CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 27,513: 12,503 3,637 1,264 13,682 22,613 27,448 27,513: 65 0
Old : 27,513: 12,503 3,637 1,264 13,682 22,613 27,448 27,513: 65 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 2,511: 2,733 -3 487 -714 2,028 2,506 2,511: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.4 13.2 4.6 49.7 82.2 99.8 100.0: 0.2 0.0
Old : 100.0: 45.4 13.2 4.6 49.7 82.2 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: 13 5 8 9 10 26 19:
Old : 29: 13 5 8 9 10 26 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 : 55.9 60.2 79.5 81.9 44.7 49.4 61.6 63.8
Old : 55.9 60.2 79.5 81.9 44.7 49.4 61.6 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 26,307: 5,373 6,264 1,021 19,913 19,022 26,307 26,307: 0 0
Old : 26,307: 5,373 6,264 1,021 19,913 19,022 26,307 26,307: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 427: 5 500 -5 427 -68 427 427: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 23.8 3.9 75.7 72.3 100.0 100.0: 0.0 0.0
Old : 100.0: 20.4 23.8 3.9 75.7 72.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 3 2 8 8 15 13:
Old : 21: 6 3 2 8 8 15 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.0 73.1 93.2 98.4 60.2 66.8 71.2 73.5
Old : 77.0 73.1 93.2 98.4 60.2 66.8 71.2 73.5
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, September 08, 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 : 34,495: 4,562 4,572 2,850 27,083 27,073 34,495 34,495: 0 0
Old : 34,495: 4,562 4,572 2,850 27,083 27,073 34,495 34,495: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 398: 625 -60 1,217 -1,444 -759 398 398: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 13.3 8.3 78.5 78.5 100.0 100.0: 0.0 0.0
Old : 100.0: 13.2 13.3 8.3 78.5 78.5 100.0 100.0: 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 : 27: 6 6 6 13 10 23 19:
Old : 27: 6 6 6 13 10 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 64.8 80.4 86.1 42.7 53.5 58.0 62.0
Old : 55.2 64.8 80.4 86.1 42.7 53.5 58.0 62.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,979,320: 338,037 288,494 773,462 2,833,286 2,902,975 3,944,785 3,964,931: 34,535 14,389
Old : 3,979,320: 338,037 288,494 773,462 2,833,286 2,902,975 3,944,785 3,964,931: 34,535 14,389
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 32,186: 4,173 16,939 12,564 15,254 2,913 31,991 32,416: 195 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.2 19.4 71.2 73.0 99.1 99.6: 0.9 0.4
Old : 100.0: 8.5 7.2 19.4 71.2 73.0 99.1 99.6: 0.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 30 41 55 138 119 198 186:
Old : 222: 30 41 55 138 119 198 186:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.0 23.9 34.5 42.2 15.5 20.1 25.5 30.1
Old : 21.0 23.9 34.5 42.2 15.5 20.1 25.5 30.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,806,155: 134,160 85,220 795,635 876,224 924,550 1,806,019 1,805,405: 136 750
Old : 1,806,155: 134,160 85,220 795,635 876,224 924,550 1,806,019 1,805,405: 136 750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 35,251: 2,863 5,607 16,953 15,595 12,713 35,410 35,272: -159 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 4.7 44.1 48.5 51.2 100.0 100.0: 0.0 0.0
Old : 100.0: 7.4 4.7 44.1 48.5 51.2 100.0 100.0: 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 : 98: 25 17 39 50 53 91 93:
Old : 98: 25 17 39 50 53 91 93:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.6 37.8 63.0 62.3 8.7 7.6 10.6 10.9
Old : 41.6 37.8 63.0 62.3 8.7 7.6 10.6 10.9
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, September 08, 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 : 233,991: 8,179 6,183 2,576 209,773 217,972 220,528 226,731: 13,463 7,260
Old : 233,991: 8,179 6,183 2,576 209,773 217,972 220,528 226,731: 13,463 7,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -25,293: -1,494 -2,144 -702 -21,833 -24,085 -24,029 -26,931: -1,264 1,638
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 2.6 1.1 89.7 93.2 94.2 96.9: 5.8 3.1
Old : 100.0: 3.5 2.6 1.1 89.7 93.2 94.2 96.9: 5.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 7 5 35 33 43 40:
Old : 54: 3 7 5 35 33 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 : 34.6 52.4 55.5 74.9 27.5 40.1 39.3 51.7
Old : 34.6 52.4 55.5 74.9 27.5 40.1 39.3 51.7
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, September 08, 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 : 111,336: 2,595 217 1,189 101,268 105,780 105,052 107,186: 6,284 4,150
Old : 111,336: 2,595 217 1,189 101,268 105,780 105,052 107,186: 6,284 4,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -16,108: -3,025 0 -429 -13,043 -15,345 -16,497 -15,774: 389 -334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.2 1.1 91.0 95.0 94.4 96.3: 5.6 3.7
Old : 100.0: 2.3 0.2 1.1 91.0 95.0 94.4 96.3: 5.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 1 2 27 30 30 33:
Old : 41: 3 1 2 27 30 30 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 52.0 77.1 73.4 50.7 46.6 67.2 61.4
Old : 54.2 52.0 77.1 73.4 50.7 46.6 67.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 203,091: 91 7,571 2,520 192,098 181,711 194,709 191,802: 8,382 11,289
Old : 203,091: 91 7,571 2,520 192,098 181,711 194,709 191,802: 8,382 11,289
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -9,104: 0 -2,567 -771 -8,380 -5,719 -9,151 -9,057: 47 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 1.2 94.6 89.5 95.9 94.4: 4.1 5.6
Old : 100.0: 0.0 3.7 1.2 94.6 89.5 95.9 94.4: 4.1 5.6
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 : 42: 1 5 3 28 29 31 35:
Old : 42: 1 5 3 28 29 31 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 : 54.2 45.1 70.3 62.5 48.7 42.7 63.0 59.1
Old : 54.2 45.1 70.3 62.5 48.7 42.7 63.0 59.1
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, September 08, 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 : 631,173: 8,888 1,014 2,837 611,563 623,706 623,288 627,557: 7,885 3,616
Old : 631,173: 8,888 1,014 2,837 611,563 623,706 623,288 627,557: 7,885 3,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -30,914: 1,887 -180 950 -31,205 -31,394 -28,368 -30,624: -2,546 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.2 0.4 96.9 98.8 98.8 99.4: 1.2 0.6
Old : 100.0: 1.4 0.2 0.4 96.9 98.8 98.8 99.4: 1.2 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 : 60: 5 3 5 51 37 59 42:
Old : 60: 5 3 5 51 37 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 47.7 54.7 73.4 32.5 43.7 50.7 63.2
Old : 33.7 47.7 54.7 73.4 32.5 43.7 50.7 63.2
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, September 08, 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 : 323,844: 0 9,417 2,758 311,542 305,406 314,300 317,581: 9,544 6,263
Old : 323,844: 0 9,417 2,758 311,542 305,406 314,300 317,581: 9,544 6,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -9,404: -1,426 -655 1,745 -10,121 -9,265 -9,802 -8,175: 398 -1,229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.9 96.2 94.3 97.1 98.1: 2.9 1.9
Old : 100.0: 0.0 2.9 0.9 96.2 94.3 97.1 98.1: 2.9 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 0 7 4 38 37 42 44:
Old : 57: 0 7 4 38 37 42 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 : 45.8 49.3 66.1 68.3 44.2 47.1 60.3 60.2
Old : 45.8 49.3 66.1 68.3 44.2 47.1 60.3 60.2
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, September 08, 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 : 215,496: 3,337 2,895 5,282 201,683 202,788 210,302 210,965: 5,194 4,531
Old : 215,496: 3,337 2,895 5,282 201,683 202,788 210,302 210,965: 5,194 4,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -25,693: -841 265 -974 -23,963 -25,070 -25,778 -25,779: 85 86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.3 2.5 93.6 94.1 97.6 97.9: 2.4 2.1
Old : 100.0: 1.5 1.3 2.5 93.6 94.1 97.6 97.9: 2.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 4 5 35 40 41 46:
Old : 54: 3 4 5 35 40 41 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 : 54.3 28.1 74.4 48.9 53.8 26.3 71.3 46.6
