CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 15,036: 4,370 3,957 963 9,676 10,116 15,009 15,036: 27 0
Old : 15,036: 4,370 3,957 963 9,676 10,116 15,009 15,036: 27 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 170: 150 27 43 -25 100 168 170: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 26.3 6.4 64.4 67.3 99.8 100.0: 0.2 0.0
Old : 100.0: 29.1 26.3 6.4 64.4 67.3 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 : 23: 8 4 1 7 7 16 11:
Old : 23: 8 4 1 7 7 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 68.5 86.3 96.8 47.6 55.5 58.5 62.4
Old : 63.3 68.5 86.3 96.8 47.6 55.5 58.5 62.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 20,908: 4,774 5,940 1,050 15,083 13,918 20,908 20,908: 0 0
Old : 20,908: 4,774 5,940 1,050 15,083 13,918 20,908 20,908: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 320: 472 -200 0 -152 520 320 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 28.4 5.0 72.1 66.6 100.0 100.0: 0.0 0.0
Old : 100.0: 22.8 28.4 5.0 72.1 66.6 100.0 100.0: 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 : 22: 4 5 4 7 9 14 17:
Old : 22: 4 5 4 7 9 14 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 : 76.5 69.9 93.3 88.8 71.7 65.5 78.5 75.4
Old : 76.5 69.9 93.3 88.8 71.7 65.5 78.5 75.4
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 24,744: 4,275 5,704 650 19,819 18,390 24,744 24,744: 0 0
Old : 24,744: 4,275 5,704 650 19,819 18,390 24,744 24,744: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -600: 0 0 0 -600 -600 -600 -600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 23.1 2.6 80.1 74.3 100.0 100.0: 0.0 0.0
Old : 100.0: 17.3 23.1 2.6 80.1 74.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 4 6 6 15 14:
Old : 21: 6 4 4 6 6 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 88.9 92.6 96.8 72.3 87.9 86.2 89.3
Old : 77.1 88.9 92.6 96.8 72.3 87.9 86.2 89.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 25,605: 3,868 2,021 4,989 16,638 18,465 25,495 25,475: 110 130
Old : 25,605: 3,868 2,021 4,989 16,638 18,465 25,495 25,475: 110 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,589: -274 -40 93 1,659 1,416 1,479 1,469: 110 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 7.9 19.5 65.0 72.1 99.6 99.5: 0.4 0.5
Old : 100.0: 15.1 7.9 19.5 65.0 72.1 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 5 2 4 12 10 18 15:
Old : 20: 5 2 4 12 10 18 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 : 55.6 59.3 79.4 86.3 22.4 32.2 31.0 36.0
Old : 55.6 59.3 79.4 86.3 22.4 32.2 31.0 36.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 3,982,622: 488,316 250,584 709,650 2,752,588 3,009,640 3,950,554 3,969,874: 32,068 12,748
Old : 3,982,622: 488,316 250,584 709,650 2,752,588 3,009,640 3,950,554 3,969,874: 32,068 12,748
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -294,163: 136,418 -43,963 -178,533 -238,559 -36,792 -280,674 -259,288: -13,489 -34,875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 6.3 17.8 69.1 75.6 99.2 99.7: 0.8 0.3
Old : 100.0: 12.3 6.3 17.8 69.1 75.6 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 219: 31 36 52 134 118 197 176:
Old : 219: 31 36 52 134 118 197 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.4 26.6 41.3 42.2 18.9 26.2 29.6 37.1
Old : 25.4 26.6 41.3 42.2 18.9 26.2 29.6 37.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,135,544: 110,715 100,002 1,008,621 1,015,764 1,025,864 2,135,099 2,134,487: 445 1,057
Old : 2,135,544: 110,715 100,002 1,008,621 1,015,764 1,025,864 2,135,099 2,134,487: 445 1,057
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 15,568: -296 933 8,540 7,069 6,011 15,314 15,484: 254 84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.7 47.2 47.6 48.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.2 4.7 47.2 47.6 48.0 100.0 100.0: 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 : 94: 23 19 39 52 46 93 86:
Old : 94: 23 19 39 52 46 93 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 45.4 66.7 67.4 6.0 6.5 8.0 8.1
Old : 47.7 45.4 66.7 67.4 6.0 6.5 8.0 8.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 247,181: 19,553 7,636 10,296 199,154 221,776 229,003 239,708: 18,178 7,473
Old : 247,181: 19,553 7,636 10,296 199,154 221,776 229,003 239,708: 18,178 7,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 12,681: -1,091 1,784 1,039 11,941 9,785 11,889 12,608: 792 73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 3.1 4.2 80.6 89.7 92.6 97.0: 7.4 3.0
Old : 100.0: 7.9 3.1 4.2 80.6 89.7 92.6 97.0: 7.4 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 : 51: 7 4 8 37 28 46 38:
Old : 51: 7 4 8 37 28 46 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.6 46.0 44.4 70.6 26.1 36.5 37.2 54.7
Old : 27.6 46.0 44.4 70.6 26.1 36.5 37.2 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 112,486: 852 1,752 2,811 101,064 105,123 104,727 109,686: 7,759 2,800
Old : 112,486: 852 1,752 2,811 101,064 105,123 104,727 109,686: 7,759 2,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,039: 215 401 -4 2,531 2,997 2,742 3,394: 297 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.6 2.5 89.8 93.5 93.1 97.5: 6.9 2.5
Old : 100.0: 0.8 1.6 2.5 89.8 93.5 93.1 97.5: 6.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 1 2 3 27 29 30 32:
Old : 37: 1 2 3 27 29 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 45.6 69.4 66.6 49.1 42.8 63.0 60.5
Old : 50.8 45.6 69.4 66.6 49.1 42.8 63.0 60.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 243,548: 2,632 9,987 8,778 218,036 215,674 229,446 234,439: 14,102 9,109
Old : 243,548: 2,632 9,987 8,778 218,036 215,674 229,446 234,439: 14,102 9,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,493: -124 1,782 -225 3,321 1,722 2,972 3,279: 521 214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.1 3.6 89.5 88.6 94.2 96.3: 5.8 3.7
Old : 100.0: 1.1 4.1 3.6 89.5 88.6 94.2 96.3: 5.8 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 : 47: 2 4 4 29 31 34 36:
Old : 47: 2 4 4 29 31 34 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 : 49.6 45.5 67.9 67.4 47.7 44.9 65.1 66.3
Old : 49.6 45.5 67.9 67.4 47.7 44.9 65.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 611,145: 240 8,922 7,707 593,072 587,729 601,019 604,358: 10,126 6,787
Old : 611,145: 240 8,922 7,707 593,072 587,729 601,019 604,358: 10,126 6,787
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -32,181: -1,401 -807 -637 -32,388 -32,751 -34,426 -34,195: 2,245 2,014
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.3 97.0 96.2 98.3 98.9: 1.7 1.1
Old : 100.0: 0.0 1.5 1.3 97.0 96.2 98.3 98.9: 1.7 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 : 58: 1 5 4 49 37 53 43:
Old : 58: 1 5 4 49 37 53 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 : 31.8 44.9 55.3 71.3 30.5 43.3 48.9 65.7
Old : 31.8 44.9 55.3 71.3 30.5 43.3 48.9 65.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 307,687: 5,666 3,594 5,491 287,308 290,019 298,465 299,104: 9,222 8,583
Old : 307,687: 5,666 3,594 5,491 287,308 290,019 298,465 299,104: 9,222 8,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,349: -647 -346 226 2,096 2,333 1,675 2,213: 674 136
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.2 1.8 93.4 94.3 97.0 97.2: 3.0 2.8
Old : 100.0: 1.8 1.2 1.8 93.4 94.3 97.0 97.2: 3.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 5 4 34 38 39 44:
Old : 58: 2 5 4 34 38 39 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 40.5 67.0 59.2 44.9 39.8 61.5 58.5
Old : 46.6 40.5 67.0 59.2 44.9 39.8 61.5 58.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 281,386: 4,023 4,798 3,431 269,508 266,218 276,962 274,447: 4,424 6,939
Old : 281,386: 4,023 4,798 3,431 269,508 266,218 276,962 274,447: 4,424 6,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 6,199: 3,775 2,090 -1,186 2,950 5,326 5,539 6,230: 660 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.7 1.2 95.8 94.6 98.4 97.5: 1.6 2.5
Old : 100.0: 1.4 1.7 1.2 95.8 94.6 98.4 97.5: 1.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 2 5 4 39 44 45 49:
Old : 57: 2 5 4 39 44 45 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 : 61.7 32.8 76.6 53.0 61.6 31.0 73.7 47.6
