7,805
Old : 174,002: 342 10,997 1,420 162,717 153,780 164,479 166,197: 9,523 7,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,698: -185 -369 538 3,653 4,207 4,006 4,376: -308 -678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.3 0.8 93.5 88.4 94.5 95.5: 5.5 4.5
Old : 100.0: 0.2 6.3 0.8 93.5 88.4 94.5 95.5: 5.5 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 : 39: 1 1 1 31 32 32 34:
Old : 39: 1 1 1 31 32 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 : 56.9 37.9 69.6 59.8 49.7 27.5 57.1 46.2
Old : 56.9 37.9 69.6 59.8 49.7 27.5 57.1 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 33,591: 1,209 0 0 30,980 32,060 32,189 32,060: 1,402 1,531
Old : 33,591: 1,209 0 0 30,980 32,060 32,189 32,060: 1,402 1,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,976: 1,209 0 0 1,891 2,449 3,100 2,449: -124 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 92.2 95.4 95.8 95.4: 4.2 4.6
Old : 100.0: 3.6 0.0 0.0 92.2 95.4 95.8 95.4: 4.2 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 16 14 17 14:
Old : 26: 1 0 0 16 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 62.7 85.6 88.0 66.8 61.3 80.3 81.4
Old : 67.8 62.7 85.6 88.0 66.8 61.3 80.3 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 110,803: 0 2,455 3,924 99,364 97,808 103,288 104,187: 7,515 6,616
Old : 110,803: 0 2,455 3,924 99,364 97,808 103,288 104,187: 7,515 6,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,173: 0 428 -104 1,339 390 1,235 714: -62 459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 3.5 89.7 88.3 93.2 94.0: 6.8 6.0
Old : 100.0: 0.0 2.2 3.5 89.7 88.3 93.2 94.0: 6.8 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 : 34: 0 2 2 24 25 26 27:
Old : 34: 0 2 2 24 25 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 : 59.8 42.3 77.6 64.8 57.3 39.0 67.4 58.0
Old : 59.8 42.3 77.6 64.8 57.3 39.0 67.4 58.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,224: 1,112 0 998 72,039 78,578 74,149 79,576: 11,075 5,648
Old : 85,224: 1,112 0 998 72,039 78,578 74,149 79,576: 11,075 5,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,059: -32 0 66 541 1,178 575 1,244: 484 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 1.2 84.5 92.2 87.0 93.4: 13.0 6.6
Old : 100.0: 1.3 0.0 1.2 84.5 92.2 87.0 93.4: 13.0 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 : 24: 2 0 2 15 14 17 16:
Old : 24: 2 0 2 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 70.5 73.1 85.7 49.2 69.7 65.9 82.0
Old : 55.0 70.5 73.1 85.7 49.2 69.7 65.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 96,444: 884 16,720 540 89,788 77,664 91,212 94,924: 5,232 1,520
Old : 96,444: 884 16,720 540 89,788 77,664 91,212 94,924: 5,232 1,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 587: 0 -155 81 752 1,007 833 933: -246 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 17.3 0.6 93.1 80.5 94.6 98.4: 5.4 1.6
Old : 100.0: 0.9 17.3 0.6 93.1 80.5 94.6 98.4: 5.4 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 : 30: 1 2 2 24 21 26 24:
Old : 30: 1 2 2 24 21 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 : 46.4 61.3 70.4 82.1 37.7 43.5 52.7 61.9
Old : 46.4 61.3 70.4 82.1 37.7 43.5 52.7 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV Code-0233BD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,582: 810 0 120 23,436 22,933 24,366 23,053: 216 1,529
Old : 24,582: 810 0 120 23,436 22,933 24,366 23,053: 216 1,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,929: 190 0 120 1,774 1,929 2,084 2,049: -155 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.5 95.3 93.3 99.1 93.8: 0.9 6.2
Old : 100.0: 3.3 0.0 0.5 95.3 93.3 99.1 93.8: 0.9 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 : 25: 2 0 1 9 19 11 20:
Old : 25: 2 0 1 9 19 11 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 : 67.9 49.2 94.2 73.0 65.0 49.2 88.1 73.0
Old : 67.9 49.2 94.2 73.0 65.0 49.2 88.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 118,779: 693 11,135 1,395 109,554 102,298 111,642 114,828: 7,137 3,951
Old : 118,779: 693 11,135 1,395 109,554 102,298 111,642 114,828: 7,137 3,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 4,643: 646 -887 124 4,912 5,034 5,682 4,271: -1,039 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 9.4 1.2 92.2 86.1 94.0 96.7: 6.0 3.3
Old : 100.0: 0.6 9.4 1.2 92.2 86.1 94.0 96.7: 6.0 3.3
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 : 32: 2 3 2 19 18 21 23:
Old : 32: 2 3 2 19 18 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 60.2 78.9 78.5 57.5 52.1 74.5 69.6
Old : 60.1 60.2 78.9 78.5 57.5 52.1 74.5 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 191,545: 3,216 17,886 3,269 170,834 166,697 177,319 187,852: 14,226 3,693
Old : 191,545: 3,216 17,886 3,269 170,834 166,697 177,319 187,852: 14,226 3,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 8,385: 797 3,689 -944 8,910 5,951 8,763 8,696: -378 -311
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 9.3 1.7 89.2 87.0 92.6 98.1: 7.4 1.9
Old : 100.0: 1.7 9.3 1.7 89.2 87.0 92.6 98.1: 7.4 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 2 6 3 29 31 33 38:
Old : 47: 2 6 3 29 31 33 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 : 43.2 48.8 64.0 68.1 41.4 48.8 58.5 66.0
Old : 43.2 48.8 64.0 68.1 41.4 48.8 58.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 14,414: 4,796 1,321 0 9,072 12,606 13,868 13,927: 546 487
Old : 14,414: 4,796 1,321 0 9,072 12,606 13,868 13,927: 546 487
