CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 27,062: 8,349 5,909 1,621 17,042 19,532 27,012 27,062: 50 0
Old : 27,062: 8,349 5,909 1,621 17,042 19,532 27,012 27,062: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 570: 79 159 301 185 110 565 570: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 21.8 6.0 63.0 72.2 99.8 100.0: 0.2 0.0
Old : 100.0: 30.9 21.8 6.0 63.0 72.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 11 7 7 9 10 24 20:
Old : 29: 11 7 7 9 10 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 : 54.5 54.4 80.0 80.8 42.8 40.5 55.4 55.7
Old : 54.5 54.4 80.0 80.8 42.8 40.5 55.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 25,639: 5,484 5,864 1,035 19,120 18,740 25,639 25,639: 0 0
Old : 25,639: 5,484 5,864 1,035 19,120 18,740 25,639 25,639: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -38: 79 -25 -3 -114 -10 -38 -38: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 22.9 4.0 74.6 73.1 100.0 100.0: 0.0 0.0
Old : 100.0: 21.4 22.9 4.0 74.6 73.1 100.0 100.0: 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 : 22: 8 3 2 7 8 16 13:
Old : 22: 8 3 2 7 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 73.3 94.2 98.3 60.2 66.9 71.0 72.3
Old : 77.5 73.3 94.2 98.3 60.2 66.9 71.0 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 30,467: 4,110 2,929 1,404 24,953 26,134 30,467 30,467: 0 0
Old : 30,467: 4,110 2,929 1,404 24,953 26,134 30,467 30,467: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 265: 27 174 122 116 -31 265 265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 9.6 4.6 81.9 85.8 100.0 100.0: 0.0 0.0
Old : 100.0: 13.5 9.6 4.6 81.9 85.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 8 4 5 13 10 23 17:
Old : 27: 8 4 5 13 10 23 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 : 60.6 73.6 84.3 92.0 45.3 59.7 61.8 68.0
Old : 60.6 73.6 84.3 92.0 45.3 59.7 61.8 68.0
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,118,128: 394,750 287,902 836,457 2,853,753 2,980,206 4,084,960 4,104,565: 33,168 13,563
Old : 4,118,128: 394,750 287,902 836,457 2,853,753 2,980,206 4,084,960 4,104,565: 33,168 13,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 140,352: -2,015 -22,415 89,857 54,985 74,129 142,827 141,571: -2,475 -1,219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 7.0 20.3 69.3 72.4 99.2 99.7: 0.8 0.3
Old : 100.0: 9.6 7.0 20.3 69.3 72.4 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 233: 36 44 65 140 121 211 197:
Old : 233: 36 44 65 140 121 211 197:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.7 24.2 34.0 42.3 15.1 19.7 24.3 29.9
Old : 20.7 24.2 34.0 42.3 15.1 19.7 24.3 29.9
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,908,566: 162,046 101,146 892,994 852,994 913,807 1,908,035 1,907,947: 531 618
Old : 1,908,566: 162,046 101,146 892,994 852,994 913,807 1,908,035 1,907,947: 531 618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -14,422: -15,641 -12,590 2,556 -1,465 -4,385 -14,550 -14,418: 129 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.3 46.8 44.7 47.9 100.0 100.0: 0.0 0.0
Old : 100.0: 8.5 5.3 46.8 44.7 47.9 100.0 100.0: 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 : 102: 29 17 40 50 55 92 99:
Old : 102: 29 17 40 50 55 92 99:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 39.8 63.6 63.4 8.4 8.3 10.8 11.5
Old : 42.3 39.8 63.6 63.4 8.4 8.3 10.8 11.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 246,295: 10,538 3,901 2,231 218,705 232,317 231,474 238,449: 14,821 7,846
Old : 246,295: 10,538 3,901 2,231 218,705 232,317 231,474 238,449: 14,821 7,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -32,346: -3,225 -1,944 -234 -25,897 -31,707 -29,356 -33,885: -2,990 1,539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 1.6 0.9 88.8 94.3 94.0 96.8: 6.0 3.2
Old : 100.0: 4.3 1.6 0.9 88.8 94.3 94.0 96.8: 6.0 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 : 53: 6 2 3 34 32 41 36:
Old : 53: 6 2 3 34 32 41 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 : 33.1 49.8 53.4 69.3 26.4 38.4 41.4 54.1
Old : 33.1 49.8 53.4 69.3 26.4 38.4 41.4 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 117,041: 2,741 515 1,742 108,362 110,718 112,845 112,975: 4,196 4,066
Old : 117,041: 2,741 515 1,742 108,362 110,718 112,845 112,975: 4,196 4,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -16,928: -3,203 30 326 -13,455 -16,351 -16,332 -15,995: -596 -933
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.4 1.5 92.6 94.6 96.4 96.5: 3.6 3.5
Old : 100.0: 2.3 0.4 1.5 92.6 94.6 96.4 96.5: 3.6 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 : 42: 4 1 3 29 31 33 35:
Old : 42: 4 1 3 29 31 33 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 : 50.5 53.6 80.1 71.0 46.1 45.0 64.0 55.7
Old : 50.5 53.6 80.1 71.0 46.1 45.0 64.0 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 198,391: 999 11,162 2,157 187,453 177,057 190,609 190,376: 7,782 8,015
Old : 198,391: 999 11,162 2,157 187,453 177,057 190,609 190,376: 7,782 8,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -20,553: 200 187 -1,442 -18,072 -18,521 -19,314 -19,776: -1,239 -777
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.6 1.1 94.5 89.2 96.1 96.0: 3.9 4.0
Old : 100.0: 0.5 5.6 1.1 94.5 89.2 96.1 96.0: 3.9 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 6 3 28 30 31 38:
Old : 45: 1 6 3 28 30 31 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 : 53.6 40.7 70.4 57.3 46.9 40.1 61.1 54.7
Old : 53.6 40.7 70.4 57.3 46.9 40.1 61.1 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 647,470: 6,917 1,208 3,200 631,535 639,154 641,652 643,562: 5,818 3,908
Old : 647,470: 6,917 1,208 3,200 631,535 639,154 641,652 643,562: 5,818 3,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -40,437: 2,507 -179 46 -43,262 -38,232 -40,709 -38,365: 272 -2,072
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.2 0.5 97.5 98.7 99.1 99.4: 0.9 0.6
Old : 100.0: 1.1 0.2 0.5 97.5 98.7 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 7 1 6 50 40 58 46:
Old : 61: 7 1 6 50 40 58 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 : 34.9 46.5 52.8 72.3 33.9 45.0 50.3 64.9
Old : 34.9 46.5 52.8 72.3 33.9 45.0 50.3 64.9
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, August 11, 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 : 315,031: 5,764 13,608 1,816 299,769 292,432 307,349 307,856: 7,682 7,175
Old : 315,031: 5,764 13,608 1,816 299,769 292,432 307,349 307,856: 7,682 7,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -17,739: 1,412 -1,873 -532 -20,388 -15,230 -19,508 -17,635: 1,769 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.3 0.6 95.2 92.8 97.6 97.7: 2.4 2.3
Old : 100.0: 1.8 4.3 0.6 95.2 92.8 97.6 97.7: 2.4 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 3 6 2 39 36 44 42:
Old : 58: 3 6 2 39 36 44 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 49.2 65.4 65.6 43.1 46.8 58.6 60.3
Old : 44.4 49.2 65.4 65.6 43.1 46.8 58.6 60.3
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, August 11, 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 : 225,098: 4,756 3,300 5,698 210,587 211,007 221,041 220,005: 4,057 5,093
Old : 225,098: 4,756 3,300 5,698 210,587 211,007 221,041 220,005: 4,057 5,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -22,747: 2,217 -405 -217 -22,716 -21,760 -20,716 -22,382: -2,031 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.5 2.5 93.6 93.7 98.2 97.7: 1.8 2.3
Old : 100.0: 2.1 1.5 2.5 93.6 93.7 98.2 97.7: 1.8 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 4 3 4 36 43 42 48:
Old : 55: 4 3 4 36 43 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.6 29.2 74.6 47.7 51.9 27.6 70.8 46.0
Old : 53.6 29.2 74.6 47.7 51.9 27.6 70.8 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 101,195: 4,621 0 2,729 87,420 92,329 94,770 95,058: 6,425 6,137
