CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 17,550: 4,474 5,908 1,240 11,781 10,402 17,495 17,550: 55 0
Old : 17,550: 4,474 5,908 1,240 11,781 10,402 17,495 17,550: 55 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 502: 749 750 77 -350 -325 476 502: 26 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 33.7 7.1 67.1 59.3 99.7 100.0: 0.3 0.0
Old : 100.0: 25.5 33.7 7.1 67.1 59.3 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 : 29: 13 5 4 7 6 21 14:
Old : 29: 13 5 4 7 6 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 63.3 82.2 94.9 43.5 54.7 57.1 67.2
Old : 61.4 63.3 82.2 94.9 43.5 54.7 57.1 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 45,921: 13,789 9,053 9,420 22,712 27,447 45,921 45,921: 0 0
Old : 45,921: 13,789 9,053 9,420 22,712 27,447 45,921 45,921: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 16,614: 4,142 1,818 6,188 6,303 8,608 16,634 16,614: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 19.7 20.5 49.5 59.8 100.0 100.0: 0.0 0.0
Old : 100.0: 30.0 19.7 20.5 49.5 59.8 100.0 100.0: 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 : 31: 11 6 8 10 9 26 20:
Old : 31: 11 6 8 10 9 26 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 : 56.5 54.4 75.7 83.3 35.9 41.5 47.2 52.7
Old : 56.5 54.4 75.7 83.3 35.9 41.5 47.2 52.7
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 26, 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 : 33,418: 4,988 5,316 4,568 23,345 23,093 32,901 32,977: 516 441
Old : 33,418: 4,988 5,316 4,568 23,345 23,093 32,901 32,977: 516 441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 8,594: 463 -388 3,893 3,721 4,648 8,077 8,153: 516 441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 15.9 13.7 69.9 69.1 98.5 98.7: 1.5 1.3
Old : 100.0: 14.9 15.9 13.7 69.9 69.1 98.5 98.7: 1.5 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 6 4 7 6 7 17 16:
Old : 21: 6 4 7 6 7 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 78.7 88.6 92.4 51.2 64.4 63.1 65.0
Old : 70.7 78.7 88.6 92.4 51.2 64.4 63.1 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-00639Z
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 30,026: 1,615 2,370 975 27,435 26,660 30,025 30,005: 1 21
Old : 30,026: 1,615 2,370 975 27,435 26,660 30,025 30,005: 1 21
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 7.9 3.2 91.4 88.8 100.0 99.9: 0.0 0.1
Old : 100.0: 5.4 7.9 3.2 91.4 88.8 100.0 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 : 21: 4 4 4 11 6 17 12:
Old : 21: 4 4 4 11 6 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 92.8 95.1 98.3 81.4 88.5 91.7 92.8
Old : 82.6 92.8 95.1 98.3 81.4 88.5 91.7 92.8
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 26, 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 : 32,836: 3,012 2,030 7,432 22,392 23,374 32,836 32,836: 0 0
Old : 32,836: 3,012 2,030 7,432 22,392 23,374 32,836 32,836: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,930: 574 -73 557 1,799 2,446 2,930 2,930: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.2 22.6 68.2 71.2 100.0 100.0: 0.0 0.0
Old : 100.0: 9.2 6.2 22.6 68.2 71.2 100.0 100.0: 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 : 25: 8 2 6 14 12 23 19:
Old : 25: 8 2 6 14 12 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 53.3 73.7 78.8 16.1 19.7 23.3 26.4
Old : 46.3 53.3 73.7 78.8 16.1 19.7 23.3 26.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,198,360: 605,751 302,153 653,315 2,907,511 3,230,035 4,166,577 4,185,503: 31,783 12,857
Old : 4,198,360: 605,751 302,153 653,315 2,907,511 3,230,035 4,166,577 4,185,503: 31,783 12,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 83,382: 47,328 43,335 -20,947 57,763 62,191 84,144 84,579: -762 -1,197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 7.2 15.6 69.3 76.9 99.2 99.7: 0.8 0.3
Old : 100.0: 14.4 7.2 15.6 69.3 76.9 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 : 226: 37 38 57 138 119 204 185:
Old : 226: 37 38 57 138 119 204 185:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 22.4 28.3 40.9 43.6 19.7 28.0 33.3 39.9