Old : 54.3 28.1 74.4 48.9 53.8 26.3 71.3 46.6
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, September 08, 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 : 93,518: 1,346 1,304 2,370 81,945 82,336 85,661 86,010: 7,857 7,508
Old : 93,518: 1,346 1,304 2,370 81,945 82,336 85,661 86,010: 7,857 7,508
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -15,624: 105 -2,805 -1,315 -14,571 -11,733 -15,781 -15,853: 157 229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.4 2.5 87.6 88.0 91.6 92.0: 8.4 8.0
Old : 100.0: 1.4 1.4 2.5 87.6 88.0 91.6 92.0: 8.4 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 2 2 21 25 24 28:
Old : 35: 2 2 2 21 25 24 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 47.9 78.4 71.3 56.8 47.9 75.2 69.8
Old : 57.9 47.9 78.4 71.3 56.8 47.9 75.2 69.8
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 97,040: 1,335 5,854 1,992 87,041 84,126 90,368 91,972: 6,672 5,068
Old : 97,040: 1,335 5,854 1,992 87,041 84,126 90,368 91,972: 6,672 5,068
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -8,328: 266 -1,423 -863 -7,908 -6,574 -8,505 -8,860: 177 532
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 6.0 2.1 89.7 86.7 93.1 94.8: 6.9 5.2
Old : 100.0: 1.4 6.0 2.1 89.7 86.7 93.1 94.8: 6.9 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 : 43: 2 3 3 31 27 35 31:
Old : 43: 2 3 3 31 27 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 39.5 67.8 59.3 51.2 39.1 62.4 56.5
Old : 53.8 39.5 67.8 59.3 51.2 39.1 62.4 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 15,774: 390 270 0 14,630 14,994 15,020 15,264: 754 510
Old : 15,774: 390 270 0 14,630 14,994 15,020 15,264: 754 510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -5,921: 0 -341 0 -5,580 -5,574 -5,580 -5,915: -341 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 1.7 0.0 92.7 95.1 95.2 96.8: 4.8 3.2
Old : 100.0: 2.5 1.7 0.0 92.7 95.1 95.2 96.8: 4.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 11 14 12:
Old : 20: 1 1 0 13 11 14 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 : 70.0 79.3 83.5 91.4 59.3 65.4 69.3 73.0
Old : 70.0 79.3 83.5 91.4 59.3 65.4 69.3 73.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,005: 305 1,981 1,348 62,758 58,106 64,411 61,435: 6,594 9,570
Old : 71,005: 305 1,981 1,348 62,758 58,106 64,411 61,435: 6,594 9,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -7,270: 175 -1,102 -55 -7,065 -5,453 -6,945 -6,610: -325 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.8 1.9 88.4 81.8 90.7 86.5: 9.3 13.5
Old : 100.0: 0.4 2.8 1.9 88.4 81.8 90.7 86.5: 9.3 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 16 19 18 21:
Old : 27: 1 1 2 16 19 18 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 : 58.7 40.0 77.9 62.7 54.4 38.1 69.4 58.2
Old : 58.7 40.0 77.9 62.7 54.4 38.1 69.4 58.2
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, September 08, 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 : 173,667: 0 0 0 167,942 166,604 167,942 166,604: 5,725 7,063
Old : 173,667: 0 0 0 167,942 166,604 167,942 166,604: 5,725 7,063
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -12,869: -390 0 0 -12,082 -13,521 -12,472 -13,521: -397 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.7 95.9 96.7 95.9: 3.3 4.1
Old : 100.0: 0.0 0.0 0.0 96.7 95.9 96.7 95.9: 3.3 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 28 21 28 21:
Old : 34: 0 0 0 28 21 28 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 : 42.1 65.8 67.8 85.0 41.6 65.8 65.7 83.4
Old : 42.1 65.8 67.8 85.0 41.6 65.8 65.7 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,425: 0 0 0 78,800 81,079 78,800 81,079: 6,625 4,346
Old : 85,425: 0 0 0 78,800 81,079 78,800 81,079: 6,625 4,346
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,306: 0 0 0 -4,573 -5,856 -4,573 -5,856: -1,733 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.2 94.9 92.2 94.9: 7.8 5.1
Old : 100.0: 0.0 0.0 0.0 92.2 94.9 92.2 94.9: 7.8 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 21 14 21 14:
Old : 27: 0 0 0 21 14 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 68.6 77.0 88.7 56.6 67.1 74.2 85.2
Old : 59.3 68.6 77.0 88.7 56.6 67.1 74.2 85.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 328,887: 1,216 28 3,612 309,760 314,372 314,588 318,012: 14,299 10,875
Old : 328,887: 1,216 28 3,612 309,760 314,372 314,588 318,012: 14,299 10,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -20,067: 352 28 -437 -20,108 -20,518 -20,193 -20,927: 126 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.1 94.2 95.6 95.7 96.7: 4.3 3.3
Old : 100.0: 0.4 0.0 1.1 94.2 95.6 95.7 96.7: 4.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 1 1 1 46 40 48 41:
Old : 55: 1 1 1 46 40 48 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.1 59.6 55.0 76.4 32.5 57.7 51.9 72.8
Old : 34.1 59.6 55.0 76.4 32.5 57.7 51.9 72.8
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,491: 1,708 0 2,135 58,016 53,563 61,859 55,698: 5,632 11,793
Old : 67,491: 1,708 0 2,135 58,016 53,563 61,859 55,698: 5,632 11,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -9,536: 1,083 -720 -1,295 -9,251 -8,127 -9,463 -10,142: -73 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 3.2 86.0 79.4 91.7 82.5: 8.3 17.5
Old : 100.0: 2.5 0.0 3.2 86.0 79.4 91.7 82.5: 8.3 17.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 2 21 17 23 19:
Old : 25: 2 0 2 21 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 52.6 75.9 69.4 53.8 48.1 65.2 55.1
Old : 58.2 52.6 75.9 69.4 53.8 48.1 65.2 55.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 62,242: 207 0 1,102 55,837 57,065 57,146 58,167: 5,096 4,075
Old : 62,242: 207 0 1,102 55,837 57,065 57,146 58,167: 5,096 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -7,158: 178 -695 -1,084 -6,993 -5,705 -7,899 -7,484: 741 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 1.8 89.7 91.7 91.8 93.5: 8.2 6.5
Old : 100.0: 0.3 0.0 1.8 89.7 91.7 91.8 93.5: 8.2 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 1 17 17 18 18:
Old : 25: 1 0 1 17 17 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 : 53.6 61.9 77.7 81.7 51.2 58.6 66.5 73.6
Old : 53.6 61.9 77.7 81.7 51.2 58.6 66.5 73.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 61,832: 2,036 0 0 58,761 59,355 60,797 59,355: 1,035 2,477
Old : 61,832: 2,036 0 0 58,761 59,355 60,797 59,355: 1,035 2,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -45,039: -4,277 -4,140 0 -40,457 -40,873 -44,734 -45,013: -305 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 95.0 96.0 98.3 96.0: 1.7 4.0
Old : 100.0: 3.3 0.0 0.0 95.0 96.0 98.3 96.0: 1.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 16 16 17 16:
Old : 20: 1 0 0 16 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 64.3 83.0 82.9 55.1 59.9 67.1 69.3
Old : 67.8 64.3 83.0 82.9 55.1 59.9 67.1 69.3
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,244: 5,761 4,140 0 77,964 79,640 83,725 83,780: 1,519 1,464
Old : 85,244: 5,761 4,140 0 77,964 79,640 83,725 83,780: 1,519 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -36,770: -5,074 -4,588 -527 -31,174 -30,259 -36,775 -35,374: 5 -1,396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 4.9 0.0 91.5 93.4 98.2 98.3: 1.8 1.7
Old : 100.0: 6.8 4.9 0.0 91.5 93.4 98.2 98.3: 1.8 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: 5 6 0 26 29 31 35:
Old : 56: 5 6 0 26 29 31 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 : 56.3 63.0 76.8 76.1 51.5 56.1 63.3 64.7
Old : 56.3 63.0 76.8 76.1 51.5 56.1 63.3 64.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,738: 0 1,764 0 31,528 29,312 31,528 31,076: 210 662
Old : 31,738: 0 1,764 0 31,528 29,312 31,528 31,076: 210 662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -16,306: 0 -961 0 -16,147 -15,184 -16,147 -16,145: -159 -161
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.6 0.0 99.3 92.4 99.3 97.9: 0.7 2.1