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -868: 0 217 0 -899 -1,085 -899 -868: 31 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.3 9.2 0.0 62.9 87.5 96.2 96.6: 3.8 3.4
Old : 100.0: 33.3 9.2 0.0 62.9 87.5 96.2 96.6: 3.8 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 11 12 13 14:
Old : 22: 2 2 0 11 12 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 50.6 80.2 78.7 56.8 50.6 74.4 71.2
Old : 56.8 50.6 80.2 78.7 56.8 50.6 74.4 71.2
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 29,283: 2,685 3,312 552 25,309 24,633 28,546 28,497: 737 786
Old : 29,283: 2,685 3,312 552 25,309 24,633 28,546 28,497: 737 786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 403: 0 0 0 3 279 3 279: 400 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 11.3 1.9 86.4 84.1 97.5 97.3: 2.5 2.7
Old : 100.0: 9.2 11.3 1.9 86.4 84.1 97.5 97.3: 2.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 2 19 16 22 19:
Old : 29: 3 1 2 19 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 63.0 68.4 80.0 44.3 57.8 62.8 72.1
Old : 45.5 63.0 68.4 80.0 44.3 57.8 62.8 72.1
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,172: 0 2,591 0 51,392 50,971 51,392 53,562: 2,780 610
Old : 54,172: 0 2,591 0 51,392 50,971 51,392 53,562: 2,780 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,513: 0 651 0 986 800 986 1,451: 527 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.0 94.9 94.1 94.9 98.9: 5.1 1.1
Old : 100.0: 0.0 4.8 0.0 94.9 94.1 94.9 98.9: 5.1 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 : 30: 0 2 0 18 15 18 17:
Old : 30: 0 2 0 18 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 66.4 79.8 86.0 50.7 66.4 74.4 83.0
Old : 50.7 66.4 79.8 86.0 50.7 66.4 74.4 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 254,439: 2,284 7,709 3,048 242,923 240,123 248,255 250,880: 6,184 3,559
Old : 254,439: 2,284 7,709 3,048 242,923 240,123 248,255 250,880: 6,184 3,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 969: -674 -743 123 1,583 2,755 1,032 2,135: -63 -1,166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.0 1.2 95.5 94.4 97.6 98.6: 2.4 1.4
Old : 100.0: 0.9 3.0 1.2 95.5 94.4 97.6 98.6: 2.4 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 3 1 3 41 38 45 41:
Old : 55: 3 1 3 41 38 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 56.6 64.9 74.7 47.4 53.6 62.9 68.6
Old : 48.0 56.6 64.9 74.7 47.4 53.6 62.9 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 116,981: 0 0 0 114,197 115,509 114,197 115,509: 2,784 1,472
Old : 116,981: 0 0 0 114,197 115,509 114,197 115,509: 2,784 1,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 5,130: 0 0 0 4,796 4,822 4,796 4,822: 334 308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 98.7 97.6 98.7: 2.4 1.3
Old : 100.0: 0.0 0.0 0.0 97.6 98.7 97.6 98.7: 2.4 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 27 27 27 27:
Old : 35: 0 0 0 27 27 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 55.1 68.1 72.8 41.2 48.9 59.4 60.7
Old : 45.9 55.1 68.1 72.8 41.2 48.9 59.4 60.7
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 30, 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 : 81,180: 984 0 0 74,503 70,719 75,487 70,719: 5,693 10,461
Old : 81,180: 984 0 0 74,503 70,719 75,487 70,719: 5,693 10,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 124: 0 0 0 155 62 155 62: -31 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 91.8 87.1 93.0 87.1: 7.0 12.9
Old : 100.0: 1.2 0.0 0.0 91.8 87.1 93.0 87.1: 7.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 21 22 22 22:
Old : 31: 1 0 0 21 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 : 35.4 43.8 59.8 64.1 27.8 43.5 44.7 57.4
Old : 35.4 43.8 59.8 64.1 27.8 43.5 44.7 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 94,297: 0 917 0 84,876 91,355 84,876 92,272: 9,421 2,025
Old : 94,297: 0 917 0 84,876 91,355 84,876 92,272: 9,421 2,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,785: 0 30 0 2,845 3,027 2,845 3,057: -60 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 90.0 96.9 90.0 97.9: 10.0 2.1
Old : 100.0: 0.0 1.0 0.0 90.0 96.9 90.0 97.9: 10.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 1 0 23 21 23 22:
Old : 30: 0 1 0 23 21 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 : 45.8 69.1 65.5 84.5 45.0 66.1 59.2 78.0
Old : 45.8 69.1 65.5 84.5 45.0 66.1 59.2 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 161,863: 17,010 9,272 17,162 127,521 134,823 161,693 161,257: 170 606
Old : 161,863: 17,010 9,272 17,162 127,521 134,823 161,693 161,257: 170 606
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -242: 1,353 66 -1,157 -457 385 -261 -706: 19 464
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 5.7 10.6 78.8 83.3 99.9 99.6: 0.1 0.4
Old : 100.0: 10.5 5.7 10.6 78.8 83.3 99.9 99.6: 0.1 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 : 79: 11 14 18 50 51 69 75:
Old : 79: 11 14 18 50 51 69 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 29.8 59.0 47.6 27.9 18.2 34.0 27.6
Old : 43.2 29.8 59.0 47.6 27.9 18.2 34.0 27.6
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 30, 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 : 60,580: 462 2,301 2,283 57,809 55,398 60,554 59,982: 26 598
Old : 60,580: 462 2,301 2,283 57,809 55,398 60,554 59,982: 26 598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 8,113: 233 -319 122 7,732 7,712 8,087 7,515: 26 598
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.8 3.8 95.4 91.4 100.0 99.0: 0.0 1.0
Old : 100.0: 0.8 3.8 3.8 95.4 91.4 100.0 99.0: 0.0 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 : 40: 1 8 3 29 25 33 33:
Old : 40: 1 8 3 29 25 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 43.6 75.0 70.1 37.8 35.6 50.0 49.6
Old : 56.4 43.6 75.0 70.1 37.8 35.6 50.0 49.6
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 30, 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 : 450,554: 29,774 5,640 9,040 411,740 426,450 450,554 441,130: 0 9,424
Old : 450,554: 29,774 5,640 9,040 411,740 426,450 450,554 441,130: 0 9,424
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 17,748: 1,312 -10,408 0 16,436 18,732 17,748 8,324: 0 9,424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.3 2.0 91.4 94.7 100.0 97.9: 0.0 2.1
Old : 100.0: 6.6 1.3 2.0 91.4 94.7 100.0 97.9: 0.0 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 : 31: 3 2 1 19 21 22 24:
Old : 31: 3 2 1 19 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 46.2 66.5 71.0 33.4 39.4 49.9 50.8
Old : 39.7 46.2 66.5 71.0 33.4 39.4 49.9 50.8
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 30, 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 : 1,842,204: 51,410 17,887 43,309 1,747,485 1,781,008 1,842,204 1,842,204: 0 0
Old : 1,842,204: 51,410 17,887 43,309 1,747,485 1,781,008 1,842,204 1,842,204: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 29,362: -5,161 4,981 71 34,452 24,310 29,362 29,362: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.0 2.4 94.9 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 1.0 2.4 94.9 96.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 6 6 6 37 40 45 50:
Old : 57: 6 6 6 37 40 45 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 53.7 74.2 69.8 35.7 33.2 46.2 42.8
Old : 55.5 53.7 74.2 69.8 35.7 33.2 46.2 42.8
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 30, 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 : 71,469: 1,923 1,762 4,137 65,409 65,570 71,469 71,469: 0 0
Old : 71,469: 1,923 1,762 4,137 65,409 65,570 71,469 71,469: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 464: 338 -705 -573 699 1,742 464 464: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.5 5.8 91.5 91.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 2.5 5.8 91.5 91.7 100.0 100.0: 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 : 36: 4 3 3 27 22 33 26:
Old : 36: 4 3 3 27 22 33 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 66.8 69.0 83.2 36.5 53.2 57.4 62.9
Old : 41.6 66.8 69.0 83.2 36.5 53.2 57.4 62.9
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 30, 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 : 414,641: 4,505 1,826 24,321 385,815 388,494 414,641 414,641: 0 0
Old : 414,641: 4,505 1,826 24,321 385,815 388,494 414,641 414,641: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 33,290: 0 0 0 33,290 33,290 33,290 33,290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.4 5.9 93.0 93.7 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.4 5.9 93.0 93.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 2 19 17 21 19:
Old : 28: 1 1 2 19 17 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 : 56.9 61.6 79.5 87.6 48.2 56.8 64.7 71.4
Old : 56.9 61.6 79.5 87.6 48.2 56.8 64.7 71.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 565,209: 16,711 8,737 9,385 539,113 547,087 565,209 565,209: 0 0
Old : 565,209: 16,711 8,737 9,385 539,113 547,087 565,209 565,209: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -3,869: 376 0 0 -4,245 -3,869 -3,869 -3,869: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.5 1.7 95.4 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 1.5 1.7 95.4 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 : 43: 3 2 1 27 30 30 33:
Old : 43: 3 2 1 27 30 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 47.3 73.5 65.6 43.9 45.9 56.8 59.1
Old : 53.0 47.3 73.5 65.6 43.9 45.9 56.8 59.1
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 51,768: 3,006 2,389 2,734 45,428 45,914 51,168 51,037: 600 731
Old : 51,768: 3,006 2,389 2,734 45,428 45,914 51,168 51,037: 600 731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,681: 237 -44 64 1,380 1,640 1,681 1,660: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.6 5.3 87.8 88.7 98.8 98.6: 1.2 1.4
Old : 100.0: 5.8 4.6 5.3 87.8 88.7 98.8 98.6: 1.2 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 : 42: 5 2 3 28 32 33 37:
Old : 42: 5 2 3 28 32 33 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 : 55.2 53.4 72.8 68.4 47.4 52.7 59.5 62.4
Old : 55.2 53.4 72.8 68.4 47.4 52.7 59.5 62.4
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 66,249: 150 295 0 65,704 65,851 65,854 66,146: 395 103
Old : 66,249: 150 295 0 65,704 65,851 65,854 66,146: 395 103
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -84: 0 0 0 -100 -80 -100 -80: 16 -4
: : :
: : 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 : 58.0 67.0 73.0 84.0 53.1 59.5 64.4 75.0
Old : 58.0 67.0 73.0 84.0 53.1 59.5 64.4 75.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 84,261: 170 800 80 83,641 83,299 83,891 84,179: 370 82
Old : 84,261: 170 800 80 83,641 83,299 83,891 84,179: 370 82
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,588: 0 600 0 3,570 2,990 3,570 3,590: 18 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.9 0.1 99.3 98.9 99.6 99.9: 0.4 0.1
Old : 100.0: 0.2 0.9 0.1 99.3 98.9 99.6 99.9: 0.4 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 : 54.7 65.3 71.2 84.9 51.9 55.7 63.0 74.0
Old : 54.7 65.3 71.2 84.9 51.9 55.7 63.0 74.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,120: 1,200 0 0 18,705 20,050 19,905 20,050: 215 70