Old : 22.4 28.3 40.9 43.6 19.7 28.0 33.3 39.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,978,643: 117,362 67,448 911,033 947,997 989,919 1,976,392 1,968,400: 2,251 10,243
Old : 1,978,643: 117,362 67,448 911,033 947,997 989,919 1,976,392 1,968,400: 2,251 10,243
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -398,518: 8,754 5,253 -275,355 -133,653 -137,518 -400,254 -407,620: 1,735 9,101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 3.4 46.0 47.9 50.0 99.9 99.5: 0.1 0.5
Old : 100.0: 5.9 3.4 46.0 47.9 50.0 99.9 99.5: 0.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 101: 25 22 41 52 49 97 92:
Old : 101: 25 22 41 52 49 97 92:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.9 65.8 65.6 5.2 5.1 7.3 7.4
Old : 48.4 44.9 65.8 65.6 5.2 5.1 7.3 7.4
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 26, 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 : 286,282: 22,384 14,658 9,342 235,838 255,149 267,564 279,149: 18,718 7,133
Old : 286,282: 22,384 14,658 9,342 235,838 255,149 267,564 279,149: 18,718 7,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 13,838: 3,278 -2,532 1,205 7,970 15,127 12,453 13,800: 1,385 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 5.1 3.3 82.4 89.1 93.5 97.5: 6.5 2.5
Old : 100.0: 7.8 5.1 3.3 82.4 89.1 93.5 97.5: 6.5 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 : 56: 9 5 10 38 30 50 42:
Old : 56: 9 5 10 38 30 50 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 43.6 48.5 69.1 20.5 29.6 29.9 46.7
Old : 33.5 43.6 48.5 69.1 20.5 29.6 29.9 46.7
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 26, 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 : 119,666: 5,648 2,679 3,701 101,902 110,045 111,251 116,425: 8,415 3,241
Old : 119,666: 5,648 2,679 3,701 101,902 110,045 111,251 116,425: 8,415 3,241
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,261: 3,249 -91 -742 -1,427 1,973 1,080 1,140: 181 121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 2.2 3.1 85.2 92.0 93.0 97.3: 7.0 2.7
Old : 100.0: 4.7 2.2 3.1 85.2 92.0 93.0 97.3: 7.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 4 2 5 25 31 30 37:
Old : 40: 4 2 5 25 31 30 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 : 53.7 40.2 70.1 63.1 51.7 39.3 61.4 56.3
Old : 53.7 40.2 70.1 63.1 51.7 39.3 61.4 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 246,312: 1,841 9,715 9,633 223,767 218,280 235,241 237,628: 11,071 8,684
Old : 246,312: 1,841 9,715 9,633 223,767 218,280 235,241 237,628: 11,071 8,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,088: 1,841 -907 1,056 9,081 12,979 11,978 13,128: -4,890 -6,040
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 3.9 3.9 90.8 88.6 95.5 96.5: 4.5 3.5
Old : 100.0: 0.7 3.9 3.9 90.8 88.6 95.5 96.5: 4.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 2 3 4 33 34 37 39:
Old : 49: 2 3 4 33 34 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 : 48.2 43.9 67.7 65.9 47.3 43.6 64.9 65.0
Old : 48.2 43.9 67.7 65.9 47.3 43.6 64.9 65.0
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 26, 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 : 670,287: 1,361 11,880 11,845 647,506 641,154 660,712 664,879: 9,575 5,408
Old : 670,287: 1,361 11,880 11,845 647,506 641,154 660,712 664,879: 9,575 5,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 10,424: -2,902 2,867 -846 14,830 7,694 11,082 9,715: -658 709
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.8 1.8 96.6 95.7 98.6 99.2: 1.4 0.8
Old : 100.0: 0.2 1.8 1.8 96.6 95.7 98.6 99.2: 1.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 1 6 7 51 36 58 43:
Old : 60: 1 6 7 51 36 58 43:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.4 44.5 56.5 71.4 31.8 43.2 49.9 68.1
Old : 34.4 44.5 56.5 71.4 31.8 43.2 49.9 68.1
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 26, 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 : 303,622: 10,049 1,444 5,671 280,678 288,001 296,398 295,116: 7,224 8,506
Old : 303,622: 10,049 1,444 5,671 280,678 288,001 296,398 295,116: 7,224 8,506