Old : 100.0: 0.0 5.6 0.0 99.3 92.4 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 : 31: 0 1 0 13 24 13 25:
Old : 31: 0 1 0 13 24 13 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 : 75.2 49.3 90.9 68.4 70.4 47.4 84.9 66.0
Old : 75.2 49.3 90.9 68.4 70.4 47.4 84.9 66.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 178,988: 2,314 128 1,421 170,646 170,290 174,381 171,839: 4,607 7,149
Old : 178,988: 2,314 128 1,421 170,646 170,290 174,381 171,839: 4,607 7,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -693: 2,314 -620 -238 -3,073 -487 -997 -1,345: 304 652
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.1 0.8 95.3 95.1 97.4 96.0: 2.6 4.0
Old : 100.0: 1.3 0.1 0.8 95.3 95.1 97.4 96.0: 2.6 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 : 42: 1 1 1 33 31 35 32:
Old : 42: 1 1 1 33 31 35 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 : 48.1 41.7 65.8 59.7 41.8 33.5 52.7 49.7
Old : 48.1 41.7 65.8 59.7 41.8 33.5 52.7 49.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 18,974: 0 2,370 0 18,220 16,064 18,220 18,434: 754 540
Old : 18,974: 0 2,370 0 18,220 16,064 18,220 18,434: 754 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -5,208: 0 -899 0 -4,804 -3,565 -4,804 -4,464: -404 -744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.5 0.0 96.0 84.7 96.0 97.2: 4.0 2.8
Old : 100.0: 0.0 12.5 0.0 96.0 84.7 96.0 97.2: 4.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 15 8 15 10:
Old : 22: 0 2 0 15 8 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 61.7 88.0 92.9 72.0 58.5 79.1 80.7
Old : 72.0 61.7 88.0 92.9 72.0 58.5 79.1 80.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,225: 3,165 636 999 52,028 61,607 56,192 63,242: 9,033 1,983
Old : 65,225: 3,165 636 999 52,028 61,607 56,192 63,242: 9,033 1,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,947: 1,257 159 -1,815 -3,597 -2,559 -4,155 -4,215: -792 -732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 1.0 1.5 79.8 94.5 86.2 97.0: 13.8 3.0
Old : 100.0: 4.9 1.0 1.5 79.8 94.5 86.2 97.0: 13.8 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 : 26: 2 1 2 17 18 20 20:
Old : 26: 2 1 2 17 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 51.1 68.4 71.9 44.5 47.4 53.2 61.0
Old : 52.8 51.1 68.4 71.9 44.5 47.4 53.2 61.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 94,965: 0 3,970 3,836 83,221 79,328 87,057 87,134: 7,908 7,831
Old : 94,965: 0 3,970 3,836 83,221 79,328 87,057 87,134: 7,908 7,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,255: 0 -754 -141 -6,059 -5,197 -6,200 -6,092: -55 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 4.0 87.6 83.5 91.7 91.8: 8.3 8.2
Old : 100.0: 0.0 4.2 4.0 87.6 83.5 91.7 91.8: 8.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 2 20 24 22 27:
Old : 30: 0 3 2 20 24 22 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 : 60.9 39.0 80.7 59.9 57.7 33.9 63.5 48.4
Old : 60.9 39.0 80.7 59.9 57.7 33.9 63.5 48.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,473: 4,731 0 1,288 91,657 97,657 97,676 98,945: 5,797 4,528
Old : 103,473: 4,731 0 1,288 91,657 97,657 97,676 98,945: 5,797 4,528
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,107: 2,996 0 -498 -4,598 -3,399 -2,100 -3,897: -2,007 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 1.2 88.6 94.4 94.4 95.6: 5.6 4.4
Old : 100.0: 4.6 0.0 1.2 88.6 94.4 94.4 95.6: 5.6 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 : 30: 4 0 2 19 17 23 19:
Old : 30: 4 0 2 19 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 66.9 73.4 84.1 41.5 55.5 55.2 66.0
Old : 56.4 66.9 73.4 84.1 41.5 55.5 55.2 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,309: 0 0 0 98,912 102,554 98,912 102,554: 7,397 3,755
Old : 106,309: 0 0 0 98,912 102,554 98,912 102,554: 7,397 3,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 14,233: -791 -330 -1,038 13,040 13,793 11,211 12,425: 3,022 1,808
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.0 96.5 93.0 96.5: 7.0 3.5
Old : 100.0: 0.0 0.0 0.0 93.0 96.5 93.0 96.5: 7.0 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 : 24: 0 0 0 21 16 21 16:
Old : 24: 0 0 0 21 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 62.1 74.9 90.7 37.0 47.6 47.4 58.8
Old : 53.8 62.1 74.9 90.7 37.0 47.6 47.4 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,918: 0 792 614 101,825 101,788 102,439 103,194: 6,479 5,724
Old : 108,918: 0 792 614 101,825 101,788 102,439 103,194: 6,479 5,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -9,066: -1,439 -1,752 318 -7,480 -9,546 -8,601 -10,980: -465 1,914
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.7 0.6 93.5 93.5 94.1 94.7: 5.9 5.3
Old : 100.0: 0.0 0.7 0.6 93.5 93.5 94.1 94.7: 5.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 21 18 22 20:
Old : 27: 0 2 1 21 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 64.4 86.4 81.4 62.3 61.3 78.7 75.1
Old : 69.9 64.4 86.4 81.4 62.3 61.3 78.7 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 179,594: 1,931 14,944 1,920 163,913 157,524 167,764 174,388: 11,830 5,206
Old : 179,594: 1,931 14,944 1,920 163,913 157,524 167,764 174,388: 11,830 5,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -17,215: -785 -3,349 -390 -17,180 -13,116 -18,355 -16,855: 1,140 -360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 8.3 1.1 91.3 87.7 93.4 97.1: 6.6 2.9
Old : 100.0: 1.1 8.3 1.1 91.3 87.7 93.4 97.1: 6.6 2.9
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 3 3 31 27 34 31:
Old : 42: 1 3 3 31 27 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 50.0 67.0 69.5 42.1 49.5 55.0 65.3
Old : 49.0 50.0 67.0 69.5 42.1 49.5 55.0 65.3
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 24,241: 210 1,080 0 23,491 22,921 23,701 24,001: 540 240
Old : 24,241: 210 1,080 0 23,491 22,921 23,701 24,001: 540 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -20,057: -2,536 -930 0 -17,635 -19,092 -20,171 -20,022: 114 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.5 0.0 96.9 94.6 97.8 99.0: 2.2 1.0
Old : 100.0: 0.9 4.5 0.0 96.9 94.6 97.8 99.0: 2.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 12 13 13 14:
Old : 25: 1 1 0 12 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 60.4 87.0 85.6 60.8 60.4 83.5 85.6
Old : 60.8 60.4 87.0 85.6 60.8 60.4 83.5 85.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 39,598: 1,980 540 0 35,920 38,398 37,900 38,938: 1,698 660
Old : 39,598: 1,980 540 0 35,920 38,398 37,900 38,938: 1,698 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -11,315: -496 -1,581 0 -9,982 -9,143 -10,478 -10,724: -837 -591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.4 0.0 90.7 97.0 95.7 98.3: 4.3 1.7
Old : 100.0: 5.0 1.4 0.0 90.7 97.0 95.7 98.3: 4.3 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 : 24: 1 1 0 12 15 13 16:
Old : 24: 1 1 0 12 15 13 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 : 53.6 60.5 81.1 90.3 49.8 60.5 72.8 77.7
Old : 53.6 60.5 81.1 90.3 49.8 60.5 72.8 77.7
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, September 08, 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 : 207,687: 2,116 8,748 3,158 196,896 192,816 202,170 204,722: 5,517 2,965
Old : 207,687: 2,116 8,748 3,158 196,896 192,816 202,170 204,722: 5,517 2,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -20,185: -1,405 421 -26 -17,945 -19,187 -19,376 -18,792: -809 -1,393
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.2 1.5 94.8 92.8 97.3 98.6: 2.7 1.4
Old : 100.0: 1.0 4.2 1.5 94.8 92.8 97.3 98.6: 2.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 6 3 5 41 36 49 42:
Old : 58: 6 3 5 41 36 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 54.2 65.7 71.5 45.7 52.3 64.5 67.0
Old : 46.2 54.2 65.7 71.5 45.7 52.3 64.5 67.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 97,254: 0 55 334 95,177 94,580 95,511 94,969: 1,743 2,285
