CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 23,900: 8,495 3,751 1,694 13,661 18,455 23,850 23,900: 50 0
Old : 23,900: 8,495 3,751 1,694 13,661 18,455 23,850 23,900: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,692: -517 -335 926 1,278 1,101 1,687 1,692: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.5 15.7 7.1 57.2 77.2 99.8 100.0: 0.2 0.0
Old : 100.0: 35.5 15.7 7.1 57.2 77.2 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 : 28: 12 5 4 8 9 22 16:
Old : 28: 12 5 4 8 9 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 65.8 88.9 88.8 64.2 62.6 71.9 75.2
Old : 70.8 65.8 88.9 88.8 64.2 62.6 71.9 75.2
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, November 10, 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 : 26,193: 5,009 6,464 1,232 19,953 18,497 26,193 26,193: 0 0
Old : 26,193: 5,009 6,464 1,232 19,953 18,497 26,193 26,193: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,611: -123 0 110 -2,599 -2,722 -2,611 -2,611: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 24.7 4.7 76.2 70.6 100.0 100.0: 0.0 0.0
Old : 100.0: 19.1 24.7 4.7 76.2 70.6 100.0 100.0: 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 : 21: 6 4 4 8 7 16 14:
Old : 21: 6 4 4 8 7 16 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 : 73.4 75.9 92.5 97.7 59.3 62.6 67.5 69.1
Old : 73.4 75.9 92.5 97.7 59.3 62.6 67.5 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 41,443: 2,300 5,000 6,479 32,664 29,964 41,443 41,443: 0 0
Old : 41,443: 2,300 5,000 6,479 32,664 29,964 41,443 41,443: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 381: 0 0 1,500 -1,119 -1,118 381 381: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.1 15.6 78.8 72.3 100.0 100.0: 0.0 0.0
Old : 100.0: 5.5 12.1 15.6 78.8 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: 4 6 4 9 8 17 15:
Old : 21: 4 6 4 9 8 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 74.2 84.7 94.6 29.2 31.0 34.6 34.7
Old : 61.2 74.2 84.7 94.6 29.2 31.0 34.6 34.7
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, November 10, 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 : 58,668: 3,456 5,063 5,566 42,146 40,539 51,168 51,168: 7,500 7,500
Old : 58,668: 3,456 5,063 5,566 42,146 40,539 51,168 51,168: 7,500 7,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 5,645: -2,641 20 919 4,908 2,207 3,185 3,145: 2,460 2,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 8.6 9.5 71.8 69.1 87.2 87.2: 12.8 12.8
Old : 100.0: 5.9 8.6 9.5 71.8 69.1 87.2 87.2: 12.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 8 8 13 11 25 21:
Old : 28: 6 8 8 13 11 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 : 54.5 56.7 72.9 70.8 28.1 36.1 38.2 40.0
Old : 54.5 56.7 72.9 70.8 28.1 36.1 38.2 40.0
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,913,370: 324,742 376,094 666,268 2,888,097 2,860,400 3,879,107 3,902,762: 34,263 10,608
Old : 3,913,370: 324,742 376,094 666,268 2,888,097 2,860,400 3,879,107 3,902,762: 34,263 10,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 86,748: 19,111 -3,983 49,581 17,419 40,240 86,111 85,838: 637 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 9.6 17.0 73.8 73.1 99.1 99.7: 0.9 0.3
Old : 100.0: 8.3 9.6 17.0 73.8 73.1 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 227: 31 43 59 142 114 207 183:
Old : 227: 31 43 59 142 114 207 183:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 25.2 34.5 42.5 18.8 23.9 29.0 34.0
Old : 20.9 25.2 34.5 42.5 18.8 23.9 29.0 34.0
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,606,429: 154,737 133,039 1,272,831 1,178,476 1,200,068 2,606,044 2,605,938: 384 491
Old : 2,606,429: 154,737 133,039 1,272,831 1,178,476 1,200,068 2,606,044 2,605,938: 384 491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 24,589: 2,775 21,986 2,619 19,207 -53 24,601 24,553: -12 36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 5.1 48.8 45.2 46.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 5.1 48.8 45.2 46.0 100.0 100.0: 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 : 99: 19 23 39 55 51 94 93:
Old : 99: 19 23 39 55 51 94 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 : 45.5 42.3 67.0 63.2 7.6 6.4 8.8 9.1
Old : 45.5 42.3 67.0 63.2 7.6 6.4 8.8 9.1
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, November 10, 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 : 230,181: 9,470 6,521 2,086 206,334 215,394 217,890 224,001: 12,291 6,180
Old : 230,181: 9,470 6,521 2,086 206,334 215,394 217,890 224,001: 12,291 6,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -7,724: 1,510 3,173 -424 -7,489 -10,195 -6,403 -7,446: -1,321 -278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 2.8 0.9 89.6 93.6 94.7 97.3: 5.3 2.7
Old : 100.0: 4.1 2.8 0.9 89.6 93.6 94.7 97.3: 5.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 5 5 4 37 31 44 38:
Old : 53: 5 5 4 37 31 44 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 : 48.6 48.4 62.9 72.8 42.3 42.7 55.2 61.5
Old : 48.6 48.4 62.9 72.8 42.3 42.7 55.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 104,034: 3,238 57 2,712 91,829 97,901 97,779 100,670: 6,255 3,364
Old : 104,034: 3,238 57 2,712 91,829 97,901 97,779 100,670: 6,255 3,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -16,363: -1,380 31 357 -15,724 -17,907 -16,747 -17,519: 384 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.1 2.6 88.3 94.1 94.0 96.8: 6.0 3.2
Old : 100.0: 3.1 0.1 2.6 88.3 94.1 94.0 96.8: 6.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 1 3 27 28 31 31:
Old : 37: 3 1 3 27 28 31 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 : 55.1 50.8 76.2 71.6 52.1 49.6 71.4 67.6
Old : 55.1 50.8 76.2 71.6 52.1 49.6 71.4 67.6
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, November 10, 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 : 206,032: 1,237 4,652 3,119 187,851 188,265 192,207 196,036: 13,825 9,996
Old : 206,032: 1,237 4,652 3,119 187,851 188,265 192,207 196,036: 13,825 9,996
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -18,822: 50 -831 -386 -19,857 -17,817 -20,193 -19,034: 1,371 212
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.3 1.5 91.2 91.4 93.3 95.1: 6.7 4.9
Old : 100.0: 0.6 2.3 1.5 91.2 91.4 93.3 95.1: 6.7 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 : 41: 3 2 3 28 29 31 34:
Old : 41: 3 2 3 28 29 31 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 51.9 68.9 68.3 47.4 50.8 64.0 66.5
Old : 50.7 51.9 68.9 68.3 47.4 50.8 64.0 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 610,526: 2,168 1,543 6,477 595,339 597,278 603,984 605,298: 6,542 5,228
Old : 610,526: 2,168 1,543 6,477 595,339 597,278 603,984 605,298: 6,542 5,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 12,529: 463 -2,510 1,547 10,016 12,171 12,026 11,208: 503 1,321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.3 1.1 97.5 97.8 98.9 99.1: 1.1 0.9
Old : 100.0: 0.4 0.3 1.1 97.5 97.8 98.9 99.1: 1.1 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 : 57: 3 2 4 51 39 56 43:
Old : 57: 3 2 4 51 39 56 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 44.7 55.5 71.2 33.5 40.0 50.6 62.6
Old : 33.9 44.7 55.5 71.2 33.5 40.0 50.6 62.6
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, November 10, 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 : 307,070: 11,347 3,152 6,456 283,916 291,304 301,719 300,912: 5,351 6,158
Old : 307,070: 11,347 3,152 6,456 283,916 291,304 301,719 300,912: 5,351 6,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -18,687: 2,353 -1,876 802 -22,214 -18,079 -19,059 -19,153: 372 466
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.0 2.1 92.5 94.9 98.3 98.0: 1.7 2.0