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,184: 1,705 -545 227 737 2,852 2,669 2,534: -485 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 1.9 92.4 94.9 97.6 97.2: 2.4 2.8
Old : 100.0: 3.3 0.5 1.9 92.4 94.9 97.6 97.2: 2.4 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 : 54: 5 1 5 30 39 36 44:
Old : 54: 5 1 5 30 39 36 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 : 47.9 39.1 67.6 57.9 46.0 38.6 61.7 56.9
Old : 47.9 39.1 67.6 57.9 46.0 38.6 61.7 56.9
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 26, 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 : 284,915: 8,268 2,904 3,619 267,123 272,469 279,010 278,992: 5,905 5,923
Old : 284,915: 8,268 2,904 3,619 267,123 272,469 279,010 278,992: 5,905 5,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,180: 0 147 483 -803 229 -320 859: 1,500 321
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.0 1.3 93.8 95.6 97.9 97.9: 2.1 2.1
Old : 100.0: 2.9 1.0 1.3 93.8 95.6 97.9 97.9: 2.1 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 1 3 3 38 44 42 47:
Old : 54: 1 3 3 38 44 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 32.8 72.3 51.9 54.2 29.7 67.7 44.9
Old : 55.2 32.8 72.3 51.9 54.2 29.7 67.7 44.9
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 26, 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 : 124,385: 574 2,044 3,076 115,146 112,481 118,796 117,601: 5,589 6,784
Old : 124,385: 574 2,044 3,076 115,146 112,481 118,796 117,601: 5,589 6,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,800: -792 307 533 3,659 4,405 3,400 5,245: -600 -2,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.6 2.5 92.6 90.4 95.5 94.5: 4.5 5.5
Old : 100.0: 0.5 1.6 2.5 92.6 90.4 95.5 94.5: 4.5 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 : 38: 2 3 2 23 26 26 30:
Old : 38: 2 3 2 23 26 26 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.3 53.7 79.1 70.2 66.3 51.8 78.6 68.0
Old : 66.3 53.7 79.1 70.2 66.3 51.8 78.6 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 118,194: 27 7,808 3,545 107,627 98,246 111,199 109,599: 6,995 8,595
Old : 118,194: 27 7,808 3,545 107,627 98,246 111,199 109,599: 6,995 8,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,489: 27 -744 464 4,118 5,136 4,609 4,856: -120 -367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 3.0 91.1 83.1 94.1 92.7: 5.9 7.3
Old : 100.0: 0.0 6.6 3.0 91.1 83.1 94.1 92.7: 5.9 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 4 4 29 26 33 31:
Old : 41: 1 4 4 29 26 33 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.3 36.7 60.4 63.2 46.0 35.6 56.9 56.3
Old : 47.3 36.7 60.4 63.2 46.0 35.6 56.9 56.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 25,882: 744 1,015 0 24,840 24,137 25,584 25,152: 298 730
Old : 25,882: 744 1,015 0 24,840 24,137 25,584 25,152: 298 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.9 0.0 96.0 93.3 98.8 97.2: 1.2 2.8
Old : 100.0: 2.9 3.9 0.0 96.0 93.3 98.8 97.2: 1.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 13 10 14 11:
Old : 20: 1 1 0 13 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 : 62.3 76.2 84.6 92.3 59.2 64.3 75.0 77.1
Old : 62.3 76.2 84.6 92.3 59.2 64.3 75.0 77.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,942: 277 1,000 2,300 96,803 93,206 99,380 96,506: 9,562 12,436
Old : 108,942: 277 1,000 2,300 96,803 93,206 99,380 96,506: 9,562 12,436
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,684: 1 246 622 1,517 1,483 2,140 2,351: 544 333
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.9 2.1 88.9 85.6 91.2 88.6: 8.8 11.4
Old : 100.0: 0.3 0.9 2.1 88.9 85.6 91.2 88.6: 8.8 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 2 22 19 24 21:
Old : 29: 1 1 2 22 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 44.1 81.4 67.8 71.2 43.1 79.9 66.4
Old : 72.1 44.1 81.4 67.8 71.2 43.1 79.9 66.4
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 26, 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 : 169,945: 0 1,926 0 161,017 160,781 161,017 162,707: 8,928 7,238
Old : 169,945: 0 1,926 0 161,017 160,781 161,017 162,707: 8,928 7,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,231: 0 0 0 2,210 625 2,210 625: -979 606