Old : 97,254: 0 55 334 95,177 94,580 95,511 94,969: 1,743 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -7,166: 0 55 334 -7,228 -8,175 -6,894 -7,786: -272 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.3 97.9 97.3 98.2 97.7: 1.8 2.3
Old : 100.0: 0.0 0.1 0.3 97.9 97.3 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 : 36: 0 1 1 29 28 30 29:
Old : 36: 0 1 1 29 28 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.0 56.6 72.1 75.8 48.9 54.6 64.4 65.7
Old : 51.0 56.6 72.1 75.8 48.9 54.6 64.4 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 66,827: 0 0 0 60,412 55,517 60,412 55,517: 6,415 11,310
Old : 66,827: 0 0 0 60,412 55,517 60,412 55,517: 6,415 11,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -8,127: 0 0 0 -6,976 -8,011 -6,976 -8,011: -1,151 -116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.4 83.1 90.4 83.1: 9.6 16.9
Old : 100.0: 0.0 0.0 0.0 90.4 83.1 90.4 83.1: 9.6 16.9
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 : 25: 0 0 0 18 18 18 18:
Old : 25: 0 0 0 18 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 : 50.4 58.0 72.7 70.9 44.4 53.4 61.4 61.0
Old : 50.4 58.0 72.7 70.9 44.4 53.4 61.4 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 64,963: 0 248 0 56,275 62,418 56,275 62,666: 8,688 2,297
Old : 64,963: 0 248 0 56,275 62,418 56,275 62,666: 8,688 2,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -9,382: 0 -360 0 -8,427 -9,186 -8,427 -9,546: -955 164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 86.6 96.1 86.6 96.5: 13.4 3.5
Old : 100.0: 0.0 0.4 0.0 86.6 96.1 86.6 96.5: 13.4 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 25 20 25 21:
Old : 29: 0 1 0 25 20 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 : 44.9 73.0 65.4 85.4 42.1 64.9 57.5 73.8
Old : 44.9 73.0 65.4 85.4 42.1 64.9 57.5 73.8
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, September 08, 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 : 72,850: 2,134 0 0 65,722 69,307 67,856 69,307: 4,994 3,543
Old : 72,850: 2,134 0 0 65,722 69,307 67,856 69,307: 4,994 3,543
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,876: 0 0 0 -3,213 -4,334 -3,213 -4,334: -1,663 -542
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 90.2 95.1 93.1 95.1: 6.9 4.9
Old : 100.0: 2.9 0.0 0.0 90.2 95.1 93.1 95.1: 6.9 4.9
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 : 23: 1 0 0 16 11 17 11:
Old : 23: 1 0 0 16 11 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 : 66.6 80.1 81.0 94.4 66.6 79.4 79.9 90.6
Old : 66.6 80.1 81.0 94.4 66.6 79.4 79.9 90.6
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, September 08, 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 : 145,940: 17,164 3,316 14,343 113,985 128,091 145,492 145,750: 448 191
Old : 145,940: 17,164 3,316 14,343 113,985 128,091 145,492 145,750: 448 191
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -680: 344 -1,946 1,426 -1,979 -94 -210 -615: -471 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.3 9.8 78.1 87.8 99.7 99.9: 0.3 0.1
Old : 100.0: 11.8 2.3 9.8 78.1 87.8 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 76: 13 11 16 46 51 66 71:
Old : 76: 13 11 16 46 51 66 71:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 30.8 62.7 50.8 27.3 17.3 33.0 28.2
Old : 47.6 30.8 62.7 50.8 27.3 17.3 33.0 28.2
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, September 08, 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 : 66,599: 241 4,742 3,450 62,884 58,407 66,575 66,599: 24 0
Old : 66,599: 241 4,742 3,450 62,884 58,407 66,575 66,599: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 1,301: -2 463 -50 1,329 889 1,277 1,301: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.1 5.2 94.4 87.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 7.1 5.2 94.4 87.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 7 4 26 23 30 31:
Old : 38: 1 7 4 26 23 30 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 37.4 81.7 65.8 45.5 29.9 51.7 43.7
Old : 62.7 37.4 81.7 65.8 45.5 29.9 51.7 43.7
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, September 08, 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 : 539,984: 28,014 14,839 14,899 497,071 510,246 539,984 539,984: 0 0
Old : 539,984: 28,014 14,839 14,899 497,071 510,246 539,984 539,984: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 18,905: 0 3,152 0 18,905 15,753 18,905 18,905: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 2.7 2.8 92.1 94.5 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 2.7 2.8 92.1 94.5 100.0 100.0: 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 : 31: 1 5 4 17 21 21 27:
Old : 31: 1 5 4 17 21 21 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 : 53.0 47.1 75.5 73.3 33.3 37.0 49.9 50.1
Old : 53.0 47.1 75.5 73.3 33.3 37.0 49.9 50.1
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, September 08, 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 : 1,707,549: 34,179 37,434 34,764 1,638,606 1,635,351 1,707,549 1,707,549: 0 0
Old : 1,707,549: 34,179 37,434 34,764 1,638,606 1,635,351 1,707,549 1,707,549: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -75,372: -3,585 -2,897 -791 -70,996 -71,684 -75,372 -75,372: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 2.2 2.0 96.0 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 2.2 2.0 96.0 95.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 55: 5 4 5 36 42 43 49:
Old : 55: 5 4 5 36 42 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 53.4 74.8 69.4 38.3 34.2 48.7 43.1
Old : 58.8 53.4 74.8 69.4 38.3 34.2 48.7 43.1
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, September 08, 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 : 69,439: 2,258 746 4,338 62,843 64,356 69,439 69,439: 0 0
Old : 69,439: 2,258 746 4,338 62,843 64,356 69,439 69,439: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,290: -80 -292 -231 -1,970 -1,758 -2,281 -2,281: -9 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.1 6.2 90.5 92.7 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 1.1 6.2 90.5 92.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 5 4 6 25 23 32 31:
Old : 37: 5 4 6 25 23 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 64.8 73.5 81.7 32.9 42.2 48.8 50.2
Old : 48.7 64.8 73.5 81.7 32.9 42.2 48.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 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 : 602,602: 5,821 7,616 18,805 577,976 576,181 602,602 602,602: 0 0
Old : 602,602: 5,821 7,616 18,805 577,976 576,181 602,602 602,602: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 14,792: 3,281 -951 -4,904 16,415 20,647 14,792 14,792: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.3 3.1 95.9 95.6 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 1.3 3.1 95.9 95.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 2 20 16 22 20:
Old : 31: 2 2 2 20 16 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 76.9 84.0 92.0 59.7 68.1 69.7 74.7
Old : 64.0 76.9 84.0 92.0 59.7 68.1 69.7 74.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 486,864: 16,383 8,001 7,449 463,032 471,414 486,864 486,864: 0 0
Old : 486,864: 16,383 8,001 7,449 463,032 471,414 486,864 486,864: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -39,818: -23 -23 -1,609 -38,186 -38,186 -39,818 -39,818: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.6 1.5 95.1 96.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.4 1.6 1.5 95.1 96.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 2 1 31 28 33 31:
Old : 42: 2 2 1 31 28 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 47.4 75.1 65.3 45.6 45.5 57.4 57.1
Old : 52.4 47.4 75.1 65.3 45.6 45.5 57.4 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 47,116: 1,989 1,798 2,077 42,183 42,223 46,249 46,098: 867 1,018
Old : 47,116: 1,989 1,798 2,077 42,183 42,223 46,249 46,098: 867 1,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,554: -313 -83 0 -2,432 -2,768 -2,745 -2,851: 191 297
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 3.8 4.4 89.5 89.6 98.2 97.8: 1.8 2.2