Old : 100.0: 3.7 1.0 2.1 92.5 94.9 98.3 98.0: 1.7 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 4 5 6 37 39 45 46:
Old : 62: 4 5 6 37 39 45 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 : 43.3 43.6 61.6 63.5 42.8 42.9 55.9 60.5
Old : 43.3 43.6 61.6 63.5 42.8 42.9 55.9 60.5
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, November 10, 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 : 226,602: 1,552 3,388 2,054 218,694 217,391 222,300 222,833: 4,302 3,769
Old : 226,602: 1,552 3,388 2,054 218,694 217,391 222,300 222,833: 4,302 3,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -10,420: -2,205 842 -1,405 -5,449 -9,653 -9,059 -10,216: -1,361 -204
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.5 0.9 96.5 95.9 98.1 98.3: 1.9 1.7
Old : 100.0: 0.7 1.5 0.9 96.5 95.9 98.1 98.3: 1.9 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 : 53: 2 2 3 38 42 42 45:
Old : 53: 2 2 3 38 42 42 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 27.0 78.8 48.2 60.3 25.7 75.3 44.5
Old : 60.3 27.0 78.8 48.2 60.3 25.7 75.3 44.5
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 101,131: 0 4,545 948 93,172 88,661 94,120 94,154: 7,011 6,977
Old : 101,131: 0 4,545 948 93,172 88,661 94,120 94,154: 7,011 6,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,725: 0 180 -945 -4,006 -4,447 -4,951 -5,212: 226 487
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.9 92.1 87.7 93.1 93.1: 6.9 6.9
Old : 100.0: 0.0 4.5 0.9 92.1 87.7 93.1 93.1: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 2 17 24 19 26:
Old : 30: 0 2 2 17 24 19 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 51.2 86.7 70.9 74.4 50.6 85.2 70.1
Old : 74.4 51.2 86.7 70.9 74.4 50.6 85.2 70.1
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,193: 2,997 5,614 2,057 91,374 88,719 96,428 96,390: 6,765 6,803
Old : 103,193: 2,997 5,614 2,057 91,374 88,719 96,428 96,390: 6,765 6,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,939: 2,731 -815 -11 -4,658 -1,201 -1,938 -2,027: -1 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.4 2.0 88.5 86.0 93.4 93.4: 6.6 6.6
Old : 100.0: 2.9 5.4 2.0 88.5 86.0 93.4 93.4: 6.6 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 5 3 29 23 33 28:
Old : 39: 1 5 3 29 23 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 42.2 62.5 65.5 47.0 40.6 60.1 59.9
Old : 47.2 42.2 62.5 65.5 47.0 40.6 60.1 59.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 68,631: 2,258 1,189 447 59,072 54,685 61,777 56,321: 6,854 12,310
Old : 68,631: 2,258 1,189 447 59,072 54,685 61,777 56,321: 6,854 12,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -5,986: 515 -1,613 -240 -4,753 -3,811 -4,478 -5,664: -1,508 -322
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 1.7 0.7 86.1 79.7 90.0 82.1: 10.0 17.9
Old : 100.0: 3.3 1.7 0.7 86.1 79.7 90.0 82.1: 10.0 17.9
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: 1 1 2 19 16 21 18:
Old : 25: 1 1 2 19 16 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 43.9 66.7 67.4 44.7 40.2 60.6 60.5
Old : 49.7 43.9 66.7 67.4 44.7 40.2 60.6 60.5
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, November 10, 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 : 171,170: 0 2,996 0 164,711 162,990 164,711 165,986: 6,459 5,184
Old : 171,170: 0 2,996 0 164,711 162,990 164,711 165,986: 6,459 5,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -9,802: 0 -240 0 -10,276 -9,290 -10,276 -9,530: 474 -272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 0.0 96.2 95.2 96.2 97.0: 3.8 3.0
Old : 100.0: 0.0 1.8 0.0 96.2 95.2 96.2 97.0: 3.8 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 : 35: 0 1 0 28 23 28 24:
Old : 35: 0 1 0 28 23 28 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 65.3 65.9 80.3 40.3 65.3 61.9 77.9
Old : 42.5 65.3 65.9 80.3 40.3 65.3 61.9 77.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 91,108: 0 0 0 82,054 87,678 82,054 87,678: 9,054 3,430
Old : 91,108: 0 0 0 82,054 87,678 82,054 87,678: 9,054 3,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,997: 0 0 0 -3,617 -4,121 -3,617 -4,121: -380 124
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.1 96.2 90.1 96.2: 9.9 3.8
Old : 100.0: 0.0 0.0 0.0 90.1 96.2 90.1 96.2: 9.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 19 16 19 16:
Old : 27: 0 0 0 19 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 60.2 69.5 85.4 45.2 58.2 64.3 81.0
Old : 49.2 60.2 69.5 85.4 45.2 58.2 64.3 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 342,792: 1,367 0 4,518 328,623 328,904 334,508 333,422: 8,284 9,370
Old : 342,792: 1,367 0 4,518 328,623 328,904 334,508 333,422: 8,284 9,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -20,601: 454 -1,080 651 -22,496 -19,937 -21,391 -20,366: 790 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 1.3 95.9 95.9 97.6 97.3: 2.4 2.7
Old : 100.0: 0.4 0.0 1.3 95.9 95.9 97.6 97.3: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 4 0 3 48 40 52 43:
Old : 60: 4 0 3 48 40 52 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 54.5 53.6 72.9 33.8 50.2 50.6 67.8
Old : 34.4 54.5 53.6 72.9 33.8 50.2 50.6 67.8
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 59,166: 1,788 19 1,687 50,095 48,931 53,570 50,637: 5,596 8,529
Old : 59,166: 1,788 19 1,687 50,095 48,931 53,570 50,637: 5,596 8,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -6,493: -599 -3,077 352 -4,609 -1,503 -4,856 -4,228: -1,637 -2,265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 2.9 84.7 82.7 90.5 85.6: 9.5 14.4
Old : 100.0: 3.0 0.0 2.9 84.7 82.7 90.5 85.6: 9.5 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 21 19 23 21:
Old : 25: 1 1 2 21 19 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 : 60.3 50.5 74.5 68.9 54.7 46.4 64.4 56.8
Old : 60.3 50.5 74.5 68.9 54.7 46.4 64.4 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 63,198: 0 2,825 833 58,824 54,685 59,657 58,343: 3,541 4,855
Old : 63,198: 0 2,825 833 58,824 54,685 59,657 58,343: 3,541 4,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,476: 0 -652 -132 -2,032 -1,324 -2,164 -2,108: -312 -368
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 1.3 93.1 86.5 94.4 92.3: 5.6 7.7
Old : 100.0: 0.0 4.5 1.3 93.1 86.5 94.4 92.3: 5.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 2 15 16 17 18:
Old : 22: 0 2 2 15 16 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 : 54.1 62.6 80.5 81.3 51.6 58.1 76.0 73.9
Old : 54.1 62.6 80.5 81.3 51.6 58.1 76.0 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,921: 6,066 0 0 57,760 63,899 63,826 63,899: 2,095 2,022
Old : 65,921: 6,066 0 0 57,760 63,899 63,826 63,899: 2,095 2,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -40,977: -912 -2,820 -1,500 -37,681 -30,599 -40,093 -34,919: -884 -6,058
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 0.0 0.0 87.6 96.9 96.8 96.9: 3.2 3.1
Old : 100.0: 9.2 0.0 0.0 87.6 96.9 96.8 96.9: 3.2 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 : 23: 2 0 0 14 18 16 18:
Old : 23: 2 0 0 14 18 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 64.5 83.4 80.9 54.4 60.6 73.2 72.9
Old : 60.6 64.5 83.4 80.9 54.4 60.6 73.2 72.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,315: 9,839 9,600 1,500 93,305 94,223 104,644 105,323: 1,671 992
Old : 106,315: 9,839 9,600 1,500 93,305 94,223 104,644 105,323: 1,671 992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -36,311: 1,126 -5,030 -1,970 -33,360 -28,716 -34,204 -35,716: -2,107 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 9.0 1.4 87.8 88.6 98.4 99.1: 1.6 0.9
Old : 100.0: 9.3 9.0 1.4 87.8 88.6 98.4 99.1: 1.6 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 : 55: 6 6 1 31 24 37 31:
Old : 55: 6 6 1 31 24 37 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 : 46.8 58.8 65.6 75.1 39.8 55.0 55.7 68.0