Old : 20,120: 1,200 0 0 18,705 20,050 19,905 20,050: 215 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 155: 0 0 0 155 155 155 155: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 0.0 0.0 93.0 99.7 98.9 99.7: 1.1 0.3
Old : 100.0: 6.0 0.0 0.0 93.0 99.7 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 21 15 22 15:
Old : 29: 1 0 0 21 15 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 67.4 68.6 87.9 44.0 58.3 61.5 69.3
Old : 45.5 67.4 68.6 87.9 44.0 58.3 61.5 69.3
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 288,792: 0 14,640 5,896 282,896 268,256 288,792 288,792: 0 0
Old : 288,792: 0 14,640 5,896 282,896 268,256 288,792 288,792: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 712: 0 0 0 712 712 712 712: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 2.0 98.0 92.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.1 2.0 98.0 92.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 3 1 24 21 25 24:
Old : 31: 0 3 1 24 21 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 60.1 80.3 78.1 52.0 48.3 62.5 58.9
Old : 55.1 60.1 80.3 78.1 52.0 48.3 62.5 58.9
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,863: 1,959 531 110 5,642 7,051 7,711 7,692: 152 171
Old : 7,863: 1,959 531 110 5,642 7,051 7,711 7,692: 152 171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 112: 138 23 0 -26 68 112 91: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.9 6.8 1.4 71.8 89.7 98.1 97.8: 1.9 2.2
Old : 100.0: 24.9 6.8 1.4 71.8 89.7 98.1 97.8: 1.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 1 20 21 26 23:
Old : 31: 5 2 1 20 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 40.3 69.8 62.0 48.0 34.3 59.7 49.8
Old : 48.5 40.3 69.8 62.0 48.0 34.3 59.7 49.8
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,500: 1,160 450 40 20,265 21,010 21,465 21,500: 35 0
Old : 21,500: 1,160 450 40 20,265 21,010 21,465 21,500: 35 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 2.1 0.2 94.3 97.7 99.8 100.0: 0.2 0.0
Old : 100.0: 5.4 2.1 0.2 94.3 97.7 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 : 35: 1 1 1 23 23 24 25:
Old : 35: 1 1 1 23 23 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 58.5 72.1 83.7 48.3 48.4 66.0 65.4
Old : 48.6 58.5 72.1 83.7 48.3 48.4 66.0 65.4
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,690: 0 695 180 13,330 12,815 13,510 13,690: 180 0
Old : 13,690: 0 695 180 13,330 12,815 13,510 13,690: 180 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 60: 0 0 0 60 115 60 115: 0 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 1.3 97.4 93.6 98.7 100.0: 1.3 0.0
Old : 100.0: 0.0 5.1 1.3 97.4 93.6 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: 0 1 1 24 22 25 23:
Old : 29: 0 1 1 24 22 25 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 60.8 63.1 82.9 27.1 29.9 46.2 45.6
Old : 37.6 60.8 63.1 82.9 27.1 29.9 46.2 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,930: 637 0 264 17,831 17,383 18,732 17,647: 198 1,283
Old : 18,930: 637 0 264 17,831 17,383 18,732 17,647: 198 1,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -112: -23 0 23 397 165 397 188: -509 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 1.4 94.2 91.8 99.0 93.2: 1.0 6.8
Old : 100.0: 3.4 0.0 1.4 94.2 91.8 99.0 93.2: 1.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 2 27 27 29 29:
Old : 31: 2 0 2 27 27 29 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 : 39.3 55.8 59.6 72.1 28.7 39.4 43.3 48.8
Old : 39.3 55.8 59.6 72.1 28.7 39.4 43.3 48.8
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,417: 0 9,260 1,357 53,533 44,650 54,890 55,267: 527 150
Old : 55,417: 0 9,260 1,357 53,533 44,650 54,890 55,267: 527 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,101: 0 -105 22 1,059 1,174 1,081 1,091: 20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 2.4 96.6 80.6 99.0 99.7: 1.0 0.3
Old : 100.0: 0.0 16.7 2.4 96.6 80.6 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 : 41: 0 4 3 30 30 33 34:
Old : 41: 0 4 3 30 30 33 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 : 48.8 36.7 67.8 59.3 45.4 33.9 61.9 53.1
Old : 48.8 36.7 67.8 59.3 45.4 33.9 61.9 53.1
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 60,419: 59 9,844 2,891 57,414 47,569 60,364 60,304: 55 115
Old : 60,419: 59 9,844 2,891 57,414 47,569 60,364 60,304: 55 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -54: 17 -269 -117 56 292 -44 -94: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 16.3 4.8 95.0 78.7 99.9 99.8: 0.1 0.2
Old : 100.0: 0.1 16.3 4.8 95.0 78.7 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 : 49: 1 9 6 34 35 40 45:
Old : 49: 1 9 6 34 35 40 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 38.6 66.0 57.2 43.2 35.2 57.8 52.2
Old : 49.4 38.6 66.0 57.2 43.2 35.2 57.8 52.2
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,280: 1,435 0 0 49,775 51,205 51,210 51,205: 70 75
Old : 51,280: 1,435 0 0 49,775 51,205 51,210 51,205: 70 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 920: 0 0 0 920 920 920 920: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.1 99.9 99.9 99.9: 0.1 0.1
Old : 100.0: 2.8 0.0 0.0 97.1 99.9 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 : 34: 2 0 0 29 17 31 17:
Old : 34: 2 0 0 29 17 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 93.7 72.8 97.7 54.6 88.2 68.1 89.0
Old : 56.2 93.7 72.8 97.7 54.6 88.2 68.1 89.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,050: 1,250 0 0 54,670 56,050 55,920 56,050: 130 0