Old : 100.0: 4.2 3.8 4.4 89.5 89.6 98.2 97.8: 1.8 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 : 35: 4 2 2 22 24 27 27:
Old : 35: 4 2 2 22 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 : 56.0 55.9 73.8 71.2 52.3 55.1 63.9 68.1
Old : 56.0 55.9 73.8 71.2 52.3 55.1 63.9 68.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,682: 35 220 25 52,999 53,354 53,059 53,599: 623 83
Old : 53,682: 35 220 25 52,999 53,354 53,059 53,599: 623 83
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,277: 35 -40 -35 -4,265 -4,196 -4,265 -4,271: -12 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.0 98.7 99.4 98.8 99.8: 1.2 0.2
Old : 100.0: 0.1 0.4 0.0 98.7 99.4 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 1 1 33 29 34 31:
Old : 42: 1 1 1 33 29 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 63.5 71.5 79.4 52.1 56.4 62.9 70.9
Old : 55.6 63.5 71.5 79.4 52.1 56.4 62.9 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AD HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV Code-06439E
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 16 mwh :
: : :
All : 2,950: 200 50 0 2,700 2,850 2,900 2,900: 50 50
Old : 2,950: 200 50 0 2,700 2,850 2,900 2,900: 50 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,250: 50 -100 0 -2,300 -1,900 -2,250 -2,000: 0 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.7 0.0 91.5 96.6 98.3 98.3: 1.7 1.7
Old : 100.0: 6.8 1.7 0.0 91.5 96.6 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 10 14 11 15:
Old : 21: 1 1 0 10 14 11 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 : 62.7 69.5 89.8 84.7 61.0 55.9 79.7 71.2
Old : 62.7 69.5 89.8 84.7 61.0 55.9 79.7 71.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,260: 0 630 80 69,241 69,489 69,321 70,199: 939 61
Old : 70,260: 0 630 80 69,241 69,489 69,321 70,199: 939 61
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,380: -40 -50 0 -6,567 -6,325 -6,607 -6,375: 227 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.1 98.5 98.9 98.7 99.9: 1.3 0.1
Old : 100.0: 0.0 0.9 0.1 98.5 98.9 98.7 99.9: 1.3 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 : 43: 0 1 1 35 30 36 32:
Old : 43: 0 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 : 53.3 64.3 70.8 84.8 52.5 58.0 66.0 77.1
Old : 53.3 64.3 70.8 84.8 52.5 58.0 66.0 77.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,400: 1,200 0 0 18,175 19,400 19,375 19,400: 25 0
Old : 19,400: 1,200 0 0 18,175 19,400 19,375 19,400: 25 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 93.7 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 6.2 0.0 0.0 93.7 100.0 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 : 31: 1 0 0 24 17 25 17:
Old : 31: 1 0 0 24 17 25 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 : 50.4 68.7 71.5 88.4 48.8 60.5 62.9 73.2
Old : 50.4 68.7 71.5 88.4 48.8 60.5 62.9 73.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 262,352: 0 7,888 5,912 256,440 248,552 262,352 262,352: 0 0
Old : 262,352: 0 7,888 5,912 256,440 248,552 262,352 262,352: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 2.3 97.7 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.0 2.3 97.7 94.7 100.0 100.0: 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 : 33: 0 3 2 23 22 25 25:
Old : 33: 0 3 2 23 22 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 : 53.0 66.0 78.7 84.1 52.4 55.5 65.8 62.9
Old : 53.0 66.0 78.7 84.1 52.4 55.5 65.8 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 7,691: 1,381 407 21 6,121 7,071 7,523 7,499: 168 192
Old : 7,691: 1,381 407 21 6,121 7,071 7,523 7,499: 168 192
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 110: 0 0 0 110 110 110 110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 5.3 0.3 79.6 91.9 97.8 97.5: 2.2 2.5
Old : 100.0: 18.0 5.3 0.3 79.6 91.9 97.8 97.5: 2.2 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 1 20 22 22 24:
Old : 31: 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 : 50.1 39.0 69.8 66.0 47.9 32.7 59.1 46.5
Old : 50.1 39.0 69.8 66.0 47.9 32.7 59.1 46.5
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,435: 1,180 525 20 18,235 18,850 19,435 19,395: 0 40
Old : 19,435: 1,180 525 20 18,235 18,850 19,435 19,395: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 250: 0 200 0 250 50 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 2.7 0.1 93.8 97.0 100.0 99.8: 0.0 0.2
Old : 100.0: 6.1 2.7 0.1 93.8 97.0 100.0 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 : 36: 1 2 1 23 21 24 24:
Old : 36: 1 2 1 23 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 61.2 73.6 86.1 51.4 53.4 67.4 71.7
Old : 51.8 61.2 73.6 86.1 51.4 53.4 67.4 71.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,110: 0 750 120 14,660 14,215 14,780 15,085: 330 25
Old : 15,110: 0 750 120 14,660 14,215 14,780 15,085: 330 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -120: 0 0 0 -120 -120 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.8 97.0 94.1 97.8 99.8: 2.2 0.2
Old : 100.0: 0.0 5.0 0.8 97.0 94.1 97.8 99.8: 2.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 26 22 27 23:
Old : 29: 0 1 1 26 22 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 55.5 67.4 78.4 22.6 25.6 38.2 39.6
Old : 44.9 55.5 67.4 78.4 22.6 25.6 38.2 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 17,836: 611 0 131 16,925 16,561 17,667 16,692: 169 1,144
Old : 17,836: 611 0 131 16,925 16,561 17,667 16,692: 169 1,144
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 59: 0 -42 0 59 59 59 17: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.7 94.9 92.9 99.1 93.6: 0.9 6.4
Old : 100.0: 3.4 0.0 0.7 94.9 92.9 99.1 93.6: 0.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 26 24 27 25:
Old : 28: 1 0 1 26 24 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 55.3 56.2 75.1 27.8 45.2 46.1 56.2
Old : 32.9 55.3 56.2 75.1 27.8 45.2 46.1 56.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 54,430: 0 7,020 2,045 51,804 45,082 53,849 54,147: 581 283
Old : 54,430: 0 7,020 2,045 51,804 45,082 53,849 54,147: 581 283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,764: 0 -1,122 -50 -2,980 -1,655 -3,030 -2,827: 266 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.9 3.8 95.2 82.8 98.9 99.5: 1.1 0.5
Old : 100.0: 0.0 12.9 3.8 95.2 82.8 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 0 5 3 32 26 35 31:
Old : 40: 0 5 3 32 26 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 42.0 67.1 62.2 47.1 39.9 62.6 56.2
Old : 47.3 42.0 67.1 62.2 47.1 39.9 62.6 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,411: 299 8,215 3,714 59,344 51,386 63,357 63,315: 54 96
Old : 63,411: 299 8,215 3,714 59,344 51,386 63,357 63,315: 54 96
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,969: 118 -2,317 290 -2,387 48 -1,979 -1,979: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 13.0 5.9 93.6 81.0 99.9 99.8: 0.1 0.2
Old : 100.0: 0.5 13.0 5.9 93.6 81.0 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 7 5 33 31 39 39:
Old : 46: 2 7 5 33 31 39 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 : 44.3 41.2 63.7 63.5 40.5 38.9 55.5 56.6
Old : 44.3 41.2 63.7 63.5 40.5 38.9 55.5 56.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,300: 910 0 0 44,350 45,300 45,260 45,300: 40 0
Old : 45,300: 910 0 0 44,350 45,300 45,260 45,300: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,350: -170 0 0 -4,170 -4,350 -4,340 -4,350: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 97.9 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 2.0 0.0 0.0 97.9 100.0 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 : 35: 2 0 0 29 16 31 16:
Old : 35: 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 : 57.4 90.5 75.8 96.1 54.0 86.9 70.1 88.7
Old : 57.4 90.5 75.8 96.1 54.0 86.9 70.1 88.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,870: 740 0 0 45,030 45,870 45,770 45,870: 100 0