Old : 46.8 58.8 65.6 75.1 39.8 55.0 55.7 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 73,407: 300 0 240 72,657 72,506 73,197 72,746: 210 661
Old : 73,407: 300 0 240 72,657 72,506 73,197 72,746: 210 661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -16,601: -124 -630 0 -16,291 -14,781 -16,415 -15,411: -186 -1,190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.0 0.3 99.0 98.8 99.7 99.1: 0.3 0.9
Old : 100.0: 0.4 0.0 0.3 99.0 98.8 99.7 99.1: 0.3 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 : 34: 1 0 1 13 21 15 22:
Old : 34: 1 0 1 13 21 15 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 : 87.8 69.1 95.1 83.8 87.0 66.2 92.6 80.8
Old : 87.8 69.1 95.1 83.8 87.0 66.2 92.6 80.8
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 210,033: 6,742 0 993 193,215 199,339 200,950 200,332: 9,083 9,701
Old : 210,033: 6,742 0 993 193,215 199,339 200,950 200,332: 9,083 9,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -13,842: 1,925 -540 -572 -14,363 -12,707 -13,010 -13,819: -832 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.5 92.0 94.9 95.7 95.4: 4.3 4.6
Old : 100.0: 3.2 0.0 0.5 92.0 94.9 95.7 95.4: 4.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 0 1 34 34 36 35:
Old : 43: 2 0 1 34 34 36 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 : 48.6 43.2 66.7 63.1 43.0 32.6 51.4 46.1
Old : 48.6 43.2 66.7 63.1 43.0 32.6 51.4 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 18,157: 0 1,140 120 16,889 14,425 17,009 15,685: 1,148 2,472
Old : 18,157: 0 1,140 120 16,889 14,425 17,009 15,685: 1,148 2,472
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,247: 0 31 -31 -3,813 -4,634 -3,844 -4,634: -403 387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.7 93.0 79.4 93.7 86.4: 6.3 13.6
Old : 100.0: 0.0 6.3 0.7 93.0 79.4 93.7 86.4: 6.3 13.6
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 : 21: 0 3 1 11 10 12 13:
Old : 21: 0 3 1 11 10 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 62.0 91.0 78.0 78.8 58.3 89.2 74.1
Old : 78.8 62.0 91.0 78.0 78.8 58.3 89.2 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 50,198: 1,800 707 598 34,211 45,088 36,609 46,393: 13,589 3,805
Old : 50,198: 1,800 707 598 34,211 45,088 36,609 46,393: 13,589 3,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -5,483: -1,168 310 -280 -3,634 -4,895 -5,082 -4,865: -401 -618
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.4 1.2 68.2 89.8 72.9 92.4: 27.1 7.6
Old : 100.0: 3.6 1.4 1.2 68.2 89.8 72.9 92.4: 27.1 7.6
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 : 20: 1 1 2 11 14 13 16:
Old : 20: 1 1 2 11 14 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 : 50.7 52.2 63.9 74.1 39.9 51.5 48.6 63.5
Old : 50.7 52.2 63.9 74.1 39.9 51.5 48.6 63.5
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 95,391: 1,059 8,457 1,353 86,920 77,949 89,332 87,759: 6,059 7,632
Old : 95,391: 1,059 8,457 1,353 86,920 77,949 89,332 87,759: 6,059 7,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,909: -90 -125 -207 -3,352 -2,864 -3,649 -3,196: -260 -713
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 8.9 1.4 91.1 81.7 93.6 92.0: 6.4 8.0
Old : 100.0: 1.1 8.9 1.4 91.1 81.7 93.6 92.0: 6.4 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 : 34: 1 3 2 22 24 24 28:
Old : 34: 1 3 2 22 24 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 : 53.5 39.5 75.7 59.5 53.5 30.5 63.7 47.1
Old : 53.5 39.5 75.7 59.5 53.5 30.5 63.7 47.1
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 103,613: 5,179 0 656 88,935 101,155 94,770 101,811: 8,843 1,802
Old : 103,613: 5,179 0 656 88,935 101,155 94,770 101,811: 8,843 1,802
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -5,009: -12 0 -388 -4,525 -4,853 -4,925 -5,241: -84 232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.0 0.6 85.8 97.6 91.5 98.3: 8.5 1.7
Old : 100.0: 5.0 0.0 0.6 85.8 97.6 91.5 98.3: 8.5 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 : 30: 4 0 2 20 17 24 19:
Old : 30: 4 0 2 20 17 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 66.6 71.9 85.5 43.1 57.3 56.4 71.3
Old : 55.1 66.6 71.9 85.5 43.1 57.3 56.4 71.3
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,022: 2,996 0 0 105,333 109,056 108,329 109,056: 4,693 3,966
Old : 113,022: 2,996 0 0 105,333 109,056 108,329 109,056: 4,693 3,966
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -5,473: -210 0 0 -6,174 -5,149 -6,384 -5,149: 911 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.0 93.2 96.5 95.8 96.5: 4.2 3.5
Old : 100.0: 2.7 0.0 0.0 93.2 96.5 95.8 96.5: 4.2 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 21 14 22 14:
Old : 25: 1 0 0 21 14 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 68.8 77.2 89.9 44.5 51.2 56.6 67.2
Old : 59.9 68.8 77.2 89.9 44.5 51.2 56.6 67.2
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,279: 0 1,941 1,105 100,842 103,726 101,947 106,772: 7,332 2,507
Old : 109,279: 0 1,941 1,105 100,842 103,726 101,947 106,772: 7,332 2,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -5,856: 0 -537 -122 -5,870 -5,359 -5,992 -6,018: 136 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 1.0 92.3 94.9 93.3 97.7: 6.7 2.3
Old : 100.0: 0.0 1.8 1.0 92.3 94.9 93.3 97.7: 6.7 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 : 23: 0 2 2 17 15 19 17:
Old : 23: 0 2 2 17 15 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 : 67.2 66.0 82.6 83.3 61.9 63.9 75.8 80.1
Old : 67.2 66.0 82.6 83.3 61.9 63.9 75.8 80.1
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 161,425: 327 18,344 1,492 145,169 134,660 146,988 154,496: 14,437 6,929
Old : 161,425: 327 18,344 1,492 145,169 134,660 146,988 154,496: 14,437 6,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -10,747: 327 -2,231 -964 -8,762 -6,959 -9,399 -10,154: -1,348 -593
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 11.4 0.9 89.9 83.4 91.1 95.7: 8.9 4.3
Old : 100.0: 0.2 11.4 0.9 89.9 83.4 91.1 95.7: 8.9 4.3
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 : 38: 1 3 2 27 25 29 29:
Old : 38: 1 3 2 27 25 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 48.0 64.3 65.7 42.9 47.9 57.0 64.5
Old : 47.2 48.0 64.3 65.7 42.9 47.9 57.0 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 19,028: 0 0 0 18,337 18,758 18,337 18,758: 691 270
Old : 19,028: 0 0 0 18,337 18,758 18,337 18,758: 691 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -14,508: -310 -1,329 0 -14,089 -13,175 -14,399 -14,504: -109 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 98.6 96.4 98.6: 3.6 1.4
Old : 100.0: 0.0 0.0 0.0 96.4 98.6 96.4 98.6: 3.6 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 : 20: 0 0 0 10 16 10 16:
Old : 20: 0 0 0 10 16 10 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 : 72.6 62.5 95.9 79.7 65.2 62.1 85.2 76.6
Old : 72.6 62.5 95.9 79.7 65.2 62.1 85.2 76.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 41,435: 360 300 0 38,612 40,133 38,972 40,433: 2,463 1,002
Old : 41,435: 360 300 0 38,612 40,133 38,972 40,433: 2,463 1,002
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -9,436: -496 0 0 -10,369 -9,089 -10,865 -9,089: 1,429 -347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.7 0.0 93.2 96.9 94.1 97.6: 5.9 2.4
Old : 100.0: 0.9 0.7 0.0 93.2 96.9 94.1 97.6: 5.9 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 : 25: 1 1 0 14 17 15 18:
Old : 25: 1 1 0 14 17 15 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 : 53.1 64.1 81.7 86.1 45.2 63.8 69.6 72.0
Old : 53.1 64.1 81.7 86.1 45.2 63.8 69.6 72.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 188,701: 296 8,216 1,464 180,900 173,997 182,660 183,677: 6,041 5,024
Old : 188,701: 296 8,216 1,464 180,900 173,997 182,660 183,677: 6,041 5,024