Old : 56,050: 1,250 0 0 54,670 56,050 55,920 56,050: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,010: 0 0 0 2,010 2,010 2,010 2,010: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.5 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 2.2 0.0 0.0 97.5 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 28 19 29 19:
Old : 32: 1 0 0 28 19 29 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 : 54.5 93.4 68.6 96.7 52.5 88.3 65.9 89.0
Old : 54.5 93.4 68.6 96.7 52.5 88.3 65.9 89.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 371,285: 61,704 368 17,822 291,759 353,095 371,285 371,285: 0 0
Old : 371,285: 61,704 368 17,822 291,759 353,095 371,285 371,285: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,065: 1,930 0 0 1,135 3,065 3,065 3,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 0.1 4.8 78.6 95.1 100.0 100.0: 0.0 0.0
Old : 100.0: 16.6 0.1 4.8 78.6 95.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 1 3 29 33 33 37:
Old : 41: 4 1 3 29 33 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 42.4 66.8 62.9 32.5 36.2 50.0 48.3
Old : 45.4 42.4 66.8 62.9 32.5 36.2 50.0 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 24,415: 3,697 887 984 19,358 22,266 24,040 24,137: 375 278
Old : 24,415: 3,697 887 984 19,358 22,266 24,040 24,137: 375 278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 914: 106 134 -240 933 1,216 799 1,110: 115 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.6 4.0 79.3 91.2 98.5 98.9: 1.5 1.1
Old : 100.0: 15.1 3.6 4.0 79.3 91.2 98.5 98.9: 1.5 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 : 43: 4 5 6 27 33 33 42:
Old : 43: 4 5 6 27 33 33 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 : 40.9 40.3 67.8 60.1 37.2 37.6 55.5 51.0
Old : 40.9 40.3 67.8 60.1 37.2 37.6 55.5 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 27,668: 773 126 566 26,329 26,976 27,668 27,668: 0 0
Old : 27,668: 773 126 566 26,329 26,976 27,668 27,668: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,071: -24 -208 24 1,071 1,255 1,071 1,071: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.5 2.0 95.2 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.5 2.0 95.2 97.5 100.0 100.0: 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: 4 1 2 18 15 22 18:
Old : 28: 4 1 2 18 15 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 79.0 85.7 91.7 58.7 75.0 73.4 80.1
Old : 66.3 79.0 85.7 91.7 58.7 75.0 73.4 80.1
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 534,338: 0 16,012 9,766 524,572 508,560 534,338 534,338: 0 0
Old : 534,338: 0 16,012 9,766 524,572 508,560 534,338 534,338: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,906: 0 0 0 3,906 3,906 3,906 3,906: 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 19 20 21:
Old : 28: 0 2 1 19 19 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 : 65.4 88.6 83.1 94.7 60.1 79.0 75.5 83.4
Old : 65.4 88.6 83.1 94.7 60.1 79.0 75.5 83.4
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 45,264: 5,745 438 2,586 36,458 41,323 44,789 44,347: 475 917
Old : 45,264: 5,745 438 2,586 36,458 41,323 44,789 44,347: 475 917
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -40: -23 92 0 -40 -132 -63 -40: 23 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.0 5.7 80.5 91.3 99.0 98.0: 1.0 2.0
Old : 100.0: 12.7 1.0 5.7 80.5 91.3 99.0 98.0: 1.0 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 : 29: 4 2 3 17 19 21 24:
Old : 29: 4 2 3 17 19 21 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 : 60.7 80.4 83.9 89.6 54.4 69.4 70.6 74.6
Old : 60.7 80.4 83.9 89.6 54.4 69.4 70.6 74.6
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 17,653: 3,467 0 150 13,479 15,957 17,096 16,107: 557 1,546
Old : 17,653: 3,467 0 150 13,479 15,957 17,096 16,107: 557 1,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -70: -214 -455 -82 226 404 -70 -133: 0 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 0.0 0.8 76.4 90.4 96.8 91.2: 3.2 8.8
Old : 100.0: 19.6 0.0 0.8 76.4 90.4 96.8 91.2: 3.2 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 0 3 17 21 22 24:
Old : 29: 5 0 3 17 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 52.8 66.0 70.6 38.4 46.3 54.2 58.0
Old : 47.9 52.8 66.0 70.6 38.4 46.3 54.2 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 199,817: 24,771 0 3,564 171,482 196,253 199,817 199,817: 0 0
Old : 199,817: 24,771 0 3,564 171,482 196,253 199,817 199,817: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 4,320: 1,176 0 -1,176 4,320 5,496 4,320 4,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 1.8 85.8 98.2 100.0 100.0: 0.0 0.0
Old : 100.0: 12.4 0.0 1.8 85.8 98.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 1 19 20 22 21:
Old : 30: 3 0 1 19 20 22 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 : 65.2 62.0 85.2 85.9 54.0 53.8 67.0 68.3
Old : 65.2 62.0 85.2 85.9 54.0 53.8 67.0 68.3
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 11,754: 1,101 0 134 10,128 11,134 11,363 11,268: 391 486
Old : 11,754: 1,101 0 134 10,128 11,134 11,363 11,268: 391 486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -498: -90 0 -42 -233 -27 -365 -69: -133 -429
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 1.1 86.2 94.7 96.7 95.9: 3.3 4.1
Old : 100.0: 9.4 0.0 1.1 86.2 94.7 96.7 95.9: 3.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 1 21 22 23 23:
Old : 27: 2 0 1 21 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 44.7 71.9 71.2 36.4 42.3 55.1 58.3
Old : 47.6 44.7 71.9 71.2 36.4 42.3 55.1 58.3
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 128,721: 6,209 0 0 122,512 128,721 128,721 128,721: 0 0