Old : 45,870: 740 0 0 45,030 45,870 45,770 45,870: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -4,940: -195 0 0 -4,735 -4,940 -4,930 -4,940: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 98.2 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 1.6 0.0 0.0 98.2 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 28 19 29 19:
Old : 32: 1 0 0 28 19 29 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 92.5 70.2 95.9 52.9 86.8 66.3 88.7
Old : 55.5 92.5 70.2 95.9 52.9 86.8 66.3 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 330,576: 43,974 1,936 23,528 263,074 305,112 330,576 330,576: 0 0
Old : 330,576: 43,974 1,936 23,528 263,074 305,112 330,576 330,576: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -24,472: -9,624 -408 2,784 -17,632 -26,848 -24,472 -24,472: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.6 7.1 79.6 92.3 100.0 100.0: 0.0 0.0
Old : 100.0: 13.3 0.6 7.1 79.6 92.3 100.0 100.0: 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 : 42: 5 2 3 26 33 31 38:
Old : 42: 5 2 3 26 33 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 : 44.9 44.1 66.9 62.8 35.9 37.4 54.1 49.9
Old : 44.9 44.1 66.9 62.8 35.9 37.4 54.1 49.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 22,587: 4,168 556 876 17,420 20,856 22,464 22,288: 123 299
Old : 22,587: 4,168 556 876 17,420 20,856 22,464 22,288: 123 299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,665: -316 -61 -37 -1,308 -1,611 -1,661 -1,709: -4 44
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 2.5 3.9 77.1 92.3 99.5 98.7: 0.5 1.3
Old : 100.0: 18.5 2.5 3.9 77.1 92.3 99.5 98.7: 0.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 5 5 26 31 32 38:
Old : 40: 3 5 5 26 31 32 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 : 41.5 44.7 70.1 66.1 34.9 44.2 61.1 60.5
Old : 41.5 44.7 70.1 66.1 34.9 44.2 61.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 39,233: 3,027 399 406 35,800 38,428 39,233 39,233: 0 0
Old : 39,233: 3,027 399 406 35,800 38,428 39,233 39,233: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,035: 104 170 -61 -2,078 -2,144 -2,035 -2,035: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.0 1.0 91.2 97.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.7 1.0 1.0 91.2 97.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 4 2 17 13 24 18:
Old : 31: 6 4 2 17 13 24 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 : 71.9 85.5 88.0 94.0 63.8 73.1 69.7 75.7
Old : 71.9 85.5 88.0 94.0 63.8 73.1 69.7 75.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 470,008: 0 15,644 6,310 463,698 448,054 470,008 470,008: 0 0
Old : 470,008: 0 15,644 6,310 463,698 448,054 470,008 470,008: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -24,024: 0 0 -1,224 -22,800 -22,800 -24,024 -24,024: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.3 98.7 95.3 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.3 1.3 98.7 95.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 20 17 21 19:
Old : 28: 0 2 1 20 17 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 91.4 81.7 96.0 58.2 81.0 74.8 84.6
Old : 61.1 91.4 81.7 96.0 58.2 81.0 74.8 84.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 36,982: 1,402 170 2,292 33,097 33,627 36,791 36,089: 191 893
Old : 36,982: 1,402 170 2,292 33,097 33,627 36,791 36,089: 191 893
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,998: -1,077 -63 -105 -1,753 -2,830 -2,935 -2,998: -63 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.5 6.2 89.5 90.9 99.5 97.6: 0.5 2.4
Old : 100.0: 3.8 0.5 6.2 89.5 90.9 99.5 97.6: 0.5 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 2 17 19 21 22:
Old : 29: 4 1 2 17 19 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 : 62.7 83.7 84.3 91.4 61.7 76.3 77.5 79.2
Old : 62.7 83.7 84.3 91.4 61.7 76.3 77.5 79.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 51,220: 0 3,121 0 51,220 48,099 51,220 51,220: 0 0
Old : 51,220: 0 3,121 0 51,220 48,099 51,220 51,220: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,560: 0 -1,224 0 -6,560 -5,336 -6,560 -6,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 6.1 0.0 100.0 93.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 13 13 13 14:
Old : 20: 0 1 0 13 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 65.7 90.0 90.1 59.5 56.5 80.0 77.0
Old : 61.1 65.7 90.0 90.1 59.5 56.5 80.0 77.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,864: 2,054 127 379 14,239 15,236 16,672 15,742: 192 1,122
Old : 16,864: 2,054 127 379 14,239 15,236 16,672 15,742: 192 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,109: -64 -105 -63 -898 -1,513 -1,025 -1,681: -84 572
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.8 2.2 84.4 90.3 98.9 93.3: 1.1 6.7
Old : 100.0: 12.2 0.8 2.2 84.4 90.3 98.9 93.3: 1.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 2 19 20 23 23:
Old : 30: 4 1 2 19 20 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 50.3 74.0 67.9 33.6 33.7 50.4 45.2
Old : 53.0 50.3 74.0 67.9 33.6 33.7 50.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 184,288: 15,229 0 5,524 163,535 178,764 184,288 184,288: 0 0
Old : 184,288: 15,229 0 5,524 163,535 178,764 184,288 184,288: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -13,480: 408 0 -408 -13,480 -13,072 -13,480 -13,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 3.0 88.7 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 0.0 3.0 88.7 97.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 19 23 21 24:
Old : 29: 2 0 1 19 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 53.0 80.2 78.3 46.3 43.8 59.6 64.9
Old : 58.7 53.0 80.2 78.3 46.3 43.8 59.6 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 12,061: 950 232 23 11,067 11,210 12,040 11,465: 21 596
Old : 12,061: 950 232 23 11,067 11,210 12,040 11,465: 21 596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,576: -236 0 -61 -1,258 -1,389 -1,555 -1,450: -21 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 1.9 0.2 91.8 92.9 99.8 95.1: 0.2 4.9
Old : 100.0: 7.9 1.9 0.2 91.8 92.9 99.8 95.1: 0.2 4.9
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: 3 1 1 19 22 22 24:
Old : 29: 3 1 1 19 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 : 57.9 43.2 74.7 62.7 56.1 35.1 67.4 52.9
Old : 57.9 43.2 74.7 62.7 56.1 35.1 67.4 52.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 114,695: 5,057 0 0 109,638 114,695 114,695 114,695: 0 0
Old : 114,695: 5,057 0 0 109,638 114,695 114,695 114,695: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -11,032: -1,224 0 0 -9,808 -11,032 -11,032 -11,032: 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 : 25: 2 0 0 21 20 23 20:
Old : 25: 2 0 0 21 20 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 : 60.8 58.4 77.9 80.2 49.9 51.3 62.9 63.6
Old : 60.8 58.4 77.9 80.2 49.9 51.3 62.9 63.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 18,817: 404 0 666 17,747 18,151 18,817 18,817: 0 0
Old : 18,817: 404 0 666 17,747 18,151 18,817 18,817: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 308: 0 0 0 308 308 308 308: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 3.5 94.3 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 3.5 94.3 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 : 22: 1 0 1 14 16 15 17:
Old : 22: 1 0 1 14 16 15 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 : 80.4 64.7 90.0 82.7 34.0 31.1 41.7 39.9
Old : 80.4 64.7 90.0 82.7 34.0 31.1 41.7 39.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25 MWh :
: : :
All : 164,228: 5,153 0 0 159,075 164,228 164,228 164,228: 0 0
Old : 164,228: 5,153 0 0 159,075 164,228 164,228 164,228: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 278: 0 0 0 278 278 278 278: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 0.0 0.0 96.9 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 13 16 14 16:
Old : 20: 1 0 0 13 16 14 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 : 71.1 70.4 92.3 86.5 37.2 37.6 42.7 45.2
Old : 71.1 70.4 92.3 86.5 37.2 37.6 42.7 45.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,500: 0 200 0 7,960 8,235 7,960 8,435: 540 65