Old : 101,195: 4,621 0 2,729 87,420 92,329 94,770 95,058: 6,425 6,137
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -13,771: 1,862 0 -1,301 -13,063 -11,616 -12,502 -12,917: -1,269 -854
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 2.7 86.4 91.2 93.7 93.9: 6.3 6.1
Old : 100.0: 4.6 0.0 2.7 86.4 91.2 93.7 93.9: 6.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 0 2 23 28 26 30:
Old : 37: 3 0 2 23 28 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 46.8 72.7 67.8 52.6 46.7 69.4 66.9
Old : 53.8 46.8 72.7 67.8 52.6 46.7 69.4 66.9
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 93,729: 582 7,812 1,788 84,333 79,290 86,703 88,890: 7,026 4,839
Old : 93,729: 582 7,812 1,788 84,333 79,290 86,703 88,890: 7,026 4,839
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -13,857: 240 -1,523 -275 -13,952 -10,891 -13,987 -12,689: 130 -1,168
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 8.3 1.9 90.0 84.6 92.5 94.8: 7.5 5.2
Old : 100.0: 0.6 8.3 1.9 90.0 84.6 92.5 94.8: 7.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 5 5 29 27 35 33:
Old : 43: 2 5 5 29 27 35 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 : 52.4 35.1 67.2 56.9 48.7 34.0 61.1 53.6
Old : 52.4 35.1 67.2 56.9 48.7 34.0 61.1 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,547: 504 2,373 1,540 64,631 59,352 66,675 63,265: 6,872 10,282
Old : 73,547: 504 2,373 1,540 64,631 59,352 66,675 63,265: 6,872 10,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -5,464: 45 529 -111 -4,724 -5,150 -4,790 -4,732: -674 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.2 2.1 87.9 80.7 90.7 86.0: 9.3 14.0
Old : 100.0: 0.7 3.2 2.1 87.9 80.7 90.7 86.0: 9.3 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 16 18 18 20:
Old : 26: 1 1 2 16 18 18 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 : 60.3 39.4 77.9 62.5 56.8 37.4 71.1 58.6
Old : 60.3 39.4 77.9 62.5 56.8 37.4 71.1 58.6
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 183,859: 240 0 0 178,526 177,476 178,766 177,476: 5,093 6,383
Old : 183,859: 240 0 0 178,526 177,476 178,766 177,476: 5,093 6,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -10,905: 240 0 0 -10,803 -12,315 -10,563 -12,315: -342 1,410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 97.1 96.5 97.2 96.5: 2.8 3.5
Old : 100.0: 0.1 0.0 0.0 97.1 96.5 97.2 96.5: 2.8 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 : 36: 1 0 0 29 24 30 24:
Old : 36: 1 0 0 29 24 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 64.8 67.9 84.4 42.3 64.5 65.1 82.8
Old : 43.1 64.8 67.9 84.4 42.3 64.5 65.1 82.8
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 81,412: 0 0 0 73,843 75,400 73,843 75,400: 7,569 6,012
Old : 81,412: 0 0 0 73,843 75,400 73,843 75,400: 7,569 6,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -6,635: 0 0 0 -5,787 -6,102 -5,787 -6,102: -848 -533
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.7 92.6 90.7 92.6: 9.3 7.4
Old : 100.0: 0.0 0.0 0.0 90.7 92.6 90.7 92.6: 9.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 18 12 18 12:
Old : 23: 0 0 0 18 12 18 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 69.1 75.7 90.0 57.9 67.5 74.4 84.2
Old : 59.2 69.1 75.7 90.0 57.9 67.5 74.4 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 334,447: 0 1,284 4,996 315,477 318,184 320,473 324,464: 13,974 9,983
Old : 334,447: 0 1,284 4,996 315,477 318,184 320,473 324,464: 13,974 9,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -15,443: -103 -774 1,070 -18,134 -16,012 -17,167 -15,716: 1,724 273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 1.5 94.3 95.1 95.8 97.0: 4.2 3.0
Old : 100.0: 0.0 0.4 1.5 94.3 95.1 95.8 97.0: 4.2 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 0 3 2 44 41 46 44:
Old : 55: 0 3 2 44 41 46 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.8 60.4 57.2 77.3 36.1 59.7 55.5 75.7
Old : 36.8 60.4 57.2 77.3 36.1 59.7 55.5 75.7
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,258: 526 2,440 2,703 63,407 55,953 66,636 61,096: 5,622 11,162
Old : 72,258: 526 2,440 2,703 63,407 55,953 66,636 61,096: 5,622 11,162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -9,836: -225 -1,869 414 -10,354 -10,273 -10,165 -11,728: 329 1,892
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.4 3.7 87.8 77.4 92.2 84.6: 7.8 15.4
Old : 100.0: 0.7 3.4 3.7 87.8 77.4 92.2 84.6: 7.8 15.4
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: 1 1 2 20 17 22 19:
Old : 25: 1 1 2 20 17 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 : 57.3 53.6 74.2 70.6 55.7 49.8 67.1 57.9
Old : 57.3 53.6 74.2 70.6 55.7 49.8 67.1 57.9
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-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,558: 21 2,109 1,768 60,391 58,822 62,180 62,699: 3,378 2,859
Old : 65,558: 21 2,109 1,768 60,391 58,822 62,180 62,699: 3,378 2,859
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -6,840: 21 31 -311 -6,517 -5,546 -6,807 -5,826: -33 -1,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 2.7 92.1 89.7 94.8 95.6: 5.2 4.4
Old : 100.0: 0.0 3.2 2.7 92.1 89.7 94.8 95.6: 5.2 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 21 18 23 20:
Old : 26: 1 1 2 21 18 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 69.1 73.7 82.5 45.4 65.6 63.8 71.9
Old : 50.6 69.1 73.7 82.5 45.4 65.6 63.8 71.9
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,186: 3,416 0 0 63,374 65,692 66,790 65,692: 396 1,494
Old : 67,186: 3,416 0 0 63,374 65,692 66,790 65,692: 396 1,494
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -37,035: -4,736 -4,526 0 -31,176 -30,525 -35,912 -35,051: -1,123 -1,984
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.0 0.0 94.3 97.8 99.4 97.8: 0.6 2.2
Old : 100.0: 5.1 0.0 0.0 94.3 97.8 99.4 97.8: 0.6 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 : 23: 1 0 0 18 15 19 15:
Old : 23: 1 0 0 18 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 62.7 83.6 84.7 54.0 61.7 67.3 74.5
Old : 65.6 62.7 83.6 84.7 54.0 61.7 67.3 74.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 84,566: 8,040 4,898 0 75,744 77,378 83,784 82,276: 782 2,290
Old : 84,566: 8,040 4,898 0 75,744 77,378 83,784 82,276: 782 2,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -38,926: -6,052 -1,519 -1,736 -30,122 -33,842 -37,910 -37,097: -1,016 -1,829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 5.8 0.0 89.6 91.5 99.1 97.3: 0.9 2.7
Old : 100.0: 9.5 5.8 0.0 89.6 91.5 99.1 97.3: 0.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 5 6 0 29 26 34 32:
Old : 57: 5 6 0 29 26 34 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 64.6 61.9 82.6 36.0 56.3 49.4 66.9
Old : 45.9 64.6 61.9 82.6 36.0 56.3 49.4 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 37,798: 0 2,725 0 37,519 34,273 37,519 36,998: 279 800
Old : 37,798: 0 2,725 0 37,519 34,273 37,519 36,998: 279 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -16,558: 0 0 0 -16,248 -15,287 -16,248 -15,287: -310 -1,271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 0.0 99.3 90.7 99.3 97.9: 0.7 2.1
Old : 100.0: 0.0 7.2 0.0 99.3 90.7 99.3 97.9: 0.7 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 : 34: 0 1 0 14 23 14 24:
Old : 34: 0 1 0 14 23 14 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 : 77.1 44.3 93.1 65.6 71.5 43.9 87.5 65.3
Old : 77.1 44.3 93.1 65.6 71.5 43.9 87.5 65.3
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 165,574: 1,487 0 819 157,966 158,286 160,272 159,105: 5,302 6,469
Old : 165,574: 1,487 0 819 157,966 158,286 160,272 159,105: 5,302 6,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -5,479: -103 0 31 -5,148 -5,569 -5,220 -5,538: -259 59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.5 95.4 95.6 96.8 96.1: 3.2 3.9
Old : 100.0: 0.9 0.0 0.5 95.4 95.6 96.8 96.1: 3.2 3.9