Old : 128,721: 6,209 0 0 122,512 128,721 128,721 128,721: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3,954: 0 0 0 3,954 3,954 3,954 3,954: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 0.0 95.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 0.0 0.0 95.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 21 23 22 23:
Old : 29: 1 0 0 21 23 22 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 51.0 76.0 76.7 38.6 35.5 51.5 51.0
Old : 53.5 51.0 76.0 76.7 38.6 35.5 51.5 51.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 24,374: 534 0 1,004 22,836 23,370 24,374 24,374: 0 0
Old : 24,374: 534 0 1,004 22,836 23,370 24,374 24,374: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 3: 0 0 0 3 3 3 3: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 4.1 93.7 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 0.0 4.1 93.7 95.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 15 17 16 18:
Old : 22: 1 0 1 15 17 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 60.2 91.8 83.2 40.2 35.8 46.5 46.3
Old : 78.8 60.2 91.8 83.2 40.2 35.8 46.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 184,583: 5,809 0 0 178,774 184,583 184,583 184,583: 0 0
Old : 184,583: 5,809 0 0 178,774 184,583 184,583 184,583: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 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 : 20: 1 0 0 15 16 16 16:
Old : 20: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 69.7 91.3 89.9 45.5 49.1 53.6 55.9
Old : 70.5 69.7 91.3 89.9 45.5 49.1 53.6 55.9
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 30, 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 : 123,567: 3,445 1,546 16,586 103,104 104,925 123,136 123,057: 431 510
Old : 123,567: 3,445 1,546 16,586 103,104 104,925 123,136 123,057: 431 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 17,843: 53 -301 163 17,632 18,009 17,849 17,872: -6 -29
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 1.3 13.4 83.4 84.9 99.7 99.6: 0.3 0.4
Old : 100.0: 2.8 1.3 13.4 83.4 84.9 99.7 99.6: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 3 18 16 22 19:
Old : 25: 2 2 3 18 16 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 69.0 81.6 91.7 32.5 41.5 38.8 43.6
Old : 51.6 69.0 81.6 91.7 32.5 41.5 38.8 43.6
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,545: 0 900 0 27,260 26,645 27,260 27,545: 285 0
Old : 27,545: 0 900 0 27,260 26,645 27,260 27,545: 285 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 80: 0 0 0 80 200 80 200: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 99.0 96.7 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 3.3 0.0 99.0 96.7 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 : 27: 0 1 0 21 16 21 17:
Old : 27: 0 1 0 21 16 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 78.6 83.4 91.6 50.4 73.9 74.3 84.0
Old : 59.1 78.6 83.4 91.6 50.4 73.9 74.3 84.0
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 30, 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 23, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,116: 100 150 0 27,016 26,966 27,116 27,116: 0 0
Old : 27,116: 100 150 0 27,016 26,966 27,116 27,116: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,080: 50 0 0 1,030 1,080 1,080 1,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 0.0 99.6 99.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.6 0.0 99.6 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 : 35: 1 1 0 23 19 24 20:
Old : 35: 1 1 0 23 19 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 69.2 73.6 85.5 45.4 63.6 59.5 71.6
Old : 55.0 69.2 73.6 85.5 45.4 63.6 59.5 71.6
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,924: 400 0 0 24,524 24,924 24,924 24,924: 0 0
Old : 24,924: 400 0 0 24,524 24,924 24,924 24,924: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,380: 300 0 0 1,080 1,380 1,380 1,380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 98.4 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 0.0 0.0 98.4 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 20 16 22 16:
Old : 30: 2 0 0 20 16 22 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 : 62.3 73.2 80.6 89.4 62.1 73.0 76.4 85.2
Old : 62.3 73.2 80.6 89.4 62.1 73.0 76.4 85.2
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,540: 0 150 0 20,880 21,130 20,880 21,280: 660 260
Old : 21,540: 0 150 0 20,880 21,130 20,880 21,280: 660 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,950: 0 0 0 2,950 2,950 2,950 2,950: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.0 96.9 98.1 96.9 98.8: 3.1 1.2
Old : 100.0: 0.0 0.7 0.0 96.9 98.1 96.9 98.8: 3.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 14 8 14 9:
Old : 21: 0 1 0 14 8 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 96.7 89.3 98.6 73.5 96.1 89.3 97.9
Old : 73.5 96.7 89.3 98.6 73.5 96.1 89.3 97.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,590: 75 0 0 10,860 11,470 10,935 11,470: 655 120
Old : 11,590: 75 0 0 10,860 11,470 10,935 11,470: 655 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 93.7 99.0 94.3 99.0: 5.7 1.0
Old : 100.0: 0.6 0.0 0.0 93.7 99.0 94.3 99.0: 5.7 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 : 20: 1 0 0 17 8 18 8:
Old : 20: 1 0 0 17 8 18 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 90.0 73.3 99.0 45.8 79.0 65.1 79.9
Old : 49.3 90.0 73.3 99.0 45.8 79.0 65.1 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,337: 50 0 0 13,052 13,337 13,102 13,337: 235 0
Old : 13,337: 50 0 0 13,052 13,337 13,102 13,337: 235 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.0 97.9 100.0 98.2 100.0: 1.8 0.0