Old : 8,500: 0 200 0 7,960 8,235 7,960 8,435: 540 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 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 2.4 0.0 93.6 96.9 93.6 99.2: 6.4 0.8
Old : 100.0: 0.0 2.4 0.0 93.6 96.9 93.6 99.2: 6.4 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 : 21: 0 1 0 14 13 14 14:
Old : 21: 0 1 0 14 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 83.7 87.1 95.1 59.8 78.6 74.5 84.4
Old : 70.3 83.7 87.1 95.1 59.8 78.6 74.5 84.4
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, September 08, 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 : 142,723: 2,706 5,750 22,033 117,605 114,618 142,344 142,401: 380 323
Old : 142,723: 2,706 5,750 22,033 117,605 114,618 142,344 142,401: 380 323
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 27,991: -274 -717 5,786 22,916 23,394 28,428 28,463: -437 -472
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 4.0 15.4 82.4 80.3 99.7 99.8: 0.3 0.2
Old : 100.0: 1.9 4.0 15.4 82.4 80.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 4 21 18 26 22:
Old : 27: 3 2 4 21 18 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 59.2 77.1 83.6 24.5 33.0 32.1 34.8
Old : 44.1 59.2 77.1 83.6 24.5 33.0 32.1 34.8
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,935: 0 675 0 23,545 23,260 23,545 23,935: 390 0
Old : 23,935: 0 675 0 23,545 23,260 23,545 23,935: 390 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,665: 0 -75 0 -1,700 -1,590 -1,700 -1,665: 35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 0.0 98.4 97.2 98.4 100.0: 1.6 0.0
Old : 100.0: 0.0 2.8 0.0 98.4 97.2 98.4 100.0: 1.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 20 16 20 17:
Old : 27: 0 1 0 20 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 80.8 83.9 93.2 52.0 76.1 74.2 85.1
Old : 59.2 80.8 83.9 93.2 52.0 76.1 74.2 85.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,760: 0 675 0 20,190 20,025 20,190 20,700: 570 60
Old : 20,760: 0 675 0 20,190 20,025 20,190 20,700: 570 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,130: 0 -75 0 -1,095 -1,055 -1,095 -1,130: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 97.3 96.5 97.3 99.7: 2.7 0.3
Old : 100.0: 0.0 3.3 0.0 97.3 96.5 97.3 99.7: 2.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 16 10 16 11:
Old : 22: 0 1 0 16 10 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 89.1 83.0 98.3 60.8 85.8 77.6 90.1
Old : 65.9 89.1 83.0 98.3 60.8 85.8 77.6 90.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,599: 150 0 0 22,449 22,599 22,599 22,599: 0 0
Old : 22,599: 150 0 0 22,449 22,599 22,599 22,599: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,330: -50 0 0 -3,280 -3,330 -3,330 -3,330: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 99.3 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.7 0.0 0.0 99.3 100.0 100.0 100.0: 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 : 35: 2 0 0 21 21 23 21:
Old : 35: 2 0 0 21 21 23 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 : 58.9 76.1 79.2 90.8 55.9 74.2 74.1 82.6
Old : 58.9 76.1 79.2 90.8 55.9 74.2 74.1 82.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,285: 0 0 0 21,185 21,285 21,185 21,285: 100 0
Old : 21,285: 0 0 0 21,185 21,285 21,185 21,285: 100 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,916: -175 0 0 -2,841 -2,916 -3,016 -2,916: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 0.0 0.0 0.0 99.5 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 17 17 17:
Old : 26: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 81.3 81.6 95.7 63.9 79.0 80.8 87.3
Old : 64.2 81.3 81.6 95.7 63.9 79.0 80.8 87.3
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,435: 0 0 0 12,105 12,340 12,105 12,340: 330 95
Old : 12,435: 0 0 0 12,105 12,340 12,105 12,340: 330 95
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,220: -25 0 0 -1,165 -1,245 -1,190 -1,245: -30 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.3 99.2 97.3 99.2: 2.7 0.8
Old : 100.0: 0.0 0.0 0.0 97.3 99.2 97.3 99.2: 2.7 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 : 25: 0 0 0 24 10 24 10:
Old : 25: 0 0 0 24 10 24 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 90.8 71.7 98.5 45.0 78.6 62.0 79.9
Old : 47.0 90.8 71.7 98.5 45.0 78.6 62.0 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,157: 0 0 0 12,817 13,082 12,817 13,082: 340 75
Old : 13,157: 0 0 0 12,817 13,082 12,817 13,082: 340 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,610: -25 0 0 -1,560 -1,685 -1,585 -1,685: -25 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 99.4 97.4 99.4: 2.6 0.6
Old : 100.0: 0.0 0.0 0.0 97.4 99.4 97.4 99.4: 2.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 26 12 26 12:
Old : 28: 0 0 0 26 12 26 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 : 45.5 91.5 65.9 98.4 44.5 82.3 60.4 83.7
Old : 45.5 91.5 65.9 98.4 44.5 82.3 60.4 83.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 107,706: 3,150 900 50 104,486 106,576 107,686 107,526: 20 180
Old : 107,706: 3,150 900 50 104,486 106,576 107,686 107,526: 20 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -10,490: -455 -200 -45 -9,990 -10,235 -10,490 -10,480: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.8 0.0 97.0 99.0 100.0 99.8: 0.0 0.2
Old : 100.0: 2.9 0.8 0.0 97.0 99.0 100.0 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 : 45: 3 1 1 36 31 39 33:
Old : 45: 3 1 1 36 31 39 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 : 42.1 64.3 65.5 83.1 41.0 55.1 57.1 65.4
Old : 42.1 64.3 65.5 83.1 41.0 55.1 57.1 65.4
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,165: 1,550 1,090 300 113,300 113,695 115,150 115,085: 15 80
Old : 115,165: 1,550 1,090 300 113,300 113,695 115,150 115,085: 15 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -11,516: -105 -380 -35 -11,361 -11,098 -11,501 -11,513: -15 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.9 0.3 98.4 98.7 100.0 99.9: 0.0 0.1
Old : 100.0: 1.3 0.9 0.3 98.4 98.7 100.0 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: 4 3 3 40 35 45 40:
Old : 52: 4 3 3 40 35 45 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 65.4 66.6 81.7 41.0 60.2 57.4 69.2
Old : 46.2 65.4 66.6 81.7 41.0 60.2 57.4 69.2
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 138,710: 17,418 5,932 3,649 117,470 128,959 138,537 138,540: 173 170
Old : 138,710: 17,418 5,932 3,649 117,470 128,959 138,537 138,540: 173 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -6,586: -1,237 -713 -202 -5,123 -5,626 -6,562 -6,541: -24 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 4.3 2.6 84.7 93.0 99.9 99.9: 0.1 0.1
Old : 100.0: 12.6 4.3 2.6 84.7 93.0 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 : 66: 8 9 8 43 41 56 53:
Old : 66: 8 9 8 43 41 56 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.7 56.0 50.1 70.2 28.2 50.3 45.5 58.3
Old : 29.7 56.0 50.1 70.2 28.2 50.3 45.5 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 100,491: 970 3,190 2,720 96,698 94,521 100,388 100,431: 103 60
Old : 100,491: 970 3,190 2,720 96,698 94,521 100,388 100,431: 103 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -3,879: 25 15 -240 -3,656 -3,714 -3,871 -3,939: -8 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 3.2 2.7 96.2 94.1 99.9 99.9: 0.1 0.1
Old : 100.0: 1.0 3.2 2.7 96.2 94.1 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 : 48: 3 3 5 38 36 44 42:
Old : 48: 3 3 5 38 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 : 34.2 71.7 53.5 80.3 31.3 61.0 44.5 64.8
Old : 34.2 71.7 53.5 80.3 31.3 61.0 44.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,775: 0 175 125 22,600 22,385 22,725 22,685: 50 90
Old : 22,775: 0 175 125 22,600 22,385 22,725 22,685: 50 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -2,035: 0 -130 100 -2,170 -2,095 -2,070 -2,125: 35 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.8 0.5 99.2 98.3 99.8 99.6: 0.2 0.4