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.1 0.0 94.7 94.6 94.7 95.7: 5.3 4.3
Old : 100.0: 0.0 1.1 0.0 94.7 94.6 94.7 95.7: 5.3 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 : 35: 0 1 0 29 20 29 21:
Old : 35: 0 1 0 29 20 29 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 : 36.0 70.6 58.9 83.2 33.9 69.8 56.3 80.9
Old : 36.0 70.6 58.9 83.2 33.9 69.8 56.3 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 88,755: 0 0 0 80,823 86,616 80,823 86,616: 7,932 2,139
Old : 88,755: 0 0 0 80,823 86,616 80,823 86,616: 7,932 2,139
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 807: 0 0 0 807 807 807 807: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.1 97.6 91.1 97.6: 8.9 2.4
Old : 100.0: 0.0 0.0 0.0 91.1 97.6 91.1 97.6: 8.9 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 0 0 19 18 19 18:
Old : 29: 0 0 0 19 18 19 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 : 51.4 61.6 69.1 86.4 48.3 60.5 63.8 82.7
Old : 51.4 61.6 69.1 86.4 48.3 60.5 63.8 82.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 313,187: 3,232 5,794 1,830 299,892 299,667 304,954 307,291: 8,233 5,896
Old : 313,187: 3,232 5,794 1,830 299,892 299,667 304,954 307,291: 8,233 5,896
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -6,255: 388 610 -113 -5,893 -4,407 -5,618 -3,910: -637 -2,345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.9 0.6 95.8 95.7 97.4 98.1: 2.6 1.9
Old : 100.0: 1.0 1.9 0.6 95.8 95.7 97.4 98.1: 2.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 1 3 1 47 41 49 44:
Old : 60: 1 3 1 47 41 49 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 : 31.9 52.1 52.7 68.7 31.1 50.3 49.3 65.0
Old : 31.9 52.1 52.7 68.7 31.1 50.3 49.3 65.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 85,025: 571 5,261 2,544 72,685 70,912 75,800 78,717: 9,225 6,308
Old : 85,025: 571 5,261 2,544 72,685 70,912 75,800 78,717: 9,225 6,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 6,420: 571 2,524 -122 6,274 5,177 6,723 7,579: -303 -1,159
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 6.2 3.0 85.5 83.4 89.2 92.6: 10.8 7.4
Old : 100.0: 0.7 6.2 3.0 85.5 83.4 89.2 92.6: 10.8 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 2 23 20 26 23:
Old : 30: 2 2 2 23 20 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 36.5 74.4 60.9 55.5 30.9 67.8 51.2
Old : 55.9 36.5 74.4 60.9 55.5 30.9 67.8 51.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,191: 1,526 4,750 1,431 71,953 69,453 74,910 75,634: 4,281 3,557
Old : 79,191: 1,526 4,750 1,431 71,953 69,453 74,910 75,634: 4,281 3,557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,434: -1,291 2,008 124 3,133 264 1,966 2,396: 468 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.0 1.8 90.9 87.7 94.6 95.5: 5.4 4.5
Old : 100.0: 1.9 6.0 1.8 90.9 87.7 94.6 95.5: 5.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 2 18 19 20 22:
Old : 24: 1 2 2 18 19 20 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 : 49.0 59.3 79.9 78.3 42.0 48.8 63.8 64.0
Old : 49.0 59.3 79.9 78.3 42.0 48.8 63.8 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,049: 4,699 841 0 70,095 75,733 74,794 76,574: 2,255 475
Old : 77,049: 4,699 841 0 70,095 75,733 74,794 76,574: 2,255 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 12,601: 1,972 841 0 11,650 11,644 13,622 12,485: -1,021 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.1 0.0 91.0 98.3 97.1 99.4: 2.9 0.6
Old : 100.0: 6.1 1.1 0.0 91.0 98.3 97.1 99.4: 2.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 2 0 23 23 26 25:
Old : 42: 3 2 0 23 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 : 42.2 63.2 61.8 78.7 32.6 58.2 49.2 68.8
Old : 42.2 63.2 61.8 78.7 32.6 58.2 49.2 68.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 113,110: 22,150 8,177 348 89,247 103,948 111,745 112,473: 1,365 637
Old : 113,110: 22,150 8,177 348 89,247 103,948 111,745 112,473: 1,365 637
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 11,426: 2,001 551 348 9,331 10,355 11,680 11,254: -254 172