Old : 100.0: 0.4 0.0 0.0 97.9 100.0 98.2 100.0: 1.8 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 : 24: 1 0 0 22 9 23 9:
Old : 24: 1 0 0 22 9 23 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 94.0 66.5 99.6 42.3 83.5 61.6 83.5
Old : 45.3 94.0 66.5 99.6 42.3 83.5 61.6 83.5
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 124,000: 2,490 1,185 220 121,265 122,285 123,975 123,690: 25 310
Old : 124,000: 2,490 1,185 220 121,265 122,285 123,975 123,690: 25 310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 2,705: 275 1,100 220 2,400 1,295 2,895 2,615: -190 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.0 0.2 97.8 98.6 100.0 99.8: 0.0 0.3
Old : 100.0: 2.0 1.0 0.2 97.8 98.6 100.0 99.8: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 2 1 36 34 39 37:
Old : 47: 3 2 1 36 34 39 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 64.0 63.0 82.1 37.7 53.0 51.8 62.6
Old : 40.8 64.0 63.0 82.1 37.7 53.0 51.8 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 142,596: 2,415 2,353 70 140,111 140,083 142,596 142,506: 0 90
Old : 142,596: 2,415 2,353 70 140,111 140,083 142,596 142,506: 0 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,270: 0 1,100 0 1,270 80 1,270 1,180: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.7 0.0 98.3 98.2 100.0 99.9: 0.0 0.1
Old : 100.0: 1.7 1.7 0.0 98.3 98.2 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 4 1 41 39 47 43:
Old : 55: 5 4 1 41 39 47 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 : 48.4 63.2 66.5 81.3 40.6 58.9 54.8 68.7
Old : 48.4 63.2 66.5 81.3 40.6 58.9 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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 148,407: 19,608 5,171 4,121 124,432 138,885 148,161 148,177: 246 230
Old : 148,407: 19,608 5,171 4,121 124,432 138,885 148,161 148,177: 246 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -499: -2 815 -1,547 1,075 213 -474 -519: -25 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 3.5 2.8 83.8 93.6 99.8 99.8: 0.2 0.2
Old : 100.0: 13.2 3.5 2.8 83.8 93.6 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 8 9 9 43 39 56 53:
Old : 65: 8 9 9 43 39 56 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 : 29.6 60.6 52.5 73.1 28.5 55.1 47.2 62.4
Old : 29.6 60.6 52.5 73.1 28.5 55.1 47.2 62.4
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 101,305: 880 3,345 3,140 96,698 94,805 100,718 101,290: 587 15
Old : 101,305: 880 3,345 3,140 96,698 94,805 100,718 101,290: 587 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,875: -600 600 -90 2,445 1,365 1,755 1,875: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 3.1 95.5 93.6 99.4 100.0: 0.6 0.0
Old : 100.0: 0.9 3.3 3.1 95.5 93.6 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 4 3 5 36 33 42 39:
Old : 47: 4 3 5 36 33 42 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 : 35.2 71.3 54.9 80.4 34.0 59.9 47.0 66.3
Old : 35.2 71.3 54.9 80.4 34.0 59.9 47.0 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,925: 0 465 0 25,850 25,450 25,850 25,915: 75 10
Old : 25,925: 0 465 0 25,850 25,450 25,850 25,915: 75 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 655: 0 -50 0 655 705 655 655: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 99.7 98.2 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 1.8 0.0 99.7 98.2 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 : 31: 0 1 0 25 12 25 13:
Old : 31: 0 1 0 25 12 25 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 85.0 76.2 97.6 55.1 82.5 75.9 95.0
Old : 55.1 85.0 76.2 97.6 55.1 82.5 75.9 95.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,145: 0 215 50 22,995 22,760 23,045 23,025: 100 120
Old : 23,145: 0 215 50 22,995 22,760 23,045 23,025: 100 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 520: 0 0 0 560 520 560 520: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.2 99.4 98.3 99.6 99.5: 0.4 0.5
Old : 100.0: 0.0 0.9 0.2 99.4 98.3 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 23 9 24 10:
Old : 27: 0 1 1 23 9 24 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 : 57.7 86.2 77.7 99.2 57.7 82.0 77.7 92.7
Old : 57.7 86.2 77.7 99.2 57.7 82.0 77.7 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 27,724: 100 940 235 27,260 26,309 27,595 27,484: 129 240
Old : 27,724: 100 940 235 27,260 26,309 27,595 27,484: 129 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -165: 0 0 0 -175 -185 -175 -185: 10 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.4 0.8 98.3 94.9 99.5 99.1: 0.5 0.9
Old : 100.0: 0.4 3.4 0.8 98.3 94.9 99.5 99.1: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 1 28 25 30 27:
Old : 36: 1 2 1 28 25 30 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 : 54.0 49.2 67.8 70.3 49.7 43.3 59.2 59.4
Old : 54.0 49.2 67.8 70.3 49.7 43.3 59.2 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 10,450: 680 0 220 9,550 10,230 10,450 10,450: 0 0
Old : 10,450: 680 0 220 9,550 10,230 10,450 10,450: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 90: 0 0 0 90 90 90 90: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.0 2.1 91.4 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 0.0 2.1 91.4 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 16 16 17 17:
Old : 20: 1 0 1 16 16 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 67.9 76.6 88.9 35.4 58.6 56.4 61.9
Old : 44.3 67.9 76.6 88.9 35.4 58.6 56.4 61.9
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 31,857: 3,033 1,470 305 27,967 30,022 31,305 31,797: 552 60