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 : 42: 1 0 1 33 34 34 35:
Old : 42: 1 0 1 33 34 34 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 37.5 66.5 57.6 47.5 26.1 56.3 44.1
Old : 53.5 37.5 66.5 57.6 47.5 26.1 56.3 44.1
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 20,912: 0 899 0 20,144 19,207 20,144 20,106: 768 806
Old : 20,912: 0 899 0 20,144 19,207 20,144 20,106: 768 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -8,843: -713 496 -496 -7,293 -8,223 -8,502 -8,223: -341 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 96.3 91.8 96.3 96.1: 3.7 3.9
Old : 100.0: 0.0 4.3 0.0 96.3 91.8 96.3 96.1: 3.7 3.9
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 : 20: 0 2 0 9 10 9 12:
Old : 20: 0 2 0 9 10 9 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 : 85.0 60.6 96.2 88.3 85.0 60.4 96.2 88.1
Old : 85.0 60.6 96.2 88.3 85.0 60.4 96.2 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 64,742: 1,748 1,237 1,407 48,292 59,089 51,447 61,733: 13,295 3,009
Old : 64,742: 1,748 1,237 1,407 48,292 59,089 51,447 61,733: 13,295 3,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,532: 490 196 -785 336 781 41 192: -1,573 -1,724
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 1.9 2.2 74.6 91.3 79.5 95.4: 20.5 4.6
Old : 100.0: 2.7 1.9 2.2 74.6 91.3 79.5 95.4: 20.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 13 17 16 20:
Old : 22: 2 1 3 13 17 16 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 : 51.1 50.7 67.3 70.4 39.6 44.7 46.3 58.2
Old : 51.1 50.7 67.3 70.4 39.6 44.7 46.3 58.2
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,862: 275 635 4,153 85,905 84,596 90,333 89,384: 7,529 8,478
Old : 97,862: 275 635 4,153 85,905 84,596 90,333 89,384: 7,529 8,478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -8,830: 275 -1,686 364 -9,853 -6,923 -9,214 -8,245: 384 -585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.6 4.2 87.8 86.4 92.3 91.3: 7.7 8.7
Old : 100.0: 0.3 0.6 4.2 87.8 86.4 92.3 91.3: 7.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 1 2 21 25 23 27:
Old : 32: 1 1 2 21 25 23 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 : 60.1 41.0 80.3 62.6 57.8 37.5 64.4 52.8
Old : 60.1 41.0 80.3 62.6 57.8 37.5 64.4 52.8
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,735: 686 0 1,365 86,644 97,589 88,695 98,954: 12,040 1,781
Old : 100,735: 686 0 1,365 86,644 97,589 88,695 98,954: 12,040 1,781
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -6,390: -920 0 -465 -4,443 -5,783 -5,828 -6,248: -562 -142
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 1.4 86.0 96.9 88.0 98.2: 12.0 1.8
Old : 100.0: 0.7 0.0 1.4 86.0 96.9 88.0 98.2: 12.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 17 16 18 17:
Old : 24: 1 0 1 17 16 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 : 56.4 71.1 73.6 87.8 42.1 59.2 56.0 69.2
Old : 56.4 71.1 73.6 87.8 42.1 59.2 56.0 69.2
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 86,641: 1,343 210 459 80,647 84,153 82,449 84,822: 4,192 1,819
Old : 86,641: 1,343 210 459 80,647 84,153 82,449 84,822: 4,192 1,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,374: 554 210 -114 -5,232 -4,011 -4,792 -3,915: 418 -459
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.2 0.5 93.1 97.1 95.2 97.9: 4.8 2.1
Old : 100.0: 1.6 0.2 0.5 93.1 97.1 95.2 97.9: 4.8 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 25 22 27 24:
Old : 32: 2 1 1 25 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.1 58.3 66.0 87.0 25.6 41.9 38.8 54.7
Old : 40.1 58.3 66.0 87.0 25.6 41.9 38.8 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,931: 79 4,098 991 108,458 108,459 109,528 113,548: 6,403 2,383
Old : 115,931: 79 4,098 991 108,458 108,459 109,528 113,548: 6,403 2,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -9,024: -84 457 -68 -8,188 -9,444 -8,340 -9,055: -684 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.5 0.9 93.6 93.6 94.5 97.9: 5.5 2.1
Old : 100.0: 0.1 3.5 0.9 93.6 93.6 94.5 97.9: 5.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 21 19 23 23:
Old : 29: 1 3 2 21 19 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 : 67.5 63.1 83.9 82.1 60.5 58.6 76.3 73.4
Old : 67.5 63.1 83.9 82.1 60.5 58.6 76.3 73.4
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 189,262: 3,261 15,798 2,721 171,527 165,430 177,509 183,949: 11,753 5,313
Old : 189,262: 3,261 15,798 2,721 171,527 165,430 177,509 183,949: 11,753 5,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -10,807: -1,023 -890 -496 -8,163 -9,280 -9,682 -10,666: -1,125 -141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 8.3 1.4 90.6 87.4 93.8 97.2: 6.2 2.8
Old : 100.0: 1.7 8.3 1.4 90.6 87.4 93.8 97.2: 6.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 3 3 31 29 35 33:
Old : 44: 2 3 3 31 29 35 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 : 44.2 50.8 62.7 70.5 34.4 50.8 50.5 65.3
Old : 44.2 50.8 62.7 70.5 34.4 50.8 50.5 65.3
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 12,672: 2,010 1,674 0 10,046 10,475 12,056 12,149: 616 523
Old : 12,672: 2,010 1,674 0 10,046 10,475 12,056 12,149: 616 523
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,334: -2,480 -217 0 -2,098 -3,807 -4,578 -4,024: 244 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 13.2 0.0 79.3 82.7 95.1 95.9: 4.9 4.1
Old : 100.0: 15.9 13.2 0.0 79.3 82.7 95.1 95.9: 4.9 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 : 20: 1 2 0 7 13 8 15:
Old : 20: 1 2 0 7 13 8 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 : 79.8 49.0 95.1 73.4 79.8 48.1 89.4 70.5
Old : 79.8 49.0 95.1 73.4 79.8 48.1 89.4 70.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 36,360: 2,356 2,010 0 33,699 34,195 36,055 36,205: 305 155
Old : 36,360: 2,356 2,010 0 33,699 34,195 36,055 36,205: 305 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -11,894: -837 -1,488 0 -10,591 -10,220 -11,428 -11,708: -466 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 5.5 0.0 92.7 94.0 99.2 99.6: 0.8 0.4
Old : 100.0: 6.5 5.5 0.0 92.7 94.0 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 0 17 17 20 18:
Old : 31: 3 1 0 17 17 20 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 59.1 77.4 82.4 54.5 58.1 72.8 78.9
Old : 54.5 59.1 77.4 82.4 54.5 58.1 72.8 78.9
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 42,535: 496 1,581 0 39,862 40,179 40,358 41,760: 2,177 775
Old : 42,535: 496 1,581 0 39,862 40,179 40,358 41,760: 2,177 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -9,954: 496 -1,705 -496 -8,995 -7,536 -8,995 -9,737: -959 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.7 0.0 93.7 94.5 94.9 98.2: 5.1 1.8
Old : 100.0: 1.2 3.7 0.0 93.7 94.5 94.9 98.2: 5.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 14 11 15 12:
Old : 24: 1 1 0 14 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 64.8 79.7 88.9 45.7 64.8 74.1 83.7
Old : 47.7 64.8 79.7 88.9 45.7 64.8 74.1 83.7
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, August 11, 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 : 225,888: 1,455 10,979 3,706 214,851 207,385 220,012 222,070: 5,876 3,818
Old : 225,888: 1,455 10,979 3,706 214,851 207,385 220,012 222,070: 5,876 3,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -27,555: -570 2,467 -178 -26,518 -30,368 -27,266 -28,079: -289 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.9 1.6 95.1 91.8 97.4 98.3: 2.6 1.7
Old : 100.0: 0.6 4.9 1.6 95.1 91.8 97.4 98.3: 2.6 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 3 4 4 41 37 46 43:
Old : 56: 3 4 4 41 37 46 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 : 45.3 54.5 63.9 72.5 44.8 52.2 62.1 67.1
Old : 45.3 54.5 63.9 72.5 44.8 52.2 62.1 67.1
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 100,630: 0 0 0 98,764 99,147 98,764 99,147: 1,866 1,483