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -18,416: -298 2,295 -863 -17,012 -18,540 -18,173 -17,108: -243 -1,308
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 4.4 0.8 95.9 92.2 96.8 97.3: 3.2 2.7
Old : 100.0: 0.2 4.4 0.8 95.9 92.2 96.8 97.3: 3.2 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 6 5 39 33 44 40:
Old : 54: 1 6 5 39 33 44 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 : 48.4 49.9 66.8 65.5 48.1 47.6 65.4 60.7
Old : 48.4 49.9 66.8 65.5 48.1 47.6 65.4 60.7
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 96,908: 199 0 476 90,931 92,531 91,606 93,007: 5,302 3,901
Old : 96,908: 199 0 476 90,931 92,531 91,606 93,007: 5,302 3,901
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -7,100: -403 0 188 -7,094 -6,572 -7,309 -6,384: 209 -716
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.5 93.8 95.5 94.5 96.0: 5.5 4.0
Old : 100.0: 0.2 0.0 0.5 93.8 95.5 94.5 96.0: 5.5 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 : 27: 1 0 1 21 19 22 20:
Old : 27: 1 0 1 21 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 58.9 74.2 78.3 51.4 52.9 64.8 66.5
Old : 55.1 58.9 74.2 78.3 51.4 52.9 64.8 66.5
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 72,358: 0 0 0 61,084 63,716 61,084 63,716: 11,274 8,642
Old : 72,358: 0 0 0 61,084 63,716 61,084 63,716: 11,274 8,642
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,926: 0 0 0 -3,656 -4,333 -3,656 -4,333: -270 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 84.4 88.1 84.4 88.1: 15.6 11.9
Old : 100.0: 0.0 0.0 0.0 84.4 88.1 84.4 88.1: 15.6 11.9
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: 0 0 0 14 16 14 16:
Old : 23: 0 0 0 14 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 : 52.2 61.2 75.8 78.7 49.7 60.8 67.2 73.3
Old : 52.2 61.2 75.8 78.7 49.7 60.8 67.2 73.3
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, November 10, 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 : 73,722: 2,354 0 0 63,773 71,015 66,127 71,015: 7,595 2,707
Old : 73,722: 2,354 0 0 63,773 71,015 66,127 71,015: 7,595 2,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,718: 0 0 0 -3,975 -4,794 -3,975 -4,794: 257 1,076
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 86.5 96.3 89.7 96.3: 10.3 3.7
Old : 100.0: 3.2 0.0 0.0 86.5 96.3 89.7 96.3: 10.3 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 : 26: 1 0 0 18 19 19 19:
Old : 26: 1 0 0 18 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 68.5 70.7 83.1 52.1 63.3 66.1 76.7
Old : 52.5 68.5 70.7 83.1 52.1 63.3 66.1 76.7
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, November 10, 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 : 87,008: 3,164 0 0 77,019 83,261 80,183 83,261: 6,825 3,747
Old : 87,008: 3,164 0 0 77,019 83,261 80,183 83,261: 6,825 3,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,850: -240 0 0 -7,009 -6,222 -7,249 -6,222: 2,399 1,372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.0 88.5 95.7 92.2 95.7: 7.8 4.3
Old : 100.0: 3.6 0.0 0.0 88.5 95.7 92.2 95.7: 7.8 4.3
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: 1 0 0 13 11 14 11:
Old : 22: 1 0 0 13 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 71.4 76.7 90.9 61.9 68.3 76.7 87.5
Old : 61.9 71.4 76.7 90.9 61.9 68.3 76.7 87.5
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, November 10, 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 : 159,939: 21,559 9,231 14,289 123,225 136,016 159,074 159,537: 865 402
Old : 159,939: 21,559 9,231 14,289 123,225 136,016 159,074 159,537: 865 402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,723: 219 547 549 -4,448 -4,772 -3,679 -3,675: -44 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 5.8 8.9 77.0 85.0 99.5 99.7: 0.5 0.3
Old : 100.0: 13.5 5.8 8.9 77.0 85.0 99.5 99.7: 0.5 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 : 80: 12 15 23 48 49 74 74:
Old : 80: 12 15 23 48 49 74 74:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 30.9 59.6 50.8 24.9 17.0 30.5 26.9
Old : 44.0 30.9 59.6 50.8 24.9 17.0 30.5 26.9
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, November 10, 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 : 52,310: 208 1,420 443 51,635 50,423 52,286 52,286: 24 24
Old : 52,310: 208 1,420 443 51,635 50,423 52,286 52,286: 24 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,133: 0 27 -26 1,159 1,132 1,133 1,133: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.7 0.8 98.7 96.4 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 2.7 0.8 98.7 96.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 7 3 24 20 28 28:
Old : 37: 2 7 3 24 20 28 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 : 51.2 42.7 76.9 75.3 43.5 33.8 57.9 52.2
Old : 51.2 42.7 76.9 75.3 43.5 33.8 57.9 52.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 447,733: 0 15,048 3,914 443,819 428,771 447,733 447,733: 0 0
Old : 447,733: 0 15,048 3,914 443,819 428,771 447,733 447,733: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,699: 0 -952 304 3,395 4,347 3,699 3,699: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.9 99.1 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.4 0.9 99.1 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 : 29: 0 4 2 19 16 21 20:
Old : 29: 0 4 2 19 16 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 59.9 76.7 83.0 40.2 48.8 66.0 63.7
Old : 46.7 59.9 76.7 83.0 40.2 48.8 66.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 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 : 1,590,976: 34,854 49,315 14,157 1,541,965 1,527,504 1,590,976 1,590,976: 0 0
Old : 1,590,976: 34,854 49,315 14,157 1,541,965 1,527,504 1,590,976 1,590,976: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -95,030: 11,640 784 -2,352 -104,318 -93,462 -95,030 -95,030: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 3.1 0.9 96.9 96.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 3.1 0.9 96.9 96.0 100.0 100.0: 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 : 58: 7 6 4 38 41 47 49:
Old : 58: 7 6 4 38 41 47 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 : 59.7 52.6 74.1 69.1 40.9 35.8 50.1 46.2
Old : 59.7 52.6 74.1 69.1 40.9 35.8 50.1 46.2
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 67,173: 1,209 3,076 684 65,279 63,388 67,173 67,149: 0 24
Old : 67,173: 1,209 3,076 684 65,279 63,388 67,173 67,149: 0 24
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -6,511: -83 -61 -352 -6,076 -6,098 -6,511 -6,511: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 4.6 1.0 97.2 94.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 4.6 1.0 97.2 94.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 7 3 21 21 25 29:
Old : 34: 2 7 3 21 21 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 59.4 84.0 76.9 51.0 49.9 66.0 60.8
Old : 62.8 59.4 84.0 76.9 51.0 49.9 66.0 60.8
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, November 10, 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 : 536,276: 0 11,342 4,674 531,602 520,260 536,276 536,276: 0 0
Old : 536,276: 0 11,342 4,674 531,602 520,260 536,276 536,276: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -56,800: -114 838 -190 -56,496 -57,448 -56,800 -56,800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.9 99.1 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.1 0.9 99.1 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 : 31: 0 4 1 21 18 22 22:
Old : 31: 0 4 1 21 18 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 73.3 82.1 90.7 53.3 65.3 68.7 75.3
Old : 60.6 73.3 82.1 90.7 53.3 65.3 68.7 75.3
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 448,765: 401 760 0 448,364 448,005 448,765 448,765: 0 0