Old : 61.7 32.8 76.6 53.0 61.6 31.0 73.7 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 107,958: 20 1,009 3,519 98,131 95,977 101,670 100,505: 6,288 7,453
Old : 107,958: 20 1,009 3,519 98,131 95,977 101,670 100,505: 6,288 7,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,999: -1,377 513 521 3,519 1,815 2,663 2,849: -664 -850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 3.3 90.9 88.9 94.2 93.1: 5.8 6.9
Old : 100.0: 0.0 0.9 3.3 90.9 88.9 94.2 93.1: 5.8 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 : 33: 1 2 2 19 25 21 28:
Old : 33: 1 2 2 19 25 21 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 : 70.7 49.3 84.0 70.5 70.5 48.1 80.2 69.1
Old : 70.7 49.3 84.0 70.5 70.5 48.1 80.2 69.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,083: 612 11,547 2,165 105,971 92,264 108,748 105,976: 7,335 10,107
Old : 116,083: 612 11,547 2,165 105,971 92,264 108,748 105,976: 7,335 10,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,140: 247 668 -105 1,855 2,076 1,997 2,639: 1,143 501
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 9.9 1.9 91.3 79.5 93.7 91.3: 6.3 8.7
Old : 100.0: 0.5 9.9 1.9 91.3 79.5 93.7 91.3: 6.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 4 5 29 25 35 31:
Old : 42: 3 4 5 29 25 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 38.1 60.9 64.7 46.7 38.0 59.6 59.9
Old : 47.0 38.1 60.9 64.7 46.7 38.0 59.6 59.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 27,745: 1,440 527 0 26,057 26,133 27,497 26,660: 248 1,085
Old : 27,745: 1,440 527 0 26,057 26,133 27,497 26,660: 248 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 232: 0 0 0 232 232 232 232: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.9 0.0 93.9 94.2 99.1 96.1: 0.9 3.9
Old : 100.0: 5.2 1.9 0.0 93.9 94.2 99.1 96.1: 0.9 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 14 10 15 11:
Old : 21: 1 1 0 14 10 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 78.4 85.4 92.2 64.9 70.2 81.2 79.5
Old : 65.2 78.4 85.4 92.2 64.9 70.2 81.2 79.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 100,798: 0 4,667 1,775 89,645 81,019 91,420 87,461: 9,378 13,337
Old : 100,798: 0 4,667 1,775 89,645 81,019 91,420 87,461: 9,378 13,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 8,081: 0 792 -61 7,787 6,968 7,726 7,699: 355 382
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 1.8 88.9 80.4 90.7 86.8: 9.3 13.2
Old : 100.0: 0.0 4.6 1.8 88.9 80.4 90.7 86.8: 9.3 13.2
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: 0 2 2 20 17 22 19:
Old : 27: 0 2 2 20 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 45.2 76.4 66.1 64.3 42.0 74.5 62.6
Old : 65.3 45.2 76.4 66.1 64.3 42.0 74.5 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 168,927: 0 2,782 0 164,261 162,365 164,261 165,147: 4,666 3,780
Old : 168,927: 0 2,782 0 164,261 162,365 164,261 165,147: 4,666 3,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,172: 0 0 0 1,112 227 1,112 227: 60 945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 97.2 96.1 97.2 97.8: 2.8 2.2
Old : 100.0: 0.0 1.6 0.0 97.2 96.1 97.2 97.8: 2.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 0 1 0 30 20 30 21:
Old : 36: 0 1 0 30 20 30 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.2 69.4 64.2 83.5 41.0 69.1 61.2 81.0
Old : 42.2 69.4 64.2 83.5 41.0 69.1 61.2 81.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 90,479: 0 0 0 82,043 88,427 82,043 88,427: 8,436 2,052
Old : 90,479: 0 0 0 82,043 88,427 82,043 88,427: 8,436 2,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 93: 0 0 0 -279 31 -279 31: 372 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.7 97.7 90.7 97.7: 9.3 2.3
Old : 100.0: 0.0 0.0 0.0 90.7 97.7 90.7 97.7: 9.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 0 0 21 17 21 17:
Old : 30: 0 0 0 21 17 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 60.8 67.6 86.9 46.6 58.2 63.2 82.0
Old : 48.0 60.8 67.6 86.9 46.6 58.2 63.2 82.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 338,362: 4,092 5,706 2,434 324,418 324,239 330,944 332,379: 7,418 5,983
Old : 338,362: 4,092 5,706 2,434 324,418 324,239 330,944 332,379: 7,418 5,983
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 967: 614 -546 -23 125 2,009 716 1,440: 251 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 1.7 0.7 95.9 95.8 97.8 98.2: 2.2 1.8
Old : 100.0: 1.2 1.7 0.7 95.9 95.8 97.8 98.2: 2.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 66: 2 5 4 50 44 55 50:
Old : 66: 2 5 4 50 44 55 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.1 54.4 52.4 69.7 29.4 50.7 49.7 64.0
Old : 32.1 54.4 52.4 69.7 29.4 50.7 49.7 64.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 72,388: 0 2,968 2,499 61,397 58,390 63,896 63,857: 8,492 8,531
Old : 72,388: 0 2,968 2,499 61,397 58,390 63,896 63,857: 8,492 8,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,785: 0 -673 473 2,906 1,696 3,379 1,496: -1,594 289
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.1 3.5 84.8 80.7 88.3 88.2: 11.7 11.8
Old : 100.0: 0.0 4.1 3.5 84.8 80.7 88.3 88.2: 11.7 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 2 21 19 23 22:
Old : 30: 0 3 2 21 19 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 44.4 74.6 64.1 55.4 38.1 68.3 54.6
Old : 57.6 44.4 74.6 64.1 55.4 38.1 68.3 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV Code-0233A6
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 14,478: 0 0 0 13,097 12,696 13,097 12,696: 1,381 1,782
Old : 14,478: 0 0 0 13,097 12,696 13,097 12,696: 1,381 1,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.5 87.7 90.5 87.7: 9.5 12.3
Old : 100.0: 0.0 0.0 0.0 90.5 87.7 90.5 87.7: 9.5 12.3
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 : 21: 0 0 0 11 14 11 14:
Old : 21: 0 0 0 11 14 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0
Old : 60.4 49.6 83.3 72.9 57.1 48.3 80.0 70.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 75,935: 550 2,005 1,165 70,010 68,713 71,725 71,883: 4,210 4,052
Old : 75,935: 550 2,005 1,165 70,010 68,713 71,725 71,883: 4,210 4,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,365: 283 922 -78 2,036 1,494 2,241 2,338: 124 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 2.6 1.5 92.2 90.5 94.5 94.7: 5.5 5.3
Old : 100.0: 0.7 2.6 1.5 92.2 90.5 94.5 94.7: 5.5 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 2 2 18 21 20 24:
Old : 26: 1 2 2 18 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 58.4 80.2 75.7 42.4 53.5 63.7 63.2
Old : 47.9 58.4 80.2 75.7 42.4 53.5 63.7 63.2
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,540: 7,075 6,634 0 82,048 94,019 89,123 100,653: 13,417 1,887
Old : 102,540: 7,075 6,634 0 82,048 94,019 89,123 100,653: 13,417 1,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 460: -11,811 -992 0 181 708 -11,630 -284: 12,090 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.5 0.0 80.0 91.7 86.9 98.2: 13.1 1.8
Old : 100.0: 6.9 6.5 0.0 80.0 91.7 86.9 98.2: 13.1 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 4 0 30 30 35 34:
Old : 58: 5 4 0 30 30 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 : 33.7 55.6 51.1 70.8 24.9 49.3 39.5 61.1
Old : 33.7 55.6 51.1 70.8 24.9 49.3 39.5 61.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 141,727: 39,036 14,105 682 98,444 119,097 138,162 133,884: 3,565 7,843
Old : 141,727: 39,036 14,105 682 98,444 119,097 138,162 133,884: 3,565 7,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 88: 4,154 -527 -6,882 336 708 -2,392 -6,701: 2,480 6,789
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 10.0 0.5 69.5 84.0 97.5 94.5: 2.5 5.5
Old : 100.0: 27.5 10.0 0.5 69.5 84.0 97.5 94.5: 2.5 5.5
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 : 75: 10 8 3 41 36 52 46:
Old : 75: 10 8 3 41 36 52 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 : 39.1 54.4 55.5 70.1 37.1 48.9 51.7 57.5
Old : 39.1 54.4 55.5 70.1 37.1 48.9 51.7 57.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,979: 3,255 310 155 72,825 74,914 76,235 75,379: 744 1,600
Old : 76,979: 3,255 310 155 72,825 74,914 76,235 75,379: 744 1,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 156: 0 31 0 156 -247 156 -216: 0 372