Old : 100.0: 0.0 0.8 0.5 99.2 98.3 99.8 99.6: 0.2 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: 0 1 1 28 12 29 13:
Old : 31: 0 1 1 28 12 29 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 79.8 75.2 95.8 54.7 77.6 74.8 90.0
Old : 54.7 79.8 75.2 95.8 54.7 77.6 74.8 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,995: 0 25 150 19,805 19,730 19,955 19,905: 40 90
Old : 19,995: 0 25 150 19,805 19,730 19,955 19,905: 40 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,295: 0 -80 50 -1,325 -1,255 -1,275 -1,285: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.8 99.0 98.7 99.8 99.5: 0.2 0.5
Old : 100.0: 0.0 0.1 0.8 99.0 98.7 99.8 99.5: 0.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 25 10 26 11:
Old : 28: 0 1 1 25 10 26 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 : 58.2 83.7 77.3 98.0 58.2 81.3 77.3 89.6
Old : 58.2 83.7 77.3 98.0 58.2 81.3 77.3 89.6
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 27,039: 0 930 145 26,620 25,714 26,765 26,789: 274 250
Old : 27,039: 0 930 145 26,620 25,714 26,765 26,789: 274 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -970: -50 5 -30 -925 -925 -1,005 -950: 35 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.5 98.5 95.1 99.0 99.1: 1.0 0.9
Old : 100.0: 0.0 3.4 0.5 98.5 95.1 99.0 99.1: 1.0 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 : 32: 0 1 1 27 26 28 27:
Old : 32: 0 1 1 27 26 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 52.6 70.4 70.9 54.5 47.9 64.7 60.4
Old : 57.2 52.6 70.4 70.9 54.5 47.9 64.7 60.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 10,640: 740 0 160 9,740 10,480 10,640 10,640: 0 0
Old : 10,640: 740 0 160 9,740 10,480 10,640 10,640: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -80: 0 0 0 -80 -80 -80 -80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.0 1.5 91.5 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 7.0 0.0 1.5 91.5 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 : 43.9 61.9 72.3 89.0 33.6 54.4 54.1 60.0
Old : 43.9 61.9 72.3 89.0 33.6 54.4 54.1 60.0
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,541: 2,708 2,170 350 25,853 27,001 28,911 29,521: 630 20
Old : 29,541: 2,708 2,170 350 25,853 27,001 28,911 29,521: 630 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,715: -75 50 -50 -1,630 -1,715 -1,755 -1,715: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.3 1.2 87.5 91.4 97.9 99.9: 2.1 0.1
Old : 100.0: 9.2 7.3 1.2 87.5 91.4 97.9 99.9: 2.1 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 : 32: 3 2 2 20 23 24 26:
Old : 32: 3 2 2 20 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 43.2 78.1 70.1 51.2 42.9 65.9 63.9
Old : 62.0 43.2 78.1 70.1 51.2 42.9 65.9 63.9
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,030: 2,035 0 60 20,211 22,970 22,306 23,030: 724 0
Old : 23,030: 2,035 0 60 20,211 22,970 22,306 23,030: 724 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,108: -252 0 0 -930 -1,108 -1,182 -1,108: 74 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.0 0.3 87.8 99.7 96.9 100.0: 3.1 0.0
Old : 100.0: 8.8 0.0 0.3 87.8 99.7 96.9 100.0: 3.1 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: 2 0 1 19 23 21 24:
Old : 29: 2 0 1 19 23 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 53.8 75.5 77.5 33.2 36.3 52.0 51.1
Old : 47.8 53.8 75.5 77.5 33.2 36.3 52.0 51.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,907: 90 150 450 28,008 28,271 28,548 28,871: 359 36
Old : 28,907: 90 150 450 28,008 28,271 28,548 28,871: 359 36
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: 101: -160 135 250 -114 -280 -24 105: 125 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.5 1.6 96.9 97.8 98.8 99.9: 1.2 0.1
Old : 100.0: 0.3 0.5 1.6 96.9 97.8 98.8 99.9: 1.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 2 24 25 26 28:
Old : 34: 1 2 2 24 25 26 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 69.4 82.6 85.8 62.3 69.1 79.1 84.7
Old : 65.2 69.4 82.6 85.8 62.3 69.1 79.1 84.7
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,960: 600 470 0 23,105 23,490 23,705 23,960: 255 0
Old : 23,960: 600 470 0 23,105 23,490 23,705 23,960: 255 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -360: 0 20 0 -445 -80 -445 -60: 85 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.0 0.0 96.4 98.0 98.9 100.0: 1.1 0.0
Old : 100.0: 2.5 2.0 0.0 96.4 98.0 98.9 100.0: 1.1 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 : 33: 1 1 0 24 24 25 25:
Old : 33: 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 : 64.2 63.2 80.4 82.2 61.8 61.3 74.5 79.3
Old : 64.2 63.2 80.4 82.2 61.8 61.3 74.5 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,959: 0 760 0 14,774 13,879 14,774 14,639: 185 320
Old : 14,959: 0 760 0 14,774 13,879 14,774 14,639: 185 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -865: 0 -50 0 -948 -1,135 -948 -1,185: 83 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.1 0.0 98.8 92.8 98.8 97.9: 1.2 2.1
Old : 100.0: 0.0 5.1 0.0 98.8 92.8 98.8 97.9: 1.2 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 : 25: 0 1 0 18 12 18 13:
Old : 25: 0 1 0 18 12 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 58.6 84.9 87.4 57.7 55.7 84.6 83.1
Old : 57.7 58.6 84.9 87.4 57.7 55.7 84.6 83.1
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,206: 0 0 0 10,306 10,946 10,306 10,946: 900 260
Old : 11,206: 0 0 0 10,306 10,946 10,306 10,946: 900 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -343: 0 0 0 -428 -188 -428 -188: 85 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.0 97.7 92.0 97.7: 8.0 2.3
Old : 100.0: 0.0 0.0 0.0 92.0 97.7 92.0 97.7: 8.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 12 15 12:
Old : 20: 0 0 0 15 12 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 78.5 78.9 93.3 53.3 75.0 77.7 88.8
Old : 53.3 78.5 78.9 93.3 53.3 75.0 77.7 88.8
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 33,815: 1,825 2,345 230 31,516 31,010 33,571 33,585: 244 230
Old : 33,815: 1,825 2,345 230 31,516 31,010 33,571 33,585: 244 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -1,125: 0 -35 -15 -1,105 -1,060 -1,120 -1,110: -5 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 6.9 0.7 93.2 91.7 99.3 99.3: 0.7 0.7
Old : 100.0: 5.4 6.9 0.7 93.2 91.7 99.3 99.3: 0.7 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 : 37: 2 2 1 27 23 30 25:
Old : 37: 2 2 1 27 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 : 51.8 52.9 67.5 76.1 51.1 49.6 65.7 70.4
Old : 51.8 52.9 67.5 76.1 51.1 49.6 65.7 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 12,526: 2,037 0 0 10,319 12,506 12,356 12,506: 170 20
Old : 12,526: 2,037 0 0 10,319 12,506 12,356 12,506: 170 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -495: -90 0 0 -395 -495 -485 -495: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 0.0 82.4 99.8 98.6 99.8: 1.4 0.2
Old : 100.0: 16.3 0.0 0.0 82.4 99.8 98.6 99.8: 1.4 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 : 26: 2 0 0 17 17 19 17:
Old : 26: 2 0 0 17 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 : 42.0 74.5 72.9 89.3 41.2 66.9 69.5 78.3
Old : 42.0 74.5 72.9 89.3 41.2 66.9 69.5 78.3
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, September 08, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,404: 2,185 0 100 10,844 13,279 13,129 13,379: 275 25
Old : 13,404: 2,185 0 100 10,844 13,279 13,129 13,379: 275 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 1, 2015 :
: -845: -140 -50 -25 -700 -755 -865 -830: 20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 0.7 80.9 99.1 97.9 99.8: 2.1 0.2
Old : 100.0: 16.3 0.0 0.7 80.9 99.1 97.9 99.8: 2.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 23 19 25 20:
Old : 29: 2 0 1 23 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.3 76.3 68.7 89.3 43.1 70.4 67.9 79.7
Old : 43.3 76.3 68.7 89.3 43.1 70.4 67.9 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 11, 2015