Old : 100,630: 0 0 0 98,764 99,147 98,764 99,147: 1,866 1,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -10,250: 0 0 0 -8,976 -8,898 -8,976 -8,898: -1,274 -1,352
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.1 98.5 98.1 98.5: 1.9 1.5
Old : 100.0: 0.0 0.0 0.0 98.1 98.5 98.1 98.5: 1.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 0 0 29 28 29 28:
Old : 35: 0 0 0 29 28 29 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 : 46.8 55.0 68.9 74.4 44.9 50.8 60.0 60.9
Old : 46.8 55.0 68.9 74.4 44.9 50.8 60.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 72,123: 0 0 0 63,119 59,692 63,119 59,692: 9,004 12,431
Old : 72,123: 0 0 0 63,119 59,692 63,119 59,692: 9,004 12,431
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -9,358: 0 0 0 -10,088 -11,790 -10,088 -11,790: 730 2,432
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.5 82.8 87.5 82.8: 12.5 17.2
Old : 100.0: 0.0 0.0 0.0 87.5 82.8 87.5 82.8: 12.5 17.2
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: 0 0 0 19 17 19 17:
Old : 25: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 55.0 66.6 70.9 40.4 54.4 56.4 62.7
Old : 46.9 55.0 66.6 70.9 40.4 54.4 56.4 62.7
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, August 11, 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 : 71,522: 0 728 0 62,847 68,629 62,847 69,357: 8,675 2,165
Old : 71,522: 0 728 0 62,847 68,629 62,847 69,357: 8,675 2,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -13,741: 0 -3 0 -12,871 -13,602 -12,871 -13,605: -870 -136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 87.9 96.0 87.9 97.0: 12.1 3.0
Old : 100.0: 0.0 1.0 0.0 87.9 96.0 87.9 97.0: 12.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 24 19 24 20:
Old : 28: 0 1 0 24 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 : 42.9 73.6 65.9 87.0 41.8 69.1 60.3 78.4
Old : 42.9 73.6 65.9 87.0 41.8 69.1 60.3 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 74,928: 2,072 0 0 68,472 71,027 70,544 71,027: 4,384 3,901
Old : 74,928: 2,072 0 0 68,472 71,027 70,544 71,027: 4,384 3,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,830: 0 0 0 -4,308 -3,731 -4,308 -3,731: 478 -99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 91.4 94.8 94.1 94.8: 5.9 5.2
Old : 100.0: 2.8 0.0 0.0 91.4 94.8 94.1 94.8: 5.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 16 10 17 10:
Old : 23: 1 0 0 16 10 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 80.2 80.0 93.5 65.9 79.7 78.9 90.4
Old : 65.9 80.2 80.0 93.5 65.9 79.7 78.9 90.4
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, August 11, 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 : 142,649: 14,694 6,154 13,518 113,754 122,398 141,967 142,070: 682 579
Old : 142,649: 14,694 6,154 13,518 113,754 122,398 141,967 142,070: 682 579
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -8,911: -680 -2,563 -76 -7,994 -5,301 -8,750 -7,941: -161 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 4.3 9.5 79.7 85.8 99.5 99.6: 0.5 0.4
Old : 100.0: 10.3 4.3 9.5 79.7 85.8 99.5 99.6: 0.5 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 : 76: 14 12 21 47 50 70 74:
Old : 76: 14 12 21 47 50 70 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 29.3 61.8 49.9 27.9 19.4 34.0 30.8
Old : 45.6 29.3 61.8 49.9 27.9 19.4 34.0 30.8
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, August 11, 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 : 63,332: 357 2,270 3,796 59,050 57,266 63,203 63,332: 129 0
Old : 63,332: 357 2,270 3,796 59,050 57,266 63,203 63,332: 129 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 2,736: -6 -595 659 2,058 2,672 2,711 2,736: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 3.6 6.0 93.2 90.4 99.8 100.0: 0.2 0.0
Old : 100.0: 0.6 3.6 6.0 93.2 90.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 8 4 24 23 30 33:
Old : 41: 4 8 4 24 23 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 : 59.4 40.6 78.5 70.2 42.9 33.6 51.4 48.2
Old : 59.4 40.6 78.5 70.2 42.9 33.6 51.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 478,826: 29,326 11,575 8,017 441,483 459,234 478,826 478,826: 0 0
Old : 478,826: 29,326 11,575 8,017 441,483 459,234 478,826 478,826: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 49,129: 0 279 345 48,784 48,505 49,129 49,129: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.4 1.7 92.2 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 6.1 2.4 1.7 92.2 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 : 31: 1 4 3 19 20 22 25:
Old : 31: 1 4 3 19 20 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 51.9 73.7 73.8 30.0 38.0 46.1 47.7
Old : 49.4 51.9 73.7 73.8 30.0 38.0 46.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 1,766,522: 31,951 24,739 36,731 1,697,840 1,705,052 1,766,522 1,766,522: 0 0
Old : 1,766,522: 31,951 24,739 36,731 1,697,840 1,705,052 1,766,522 1,766,522: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -70,109: -4,579 6,728 -375 -65,155 -76,086 -70,109 -69,733: 0 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.4 2.1 96.1 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 1.4 2.1 96.1 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 7 3 5 36 41 44 48:
Old : 56: 7 3 5 36 41 44 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 53.9 73.0 70.6 34.6 34.3 45.2 43.9
Old : 55.7 53.9 73.0 70.6 34.6 34.3 45.2 43.9
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, August 11, 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 : 69,964: 1,423 1,118 4,680 63,851 64,157 69,955 69,955: 9 9
Old : 69,964: 1,423 1,118 4,680 63,851 64,157 69,955 69,955: 9 9
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,298: -157 -378 261 -4,403 -4,182 -4,298 -4,298: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.6 6.7 91.3 91.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 1.6 6.7 91.3 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 : 39: 7 5 7 24 23 33 33:
Old : 39: 7 5 7 24 23 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 : 47.2 61.6 73.3 79.1 33.0 48.4 53.8 55.6
Old : 47.2 61.6 73.3 79.1 33.0 48.4 53.8 55.6
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, August 11, 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 : 485,467: 2,870 6,663 22,723 459,874 456,081 485,467 485,467: 0 0
Old : 485,467: 2,870 6,663 22,723 459,874 456,081 485,467 485,467: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 3,885: 166 -2,130 -1,806 5,525 7,821 3,885 3,885: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.4 4.7 94.7 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 1.4 4.7 94.7 93.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 2 20 17 22 22:
Old : 31: 2 3 2 20 17 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 : 60.0 65.2 80.7 84.2 52.9 56.4 66.5 67.2
Old : 60.0 65.2 80.7 84.2 52.9 56.4 66.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 513,031: 16,406 8,024 9,058 487,567 495,949 513,031 513,031: 0 0
Old : 513,031: 16,406 8,024 9,058 487,567 495,949 513,031 513,031: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -30,807: 16 16 -768 -30,055 -30,055 -30,807 -30,807: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.6 1.8 95.0 96.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 1.6 1.8 95.0 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 : 44: 3 3 3 29 29 33 34:
Old : 44: 3 3 3 29 29 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 : 53.2 47.9 72.3 65.3 45.7 46.1 56.4 58.9
Old : 53.2 47.9 72.3 65.3 45.7 46.1 56.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 49,245: 2,412 1,989 2,457 43,762 44,226 48,631 48,672: 614 573
Old : 49,245: 2,412 1,989 2,457 43,762 44,226 48,631 48,672: 614 573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,563: 189 -142 -130 -3,227 -3,158 -3,168 -3,430: -395 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.0 5.0 88.9 89.8 98.8 98.8: 1.2 1.2