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 0.4 0.2 94.6 97.3 99.0 97.9: 1.0 2.1
Old : 100.0: 4.2 0.4 0.2 94.6 97.3 99.0 97.9: 1.0 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 17 23 20 24:
Old : 37: 2 1 1 17 23 20 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 : 75.7 59.5 88.5 78.0 75.7 56.5 87.7 73.7
Old : 75.7 59.5 88.5 78.0 75.7 56.5 87.7 73.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 208,897: 616 0 2,913 198,693 196,912 202,222 199,825: 6,675 9,072
Old : 208,897: 616 0 2,913 198,693 196,912 202,222 199,825: 6,675 9,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 321: 203 0 -279 -68 352 -144 73: 465 248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 1.4 95.1 94.3 96.8 95.7: 3.2 4.3
Old : 100.0: 0.3 0.0 1.4 95.1 94.3 96.8 95.7: 3.2 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 : 47: 2 0 2 39 36 41 38:
Old : 47: 2 0 2 39 36 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 41.2 66.6 61.5 48.5 31.0 56.4 44.8
Old : 50.4 41.2 66.6 61.5 48.5 31.0 56.4 44.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 22,973: 0 1,550 0 22,206 17,916 22,206 19,466: 767 3,507
Old : 22,973: 0 1,550 0 22,206 17,916 22,206 19,466: 767 3,507
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 31: 0 -62 0 0 62 0 0: 31 31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 96.7 78.0 96.7 84.7: 3.3 15.3
Old : 100.0: 0.0 6.7 0.0 96.7 78.0 96.7 84.7: 3.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 15 10 15 12:
Old : 22: 0 2 0 15 10 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 57.9 86.3 75.5 72.0 54.9 84.3 68.6
Old : 72.0 57.9 86.3 75.5 72.0 54.9 84.3 68.6
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,306: 1,659 0 1,696 37,426 42,350 40,781 44,046: 12,525 9,260
Old : 53,306: 1,659 0 1,696 37,426 42,350 40,781 44,046: 12,525 9,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 3.2 70.2 79.4 76.5 82.6: 23.5 17.4
Old : 100.0: 3.1 0.0 3.2 70.2 79.4 76.5 82.6: 23.5 17.4
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: 2 0 2 13 14 15 16:
Old : 20: 2 0 2 13 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 51.6 64.6 68.8 38.7 43.3 48.7 55.1
Old : 50.3 51.6 64.6 68.8 38.7 43.3 48.7 55.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,622: 0 12,516 1,978 99,920 82,056 101,898 96,550: 5,724 11,072
Old : 107,622: 0 12,516 1,978 99,920 82,056 101,898 96,550: 5,724 11,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,507: -167 1,598 280 3,110 1,046 3,223 2,924: 284 583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 1.8 92.8 76.2 94.7 89.7: 5.3 10.3
Old : 100.0: 0.0 11.6 1.8 92.8 76.2 94.7 89.7: 5.3 10.3
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 : 37: 0 4 3 23 27 26 31:
Old : 37: 0 4 3 23 27 26 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 : 57.0 36.3 76.2 58.3 56.7 29.3 66.9 45.7
Old : 57.0 36.3 76.2 58.3 56.7 29.3 66.9 45.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,094: 11,045 0 1,217 84,086 102,439 96,348 103,656: 9,746 2,438
Old : 106,094: 11,045 0 1,217 84,086 102,439 96,348 103,656: 9,746 2,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 271: -94 0 156 -322 115 -260 271: 531 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.0 1.1 79.3 96.6 90.8 97.7: 9.2 2.3
Old : 100.0: 10.4 0.0 1.1 79.3 96.6 90.8 97.7: 9.2 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 : 32: 5 0 3 20 19 25 22:
Old : 32: 5 0 3 20 19 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 : 50.7 63.5 70.6 81.2 42.1 54.1 58.2 69.8
Old : 50.7 63.5 70.6 81.2 42.1 54.1 58.2 69.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,763: 3,953 0 0 108,081 112,435 112,034 112,435: 4,729 4,328
Old : 116,763: 3,953 0 0 108,081 112,435 112,034 112,435: 4,729 4,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 369: 0 0 0 367 369 367 369: 2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.0 92.6 96.3 95.9 96.3: 4.1 3.7
Old : 100.0: 3.4 0.0 0.0 92.6 96.3 95.9 96.3: 4.1 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 : 25: 2 0 0 19 15 21 15:
Old : 25: 2 0 0 19 15 21 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 : 59.7 72.0 77.5 91.3 46.4 55.0 59.5 70.8
Old : 59.7 72.0 77.5 91.3 46.4 55.0 59.5 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,465: 871 0 1,342 109,192 111,674 111,405 113,016: 5,060 3,449
Old : 116,465: 871 0 1,342 109,192 111,674 111,405 113,016: 5,060 3,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,975: 773 0 835 1,812 1,914 3,420 2,749: -1,445 -774
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 1.2 93.8 95.9 95.7 97.0: 4.3 3.0
Old : 100.0: 0.7 0.0 1.2 93.8 95.9 95.7 97.0: 4.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 19 19 21 21:
Old : 28: 2 0 2 19 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 63.3 83.2 87.4 62.7 60.4 77.2 83.4
Old : 68.2 63.3 83.2 87.4 62.7 60.4 77.2 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 141,290: 1,085 9,192 1,597 120,216 118,283 122,898 129,072: 18,392 12,218
Old : 141,290: 1,085 9,192 1,597 120,216 118,283 122,898 129,072: 18,392 12,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 716: 589 1,159 201 -120 -1,072 670 288: 46 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 6.5 1.1 85.1 83.7 87.0 91.4: 13.0 8.6
Old : 100.0: 0.8 6.5 1.1 85.1 83.7 87.0 91.4: 13.0 8.6
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 : 34: 1 3 2 26 24 29 27:
Old : 34: 1 3 2 26 24 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 52.1 62.7 66.7 40.5 51.9 55.1 65.2
Old : 45.6 52.1 62.7 66.7 40.5 51.9 55.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 8,990: 0 651 0 7,812 7,564 7,812 8,215: 1,178 775
Old : 8,990: 0 651 0 7,812 7,564 7,812 8,215: 1,178 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 0.0 86.9 84.1 86.9 91.4: 13.1 8.6
Old : 100.0: 0.0 7.2 0.0 86.9 84.1 86.9 91.4: 13.1 8.6
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: 0 1 0 12 10 12 11:
Old : 20: 0 1 0 12 10 12 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 : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6
Old : 49.7 60.0 73.4 81.0 41.4 60.0 65.2 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,335: 0 3,131 186 24,746 21,522 24,932 24,839: 403 496
Old : 25,335: 0 3,131 186 24,746 21,522 24,932 24,839: 403 496
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 944: 0 0 0 944 944 944 944: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 0.7 97.7 84.9 98.4 98.0: 1.6 2.0
Old : 100.0: 0.0 12.4 0.7 97.7 84.9 98.4 98.0: 1.6 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 5 1 18 15 19 20:
Old : 29: 0 5 1 18 15 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 48.8 81.1 72.1 59.7 47.6 74.5 63.8
Old : 64.8 48.8 81.1 72.1 59.7 47.6 74.5 63.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 49,672: 0 310 0 47,281 47,843 47,281 48,153: 2,391 1,519
Old : 49,672: 0 310 0 47,281 47,843 47,281 48,153: 2,391 1,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 -589 0 31 0 31 -589: -31 589
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 95.2 96.3 95.2 96.9: 4.8 3.1
Old : 100.0: 0.0 0.6 0.0 95.2 96.3 95.2 96.9: 4.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 15 18 15 19:
Old : 27: 0 1 0 15 18 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 : 62.4 76.3 87.0 87.8 60.4 76.3 78.6 81.6
Old : 62.4 76.3 87.0 87.8 60.4 76.3 78.6 81.6
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 203,349: 1,861 9,471 1,688 193,053 183,711 196,602 194,870: 6,747 8,479
Old : 203,349: 1,861 9,471 1,688 193,053 183,711 196,602 194,870: 6,747 8,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 3,019: 1,861 898 98 2,843 841 4,802 1,837: -1,783 1,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 4.7 0.8 94.9 90.3 96.7 95.8: 3.3 4.2
Old : 100.0: 0.9 4.7 0.8 94.9 90.3 96.7 95.8: 3.3 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 1 9 5 38 36 43 46:
Old : 57: 1 9 5 38 36 43 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 : 46.1 49.6 66.2 62.2 45.4 43.3 61.2 54.7
Old : 46.1 49.6 66.2 62.2 45.4 43.3 61.2 54.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 98,624: 0 0 0 88,050 92,976 88,050 92,976: 10,574 5,648