Old : 448,765: 401 760 0 448,364 448,005 448,765 448,765: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -29,008: 0 0 -392 -28,616 -28,616 -29,008 -29,008: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.0 99.9 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.2 0.0 99.9 99.8 100.0 100.0: 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 : 39: 1 1 0 30 32 31 33:
Old : 39: 1 1 0 30 32 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.9 48.6 75.0 69.6 48.7 45.1 62.3 59.1
Old : 53.9 48.6 75.0 69.6 48.7 45.1 62.3 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 42,902: 906 1,347 255 40,935 40,496 42,096 42,098: 806 804
Old : 42,902: 906 1,347 255 40,935 40,496 42,096 42,098: 806 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,164: 63 -352 -22 -2,161 -1,721 -2,120 -2,095: -44 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 3.1 0.6 95.4 94.4 98.1 98.1: 1.9 1.9
Old : 100.0: 2.1 3.1 0.6 95.4 94.4 98.1 98.1: 1.9 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 : 39: 4 2 1 30 26 35 28:
Old : 39: 4 2 1 30 26 35 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 : 50.9 58.1 73.1 74.4 47.9 56.0 65.7 70.3
Old : 50.9 58.1 73.1 74.4 47.9 56.0 65.7 70.3
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,464: 60 0 0 50,038 50,137 50,098 50,137: 366 327
Old : 50,464: 60 0 0 50,038 50,137 50,098 50,137: 366 327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,708: 60 -40 -60 -3,785 -3,865 -3,785 -3,965: 77 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.2 99.4 99.3 99.4: 0.7 0.6
Old : 100.0: 0.1 0.0 0.0 99.2 99.4 99.3 99.4: 0.7 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 : 43: 1 0 0 36 31 37 31:
Old : 43: 1 0 0 36 31 37 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 : 49.8 59.4 68.9 78.1 46.4 46.7 57.5 63.6
Old : 49.8 59.4 68.9 78.1 46.4 46.7 57.5 63.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 67,105: 50 580 0 66,383 66,178 66,433 66,758: 672 347
Old : 67,105: 50 580 0 66,383 66,178 66,433 66,758: 672 347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,960: 0 -75 0 -4,127 -3,943 -4,127 -4,018: 167 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.9 0.0 98.9 98.6 99.0 99.5: 1.0 0.5
Old : 100.0: 0.1 0.9 0.0 98.9 98.6 99.0 99.5: 1.0 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 : 43: 1 1 0 34 33 35 34:
Old : 43: 1 1 0 34 33 35 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 53.4 66.4 80.4 46.3 46.3 62.3 70.4
Old : 47.2 53.4 66.4 80.4 46.3 46.3 62.3 70.4
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,716: 0 0 0 16,576 16,596 16,576 16,596: 140 120
Old : 16,716: 0 0 0 16,576 16,596 16,576 16,596: 140 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,063: -100 0 0 -1,968 -2,063 -2,068 -2,063: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.2 99.3 99.2 99.3: 0.8 0.7
Old : 100.0: 0.0 0.0 0.0 99.2 99.3 99.2 99.3: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 0 0 19 19 19 19:
Old : 27: 0 0 0 19 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 69.7 83.7 88.5 61.1 68.3 72.1 77.9
Old : 65.3 69.7 83.7 88.5 61.1 68.3 72.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 237,048: 784 0 0 236,264 237,048 237,048 237,048: 0 0
Old : 237,048: 784 0 0 236,264 237,048 237,048 237,048: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -12,936: 0 0 -1,176 -11,760 -11,760 -12,936 -12,936: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.0 0.0 99.7 100.0 100.0 100.0: 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 : 32: 1 0 0 24 20 25 20:
Old : 32: 1 0 0 24 20 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 : 52.2 67.7 78.3 86.1 51.6 61.4 73.2 74.3
Old : 52.2 67.7 78.3 86.1 51.6 61.4 73.2 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,702: 1,523 140 0 7,031 8,199 8,554 8,339: 148 363
Old : 8,702: 1,523 140 0 7,031 8,199 8,554 8,339: 148 363
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -668: -110 0 0 -491 -647 -601 -647: -67 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 1.6 0.0 80.8 94.2 98.3 95.8: 1.7 4.2
Old : 100.0: 17.5 1.6 0.0 80.8 94.2 98.3 95.8: 1.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 0 18 17 22 18:
Old : 26: 4 1 0 18 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 61.0 74.1 81.0 57.2 56.6 67.1 67.9
Old : 57.7 61.0 74.1 81.0 57.2 56.6 67.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,665: 0 550 0 17,665 16,975 17,665 17,525: 0 140
Old : 17,665: 0 550 0 17,665 16,975 17,665 17,525: 0 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,170: 0 -100 0 -1,170 -1,170 -1,170 -1,270: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 100.0 96.1 100.0 99.2: 0.0 0.8
Old : 100.0: 0.0 3.1 0.0 100.0 96.1 100.0 99.2: 0.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 2 0 24 22 24 24:
Old : 35: 0 2 0 24 22 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 61.6 74.6 84.1 52.3 55.3 67.6 70.4
Old : 55.6 61.6 74.6 84.1 52.3 55.3 67.6 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,245: 0 75 0 20,065 20,110 20,065 20,185: 180 60
Old : 20,245: 0 75 0 20,065 20,110 20,065 20,185: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 680: 0 75 0 680 605 680 680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 99.1 99.3 99.1 99.7: 0.9 0.3
Old : 100.0: 0.0 0.4 0.0 99.1 99.3 99.1 99.7: 0.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 26 24 26 25:
Old : 31: 0 1 0 26 24 26 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 56.9 67.6 77.8 30.4 33.3 44.5 44.9
Old : 48.2 56.9 67.6 77.8 30.4 33.3 44.5 44.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 18,332: 0 82 44 18,014 17,297 18,058 17,423: 274 909
Old : 18,332: 0 82 44 18,014 17,297 18,058 17,423: 274 909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 111: 0 -44 44 598 243 642 243: -531 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.2 98.3 94.4 98.5 95.0: 1.5 5.0
Old : 100.0: 0.0 0.4 0.2 98.3 94.4 98.5 95.0: 1.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 1 25 26 26 27:
Old : 31: 0 1 1 25 26 26 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.6 58.0 56.8 75.9 31.3 49.8 51.0 58.5
Old : 34.6 58.0 56.8 75.9 31.3 49.8 51.0 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,009: 41 4,481 389 60,134 55,954 60,564 60,824: 445 185
Old : 61,009: 41 4,481 389 60,134 55,954 60,564 60,824: 445 185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 571: -59 -729 92 557 1,228 590 591: -19 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.3 0.6 98.6 91.7 99.3 99.7: 0.7 0.3
Old : 100.0: 0.1 7.3 0.6 98.6 91.7 99.3 99.7: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 2 3 6 34 30 40 36:
Old : 42: 2 3 6 34 30 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 44.7 74.6 69.0 52.8 44.2 73.4 66.9
Old : 53.4 44.7 74.6 69.0 52.8 44.2 73.4 66.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 71,118: 300 9,549 2,528 68,284 59,011 71,112 71,088: 6 30
Old : 71,118: 300 9,549 2,528 68,284 59,011 71,112 71,088: 6 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,167: -109 -72 65 -1,101 -1,145 -1,145 -1,152: -22 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 13.4 3.6 96.0 83.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 13.4 3.6 96.0 83.0 100.0 100.0: 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 : 50: 3 7 5 34 35 39 45:
Old : 50: 3 7 5 34 35 39 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 46.8 68.4 71.4 45.4 44.6 65.2 65.6
Old : 46.2 46.8 68.4 71.4 45.4 44.6 65.2 65.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 43,980: 910 0 0 43,050 43,980 43,960 43,980: 20 0
Old : 43,980: 910 0 0 43,050 43,980 43,960 43,980: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,680: 30 0 0 -4,600 -4,680 -4,570 -4,680: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.1 0.0 0.0 97.9 100.0 100.0 100.0: 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 : 33: 1 0 0 28 16 29 16:
Old : 33: 1 0 0 28 16 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 94.0 73.7 97.3 53.2 92.7 71.2 93.6
Old : 55.7 94.0 73.7 97.3 53.2 92.7 71.2 93.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 45,495: 735 0 0 44,700 45,495 45,435 45,495: 60 0
Old : 45,495: 735 0 0 44,700 45,495 45,435 45,495: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,855: 0 0 0 -2,735 -2,855 -2,735 -2,855: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.0 98.3 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 0.0 0.0 98.3 100.0 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 : 34: 1 0 0 30 17 31 17:
Old : 34: 1 0 0 30 17 31 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 93.3 69.6 97.0 51.9 88.4 66.8 89.6
Old : 53.3 93.3 69.6 97.0 51.9 88.4 66.8 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 346,404: 26,221 25,728 2,367 317,816 318,309 346,404 346,404: 0 0
Old : 346,404: 26,221 25,728 2,367 317,816 318,309 346,404 346,404: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 15,299: -5,912 21,448 -440 21,651 -5,709 15,299 15,299: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 7.4 0.7 91.7 91.9 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 7.4 0.7 91.7 91.9 100.0 100.0: 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 : 41: 3 3 2 25 31 28 36:
Old : 41: 3 3 2 25 31 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 40.2 73.4 60.9 40.2 37.9 59.6 55.6
Old : 47.5 40.2 73.4 60.9 40.2 37.9 59.6 55.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 25,981: 4,669 2,206 440 20,609 22,423 25,718 25,069: 263 912
Old : 25,981: 4,669 2,206 440 20,609 22,423 25,718 25,069: 263 912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,077: 114 1,422 -48 992 -444 1,058 930: 19 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 8.5 1.7 79.3 86.3 99.0 96.5: 1.0 3.5
Old : 100.0: 18.0 8.5 1.7 79.3 86.3 99.0 96.5: 1.0 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 : 38: 3 5 3 23 28 27 35:
Old : 38: 3 5 3 23 28 27 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 37.3 78.8 58.5 46.2 37.0 70.5 57.2
Old : 50.8 37.3 78.8 58.5 46.2 37.0 70.5 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 31,517: 419 1,796 641 30,433 29,080 31,493 31,517: 24 0
Old : 31,517: 419 1,796 641 30,433 29,080 31,493 31,517: 24 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,010: -837 -4 0 -3,197 -4,006 -4,034 -4,010: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 5.7 2.0 96.6 92.3 99.9 100.0: 0.1 0.0
Old : 100.0: 1.3 5.7 2.0 96.6 92.3 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 5 2 13 14 19 19:
Old : 29: 4 5 2 13 14 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 80.6 89.9 91.3 64.6 70.1 73.6 74.1
Old : 72.5 80.6 89.9 91.3 64.6 70.1 73.6 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 415,818: 0 1,586 0 415,818 414,232 415,818 415,818: 0 0
Old : 415,818: 0 1,586 0 415,818 414,232 415,818 415,818: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -40,768: 0 0 0 -40,768 -39,984 -40,768 -39,984: 0 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.4 0.0 100.0 99.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 0 21 15 21 16:
Old : 29: 0 1 0 21 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 91.0 82.4 96.4 59.4 79.2 77.1 82.9
Old : 61.9 91.0 82.4 96.4 59.4 79.2 77.1 82.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 32,536: 636 377 0 31,836 31,692 32,472 32,069: 64 467
Old : 32,536: 636 377 0 31,836 31,692 32,472 32,069: 64 467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,362: 0 -132 0 -1,340 -1,164 -1,340 -1,296: -22 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.2 0.0 97.8 97.4 99.8 98.6: 0.2 1.4
Old : 100.0: 2.0 1.2 0.0 97.8 97.4 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 0 17 19 19 21:
Old : 28: 2 2 0 17 19 19 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 : 69.7 83.7 87.8 92.4 66.7 76.8 79.3 82.0
Old : 69.7 83.7 87.8 92.4 66.7 76.8 79.3 82.0
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,881: 1,782 2 451 13,584 14,945 15,817 15,398: 64 483
Old : 15,881: 1,782 2 451 13,584 14,945 15,817 15,398: 64 483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,104: -370 -84 86 -754 -725 -1,038 -723: -66 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.0 2.8 85.5 94.1 99.6 97.0: 0.4 3.0
Old : 100.0: 11.2 0.0 2.8 85.5 94.1 99.6 97.0: 0.4 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 : 31: 3 1 2 21 22 25 24:
Old : 31: 3 1 2 21 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 45.8 69.8 64.3 39.4 41.3 56.3 56.9
Old : 46.7 45.8 69.8 64.3 39.4 41.3 56.3 56.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 192,637: 29,580 0 1,604 161,453 191,033 192,637 192,637: 0 0
Old : 192,637: 29,580 0 1,604 161,453 191,033 192,637 192,637: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,736: 375 0 -1,960 -1,151 -776 -2,736 -2,736: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 0.0 0.8 83.8 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 15.4 0.0 0.8 83.8 99.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 0 1 19 23 22 24:
Old : 30: 3 0 1 19 23 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 : 55.5 56.4 75.9 80.1 47.4 48.5 60.6 67.2
Old : 55.5 56.4 75.9 80.1 47.4 48.5 60.6 67.2
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,972: 83 587 226 13,603 12,799 13,912 13,612: 60 360
Old : 13,972: 83 587 226 13,603 12,799 13,912 13,612: 60 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -307: -85 133 41 -241 -503 -285 -329: -22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 4.2 1.6 97.4 91.6 99.6 97.4: 0.4 2.6
Old : 100.0: 0.6 4.2 1.6 97.4 91.6 99.6 97.4: 0.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 2 23 24 25 28:
Old : 32: 1 3 2 23 24 25 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 : 54.8 47.3 75.0 67.9 48.0 40.1 59.8 54.9
Old : 54.8 47.3 75.0 67.9 48.0 40.1 59.8 54.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 162,510: 2,770 0 1,927 157,813 160,583 162,510 162,510: 0 0
Old : 162,510: 2,770 0 1,927 157,813 160,583 162,510 162,510: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -14,481: -2,719 0 -409 -11,353 -14,072 -14,481 -14,481: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 1.2 97.1 98.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 23 20 25 21:
Old : 29: 2 0 1 23 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 : 61.5 60.2 82.4 79.7 55.2 53.8 65.7 65.9
Old : 61.5 60.2 82.4 79.7 55.2 53.8 65.7 65.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,304: 78 0 0 16,226 16,304 16,304 16,304: 0 0
Old : 16,304: 78 0 0 16,226 16,304 16,304 16,304: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 228: 0 0 0 228 228 228 228: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.0 99.5 100.0 100.0 100.0: 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 : 23: 1 0 0 14 19 15 19:
Old : 23: 1 0 0 14 19 15 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 : 86.6 71.2 93.0 88.7 37.8 35.1 43.8 43.0
Old : 86.6 71.2 93.0 88.7 37.8 35.1 43.8 43.0
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,915: 0 850 0 8,835 8,055 8,835 8,905: 80 10
Old : 8,915: 0 850 0 8,835 8,055 8,835 8,905: 80 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 90: 0 150 0 135 -10 135 140: -45 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 0.0 99.1 90.4 99.1 99.9: 0.9 0.1
Old : 100.0: 0.0 9.5 0.0 99.1 90.4 99.1 99.9: 0.9 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 : 26: 0 1 0 19 16 19 17:
Old : 26: 0 1 0 19 16 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 : 64.6 65.3 81.3 88.3 57.3 62.4 71.3 78.5