Old : 100.0: 4.9 4.0 5.0 88.9 89.8 98.8 98.8: 1.2 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 : 39: 5 3 3 26 27 31 33:
Old : 39: 5 3 3 26 27 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 56.0 74.2 70.2 49.9 55.2 64.1 67.0
Old : 55.6 56.0 74.2 70.2 49.9 55.2 64.1 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,384: 0 295 0 56,034 56,000 56,034 56,295: 350 89
Old : 56,384: 0 295 0 56,034 56,000 56,034 56,295: 350 89
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,447: 0 -25 0 -4,420 -4,416 -4,420 -4,441: -27 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 99.4 99.3 99.4 99.8: 0.6 0.2
Old : 100.0: 0.0 0.5 0.0 99.4 99.3 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 : 41: 0 2 0 31 28 31 30:
Old : 41: 0 2 0 31 28 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 65.9 73.0 81.9 53.0 57.8 64.4 73.0
Old : 59.1 65.9 73.0 81.9 53.0 57.8 64.4 73.0
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 74,744: 40 700 80 74,290 73,896 74,410 74,676: 334 68
Old : 74,744: 40 700 80 74,290 73,896 74,410 74,676: 334 68
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -6,496: -40 0 0 -6,422 -6,491 -6,462 -6,491: -34 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.1 99.4 98.9 99.6 99.9: 0.4 0.1
Old : 100.0: 0.1 0.9 0.1 99.4 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: 1 1 1 35 30 36 32:
Old : 45: 1 1 1 35 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 : 54.2 64.9 71.0 86.4 52.2 56.5 63.5 76.6
Old : 54.2 64.9 71.0 86.4 52.2 56.5 63.5 76.6
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,920: 1,200 0 0 16,695 17,920 17,895 17,920: 25 0
Old : 17,920: 1,200 0 0 16,695 17,920 17,895 17,920: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -745: 0 0 0 -560 -685 -560 -685: -185 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.0 0.0 93.2 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 6.7 0.0 0.0 93.2 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 22 17 23 17:
Old : 29: 1 0 0 22 17 23 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 : 50.2 69.9 72.7 89.1 48.7 63.8 64.6 75.3
Old : 50.2 69.9 72.7 89.1 48.7 63.8 64.6 75.3
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 262,408: 0 9,048 5,520 256,888 247,840 262,408 262,408: 0 0
Old : 262,408: 0 9,048 5,520 256,888 247,840 262,408 262,408: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -11,272: 0 -2,280 -376 -10,896 -8,616 -11,272 -11,272: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 2.1 97.9 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.4 2.1 97.9 94.4 100.0 100.0: 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 : 32: 0 3 1 21 22 22 25:
Old : 32: 0 3 1 21 22 22 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 : 51.2 65.7 77.1 83.5 50.6 55.2 64.0 62.8
Old : 51.2 65.7 77.1 83.5 50.6 55.2 64.0 62.8
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 6,893: 1,381 407 21 5,408 6,273 6,810 6,701: 83 192
Old : 6,893: 1,381 407 21 5,408 6,273 6,810 6,701: 83 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,114: -207 -253 0 -753 -771 -960 -1,024: -154 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 5.9 0.3 78.5 91.0 98.8 97.2: 1.2 2.8
Old : 100.0: 20.0 5.9 0.3 78.5 91.0 98.8 97.2: 1.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 1 1 20 22 22 24:
Old : 30: 2 1 1 20 22 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 42.9 75.3 67.5 45.7 36.4 63.2 51.2
Old : 53.0 42.9 75.3 67.5 45.7 36.4 63.2 51.2
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,900: 1,180 225 20 16,635 17,600 17,835 17,845: 65 55
Old : 17,900: 1,180 225 20 16,635 17,600 17,835 17,845: 65 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,545: 10 -125 -10 -2,580 -2,465 -2,580 -2,600: 35 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.3 0.1 92.9 98.3 99.6 99.7: 0.4 0.3
Old : 100.0: 6.6 1.3 0.1 92.9 98.3 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 1 21 20 22 22:
Old : 34: 1 1 1 21 20 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 : 52.7 65.7 75.1 89.1 52.5 55.4 70.5 73.4
Old : 52.7 65.7 75.1 89.1 52.5 55.4 70.5 73.4
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,645: 0 750 120 14,205 13,735 14,325 14,605: 320 40
Old : 14,645: 0 750 120 14,205 13,735 14,325 14,605: 320 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -600: 0 35 -35 -560 -600 -595 -600: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.8 97.0 93.8 97.8 99.7: 2.2 0.3
Old : 100.0: 0.0 5.1 0.8 97.0 93.8 97.8 99.7: 2.2 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 : 28: 0 1 1 26 21 27 22:
Old : 28: 0 1 1 26 21 27 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 : 44.3 60.9 67.1 82.0 22.9 31.2 38.3 39.5
Old : 44.3 60.9 67.1 82.0 22.9 31.2 38.3 39.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,830: 611 42 131 16,854 16,340 17,596 16,513: 234 1,317
Old : 17,830: 611 42 131 16,854 16,340 17,596 16,513: 234 1,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,584: -115 0 0 -1,354 -1,490 -1,469 -1,490: -115 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.2 0.7 94.5 91.6 98.7 92.6: 1.3 7.4
Old : 100.0: 3.4 0.2 0.7 94.5 91.6 98.7 92.6: 1.3 7.4
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 1 24 23 25 25:
Old : 28: 1 1 1 24 23 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 56.3 57.3 75.3 28.5 45.5 47.4 55.7
Old : 33.6 56.3 57.3 75.3 28.5 45.5 47.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,931: 0 7,787 1,475 50,141 42,569 51,616 51,831: 315 100
Old : 51,931: 0 7,787 1,475 50,141 42,569 51,616 51,831: 315 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,394: 0 -1,096 153 -3,542 -2,431 -3,389 -3,374: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.0 2.8 96.6 82.0 99.4 99.8: 0.6 0.2
Old : 100.0: 0.0 15.0 2.8 96.6 82.0 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 : 46: 0 7 4 32 31 36 38:
Old : 46: 0 7 4 32 31 36 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 36.6 67.2 58.0 46.8 34.0 59.0 52.4
Old : 47.9 36.6 67.2 58.0 46.8 34.0 59.0 52.4
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,943: 25 9,532 2,536 54,375 44,779 56,936 56,847: 7 96
Old : 56,943: 25 9,532 2,536 54,375 44,779 56,936 56,847: 7 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,669: 25 -986 -153 -3,526 -2,510 -3,654 -3,649: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.7 4.5 95.5 78.6 100.0 99.8: 0.0 0.2
Old : 100.0: 0.0 16.7 4.5 95.5 78.6 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 1 7 6 36 35 43 42:
Old : 48: 1 7 6 36 35 43 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 39.5 64.1 58.7 39.8 36.5 55.2 54.0
Old : 46.8 39.5 64.1 58.7 39.8 36.5 55.2 54.0
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,830: 1,070 0 0 46,705 47,800 47,775 47,800: 55 30
Old : 47,830: 1,070 0 0 46,705 47,800 47,775 47,800: 55 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,880: -50 0 0 -1,680 -1,865 -1,730 -1,865: -150 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.6 99.9 99.9 99.9: 0.1 0.1
Old : 100.0: 2.2 0.0 0.0 97.6 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 16 31 16:
Old : 34: 2 0 0 29 16 31 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 91.5 74.5 96.3 53.6 86.9 69.2 88.5
Old : 56.1 91.5 74.5 96.3 53.6 86.9 69.2 88.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,275: 895 0 0 48,260 49,240 49,155 49,240: 120 35
Old : 49,275: 895 0 0 48,260 49,240 49,155 49,240: 120 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,695: 0 0 0 -4,495 -4,730 -4,495 -4,730: -200 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 97.9 99.9 99.8 99.9: 0.2 0.1
Old : 100.0: 1.8 0.0 0.0 97.9 99.9 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 29 19 30 19:
Old : 33: 1 0 0 29 19 30 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 : 56.2 93.6 70.7 96.4 54.0 88.2 67.9 88.9
Old : 56.2 93.6 70.7 96.4 54.0 88.2 67.9 88.9