Old : 98,624: 0 0 0 88,050 92,976 88,050 92,976: 10,574 5,648
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 600: 0 0 0 538 663 538 663: 62 -63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.3 94.3 89.3 94.3: 10.7 5.7
Old : 100.0: 0.0 0.0 0.0 89.3 94.3 89.3 94.3: 10.7 5.7
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 : 23: 0 0 0 19 16 19 16:
Old : 23: 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 : 60.4 64.2 77.5 82.2 58.0 58.0 67.5 69.4
Old : 60.4 64.2 77.5 82.2 58.0 58.0 67.5 69.4
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 77,901: 0 0 0 67,659 68,947 67,659 68,947: 10,242 8,954
Old : 77,901: 0 0 0 67,659 68,947 67,659 68,947: 10,242 8,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 62: 0 0 0 -152 62 -152 62: 214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.9 88.5 86.9 88.5: 13.1 11.5
Old : 100.0: 0.0 0.0 0.0 86.9 88.5 86.9 88.5: 13.1 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 16 17 16 17:
Old : 24: 0 0 0 16 17 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 60.3 74.7 78.0 54.5 60.0 65.8 72.5
Old : 54.8 60.3 74.7 78.0 54.5 60.0 65.8 72.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 76,419: 609 0 0 68,939 73,564 69,548 73,564: 6,871 2,855
Old : 76,419: 609 0 0 68,939 73,564 69,548 73,564: 6,871 2,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,005: 31 0 0 670 1,036 701 1,036: 304 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 90.2 96.3 91.0 96.3: 9.0 3.7
Old : 100.0: 0.8 0.0 0.0 90.2 96.3 91.0 96.3: 9.0 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 : 28: 1 0 0 21 18 22 18:
Old : 28: 1 0 0 21 18 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 : 53.4 68.5 71.1 84.2 50.9 67.3 63.8 79.4
Old : 53.4 68.5 71.1 84.2 50.9 67.3 63.8 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 93,880: 3,834 0 0 84,393 88,950 88,227 88,950: 5,653 4,930
Old : 93,880: 3,834 0 0 84,393 88,950 88,227 88,950: 5,653 4,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -498: 0 0 0 2,076 930 2,076 930: -2,574 -1,428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 0.0 89.9 94.7 94.0 94.7: 6.0 5.3
Old : 100.0: 4.1 0.0 0.0 89.9 94.7 94.0 94.7: 6.0 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 15 11 16 11:
Old : 24: 1 0 0 15 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 75.3 76.3 89.4 60.8 73.3 76.3 86.1
Old : 60.8 75.3 76.3 89.4 60.8 73.3 76.3 86.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 160,591: 21,038 11,253 14,224 124,681 133,203 159,943 158,681: 648 1,910
Old : 160,591: 21,038 11,253 14,224 124,681 133,203 159,943 158,681: 648 1,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -6,363: 296 -1,283 -2,313 -4,532 -4,272 -6,549 -7,868: 186 1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 7.0 8.9 77.6 82.9 99.6 98.8: 0.4 1.2
Old : 100.0: 13.1 7.0 8.9 77.6 82.9 99.6 98.8: 0.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 14 15 21 50 52 77 75:
Old : 82: 14 15 21 50 52 77 75:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 29.3 62.2 47.3 27.5 16.9 35.2 25.9
Old : 46.6 29.3 62.2 47.3 27.5 16.9 35.2 25.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 49,395: 785 381 376 48,209 48,613 49,370 49,370: 25 25
Old : 49,395: 785 381 376 48,209 48,613 49,370 49,370: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -4,127: -385 -168 -147 -3,595 -3,812 -4,127 -4,127: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.8 0.8 97.6 98.4 99.9 99.9: 0.1 0.1
Old : 100.0: 1.6 0.8 0.8 97.6 98.4 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 2 4 27 27 32 31:
Old : 37: 3 2 4 27 27 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 43.3 75.6 71.5 41.2 30.0 49.6 47.1
Old : 56.8 43.3 75.6 71.5 41.2 30.0 49.6 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 423,503: 5,084 867 4,100 413,367 417,584 422,551 422,551: 952 952
Old : 423,503: 5,084 867 4,100 413,367 417,584 422,551 422,551: 952 952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -34,590: -4,845 867 -275 -30,422 -36,134 -35,542 -35,542: 952 952
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.2 1.0 97.6 98.6 99.8 99.8: 0.2 0.2
Old : 100.0: 1.2 0.2 1.0 97.6 98.6 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 3 19 17 22 20:
Old : 27: 2 1 3 19 17 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 : 54.3 59.6 76.5 84.4 50.4 54.0 64.0 65.7
Old : 54.3 59.6 76.5 84.4 50.4 54.0 64.0 65.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 1,595,367: 64,129 55,422 23,928 1,507,310 1,515,625 1,595,367 1,594,975: 0 392
Old : 1,595,367: 64,129 55,422 23,928 1,507,310 1,515,625 1,595,367 1,594,975: 0 392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,291: 4,704 2,096 -424 -2,989 -773 1,291 899: 0 392
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 3.5 1.5 94.5 95.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.0 3.5 1.5 94.5 95.0 100.0 100.0: 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 : 56: 4 7 5 38 41 44 51:
Old : 56: 4 7 5 38 41 44 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.3 74.9 67.5 45.0 36.6 56.4 46.4
Old : 61.1 49.3 74.9 67.5 45.0 36.6 56.4 46.4
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 70,404: 3,168 3,441 1,346 65,865 65,592 70,379 70,379: 25 25
Old : 70,404: 3,168 3,441 1,346 65,865 65,592 70,379 70,379: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 934: 545 -160 36 353 1,058 934 934: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 4.9 1.9 93.6 93.2 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 4.9 1.9 93.6 93.2 100.0 100.0: 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 : 35: 3 6 4 22 20 28 27:
Old : 35: 3 6 4 22 20 28 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 62.4 80.6 82.0 55.7 53.7 70.1 65.2
Old : 62.9 62.4 80.6 82.0 55.7 53.7 70.1 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 535,385: 0 10,838 7,746 527,639 516,801 535,385 535,385: 0 0
Old : 535,385: 0 10,838 7,746 527,639 516,801 535,385 535,385: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 12,984: 0 337 311 12,673 12,336 12,984 12,984: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 1.4 98.6 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.0 1.4 98.6 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 3 1 21 19 22 22:
Old : 31: 0 3 1 21 19 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 : 64.1 69.4 82.0 88.0 50.9 64.3 68.0 75.3
Old : 64.1 69.4 82.0 88.0 50.9 64.3 68.0 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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 429,817: 424 1,544 0 429,393 428,273 429,817 429,817: 0 0
Old : 429,817: 424 1,544 0 429,393 428,273 429,817 429,817: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -424: 0 0 0 -424 -424 -424 -424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.0 99.9 99.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.4 0.0 99.9 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 : 40: 1 2 0 28 32 29 34:
Old : 40: 1 2 0 28 32 29 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 : 51.8 52.1 76.4 71.7 48.7 49.1 65.2 66.8
Old : 51.8 52.1 76.4 71.7 48.7 49.1 65.2 66.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 41,415: 408 416 549 39,603 39,178 40,560 40,143: 855 1,272
Old : 41,415: 408 416 549 39,603 39,178 40,560 40,143: 855 1,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 303: 63 0 -23 196 50 236 27: 67 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.0 1.3 95.6 94.6 97.9 96.9: 2.1 3.1
Old : 100.0: 1.0 1.0 1.3 95.6 94.6 97.9 96.9: 2.1 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 : 40: 6 2 4 29 24 37 28:
Old : 40: 6 2 4 29 24 37 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 : 48.4 58.5 72.1 76.9 44.9 57.1 64.3 70.9
Old : 48.4 58.5 72.1 76.9 44.9 57.1 64.3 70.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,567: 7 0 98 51,219 51,422 51,324 51,520: 243 47
Old : 51,567: 7 0 98 51,219 51,422 51,324 51,520: 243 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 810: 0 0 0 725 810 725 810: 85 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.2 99.3 99.7 99.5 99.9: 0.5 0.1