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.2 0.3 78.9 91.9 98.8 99.4: 1.2 0.6
Old : 100.0: 19.6 7.2 0.3 78.9 91.9 98.8 99.4: 1.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 6 5 2 31 31 39 36:
Old : 61: 6 5 2 31 31 39 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 60.9 61.6 75.2 42.3 52.6 58.8 62.6
Old : 43.8 60.9 61.6 75.2 42.3 52.6 58.8 62.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 67,625: 567 552 0 66,210 66,080 66,777 66,632: 848 993
Old : 67,625: 567 552 0 66,210 66,080 66,777 66,632: 848 993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 5,151: 319 87 0 4,666 4,803 4,985 4,890: 166 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.8 0.0 97.9 97.7 98.7 98.5: 1.3 1.5
Old : 100.0: 0.8 0.8 0.0 97.9 97.7 98.7 98.5: 1.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 0 16 22 18 23:
Old : 37: 2 1 0 16 22 18 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 : 71.5 60.8 88.0 79.0 69.0 55.7 82.6 72.6
Old : 71.5 60.8 88.0 79.0 69.0 55.7 82.6 72.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 215,924: 0 1,379 1,201 209,339 205,411 210,540 207,991: 5,384 7,933
Old : 215,924: 0 1,379 1,201 209,339 205,411 210,540 207,991: 5,384 7,933
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,062: -609 -156 -178 6,121 5,923 5,334 5,589: 1,728 1,473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.6 97.0 95.1 97.5 96.3: 2.5 3.7
Old : 100.0: 0.0 0.6 0.6 97.0 95.1 97.5 96.3: 2.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 0 1 1 39 37 40 38:
Old : 47: 0 1 1 39 37 40 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 : 57.1 40.4 71.6 63.3 53.6 32.0 60.8 47.0
Old : 57.1 40.4 71.6 63.3 53.6 32.0 60.8 47.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 51,324: 0 1,909 1,623 37,525 41,839 39,148 45,371: 12,176 5,953
Old : 51,324: 0 1,909 1,623 37,525 41,839 39,148 45,371: 12,176 5,953
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 998: 0 738 -461 1,684 2,514 1,223 2,791: -225 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 3.2 73.1 81.5 76.3 88.4: 23.7 11.6
Old : 100.0: 0.0 3.7 3.2 73.1 81.5 76.3 88.4: 23.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 2 14 19 16 21:
Old : 24: 0 2 2 14 19 16 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.5 45.8 61.3 64.6 35.6 37.2 44.4 50.2
Old : 44.5 45.8 61.3 64.6 35.6 37.2 44.4 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,270: 155 16,146 1,153 101,856 84,128 103,164 101,427: 8,106 9,843
Old : 111,270: 155 16,146 1,153 101,856 84,128 103,164 101,427: 8,106 9,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,035: -381 1,218 241 5,622 5,250 5,482 6,709: 1,553 326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 14.5 1.0 91.5 75.6 92.7 91.2: 7.3 8.8
Old : 100.0: 0.1 14.5 1.0 91.5 75.6 92.7 91.2: 7.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 4 2 19 25 21 30:
Old : 35: 1 4 2 19 25 21 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 : 61.6 36.9 77.2 62.0 61.6 30.9 70.4 53.7
Old : 61.6 36.9 77.2 62.0 61.6 30.9 70.4 53.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,508: 15,567 0 734 89,341 108,203 105,642 108,937: 5,866 2,571
Old : 111,508: 15,567 0 734 89,341 108,203 105,642 108,937: 5,866 2,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,789: 407 0 21 3,158 2,826 3,586 2,847: -797 -58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 0.7 80.1 97.0 94.7 97.7: 5.3 2.3
Old : 100.0: 14.0 0.0 0.7 80.1 97.0 94.7 97.7: 5.3 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 : 35: 5 0 2 23 19 28 21:
Old : 35: 5 0 2 23 19 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 66.6 65.8 82.7 39.4 58.1 54.8 72.9
Old : 47.4 66.6 65.8 82.7 39.4 58.1 54.8 72.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 111,039: 2,176 0 0 103,528 106,662 105,704 106,662: 5,335 4,377
Old : 111,039: 2,176 0 0 103,528 106,662 105,704 106,662: 5,335 4,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,029: -1,324 0 0 3,887 1,514 2,563 1,514: -534 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.0 93.2 96.1 95.2 96.1: 4.8 3.9