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 342,772: 49,559 1,576 20,744 272,469 320,452 342,772 342,772: 0 0
Old : 342,772: 49,559 1,576 20,744 272,469 320,452 342,772 342,772: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -25,001: -1,067 384 -1,936 -21,998 -23,449 -25,001 -25,001: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 0.5 6.1 79.5 93.5 100.0 100.0: 0.0 0.0
Old : 100.0: 14.5 0.5 6.1 79.5 93.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 5 2 3 28 33 33 38:
Old : 43: 5 2 3 28 33 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 : 42.6 44.9 63.5 64.0 32.0 38.7 49.3 50.3
Old : 42.6 44.9 63.5 64.0 32.0 38.7 49.3 50.3
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 22,988: 3,560 804 791 18,490 21,203 22,841 22,798: 147 190
Old : 22,988: 3,560 804 791 18,490 21,203 22,841 22,798: 147 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,218: -138 -182 -182 -1,806 -1,789 -2,126 -2,153: -92 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 3.5 3.4 80.4 92.2 99.4 99.2: 0.6 0.8
Old : 100.0: 15.5 3.5 3.4 80.4 92.2 99.4 99.2: 0.6 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 : 42: 3 5 6 28 32 34 40:
Old : 42: 3 5 6 28 32 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.1 42.9 67.4 63.7 34.6 41.7 54.6 54.8
Old : 41.1 42.9 67.4 63.7 34.6 41.7 54.6 54.8
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 35,286: 1,570 177 340 33,376 34,769 35,286 35,286: 0 0
Old : 35,286: 1,570 177 340 33,376 34,769 35,286 35,286: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,775: -156 23 -26 -2,593 -2,772 -2,775 -2,775: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.5 1.0 94.6 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 0.5 1.0 94.6 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 2 19 14 24 17:
Old : 28: 5 1 2 19 14 24 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 : 68.4 88.1 82.2 94.1 64.3 81.7 72.9 83.3
Old : 68.4 88.1 82.2 94.1 64.3 81.7 72.9 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 483,592: 0 15,644 7,534 476,058 460,414 483,592 483,592: 0 0
Old : 483,592: 0 15,644 7,534 476,058 460,414 483,592 483,592: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -40,862: 0 752 -1,128 -39,734 -39,734 -40,862 -40,110: 0 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 1.6 98.4 95.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.2 1.6 98.4 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 20 16 21 18:
Old : 28: 0 2 1 20 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 90.8 84.0 95.6 60.7 81.4 77.0 85.0
Old : 63.6 90.8 84.0 95.6 60.7 81.4 77.0 85.0
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 40,512: 4,347 233 2,313 33,598 37,074 40,258 39,620: 254 892
Old : 40,512: 4,347 233 2,313 33,598 37,074 40,258 39,620: 254 892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,416: -575 -92 -138 -2,634 -3,071 -3,347 -3,301: -69 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.6 5.7 82.9 91.5 99.4 97.8: 0.6 2.2
Old : 100.0: 10.7 0.6 5.7 82.9 91.5 99.4 97.8: 0.6 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 : 30: 4 1 2 17 20 21 23:
Old : 30: 4 1 2 17 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 82.2 81.7 90.1 55.5 73.4 70.2 76.2
Old : 58.7 82.2 81.7 90.1 55.5 73.4 70.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 55,035: 0 4,345 0 55,035 50,690 55,035 55,035: 0 0
Old : 55,035: 0 4,345 0 55,035 50,690 55,035 55,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -10,640: 0 -1,128 0 -10,640 -9,512 -10,640 -10,640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.9 0.0 100.0 92.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 7.9 0.0 100.0 92.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 14 12 14 13:
Old : 20: 0 1 0 14 12 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 70.5 88.5 92.0 59.9 59.8 76.3 79.9
Old : 62.8 70.5 88.5 92.0 59.9 59.8 76.3 79.9
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,954: 3,133 211 126 13,419 16,047 16,678 16,384: 276 570
Old : 16,954: 3,133 211 126 13,419 16,047 16,678 16,384: 276 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,012: -369 -23 -23 -319 -653 -711 -699: -301 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 1.2 0.7 79.1 94.7 98.4 96.6: 1.6 3.4
Old : 100.0: 18.5 1.2 0.7 79.1 94.7 98.4 96.6: 1.6 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 : 33: 5 2 3 20 24 25 29:
Old : 33: 5 2 3 20 24 25 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 : 47.5 48.1 68.8 68.0 33.0 34.9 52.1 48.4
Old : 47.5 48.1 68.8 68.0 33.0 34.9 52.1 48.4
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 193,393: 18,701 0 2,377 172,315 191,016 193,393 193,393: 0 0
Old : 193,393: 18,701 0 2,377 172,315 191,016 193,393 193,393: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -12,367: -727 0 -401 -11,239 -11,966 -12,367 -12,367: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 1.2 89.1 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 9.7 0.0 1.2 89.1 98.8 100.0 100.0: 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 : 29: 2 0 1 19 21 21 22:
Old : 29: 2 0 1 19 21 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 57.9 81.5 84.6 50.7 49.9 66.0 71.6
Old : 59.7 57.9 81.5 84.6 50.7 49.9 66.0 71.6
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,324: 1,126 0 84 11,072 11,331 12,282 11,415: 42 909
Old : 12,324: 1,126 0 84 11,072 11,331 12,282 11,415: 42 909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -578: 49 0 -92 -420 -611 -463 -703: -115 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.7 89.8 91.9 99.7 92.6: 0.3 7.4
Old : 100.0: 9.1 0.0 0.7 89.8 91.9 99.7 92.6: 0.3 7.4
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: 3 0 1 20 23 23 24:
Old : 28: 3 0 1 20 23 23 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 47.5 73.8 70.1 51.7 36.6 66.3 55.0
Old : 54.8 47.5 73.8 70.1 51.7 36.6 66.3 55.0
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 124,194: 5,513 0 0 118,681 124,194 124,194 124,194: 0 0
Old : 124,194: 5,513 0 0 118,681 124,194 124,194 124,194: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -7,816: -744 0 0 -7,072 -7,816 -7,816 -7,816: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.0 95.6 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.4 0.0 0.0 95.6 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 0 22 20 24 20:
Old : 28: 2 0 0 22 20 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 63.3 74.1 85.5 43.3 50.9 57.0 65.8
Old : 54.4 63.3 74.1 85.5 43.3 50.9 57.0 65.8
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,944: 430 0 770 19,744 20,174 20,944 20,944: 0 0
Old : 20,944: 430 0 770 19,744 20,174 20,944 20,944: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -151: 0 0 0 -151 -151 -151 -151: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 3.7 94.3 96.3 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 3.7 94.3 96.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 1 17 15 18 16:
Old : 22: 1 0 1 17 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 : 77.5 63.7 89.5 84.2 33.2 31.9 40.8 41.9
Old : 77.5 63.7 89.5 84.2 33.2 31.9 40.8 41.9
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 172,912: 5,481 0 0 167,431 172,912 172,912 172,912: 0 0
Old : 172,912: 5,481 0 0 167,431 172,912 172,912 172,912: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 312: 0 0 0 312 312 312 312: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 96.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.2 0.0 0.0 96.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 14 16 15 16:
Old : 20: 1 0 0 14 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 72.9 90.1 89.7 40.0 44.7 47.8 50.9
Old : 70.1 72.9 90.1 89.7 40.0 44.7 47.8 50.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,430: 0 300 0 8,935 9,065 8,935 9,365: 495 65