Old : 100.0: 0.0 0.0 0.2 99.3 99.7 99.5 99.9: 0.5 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 : 45: 1 0 1 39 31 40 32:
Old : 45: 1 0 1 39 31 40 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 49.9 68.3 72.6 47.1 40.6 56.7 59.6
Old : 52.2 49.9 68.3 72.6 47.1 40.6 56.7 59.6
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,003: 62 0 98 69,502 69,777 69,662 69,875: 341 128
Old : 70,003: 62 0 98 69,502 69,777 69,662 69,875: 341 128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 620: 0 0 0 510 522 510 522: 110 98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.1 99.3 99.7 99.5 99.8: 0.5 0.2
Old : 100.0: 0.1 0.0 0.1 99.3 99.7 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 : 45: 2 0 1 36 32 38 33:
Old : 45: 2 0 1 36 32 38 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 : 46.2 49.8 67.2 73.1 45.7 45.4 59.5 62.5
Old : 46.2 49.8 67.2 73.1 45.7 45.4 59.5 62.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,232: 0 0 0 18,102 18,112 18,102 18,112: 130 120
Old : 18,232: 0 0 0 18,102 18,112 18,102 18,112: 130 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 245: 0 0 0 245 245 245 245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Old : 100.0: 0.0 0.0 0.0 99.3 99.3 99.3 99.3: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 0 0 21 19 21 19:
Old : 28: 0 0 0 21 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 : 61.0 71.6 83.0 91.6 54.1 71.6 69.9 78.2
Old : 61.0 71.6 83.0 91.6 54.1 71.6 69.9 78.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 268,008: 392 424 0 267,616 267,584 268,008 268,008: 0 0
Old : 268,008: 392 424 0 267,616 267,584 268,008 268,008: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 5,048: 0 0 0 5,048 5,048 5,048 5,048: 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 : 35: 1 1 0 28 24 29 25:
Old : 35: 1 1 0 28 24 29 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 : 39.1 69.3 59.9 85.4 37.3 61.7 54.8 69.0
Old : 39.1 69.3 59.9 85.4 37.3 61.7 54.8 69.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,778: 1,108 44 0 7,648 8,539 8,756 8,583: 22 195
Old : 8,778: 1,108 44 0 7,648 8,539 8,756 8,583: 22 195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 385: 0 0 0 385 408 385 408: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.5 0.0 87.1 97.3 99.7 97.8: 0.3 2.2
Old : 100.0: 12.6 0.5 0.0 87.1 97.3 99.7 97.8: 0.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 0 19 18 20 19:
Old : 25: 1 1 0 19 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 60.2 77.4 82.2 51.5 53.3 72.4 72.4
Old : 52.7 60.2 77.4 82.2 51.5 53.3 72.4 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,525: 0 300 0 7,430 7,155 7,430 7,455: 95 70
Old : 7,525: 0 300 0 7,430 7,155 7,430 7,455: 95 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 -10 0 -10 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 98.7 95.1 98.7 99.1: 1.3 0.9
Old : 100.0: 0.0 4.0 0.0 98.7 95.1 98.7 99.1: 1.3 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 : 20: 0 1 0 14 10 14 11:
Old : 20: 0 1 0 14 10 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 : 57.6 79.7 85.2 95.4 36.5 52.2 58.5 65.4
Old : 57.6 79.7 85.2 95.4 36.5 52.2 58.5 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 7,831: 0 300 50 7,356 7,481 7,406 7,831: 425 0
Old : 7,831: 0 300 50 7,356 7,481 7,406 7,831: 425 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.8 0.6 93.9 95.5 94.6 100.0: 5.4 0.0
Old : 100.0: 0.0 3.8 0.6 93.9 95.5 94.6 100.0: 5.4 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 : 20: 0 2 1 12 14 13 16:
Old : 20: 0 2 1 12 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 : 71.4 52.1 88.4 80.9 42.8 40.5 52.9 54.3
Old : 71.4 52.1 88.4 80.9 42.8 40.5 52.9 54.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,175: 0 500 0 22,170 21,540 22,170 22,040: 5 135
Old : 22,175: 0 500 0 22,170 21,540 22,170 22,040: 5 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 100.0 97.1 100.0 99.4: 0.0 0.6
Old : 100.0: 0.0 2.3 0.0 100.0 97.1 100.0 99.4: 0.0 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 : 33: 0 2 0 23 19 23 21:
Old : 33: 0 2 0 23 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 : 54.4 56.9 80.2 81.3 47.1 53.0 67.8 67.8
Old : 54.4 56.9 80.2 81.3 47.1 53.0 67.8 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,565: 0 75 0 21,385 21,410 21,385 21,485: 180 80
Old : 21,565: 0 75 0 21,385 21,410 21,385 21,485: 180 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 99.2 99.3 99.2 99.6: 0.8 0.4
Old : 100.0: 0.0 0.3 0.0 99.2 99.3 99.2 99.6: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 26 26 26 27:
Old : 31: 0 1 0 26 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 : 46.3 64.5 67.3 84.4 30.6 47.2 45.5 55.0
Old : 46.3 64.5 67.3 84.4 30.6 47.2 45.5 55.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 19,736: 230 82 66 19,053 18,585 19,349 18,733: 387 1,003
Old : 19,736: 230 82 66 19,053 18,585 19,349 18,733: 387 1,003
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -213: 0 0 0 -213 -513 -213 -513: 0 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.4 0.3 96.5 94.2 98.0 94.9: 2.0 5.1
Old : 100.0: 1.2 0.4 0.3 96.5 94.2 98.0 94.9: 2.0 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 1 2 25 27 28 29:
Old : 34: 2 1 2 25 27 28 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 : 37.6 56.8 59.8 76.8 34.6 49.6 53.4 63.1
Old : 37.6 56.8 59.8 76.8 34.6 49.6 53.4 63.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 63,222: 325 6,434 0 62,635 56,488 62,960 62,922: 262 300
Old : 63,222: 325 6,434 0 62,635 56,488 62,960 62,922: 262 300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 778: 0 870 -5 816 -111 811 754: -33 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 10.2 0.0 99.1 89.3 99.6 99.5: 0.4 0.5
Old : 100.0: 0.5 10.2 0.0 99.1 89.3 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 4 0 33 29 36 33:
Old : 44: 3 4 0 33 29 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 40.5 74.9 66.2 53.3 39.1 72.3 62.8
Old : 54.1 40.5 74.9 66.2 53.3 39.1 72.3 62.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 76,259: 131 13,187 822 75,300 62,195 76,253 76,204: 6 55
Old : 76,259: 131 13,187 822 75,300 62,195 76,253 76,204: 6 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 781: -144 366 61 869 334 786 761: -5 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 17.3 1.1 98.7 81.6 100.0 99.9: 0.0 0.1
Old : 100.0: 0.2 17.3 1.1 98.7 81.6 100.0 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: 1 10 5 36 37 41 48:
Old : 52: 1 10 5 36 37 41 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 44.9 67.5 63.2 48.4 41.0 62.9 58.0
Old : 48.9 44.9 67.5 63.2 48.4 41.0 62.9 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 50,040: 910 0 0 49,120 50,040 50,030 50,040: 10 0
Old : 50,040: 910 0 0 49,120 50,040 50,030 50,040: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 95: 0 0 0 95 95 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 0.0 0.0 98.2 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 30 16 31 16:
Old : 33: 1 0 0 30 16 31 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 95.3 75.9 97.8 57.0 91.2 71.4 91.3
Old : 58.7 95.3 75.9 97.8 57.0 91.2 71.4 91.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,300: 780 0 0 54,460 55,300 55,240 55,300: 60 0
Old : 55,300: 780 0 0 54,460 55,300 55,240 55,300: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 125: 15 0 0 110 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.5 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.4 0.0 0.0 98.5 100.0 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 : 60.3 93.2 74.0 97.5 56.4 89.1 70.2 89.3
Old : 60.3 93.2 74.0 97.5 56.4 89.1 70.2 89.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 371,499: 28,986 26,528 5,568 336,945 339,403 371,499 371,499: 0 0
Old : 371,499: 28,986 26,528 5,568 336,945 339,403 371,499 371,499: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 4,210: -3,560 0 3,561 4,209 649 4,210 4,210: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 7.1 1.5 90.7 91.4 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 7.1 1.5 90.7 91.4 100.0 100.0: 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 : 42: 3 3 2 26 33 29 38:
Old : 42: 3 3 2 26 33 29 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 : 46.4 41.4 74.1 63.1 35.2 39.3 57.5 58.2
Old : 46.4 41.4 74.1 63.1 35.2 39.3 57.5 58.2
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,460: 5,344 2,602 378 20,549 23,436 26,271 26,416: 189 44
Old : 26,460: 5,344 2,602 378 20,549 23,436 26,271 26,416: 189 44
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 396: 361 212 -57 110 708 414 863: -18 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 9.8 1.4 77.7 88.6 99.3 99.8: 0.7 0.2
Old : 100.0: 20.2 9.8 1.4 77.7 88.6 99.3 99.8: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 4 5 5 27 33 32 42:
Old : 44: 4 5 5 27 33 32 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 : 51.3 34.9 79.2 54.6 47.3 33.9 71.9 53.1
Old : 51.3 34.9 79.2 54.6 47.3 33.9 71.9 53.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 33,205: 207 3,316 1,436 31,562 28,453 33,205 33,205: 0 0
Old : 33,205: 207 3,316 1,436 31,562 28,453 33,205 33,205: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 179: 27 2 50 102 127 179 179: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 10.0 4.3 95.1 85.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 10.0 4.3 95.1 85.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 6 2 14 14 19 20:
Old : 30: 3 6 2 14 14 19 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 : 68.6 73.2 85.4 89.2 62.4 69.7 72.5 77.1
Old : 68.6 73.2 85.4 89.2 62.4 69.7 72.5 77.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 347,345: 0 784 0 347,345 346,561 347,345 347,345: 0 0
Old : 347,345: 0 784 0 347,345 346,561 347,345 347,345: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 776: 0 0 0 776 776 776 776: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 100.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.2 0.0 100.0 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 : 30: 0 1 0 22 19 22 20:
Old : 30: 0 1 0 22 19 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 85.3 82.7 94.7 60.9 75.3 75.8 80.3
Old : 62.0 85.3 82.7 94.7 60.9 75.3 75.8 80.3
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 30,296: 740 217 0 29,195 29,549 29,935 29,766: 361 530
Old : 30,296: 740 217 0 29,195 29,549 29,935 29,766: 361 530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 84: 0 0 0 84 107 84 107: 0 -23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.7 0.0 96.4 97.5 98.8 98.3: 1.2 1.7
Old : 100.0: 2.4 0.7 0.0 96.4 97.5 98.8 98.3: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 0 18 21 21 23:
Old : 31: 3 2 0 18 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 81.5 82.4 90.7 56.8 66.4 68.9 72.3
Old : 61.1 81.5 82.4 90.7 56.8 66.4 68.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 128,330: 0 6,664 0 128,330 121,666 128,330 128,330: 0 0
Old : 128,330: 0 6,664 0 128,330 121,666 128,330 128,330: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 384: 0 0 0 384 384 384 384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 5.2 0.0 100.0 94.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 11 12 11 13:
Old : 21: 0 1 0 11 12 11 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 : 72.0 77.5 95.7 95.2 72.0 76.9 93.9 93.0
Old : 72.0 77.5 95.7 95.2 72.0 76.9 93.9 93.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 16,049: 2,405 0 239 13,340 15,344 15,984 15,583: 65 466
Old : 16,049: 2,405 0 239 13,340 15,344 15,984 15,583: 65 466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 37: 21 0 0 16 37 37 37: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 0.0 1.5 83.1 95.6 99.6 97.1: 0.4 2.9
Old : 100.0: 15.0 0.0 1.5 83.1 95.6 99.6 97.1: 0.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 0 2 23 22 27 24:
Old : 31: 4 0 2 23 22 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 45.6 67.3 66.4 36.0 36.6 52.5 52.1
Old : 44.9 45.6 67.3 66.4 36.0 36.6 52.5 52.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 199,736: 18,187 0 1,586 179,963 198,150 199,736 199,736: 0 0
Old : 199,736: 18,187 0 1,586 179,963 198,150 199,736 199,736: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 0.0 0.8 90.1 99.2 100.0 100.0: 0.0 0.0
Old : 100.0: 9.1 0.0 0.8 90.1 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 : 32: 3 0 1 21 24 24 25:
Old : 32: 3 0 1 21 24 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 53.4 76.7 74.0 49.6 47.1 61.2 62.7
Old : 58.6 53.4 76.7 74.0 49.6 47.1 61.2 62.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 14,763: 0 1,099 63 14,700 13,306 14,763 14,468: 0 295
Old : 14,763: 0 1,099 63 14,700 13,306 14,763 14,468: 0 295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -104: 0 0 0 -104 -124 -104 -124: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 0.4 99.6 90.1 100.0 98.0: 0.0 2.0
Old : 100.0: 0.0 7.4 0.4 99.6 90.1 100.0 98.0: 0.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 3 1 20 22 21 25:
Old : 31: 0 3 1 20 22 21 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 : 54.7 47.1 78.5 67.7 50.3 43.2 64.6 58.8
Old : 54.7 47.1 78.5 67.7 50.3 43.2 64.6 58.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 168,939: 2,884 96 2,661 163,394 166,182 168,939 168,939: 0 0
Old : 168,939: 2,884 96 2,661 163,394 166,182 168,939 168,939: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -49: 0 0 0 -49 -49 -49 -49: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.1 1.6 96.7 98.4 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.1 1.6 96.7 98.4 100.0 100.0: 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 : 27: 1 1 2 22 18 24 20:
Old : 27: 1 1 2 22 18 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 64.0 83.6 82.0 54.1 56.0 67.8 67.3
Old : 62.5 64.0 83.6 82.0 54.1 56.0 67.8 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,550: 0 300 0 8,300 8,180 8,300 8,480: 250 70
Old : 8,550: 0 300 0 8,300 8,180 8,300 8,480: 250 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 -10 0 -10 0: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 97.1 95.7 97.1 99.2: 2.9 0.8
Old : 100.0: 0.0 3.5 0.0 97.1 95.7 97.1 99.2: 2.9 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 : 20: 0 1 0 13 13 13 14:
Old : 20: 0 1 0 13 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 77.6 87.0 93.1 42.7 53.1 64.3 68.6
Old : 59.8 77.6 87.0 93.1 42.7 53.1 64.3 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 16,912: 25 0 0 16,887 16,912 16,912 16,912: 0 0
Old : 16,912: 25 0 0 16,887 16,912 16,912 16,912: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -1,024: -128 0 0 -896 -1,024 -1,024 -1,024: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 0.0 0.0 99.9 100.0 100.0 100.0: 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 : 22: 1 0 0 14 18 15 18:
Old : 22: 1 0 0 14 18 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 : 87.0 62.6 95.5 85.8 46.4 38.2 50.7 47.6
Old : 87.0 62.6 95.5 85.8 46.4 38.2 50.7 47.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,375: 0 0 0 8,160 8,300 8,160 8,300: 215 75
Old : 8,375: 0 0 0 8,160 8,300 8,160 8,300: 215 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,560: 0 0 0 1,560 1,560 1,560 1,560: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.4 99.1 97.4 99.1: 2.6 0.9
Old : 100.0: 0.0 0.0 0.0 97.4 99.1 97.4 99.1: 2.6 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 : 21: 0 0 0 15 10 15 10:
Old : 21: 0 0 0 15 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 86.6 85.1 97.9 63.6 85.8 79.6 90.6
Old : 66.6 86.6 85.1 97.9 63.6 85.8 79.6 90.6
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,520: 0 1,380 0 11,395 10,135 11,395 11,515: 125 5
Old : 11,520: 0 1,380 0 11,395 10,135 11,395 11,515: 125 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,930: 0 200 0 1,930 1,730 1,930 1,930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.0 0.0 98.9 88.0 98.9 100.0: 1.1 0.0
Old : 100.0: 0.0 12.0 0.0 98.9 88.0 98.9 100.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 20 16 20 17:
Old : 27: 0 1 0 20 16 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 75.3 80.2 89.1 57.1 65.1 71.4 77.4