Old : 31,857: 3,033 1,470 305 27,967 30,022 31,305 31,797: 552 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: -640: 500 -400 -200 -941 -40 -641 -640: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.6 1.0 87.8 94.2 98.3 99.8: 1.7 0.2
Old : 100.0: 9.5 4.6 1.0 87.8 94.2 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: 2 2 2 23 23 26 26:
Old : 32: 2 2 2 23 23 26 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 47.4 77.3 73.4 52.2 45.6 65.1 64.1
Old : 62.5 47.4 77.3 73.4 52.2 45.6 65.1 64.1
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,409: 2,559 0 60 20,552 23,349 23,171 23,409: 238 0
Old : 23,409: 2,559 0 60 20,552 23,349 23,171 23,409: 238 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,065: 0 0 0 1,065 1,065 1,065 1,065: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.0 0.3 87.8 99.7 99.0 100.0: 1.0 0.0
Old : 100.0: 10.9 0.0 0.3 87.8 99.7 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 : 30: 2 0 1 21 22 23 23:
Old : 30: 2 0 1 21 22 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 57.3 73.0 80.6 30.5 44.3 52.1 59.8
Old : 47.9 57.3 73.0 80.6 30.5 44.3 52.1 59.8
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,929: 60 175 450 25,264 25,254 25,774 25,879: 155 50
Old : 25,929: 60 175 450 25,264 25,254 25,774 25,879: 155 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 573: 30 -265 -5 548 868 573 598: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.7 1.7 97.4 97.4 99.4 99.8: 0.6 0.2
Old : 100.0: 0.2 0.7 1.7 97.4 97.4 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 : 39: 1 3 2 27 26 30 29:
Old : 39: 1 3 2 27 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 68.5 74.2 85.0 53.7 68.2 69.3 83.0
Old : 55.3 68.5 74.2 85.0 53.7 68.2 69.3 83.0
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,258: 600 630 0 21,588 21,628 22,188 22,258: 70 0
Old : 22,258: 600 630 0 21,588 21,628 22,188 22,258: 70 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 477: 0 0 0 477 477 477 477: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.8 0.0 97.0 97.2 99.7 100.0: 0.3 0.0
Old : 100.0: 2.7 2.8 0.0 97.0 97.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 25 26 26 27:
Old : 34: 1 1 0 25 26 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 : 67.0 53.2 81.3 74.0 63.2 50.4 75.2 70.4
Old : 67.0 53.2 81.3 74.0 63.2 50.4 75.2 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,592: 0 910 0 15,519 14,682 15,519 15,592: 73 0
Old : 15,592: 0 910 0 15,519 14,682 15,519 15,592: 73 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 1,080: 0 0 0 1,080 1,080 1,080 1,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.8 0.0 99.5 94.2 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 5.8 0.0 99.5 94.2 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 0 18 15 18 16:
Old : 24: 0 1 0 18 15 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 60.8 83.7 86.5 60.3 56.6 83.2 80.6
Old : 60.9 60.8 83.7 86.5 60.3 56.6 83.2 80.6
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,231: 0 0 0 9,116 9,911 9,116 9,911: 1,115 320
Old : 10,231: 0 0 0 9,116 9,911 9,116 9,911: 1,115 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 218: 0 0 0 221 218 221 218: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.1 96.9 89.1 96.9: 10.9 3.1
Old : 100.0: 0.0 0.0 0.0 89.1 96.9 89.1 96.9: 10.9 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 : 21: 0 0 0 15 11 15 11:
Old : 21: 0 0 0 15 11 15 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 : 54.7 78.1 74.4 95.4 54.5 76.2 74.2 91.7
Old : 54.7 78.1 74.4 95.4 54.5 76.2 74.2 91.7
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 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,150: 25 2,450 275 32,721 30,255 33,021 32,980: 129 170
Old : 33,150: 25 2,450 275 32,721 30,255 33,021 32,980: 129 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 200: 0 0 0 490 180 490 180: -290 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.4 0.8 98.7 91.3 99.6 99.5: 0.4 0.5
Old : 100.0: 0.1 7.4 0.8 98.7 91.3 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 1 29 21 31 23:
Old : 37: 1 2 1 29 21 31 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 : 55.1 48.8 71.2 73.5 53.1 44.7 68.8 67.4
Old : 55.1 48.8 71.2 73.5 53.1 44.7 68.8 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 11,057: 2,042 0 0 8,895 10,997 10,937 10,997: 120 60
Old : 11,057: 2,042 0 0 8,895 10,997 10,937 10,997: 120 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 15: 0 0 0 15 15 15 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.0 0.0 80.4 99.5 98.9 99.5: 1.1 0.5
Old : 100.0: 18.5 0.0 0.0 80.4 99.5 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 18 20 20 20:
Old : 28: 2 0 0 18 20 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 69.6 69.9 84.4 42.7 62.0 67.7 75.2
Old : 43.0 69.6 69.9 84.4 42.7 62.0 67.7 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,047: 2,093 100 175 10,579 12,772 12,847 13,047: 200 0
Old : 13,047: 2,093 100 175 10,579 12,772 12,847 13,047: 200 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2015 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 0.8 1.3 81.1 97.9 98.5 100.0: 1.5 0.0
Old : 100.0: 16.0 0.8 1.3 81.1 97.9 98.5 100.0: 1.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 22 19 24 21:
Old : 31: 2 1 1 22 19 24 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 : 42.3 71.8 66.2 84.9 41.9 63.8 64.8 75.2
Old : 42.3 71.8 66.2 84.9 41.9 63.8 64.8 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 6, 2015