Old : 9,430: 0 300 0 8,935 9,065 8,935 9,365: 495 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,065: 0 -100 0 -1,020 -965 -1,020 -1,065: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 94.8 96.1 94.8 99.3: 5.2 0.7
Old : 100.0: 0.0 3.2 0.0 94.8 96.1 94.8 99.3: 5.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 15 11 15 12:
Old : 22: 0 1 0 15 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 80.2 88.1 95.9 58.7 75.7 75.0 85.0
Old : 68.6 80.2 88.1 95.9 58.7 75.7 75.0 85.0
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, August 11, 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 : 93,624: 3,626 144 12,339 77,404 80,865 93,370 93,347: 255 277
Old : 93,624: 3,626 144 12,339 77,404 80,865 93,370 93,347: 255 277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 3,203: 520 -31 888 1,792 2,353 3,201 3,210: 2 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 13.2 82.7 86.4 99.7 99.7: 0.3 0.3
Old : 100.0: 3.9 0.2 13.2 82.7 86.4 99.7 99.7: 0.3 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 : 25: 3 1 3 19 17 23 20:
Old : 25: 3 1 3 19 17 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 64.6 78.9 88.5 26.7 33.7 32.3 35.5
Old : 46.1 64.6 78.9 88.5 26.7 33.7 32.3 35.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,235: 0 750 0 24,880 24,485 24,880 25,235: 355 0
Old : 25,235: 0 750 0 24,880 24,485 24,880 25,235: 355 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,580: 0 -75 0 -1,555 -1,505 -1,555 -1,580: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.6 97.0 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 3.0 0.0 98.6 97.0 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 21 16 21 17:
Old : 28: 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 : 59.3 79.3 84.1 91.6 50.0 74.6 73.5 83.1
Old : 59.3 79.3 84.1 91.6 50.0 74.6 73.5 83.1
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,865: 0 750 0 21,260 21,015 21,260 21,765: 605 100
Old : 21,865: 0 750 0 21,260 21,015 21,260 21,765: 605 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -880: 0 -75 0 -845 -805 -845 -880: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.0 97.2 96.1 97.2 99.5: 2.8 0.5
Old : 100.0: 0.0 3.4 0.0 97.2 96.1 97.2 99.5: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 17 10 17 11:
Old : 23: 0 1 0 17 10 17 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 : 64.2 87.3 82.4 97.9 58.4 83.9 76.3 89.2
Old : 64.2 87.3 82.4 97.9 58.4 83.9 76.3 89.2
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,586: 200 0 0 25,386 25,586 25,586 25,586: 0 0
Old : 25,586: 200 0 0 25,386 25,586 25,586 25,586: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,865: -50 0 0 -2,815 -2,865 -2,865 -2,865: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 99.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.0 0.0 99.2 100.0 100.0 100.0: 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 : 36: 2 0 0 23 21 25 21:
Old : 36: 2 0 0 23 21 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 74.5 75.8 89.3 50.3 72.7 68.0 79.6
Old : 56.7 74.5 75.8 89.3 50.3 72.7 68.0 79.6
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,148: 175 0 0 22,740 23,133 22,915 23,133: 233 15
Old : 23,148: 175 0 0 22,740 23,133 22,915 23,133: 233 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,356: -275 0 0 -2,070 -2,356 -2,345 -2,356: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 98.2 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 0.8 0.0 0.0 98.2 99.9 99.0 99.9: 1.0 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 : 27: 1 0 0 18 15 19 15:
Old : 27: 1 0 0 18 15 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 79.5 79.3 93.6 62.4 77.3 78.3 84.6
Old : 62.6 79.5 79.3 93.6 62.4 77.3 78.3 84.6
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,840: 25 0 0 12,240 12,740 12,265 12,740: 575 100
Old : 12,840: 25 0 0 12,240 12,740 12,265 12,740: 575 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -200: -50 0 0 -100 -190 -150 -190: -50 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 95.3 99.2 95.5 99.2: 4.5 0.8
Old : 100.0: 0.2 0.0 0.0 95.3 99.2 95.5 99.2: 4.5 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 : 24: 1 0 0 21 10 22 10:
Old : 24: 1 0 0 21 10 22 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 : 49.3 90.1 71.9 98.4 44.9 78.7 63.5 80.5
Old : 49.3 90.1 71.9 98.4 44.9 78.7 63.5 80.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,902: 25 0 0 13,692 13,902 13,717 13,902: 185 0
Old : 13,902: 25 0 0 13,692 13,902 13,717 13,902: 185 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -775: -25 0 0 -725 -775 -750 -775: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.0 98.5 100.0 98.7 100.0: 1.3 0.0
Old : 100.0: 0.2 0.0 0.0 98.5 100.0 98.7 100.0: 1.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 24 9 25 9:
Old : 27: 1 0 0 24 9 25 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 : 46.6 93.7 67.7 99.8 42.9 84.7 62.9 85.6
Old : 46.6 93.7 67.7 99.8 42.9 84.7 62.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 114,900: 3,405 1,100 95 111,380 113,515 114,880 114,710: 20 190
Old : 114,900: 3,405 1,100 95 111,380 113,515 114,880 114,710: 20 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -10,205: -180 -100 -220 -9,805 -9,775 -10,205 -10,095: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.0 0.1 96.9 98.8 100.0 99.8: 0.0 0.2
Old : 100.0: 3.0 1.0 0.1 96.9 98.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 41.2 63.3 64.6 82.4 39.4 53.1 54.1 62.8
Old : 41.2 63.3 64.6 82.4 39.4 53.1 54.1 62.8
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 124,642: 1,655 1,470 335 122,652 122,744 124,642 124,549: 0 93
Old : 124,642: 1,655 1,470 335 122,652 122,744 124,642 124,549: 0 93
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -14,114: -250 -257 -140 -13,724 -13,520 -14,114 -13,917: 0 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.2 0.3 98.4 98.5 100.0 99.9: 0.0 0.1
Old : 100.0: 1.3 1.2 0.3 98.4 98.5 100.0 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 : 52: 3 5 3 41 34 47 39:
Old : 52: 3 5 3 41 34 47 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 : 47.8 64.2 66.9 80.4 41.1 58.9 56.2 67.6
Old : 47.8 64.2 66.9 80.4 41.1 58.9 56.2 67.6
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 141,357: 16,629 7,061 3,710 120,805 130,346 141,144 141,117: 213 240
Old : 141,357: 16,629 7,061 3,710 120,805 130,346 141,144 141,117: 213 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -6,599: -1,360 409 -201 -4,924 -6,659 -6,485 -6,451: -114 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 5.0 2.6 85.5 92.2 99.8 99.8: 0.2 0.2
Old : 100.0: 11.8 5.0 2.6 85.5 92.2 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 : 64: 8 7 8 44 40 55 52:
Old : 64: 8 7 8 44 40 55 52:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 56.9 50.1 70.8 26.3 50.0 43.7 59.0
Old : 28.1 56.9 50.1 70.8 26.3 50.0 43.7 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 101,516: 695 3,175 2,960 97,750 95,381 101,405 101,516: 111 0
Old : 101,516: 695 3,175 2,960 97,750 95,381 101,405 101,516: 111 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,143: -25 15 -190 -2,870 -2,968 -3,085 -3,143: -58 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.1 2.9 96.3 94.0 99.9 100.0: 0.1 0.0
Old : 100.0: 0.7 3.1 2.9 96.3 94.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 4 3 5 37 34 43 40:
Old : 48: 4 3 5 37 34 43 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 71.3 52.5 80.1 30.3 60.4 43.8 65.1
Old : 34.8 71.3 52.5 80.1 30.3 60.4 43.8 65.1
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,375: 0 305 25 24,335 24,045 24,360 24,375: 15 0
Old : 24,375: 0 305 25 24,335 24,045 24,360 24,375: 15 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,465: 0 -30 0 -1,450 -1,435 -1,450 -1,465: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.1 99.8 98.6 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 1.3 0.1 99.8 98.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 1 1 27 12 28 13:
Old : 32: 0 1 1 27 12 28 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 81.4 75.2 95.6 54.8 79.4 73.9 90.5
Old : 54.8 81.4 75.2 95.6 54.8 79.4 73.9 90.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,325: 0 105 100 21,165 21,020 21,265 21,225: 60 100
Old : 21,325: 0 105 100 21,165 21,020 21,265 21,225: 60 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,430: 0 -30 0 -1,410 -1,390 -1,410 -1,420: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.5 99.2 98.6 99.7 99.5: 0.3 0.5
Old : 100.0: 0.0 0.5 0.5 99.2 98.6 99.7 99.5: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 24 9 25 10:
Old : 27: 0 1 1 24 9 25 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 84.0 77.7 98.3 57.8 81.8 75.8 90.4
Old : 57.8 84.0 77.7 98.3 57.8 81.8 75.8 90.4
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 26,759: 50 950 175 26,415 25,424 26,640 26,549: 119 210
Old : 26,759: 50 950 175 26,415 25,424 26,640 26,549: 119 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -765: -50 5 -30 -680 -720 -760 -745: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.6 0.7 98.7 95.0 99.6 99.2: 0.4 0.8
Old : 100.0: 0.2 3.6 0.7 98.7 95.0 99.6 99.2: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 1 2 1 29 25 31 27:
Old : 36: 1 2 1 29 25 31 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 : 54.9 50.5 68.6 70.4 51.8 44.7 61.6 60.1
Old : 54.9 50.5 68.6 70.4 51.8 44.7 61.6 60.1
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 10,665: 740 0 160 9,765 10,505 10,665 10,665: 0 0
Old : 10,665: 740 0 160 9,765 10,505 10,665 10,665: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -265: 35 0 -35 -265 -230 -265 -265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 0.0 1.5 91.6 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 6.9 0.0 1.5 91.6 98.5 100.0 100.0: 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 : 20: 1 0 1 16 17 17 18:
Old : 20: 1 0 1 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
Old : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,893: 3,023 2,120 400 26,945 28,353 30,368 30,873: 525 20
Old : 30,893: 3,023 2,120 400 26,945 28,353 30,368 30,873: 525 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,787: -290 50 -50 -1,426 -1,767 -1,766 -1,767: -21 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.9 1.3 87.2 91.8 98.3 99.9: 1.7 0.1
Old : 100.0: 9.8 6.9 1.3 87.2 91.8 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 2 24 24 27 27:
Old : 35: 2 2 2 24 24 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 : 65.0 46.8 80.9 73.5 52.3 41.9 67.4 63.2
Old : 65.0 46.8 80.9 73.5 52.3 41.9 67.4 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,128: 2,287 0 60 20,131 22,853 22,478 22,913: 650 215
Old : 23,128: 2,287 0 60 20,131 22,853 22,478 22,913: 650 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,103: -307 0 0 -1,133 -1,100 -1,440 -1,100: 337 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.0 0.3 87.0 98.8 97.2 99.1: 2.8 0.9
Old : 100.0: 9.9 0.0 0.3 87.0 98.8 97.2 99.1: 2.8 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 : 29: 2 0 1 20 22 22 23:
Old : 29: 2 0 1 20 22 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 : 47.2 54.7 74.8 77.7 31.9 38.2 50.3 52.5
Old : 47.2 54.7 74.8 77.7 31.9 38.2 50.3 52.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,572: 300 15 200 26,862 27,317 27,362 27,532: 210 40
Old : 27,572: 300 15 200 26,862 27,317 27,362 27,532: 210 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,405: 0 -25 0 -1,350 -1,365 -1,350 -1,390: -55 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.1 0.7 97.4 99.1 99.2 99.9: 0.8 0.1
Old : 100.0: 1.1 0.1 0.7 97.4 99.1 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 1 27 29 29 30:
Old : 38: 1 1 1 27 29 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 71.4 79.2 87.9 58.7 71.3 76.8 86.5
Old : 60.3 71.4 79.2 87.9 58.7 71.3 76.8 86.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,925: 600 450 0 22,155 22,475 22,755 22,925: 170 0
Old : 22,925: 600 450 0 22,155 22,475 22,755 22,925: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,200: 0 -90 0 -1,190 -1,110 -1,190 -1,200: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.0 0.0 96.6 98.0 99.3 100.0: 0.7 0.0
Old : 100.0: 2.6 2.0 0.0 96.6 98.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 1 0 24 24 25 25:
Old : 34: 1 1 0 24 24 25 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 62.8 82.0 81.0 63.7 61.1 75.8 78.7
Old : 66.1 62.8 82.0 81.0 63.7 61.1 75.8 78.7
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,539: 0 810 0 15,427 14,729 15,427 15,539: 112 0
Old : 15,539: 0 810 0 15,427 14,729 15,427 15,539: 112 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,455: 0 -50 0 -1,444 -1,405 -1,444 -1,455: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 99.3 94.8 99.3 100.0: 0.7 0.0
Old : 100.0: 0.0 5.2 0.0 99.3 94.8 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 17 14 17 15:
Old : 25: 0 1 0 17 14 17 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 : 58.7 59.4 85.8 85.5 58.7 49.8 80.1 74.9
Old : 58.7 59.4 85.8 85.5 58.7 49.8 80.1 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,254: 0 0 0 9,429 9,949 9,429 9,949: 825 305
Old : 10,254: 0 0 0 9,429 9,949 9,429 9,949: 825 305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -288: 0 0 0 -218 -283 -218 -283: -70 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.0 97.0 92.0 97.0: 8.0 3.0
Old : 100.0: 0.0 0.0 0.0 92.0 97.0 92.0 97.0: 8.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 11 14 11:
Old : 20: 0 0 0 14 11 14 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 : 53.2 81.7 81.8 93.9 53.0 79.9 81.6 90.8
Old : 53.2 81.7 81.8 93.9 53.0 79.9 81.6 90.8
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,092: 25 2,380 245 31,703 29,302 31,973 31,927: 119 165
Old : 32,092: 25 2,380 245 31,703 29,302 31,973 31,927: 119 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,010: 0 -35 -15 -975 -940 -990 -990: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.4 0.8 98.8 91.3 99.6 99.5: 0.4 0.5
Old : 100.0: 0.1 7.4 0.8 98.8 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 : 36: 1 2 1 28 23 30 25:
Old : 36: 1 2 1 28 23 30 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 50.1 68.2 74.7 52.4 45.7 65.6 68.5
Old : 53.3 50.1 68.2 74.7 52.4 45.7 65.6 68.5
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, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 11,887: 1,957 0 0 9,750 11,827 11,707 11,827: 180 60
Old : 11,887: 1,957 0 0 9,750 11,827 11,707 11,827: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -225: 20 0 0 -215 -225 -195 -225: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 0.0 0.0 82.0 99.5 98.5 99.5: 1.5 0.5
Old : 100.0: 16.5 0.0 0.0 82.0 99.5 98.5 99.5: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 0 0 16 18 18 18:
Old : 27: 2 0 0 16 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 73.8 74.5 89.3 44.4 70.4 69.8 79.7
Old : 44.6 73.8 74.5 89.3 44.4 70.4 69.8 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,654: 2,110 50 125 11,104 13,464 13,339 13,639: 315 15
Old : 13,654: 2,110 50 125 11,104 13,464 13,339 13,639: 315 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -400: 20 -50 -25 -245 -325 -250 -400: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.4 0.9 81.3 98.6 97.7 99.9: 2.3 0.1
Old : 100.0: 15.5 0.4 0.9 81.3 98.6 97.7 99.9: 2.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 23 19 25 21:
Old : 31: 2 1 1 23 19 25 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 73.9 67.5 88.4 42.4 68.5 65.9 79.5
Old : 42.7 73.9 67.5 88.4 42.4 68.5 65.9 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015