Old : 60.9 75.3 80.2 89.1 57.1 65.1 71.4 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: 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 : 426,963: 5,556 27,072 81,875 335,803 318,016 423,234 426,963: 3,729 0
Old : 426,963: 5,556 27,072 81,875 335,803 318,016 423,234 426,963: 3,729 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 15,524: -227 -4,712 12,685 9,923 7,551 22,381 15,524: -6,857 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 6.3 19.2 78.6 74.5 99.1 100.0: 0.9 0.0
Old : 100.0: 1.3 6.3 19.2 78.6 74.5 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 2 17 15 23 18:
Old : 25: 4 3 2 17 15 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 52.0 90.1 87.9 24.6 25.1 27.1 28.6
Old : 66.6 52.0 90.1 87.9 24.6 25.1 27.1 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,825: 0 0 0 21,465 21,575 21,465 21,575: 360 250
Old : 21,825: 0 0 0 21,465 21,575 21,465 21,575: 360 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 10 0 10 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.4 98.9 98.4 98.9: 1.6 1.1
Old : 100.0: 0.0 0.0 0.0 98.4 98.9 98.4 98.9: 1.6 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 : 20: 0 0 0 16 11 16 11:
Old : 20: 0 0 0 16 11 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
Old : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,920: 0 450 0 22,605 22,470 22,605 22,920: 315 0
Old : 22,920: 0 450 0 22,605 22,470 22,605 22,920: 315 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -65: 0 0 0 -65 -65 -65 -65: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0
Old : 100.0: 0.0 2.0 0.0 98.6 98.0 98.6 100.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 22 16 22 17:
Old : 28: 0 1 0 22 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 79.5 82.6 93.3 56.8 74.4 75.9 82.5
Old : 60.5 79.5 82.6 93.3 56.8 74.4 75.9 82.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,625: 0 450 0 19,240 19,110 19,240 19,560: 385 65
Old : 19,625: 0 450 0 19,240 19,110 19,240 19,560: 385 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 0.3
Old : 100.0: 0.0 2.3 0.0 98.0 97.4 98.0 99.7: 2.0 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 : 24: 0 1 0 19 13 19 14:
Old : 24: 0 1 0 19 13 19 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 : 62.2 88.5 83.5 95.7 60.2 86.2 79.6 91.0
Old : 62.2 88.5 83.5 95.7 60.2 86.2 79.6 91.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,934: 600 75 0 21,334 21,859 21,934 21,934: 0 0
Old : 21,934: 600 75 0 21,334 21,859 21,934 21,934: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 100: 50 0 0 50 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.3 0.0 97.3 99.7 100.0 100.0: 0.0 0.0
Old : 100.0: 2.7 0.3 0.0 97.3 99.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 1 0 22 21 24 22:
Old : 35: 2 1 0 22 21 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 65.6 74.5 86.6 51.9 64.5 71.9 81.7
Old : 53.8 65.6 74.5 86.6 51.9 64.5 71.9 81.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,234: 250 0 0 19,984 20,234 20,234 20,234: 0 0
Old : 20,234: 250 0 0 19,984 20,234 20,234 20,234: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.0 0.0 98.8 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 20 16 21 16:
Old : 27: 1 0 0 20 16 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 72.8 79.1 93.0 59.2 69.2 75.9 84.9
Old : 60.6 72.8 79.1 93.0 59.2 69.2 75.9 84.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,560: 0 300 0 21,970 22,260 21,970 22,560: 590 0
Old : 22,560: 0 300 0 21,970 22,260 21,970 22,560: 590 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,110: 0 0 0 1,120 1,110 1,120 1,110: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 97.4 98.7 97.4 100.0: 2.6 0.0
Old : 100.0: 0.0 1.3 0.0 97.4 98.7 97.4 100.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 17 11 17 13:
Old : 24: 0 2 0 17 11 17 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 : 74.8 94.4 86.5 97.8 74.3 94.4 85.3 97.3
Old : 74.8 94.4 86.5 97.8 74.3 94.4 85.3 97.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,350: 0 50 0 16,965 17,180 16,965 17,230: 385 120
Old : 17,350: 0 50 0 16,965 17,180 16,965 17,230: 385 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -150: 0 0 0 -150 -150 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 97.8 99.0 97.8 99.3: 2.2 0.7
Old : 100.0: 0.0 0.3 0.0 97.8 99.0 97.8 99.3: 2.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 23 13 23 14:
Old : 27: 0 1 0 23 13 23 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 : 55.0 86.9 72.2 97.3 51.6 77.9 67.6 83.7
Old : 55.0 86.9 72.2 97.3 51.6 77.9 67.6 83.7
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,445: 0 250 0 18,160 18,075 18,160 18,325: 285 120
Old : 18,445: 0 250 0 18,160 18,075 18,160 18,325: 285 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -150: 0 0 0 -150 -150 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 98.5 98.0 98.5 99.3: 1.5 0.7
Old : 100.0: 0.0 1.4 0.0 98.5 98.0 98.5 99.3: 1.5 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 : 31: 0 2 0 24 17 24 19:
Old : 31: 0 2 0 24 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 : 53.0 85.5 72.0 95.1 48.2 80.1 67.1 87.0
Old : 53.0 85.5 72.0 95.1 48.2 80.1 67.1 87.0
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 123,714: 1,510 630 50 122,154 123,034 123,714 123,714: 0 0
Old : 123,714: 1,510 630 50 122,154 123,034 123,714 123,714: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,960: 0 -100 0 2,960 3,060 2,960 2,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.5 0.0 98.7 99.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.2 0.5 0.0 98.7 99.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 3 2 1 34 36 37 39:
Old : 49: 3 2 1 34 36 37 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.9 59.6 63.4 79.3 39.0 53.2 55.8 65.1
Old : 42.9 59.6 63.4 79.3 39.0 53.2 55.8 65.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 133,207: 2,088 2,003 552 130,567 130,565 133,207 133,120: 0 87
Old : 133,207: 2,088 2,003 552 130,567 130,565 133,207 133,120: 0 87
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 2,795: -772 198 152 3,415 2,445 2,795 2,795: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.5 0.4 98.0 98.0 100.0 99.9: 0.0 0.1
Old : 100.0: 1.6 1.5 0.4 98.0 98.0 100.0 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 : 56: 6 5 4 37 37 43 46:
Old : 56: 6 5 4 37 37 43 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 : 45.0 59.0 62.1 75.3 39.1 52.6 54.9 63.9
Old : 45.0 59.0 62.1 75.3 39.1 52.6 54.9 63.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 156,221: 7,302 13,619 8,976 139,564 132,980 155,842 155,574: 379 647
Old : 156,221: 7,302 13,619 8,976 139,564 132,980 155,842 155,574: 379 647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 1,344: -39 -155 120 1,124 766 1,205 731: 139 613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 8.7 5.7 89.3 85.1 99.8 99.6: 0.2 0.4
Old : 100.0: 4.7 8.7 5.7 89.3 85.1 99.8 99.6: 0.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 7 13 11 47 43 62 60:
Old : 73: 7 13 11 47 43 62 60:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.5 51.5 49.5 65.5 30.6 44.2 42.0 53.5
Old : 31.5 51.5 49.5 65.5 30.6 44.2 42.0 53.5
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 108,931: 1,735 2,285 2,325 104,602 104,231 108,662 108,841: 269 90
Old : 108,931: 1,735 2,285 2,325 104,602 104,231 108,662 108,841: 269 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 400: 0 -60 0 400 460 400 400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.1 2.1 96.0 95.7 99.8 99.9: 0.2 0.1
Old : 100.0: 1.6 2.1 2.1 96.0 95.7 99.8 99.9: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 4 3 4 40 36 46 41:
Old : 49: 4 3 4 40 36 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 67.5 46.2 80.5 26.2 60.2 40.4 67.1
Old : 29.2 67.5 46.2 80.5 26.2 60.2 40.4 67.1
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,965: 370 860 60 22,535 21,985 22,965 22,905: 0 60
Old : 22,965: 370 860 60 22,535 21,985 22,965 22,905: 0 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 270: 0 50 0 270 220 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.7 0.3 98.1 95.7 100.0 99.7: 0.0 0.3