Old : 64.6 65.3 81.3 88.3 57.3 62.4 71.3 78.5
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, November 10, 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 : 690,818: 59,371 23,146 80,987 550,460 586,685 690,818 690,818: 0 0
Old : 690,818: 59,371 23,146 80,987 550,460 586,685 690,818 690,818: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 56,759: -4,909 -3,858 24,001 37,666 36,616 56,759 56,759: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.4 11.7 79.7 84.9 100.0 100.0: 0.0 0.0
Old : 100.0: 8.6 3.4 11.7 79.7 84.9 100.0 100.0: 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 : 29: 4 2 4 22 19 28 23:
Old : 29: 4 2 4 22 19 28 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 : 51.1 48.6 76.9 78.8 21.7 27.2 30.1 31.7
Old : 51.1 48.6 76.9 78.8 21.7 27.2 30.1 31.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,165: 0 525 0 21,655 21,390 21,655 21,915: 510 250
Old : 22,165: 0 525 0 21,655 21,390 21,655 21,915: 510 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,075: 0 -50 0 -1,050 -1,025 -1,050 -1,075: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.0 97.7 96.5 97.7 98.9: 2.3 1.1
Old : 100.0: 0.0 2.4 0.0 97.7 96.5 97.7 98.9: 2.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 20 14 20 15:
Old : 26: 0 1 0 20 14 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 81.7 83.5 94.7 53.6 78.4 75.2 85.7
Old : 59.0 81.7 83.5 94.7 53.6 78.4 75.2 85.7
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,620: 0 525 0 19,050 18,765 19,050 19,290: 570 330
Old : 19,620: 0 525 0 19,050 18,765 19,050 19,290: 570 330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -920: 0 -75 0 -885 -925 -885 -1,000: -35 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 97.1 95.6 97.1 98.3: 2.9 1.7
Old : 100.0: 0.0 2.7 0.0 97.1 95.6 97.1 98.3: 2.9 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: 0 1 0 17 10 17 11:
Old : 21: 0 1 0 17 10 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 88.9 83.1 97.4 59.2 86.3 77.8 88.9
Old : 63.2 88.9 83.1 97.4 59.2 86.3 77.8 88.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,004: 250 225 0 22,754 22,779 23,004 23,004: 0 0
Old : 23,004: 250 225 0 22,754 22,779 23,004 23,004: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,935: 0 125 -100 -1,835 -1,960 -1,935 -1,935: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.9 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 1.0 0.0 98.9 99.0 100.0 100.0: 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: 1 1 0 24 21 25 22:
Old : 35: 1 1 0 24 21 25 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 : 55.3 69.6 75.2 89.7 53.8 68.6 73.0 81.9
Old : 55.3 69.6 75.2 89.7 53.8 68.6 73.0 81.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,954: 250 0 0 21,704 21,954 21,954 21,954: 0 0
Old : 21,954: 250 0 0 21,704 21,954 21,954 21,954: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,820: 0 0 0 -1,730 -1,820 -1,730 -1,820: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.1 0.0 0.0 98.9 100.0 100.0 100.0: 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 : 27: 1 0 0 21 16 22 16:
Old : 27: 1 0 0 21 16 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 77.8 78.0 95.1 59.7 74.6 76.3 84.5
Old : 61.0 77.8 78.0 95.1 59.7 74.6 76.3 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,555: 0 500 0 18,580 18,915 18,580 19,415: 975 140
Old : 19,555: 0 500 0 18,580 18,915 18,580 19,415: 975 140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -550: 0 -200 0 -805 -330 -805 -530: 255 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.6 0.0 95.0 96.7 95.0 99.3: 5.0 0.7
Old : 100.0: 0.0 2.6 0.0 95.0 96.7 95.0 99.3: 5.0 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 : 21: 0 2 0 15 7 15 9:
Old : 21: 0 2 0 15 7 15 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 93.9 84.4 98.8 70.2 91.2 84.4 95.5
Old : 70.2 93.9 84.4 98.8 70.2 91.2 84.4 95.5
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,520: 0 0 0 15,195 15,360 15,195 15,360: 325 160
Old : 15,520: 0 0 0 15,195 15,360 15,195 15,360: 325 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -985: 0 0 0 -925 -975 -925 -975: -60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 99.0 97.9 99.0: 2.1 1.0
Old : 100.0: 0.0 0.0 0.0 97.9 99.0 97.9 99.0: 2.1 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 : 26: 0 0 0 25 11 25 11:
Old : 26: 0 0 0 25 11 25 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 91.6 73.5 98.6 50.7 82.8 68.3 84.6
Old : 54.6 91.6 73.5 98.6 50.7 82.8 68.3 84.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,702: 25 200 0 16,302 16,342 16,327 16,542: 375 160
Old : 16,702: 25 200 0 16,302 16,342 16,327 16,542: 375 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,040: 0 0 0 -955 -1,030 -955 -1,030: -85 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.2 0.0 97.6 97.8 97.8 99.0: 2.2 1.0
Old : 100.0: 0.1 1.2 0.0 97.6 97.8 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 : 30: 1 1 0 25 15 26 16:
Old : 30: 1 1 0 25 15 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 88.7 70.0 96.4 47.0 80.4 64.4 83.6
Old : 50.6 88.7 70.0 96.4 47.0 80.4 64.4 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 116,620: 3,210 1,060 50 113,360 115,510 116,620 116,620: 0 0
Old : 116,620: 3,210 1,060 50 113,360 115,510 116,620 116,620: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,585: -400 -80 0 3,985 3,665 3,585 3,585: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.9 0.0 97.2 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 0.9 0.0 97.2 99.0 100.0 100.0: 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 : 49: 3 3 1 37 32 40 36:
Old : 49: 3 3 1 37 32 40 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 58.2 61.1 77.9 37.7 49.9 53.6 62.3
Old : 41.4 58.2 61.1 77.9 37.7 49.9 53.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 127,396: 3,930 1,685 200 123,251 125,446 127,381 127,331: 15 65
Old : 127,396: 3,930 1,685 200 123,251 125,446 127,381 127,331: 15 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 4,819: 100 -30 -100 4,819 4,959 4,819 4,829: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.3 0.2 96.7 98.5 100.0 99.9: 0.0 0.1
Old : 100.0: 3.1 1.3 0.2 96.7 98.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 4 1 38 33 43 38:
Old : 52: 5 4 1 38 33 43 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 56.9 60.2 75.4 35.4 52.0 52.7 63.4
Old : 41.2 56.9 60.2 75.4 35.4 52.0 52.7 63.4
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 150,824: 16,265 13,270 5,277 128,914 132,205 150,456 150,752: 368 72
Old : 150,824: 16,265 13,270 5,277 128,914 132,205 150,456 150,752: 368 72
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,838: -1,169 -33 -47 -3,804 -4,686 -5,019 -4,766: 181 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 8.8 3.5 85.5 87.7 99.8 100.0: 0.2 0.0
Old : 100.0: 10.8 8.8 3.5 85.5 87.7 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 11 12 10 45 41 61 58:
Old : 73: 11 12 10 45 41 61 58:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.6 53.7 48.7 66.8 31.1 49.1 44.0 58.8
Old : 31.6 53.7 48.7 66.8 31.1 49.1 44.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 104,380: 1,620 3,595 1,290 101,378 99,495 104,288 104,380: 92 0
Old : 104,380: 1,620 3,595 1,290 101,378 99,495 104,288 104,380: 92 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,178: 170 -135 -40 -4,305 -4,003 -4,175 -4,178: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.4 1.2 97.1 95.3 99.9 100.0: 0.1 0.0
Old : 100.0: 1.6 3.4 1.2 97.1 95.3 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 : 50: 3 4 4 39 36 45 42:
Old : 50: 3 4 4 39 36 45 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 : 29.7 67.6 49.0 78.4 27.9 59.0 44.1 66.1