Old : 100.0: 2.0 0.0 0.0 93.2 96.1 95.2 96.1: 4.8 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 : 25: 2 0 0 20 16 22 16:
Old : 25: 2 0 0 20 16 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 68.5 82.3 89.1 51.0 51.5 63.7 70.5
Old : 62.2 68.5 82.3 89.1 51.0 51.5 63.7 70.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 119,199: 666 699 1,146 110,562 114,125 112,374 115,970: 6,825 3,229
Old : 119,199: 666 699 1,146 110,562 114,125 112,374 115,970: 6,825 3,229
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,833: -1,068 699 390 5,009 3,929 4,331 5,018: 502 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.6 1.0 92.8 95.7 94.3 97.3: 5.7 2.7
Old : 100.0: 0.6 0.6 1.0 92.8 95.7 94.3 97.3: 5.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 2 18 17 20 19:
Old : 26: 1 1 2 18 17 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 : 66.7 64.5 80.6 87.5 63.2 61.4 76.4 84.0
Old : 66.7 64.5 80.6 87.5 63.2 61.4 76.4 84.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 133,930: 0 13,163 2,236 114,398 105,219 116,634 120,618: 17,296 13,312
Old : 133,930: 0 13,163 2,236 114,398 105,219 116,634 120,618: 17,296 13,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,513: 0 6,380 -318 3,608 -3,538 3,290 2,524: 223 989
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.8 1.7 85.4 78.6 87.1 90.1: 12.9 9.9
Old : 100.0: 0.0 9.8 1.7 85.4 78.6 87.1 90.1: 12.9 9.9
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 : 37: 0 7 2 26 22 28 29:
Old : 37: 0 7 2 26 22 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 : 37.7 52.4 57.0 68.6 30.8 52.2 48.9 66.5
Old : 37.7 52.4 57.0 68.6 30.8 52.2 48.9 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 31,051: 1,015 0 0 29,306 30,484 30,321 30,484: 730 567
Old : 31,051: 1,015 0 0 29,306 30,484 30,321 30,484: 730 567
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 5,075: 1,015 0 0 4,159 4,814 5,174 4,814: -99 261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.0 0.0 94.4 98.2 97.6 98.2: 2.4 1.8
Old : 100.0: 3.3 0.0 0.0 94.4 98.2 97.6 98.2: 2.4 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 : 23: 1 0 0 16 13 17 13:
Old : 23: 1 0 0 16 13 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 : 55.3 60.1 80.8 90.9 41.1 56.5 62.6 73.4
Old : 55.3 60.1 80.8 90.9 41.1 56.5 62.6 73.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 47,141: 0 1,534 0 45,862 44,724 45,862 46,258: 1,279 883
Old : 47,141: 0 1,534 0 45,862 44,724 45,862 46,258: 1,279 883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 6,218: 0 899 0 6,950 5,397 6,950 6,296: -732 -78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 97.3 94.9 97.3 98.1: 2.7 1.9
Old : 100.0: 0.0 3.3 0.0 97.3 94.9 97.3 98.1: 2.7 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 0 18 18 18 20:
Old : 30: 0 2 0 18 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 75.0 83.0 87.2 61.3 75.0 80.2 86.2
Old : 64.1 75.0 83.0 87.2 61.3 75.0 80.2 86.2
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 26, 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 : 197,688: 2,092 9,283 923 188,849 181,824 191,864 192,030: 5,824 5,658
Old : 197,688: 2,092 9,283 923 188,849 181,824 191,864 192,030: 5,824 5,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 4,744: -98 1,266 431 4,867 4,176 5,200 5,873: -456 -1,129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 4.7 0.5 95.5 92.0 97.1 97.1: 2.9 2.9
Old : 100.0: 1.1 4.7 0.5 95.5 92.0 97.1 97.1: 2.9 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 : 55: 2 6 3 39 35 42 43:
Old : 55: 2 6 3 39 35 42 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 : 44.8 49.8 65.4 64.0 44.4 43.9 57.7 53.6
Old : 44.8 49.8 65.4 64.0 44.4 43.9 57.7 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 91,402: 0 0 0 82,660 87,189 82,660 87,189: 8,742 4,213
Old : 91,402: 0 0 0 82,660 87,189 82,660 87,189: 8,742 4,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -680: 0 0 0 326 992 326 992: -1,006 -1,672
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.4 95.4 90.4 95.4: 9.6 4.6