Old : 100.0: 1.6 3.7 0.3 98.1 95.7 100.0 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 : 33: 1 3 1 26 14 27 18:
Old : 33: 1 3 1 26 14 27 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 : 58.0 82.3 76.6 95.0 58.0 82.1 76.2 91.2
Old : 58.0 82.3 76.6 95.0 58.0 82.1 76.2 91.2
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,335: 0 50 150 18,165 18,055 18,315 18,255: 20 80
Old : 18,335: 0 50 150 18,165 18,055 18,315 18,255: 20 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 345: 0 0 0 345 345 345 345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.8 99.1 98.5 99.9 99.6: 0.1 0.4
Old : 100.0: 0.0 0.3 0.8 99.1 98.5 99.9 99.6: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 23 11 24 12:
Old : 26: 0 1 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 : 56.3 85.4 77.0 97.8 56.3 83.7 76.4 90.1
Old : 56.3 85.4 77.0 97.8 56.3 83.7 76.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 30,873: 334 300 5 30,484 30,503 30,823 30,808: 50 65
Old : 30,873: 334 300 5 30,484 30,503 30,823 30,808: 50 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -125: 0 0 0 -125 -125 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.0 0.0 98.7 98.8 99.8 99.8: 0.2 0.2
Old : 100.0: 1.1 1.0 0.0 98.7 98.8 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 : 39: 2 1 1 30 32 32 34:
Old : 39: 2 1 1 30 32 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 53.7 60.5 70.5 35.9 41.5 47.7 53.8
Old : 42.5 53.7 60.5 70.5 35.9 41.5 47.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 13,385: 0 0 0 13,385 13,385 13,385 13,385: 0 0
Old : 13,385: 0 0 0 13,385 13,385 13,385 13,385: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -355: 0 0 0 -355 -355 -355 -355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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 : 22: 0 0 0 19 19 19 19:
Old : 22: 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 : 46.4 68.7 72.2 89.3 42.5 57.0 60.2 67.9
Old : 46.4 68.7 72.2 89.3 42.5 57.0 60.2 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,155: 0 0 0 14,697 15,155 14,697 15,155: 458 0
Old : 15,155: 0 0 0 14,697 15,155 14,697 15,155: 458 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.0 100.0 97.0 100.0: 3.0 0.0
Old : 100.0: 0.0 0.0 0.0 97.0 100.0 97.0 100.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 10 16 10:
Old : 20: 0 0 0 16 10 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 86.1 78.8 98.2 43.6 66.4 61.2 69.4
Old : 50.6 86.1 78.8 98.2 43.6 66.4 61.2 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,104: 2,725 1,770 100 25,139 26,204 27,964 28,074: 140 30
Old : 28,104: 2,725 1,770 100 25,139 26,204 27,964 28,074: 140 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -60: 55 0 -25 -85 -60 -55 -85: -5 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.3 0.4 89.4 93.2 99.5 99.9: 0.5 0.1
Old : 100.0: 9.7 6.3 0.4 89.4 93.2 99.5 99.9: 0.5 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 : 37: 5 1 1 21 27 26 29:
Old : 37: 5 1 1 21 27 26 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 : 60.5 42.1 77.1 67.8 51.5 42.1 66.8 65.8
Old : 60.5 42.1 77.1 67.8 51.5 42.1 66.8 65.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,279: 610 70 130 23,455 24,079 24,195 24,279: 84 0
Old : 24,279: 610 70 130 23,455 24,079 24,195 24,279: 84 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 144: -80 70 50 174 24 144 144: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.3 0.5 96.6 99.2 99.7 100.0: 0.3 0.0
Old : 100.0: 2.5 0.3 0.5 96.6 99.2 99.7 100.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 1 1 24 24 26 25:
Old : 33: 1 1 1 24 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 : 59.0 61.2 83.0 79.3 41.3 46.2 59.8 58.5
Old : 59.0 61.2 83.0 79.3 41.3 46.2 59.8 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,652: 560 1,186 50 33,992 33,351 34,602 34,587: 50 65
Old : 34,652: 560 1,186 50 33,992 33,351 34,602 34,587: 50 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 471: -20 75 20 471 311 471 406: 0 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.4 0.1 98.1 96.2 99.9 99.8: 0.1 0.2
Old : 100.0: 1.6 3.4 0.1 98.1 96.2 99.9 99.8: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 5 2 31 31 33 37:
Old : 42: 1 5 2 31 31 33 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 61.7 72.0 80.4 52.3 60.8 68.1 76.8
Old : 54.6 61.7 72.0 80.4 52.3 60.8 68.1 76.8
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,741: 0 105 195 23,136 23,431 23,331 23,731: 410 10
Old : 23,741: 0 105 195 23,136 23,431 23,331 23,731: 410 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 310: 0 70 0 310 240 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.8 97.5 98.7 98.3 100.0: 1.7 0.0
Old : 100.0: 0.0 0.4 0.8 97.5 98.7 98.3 100.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 0 3 1 27 26 28 29:
Old : 35: 0 3 1 27 26 28 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 : 53.7 67.7 71.6 89.0 44.2 63.1 59.3 75.7
Old : 53.7 67.7 71.6 89.0 44.2 63.1 59.3 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,662: 0 590 0 20,580 19,695 20,580 20,285: 82 377
Old : 20,662: 0 590 0 20,580 19,695 20,580 20,285: 82 377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 491: 0 0 0 490 491 490 491: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 99.6 95.3 99.6 98.2: 0.4 1.8
Old : 100.0: 0.0 2.9 0.0 99.6 95.3 99.6 98.2: 0.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 0 19 18 19 19:
Old : 26: 0 1 0 19 18 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 : 54.4 60.4 85.1 79.6 53.3 59.4 78.6 76.2
Old : 54.4 60.4 85.1 79.6 53.3 59.4 78.6 76.2
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,513: 0 300 0 15,399 14,999 15,399 15,299: 114 214
Old : 15,513: 0 300 0 15,399 14,999 15,399 15,299: 114 214
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 99.3 96.7 99.3 98.6: 0.7 1.4
Old : 100.0: 0.0 1.9 0.0 99.3 96.7 99.3 98.6: 0.7 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 18 14 18 15:
Old : 23: 0 1 0 18 14 18 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 : 46.6 65.6 77.5 86.6 45.0 62.8 70.4 76.3
Old : 46.6 65.6 77.5 86.6 45.0 62.8 70.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,609: 1,064 900 10 36,335 36,484 37,409 37,394: 200 215
Old : 37,609: 1,064 900 10 36,335 36,484 37,409 37,394: 200 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -455: 0 0 0 -465 -495 -465 -495: 10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.4 0.0 96.6 97.0 99.5 99.4: 0.5 0.6
Old : 100.0: 2.8 2.4 0.0 96.6 97.0 99.5 99.4: 0.5 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 : 40: 4 2 1 29 27 33 30:
Old : 40: 4 2 1 29 27 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 42.9 62.0 71.5 38.8 39.4 55.9 61.2
Old : 42.4 42.9 62.0 71.5 38.8 39.4 55.9 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,954: 995 0 0 14,839 15,954 15,834 15,954: 120 0
Old : 15,954: 995 0 0 14,839 15,954 15,834 15,954: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: 55: 55 0 0 0 55 55 55: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.0 0.0 93.0 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 6.2 0.0 0.0 93.0 100.0 99.2 100.0: 0.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 24 20 25 20:
Old : 27: 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 : 49.5 66.0 73.7 85.9 49.3 60.0 68.3 75.9
Old : 49.5 66.0 73.7 85.9 49.3 60.0 68.3 75.9
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, January 05, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,432: 1,943 125 0 12,359 14,307 14,302 14,432: 130 0
Old : 14,432: 1,943 125 0 12,359 14,307 14,302 14,432: 130 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 29, 2015 :
: -240: 40 0 0 -280 -240 -240 -240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.9 0.0 85.6 99.1 99.1 100.0: 0.9 0.0
Old : 100.0: 13.5 0.9 0.0 85.6 99.1 99.1 100.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 2 0 25 23 26 25:
Old : 31: 1 2 0 25 23 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 : 42.1 68.1 64.6 84.4 36.6 62.1 55.4 71.3
Old : 42.1 68.1 64.6 84.4 36.6 62.1 55.4 71.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 8, 2016