Old : 29.7 67.6 49.0 78.4 27.9 59.0 44.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,265: 395 805 60 21,810 21,330 22,265 22,195: 0 70
Old : 22,265: 395 805 60 21,810 21,330 22,265 22,195: 0 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,355: 75 -20 -25 -1,405 -1,300 -1,355 -1,345: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.6 0.3 98.0 95.8 100.0 99.7: 0.0 0.3
Old : 100.0: 1.8 3.6 0.3 98.0 95.8 100.0 99.7: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 1 27 13 28 16:
Old : 32: 1 2 1 27 13 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 80.6 76.9 95.8 55.8 80.2 76.9 92.0
Old : 55.8 80.6 76.9 95.8 55.8 80.2 76.9 92.0
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,515: 25 0 125 18,335 18,350 18,485 18,475: 30 40
Old : 18,515: 25 0 125 18,335 18,350 18,485 18,475: 30 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,060: -25 0 0 -1,025 -1,020 -1,050 -1,020: -10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.7 99.0 99.1 99.8 99.8: 0.2 0.2
Old : 100.0: 0.1 0.0 0.7 99.0 99.1 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 23 11 24 12:
Old : 27: 1 0 1 23 11 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 81.4 77.8 97.8 58.0 79.7 77.4 91.5
Old : 58.0 81.4 77.8 97.8 58.0 79.7 77.4 91.5
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 29,533: 349 300 0 29,114 29,148 29,463 29,448: 70 85
Old : 29,533: 349 300 0 29,114 29,148 29,463 29,448: 70 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,125: 0 0 0 -1,120 -1,105 -1,120 -1,105: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.0 0.0 98.6 98.7 99.8 99.7: 0.2 0.3
Old : 100.0: 1.2 1.0 0.0 98.6 98.7 99.8 99.7: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 2 1 0 29 27 31 28:
Old : 36: 2 1 0 29 27 31 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 : 51.7 53.2 66.0 72.7 47.3 45.7 58.7 60.7
Old : 51.7 53.2 66.0 72.7 47.3 45.7 58.7 60.7
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 29,410: 3,093 1,795 200 25,822 27,330 29,115 29,325: 295 85
Old : 29,410: 3,093 1,795 200 25,822 27,330 29,115 29,325: 295 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,808: -95 -250 -100 -1,602 -1,439 -1,797 -1,789: -11 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 6.1 0.7 87.8 92.9 99.0 99.7: 1.0 0.3
Old : 100.0: 10.5 6.1 0.7 87.8 92.9 99.0 99.7: 1.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 2 1 20 25 23 28:
Old : 35: 3 2 1 20 25 23 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 : 61.1 45.2 80.1 70.0 54.0 45.2 71.1 68.9
Old : 61.1 45.2 80.1 70.0 54.0 45.2 71.1 68.9
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,137: 1,935 0 0 22,834 25,112 24,769 25,112: 368 25
Old : 25,137: 1,935 0 0 22,834 25,112 24,769 25,112: 368 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -809: -490 0 0 -286 -809 -776 -809: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 0.0 0.0 90.8 99.9 98.5 99.9: 1.5 0.1
Old : 100.0: 7.7 0.0 0.0 90.8 99.9 98.5 99.9: 1.5 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 : 30: 2 0 0 20 22 22 22:
Old : 30: 2 0 0 20 22 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 58.0 79.0 80.0 36.4 43.3 56.3 57.6
Old : 55.1 58.0 79.0 80.0 36.4 43.3 56.3 57.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,545: 150 720 55 30,215 29,770 30,420 30,545: 125 0
Old : 30,545: 150 720 55 30,215 29,770 30,420 30,545: 125 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 837: 0 65 10 854 777 864 852: -27 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 2.4 0.2 98.9 97.5 99.6 100.0: 0.4 0.0
Old : 100.0: 0.5 2.4 0.2 98.9 97.5 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 3 1 27 28 29 31:
Old : 38: 1 3 1 27 28 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 63.4 75.6 84.9 59.1 62.6 73.5 80.8
Old : 60.5 63.4 75.6 84.9 59.1 62.6 73.5 80.8
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,268: 0 125 140 22,858 22,973 22,998 23,238: 270 30
Old : 23,268: 0 125 140 22,858 22,973 22,998 23,238: 270 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,332: 0 -90 0 -1,287 -1,242 -1,287 -1,332: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.6 98.2 98.7 98.8 99.9: 1.2 0.1
Old : 100.0: 0.0 0.5 0.6 98.2 98.7 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 : 33: 0 1 1 24 26 25 27:
Old : 33: 0 1 1 24 26 25 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 : 56.2 59.8 72.6 82.7 45.9 54.4 59.5 66.4
Old : 56.2 59.8 72.6 82.7 45.9 54.4 59.5 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,916: 0 702 0 18,752 17,894 18,752 18,596: 164 320
Old : 18,916: 0 702 0 18,752 17,894 18,752 18,596: 164 320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 62: 0 -50 0 82 112 82 62: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 99.1 94.6 99.1 98.3: 0.9 1.7
Old : 100.0: 0.0 3.7 0.0 99.1 94.6 99.1 98.3: 0.9 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 : 26: 0 2 0 19 17 19 19:
Old : 26: 0 2 0 19 17 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 63.9 84.7 85.2 57.9 62.2 79.9 83.2
Old : 58.4 63.9 84.7 85.2 57.9 62.2 79.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,319: 0 300 0 13,790 13,799 13,790 14,099: 529 220
Old : 14,319: 0 300 0 13,790 13,799 13,790 14,099: 529 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 714: 0 300 0 720 209 720 509: -6 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.0 96.3 96.4 96.3 98.5: 3.7 1.5
Old : 100.0: 0.0 2.1 0.0 96.3 96.4 96.3 98.5: 3.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 16 13 16 14:
Old : 21: 0 1 0 16 13 16 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 : 53.5 67.8 80.3 89.6 48.7 66.0 70.3 81.7
Old : 53.5 67.8 80.3 89.6 48.7 66.0 70.3 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,877: 1,649 900 10 35,028 35,902 36,687 36,812: 190 65
Old : 36,877: 1,649 900 10 35,028 35,902 36,687 36,812: 190 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,490: -675 0 0 -810 -1,480 -1,485 -1,480: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.4 0.0 95.0 97.4 99.5 99.8: 0.5 0.2
Old : 100.0: 4.5 2.4 0.0 95.0 97.4 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 2 1 29 26 33 29:
Old : 41: 4 2 1 29 26 33 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 48.2 70.1 73.2 51.6 45.4 68.1 68.8
Old : 52.1 48.2 70.1 73.2 51.6 45.4 68.1 68.8
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,810: 975 0 0 12,325 13,754 13,300 13,754: 510 56
Old : 13,810: 975 0 0 12,325 13,754 13,300 13,754: 510 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -380: -30 0 0 -320 -365 -350 -365: -30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.0 0.0 89.2 99.6 96.3 99.6: 3.7 0.4
Old : 100.0: 7.1 0.0 0.0 89.2 99.6 96.3 99.6: 3.7 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 20 19 21 19:
Old : 25: 1 0 0 20 19 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 : 42.6 66.0 71.0 87.7 41.5 60.9 66.3 76.6
Old : 42.6 66.0 71.0 87.7 41.5 60.9 66.3 76.6
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, November 10, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,598: 1,938 50 0 12,580 14,548 14,518 14,598: 80 0
Old : 14,598: 1,938 50 0 12,580 14,548 14,518 14,598: 80 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -470: 0 -25 0 -365 -445 -365 -470: -105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 0.3 0.0 86.2 99.7 99.5 100.0: 0.5 0.0
Old : 100.0: 13.3 0.3 0.0 86.2 99.7 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 0 23 25 24 26:
Old : 30: 1 1 0 23 25 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 : 39.4 68.7 64.1 86.9 36.0 59.3 53.1 69.4
Old : 39.4 68.7 64.1 86.9 36.0 59.3 53.1 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2015