Old : 100.0: 0.0 0.0 0.0 90.4 95.4 90.4 95.4: 9.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 19 18 19 18:
Old : 26: 0 0 0 19 18 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 69.9 80.9 83.2 61.3 65.3 71.8 74.4
Old : 63.4 69.9 80.9 83.2 61.3 65.3 71.8 74.4
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 26, 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 : 80,808: 0 0 0 73,122 72,942 73,122 72,942: 7,686 7,866
Old : 80,808: 0 0 0 73,122 72,942 73,122 72,942: 7,686 7,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 490: 0 0 0 1,323 914 1,323 914: -833 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.5 90.3 90.5 90.3: 9.5 9.7
Old : 100.0: 0.0 0.0 0.0 90.5 90.3 90.5 90.3: 9.5 9.7
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: 0 0 0 18 17 18 17:
Old : 25: 0 0 0 18 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 65.9 77.1 81.3 57.4 65.6 73.3 78.1
Old : 57.7 65.9 77.1 81.3 57.4 65.6 73.3 78.1
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 26, 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 : 79,023: 515 0 232 72,275 75,324 73,022 75,556: 6,001 3,467
Old : 79,023: 515 0 232 72,275 75,324 73,022 75,556: 6,001 3,467
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -35: 58 0 0 605 -589 663 -589: -698 554
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.3 91.5 95.3 92.4 95.6: 7.6 4.4
Old : 100.0: 0.7 0.0 0.3 91.5 95.3 92.4 95.6: 7.6 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 22 18 24 19:
Old : 29: 2 0 1 22 18 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 : 56.5 70.9 75.2 86.9 56.0 68.8 70.3 83.3
Old : 56.5 70.9 75.2 86.9 56.0 68.8 70.3 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV Code-0233D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 20,172: 1,055 0 0 18,842 19,669 19,897 19,669: 275 503
Old : 20,172: 1,055 0 0 18,842 19,669 19,897 19,669: 275 503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.0 0.0 93.4 97.5 98.6 97.5: 1.4 2.5
Old : 100.0: 5.2 0.0 0.0 93.4 97.5 98.6 97.5: 1.4 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 : 21: 2 0 0 9 15 11 15:
Old : 21: 2 0 0 9 15 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.5 59.8 96.5 82.2 85.9 55.0 92.2 77.5
Old : 86.5 59.8 96.5 82.2 85.9 55.0 92.2 77.5
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 26, 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 : 90,093: 3,441 0 0 81,263 87,515 84,704 87,515: 5,389 2,578
Old : 90,093: 3,441 0 0 81,263 87,515 84,704 87,515: 5,389 2,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 725: 29 0 0 638 785 667 785: 58 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.0 0.0 90.2 97.1 94.0 97.1: 6.0 2.9
Old : 100.0: 3.8 0.0 0.0 90.2 97.1 94.0 97.1: 6.0 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 : 27: 1 0 0 16 14 17 14:
Old : 27: 1 0 0 16 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 75.1 78.0 88.7 61.8 73.5 78.0 86.5
Old : 61.8 75.1 78.0 88.7 61.8 73.5 78.0 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 164,382: 22,361 12,030 15,641 125,683 136,145 163,685 163,816: 697 566
Old : 164,382: 22,361 12,030 15,641 125,683 136,145 163,685 163,816: 697 566
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,532: 252 -79 -11 1,295 1,656 1,536 1,566: -4 -34
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.3 9.5 76.5 82.8 99.6 99.7: 0.4 0.3
Old : 100.0: 13.6 7.3 9.5 76.5 82.8 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 80: 15 13 23 49 52 76 76:
Old : 80: 15 13 23 49 52 76 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 28.7 60.9 46.5 27.1 16.5 34.2 25.9
Old : 45.5 28.7 60.9 46.5 27.1 16.5 34.2 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 26, 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 : 52,032: 138 95 618 51,252 51,295 52,007 52,007: 25 25
Old : 52,032: 138 95 618 51,252 51,295 52,007 52,007: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 553: -699 58 47 1,204 447 553 553: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 1.2 98.5 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.2 1.2 98.5 98.6 100.0 100.0: 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 : 37: 1 3 4 30 27 34 31:
Old : 37: 1 3 4 30 27 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 40.9 76.0 69.7 35.6 28.3 43.2 40.9
Old : 52.2 40.9 76.0 69.7 35.6 28.3 43.2 40.9
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 26, 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 : 440,787: 6,851 0 4,085 427,867 434,718 438,803 438,803: 1,984 1,984
Old : 440,787: 6,851 0 4,085 427,867 434,718 438,803 438,803: 1,984 1,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 8,727: 1,580 -179 773 5,078 6,837 7,431 7,431: 1,296 1,296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.0 0.9 97.1 98.6 99.5 99.5: 0.5 0.5
Old : 100.0: 1.6 0.0 0.9 97.1 98.6 99.5 99.5: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 3 21 21 24 24:
Old : 29: 3 0 3 21 21 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 56.6 75.6 81.6 49.3 50.5 61.3 65.2
Old : 54.3 56.6 75.6 81.6 49.3 50.5 61.3 65.2
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 26, 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 : 1,558,774: 65,346 62,143 22,264 1,471,164 1,474,367 1,558,774 1,558,774: 0 0
Old : 1,558,774: 65,346 62,143 22,264 1,471,164 1,474,367 1,558,774 1,558,774: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 24,170: 1,888 -360 0 22,282 24,530 24,170 24,170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 4.0 1.4 94.4 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 4.2 4.0 1.4 94.4 94.6 100.0 100.0: 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 : 56: 4 6 3 37 40 42 48:
Old : 56: 4 6 3 37 40 42 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 48.2 77.4 66.4 48.4 37.6 60.2 48.5
Old : 62.5 48.2 77.4 66.4 48.4 37.6 60.2 48.5
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 26, 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 : 67,502: 3,607 3,655 1,574 62,296 62,248 67,477 67,477: 25 25
Old : 67,502: 3,607 3,655 1,574 62,296 62,248 67,477 67,477: 25 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -964: -235 -1,604 253 -982 387 -964 -964: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 5.4 2.3 92.3 92.2 100.0 100.0: 0.0 0.0
Old : 100.0: 5.3 5.4 2.3 92.3 92.2 100.0 100.0: 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 : 38: 4 7 5 22 22 30 30:
Old : 38: 4 7 5 22 22 30 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 : 61.4 59.7 78.1 80.4 52.8 53.9 66.8 62.3
Old : 61.4 59.7 78.1 80.4 52.8 53.9 66.8 62.3
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 26, 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 : 494,093: 1,480 9,566 7,090 485,523 477,437 494,093 494,093: 0 0
Old : 494,093: 1,480 9,566 7,090 485,523 477,437 494,093 494,093: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 5,552: 1,480 -1,928 0 4,072 7,480 5,552 5,552: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.9 1.4 98.3 96.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 1.9 1.4 98.3 96.6 100.0 100.0: 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 : 30: 1 3 1 19 19 21 22:
Old : 30: 1 3 1 19 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 66.1 84.7 86.2 52.8 60.3 68.1 72.7
Old : 65.3 66.1 84.7 86.2 52.8 60.3 68.1 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 417,320: 784 6,240 0 416,536 411,080 417,320 417,320: 0 0
Old : 417,320: 784 6,240 0 416,536 411,080 417,320 417,320: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -21,937: 0 0 0 -21,937 -21,937 -21,937 -21,937: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.5 0.0 99.8 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.2 1.5 0.0 99.8 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 1 2 0 31 30 32 32:
Old : 41: 1 2 0 31 30 32 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 : 49.1 51.7 69.5 71.4 46.9 49.4 61.6 60.6
Old : 49.1 51.7 69.5 71.4 46.9 49.4 61.6 60.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 39,543: 252 65 571 37,443 38,021 38,266 38,657: 1,277 886
Old : 39,543: 252 65 571 37,443 38,021 38,266 38,657: 1,277 886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -38: -64 0 43 -17 386 -38 429: 0 -467
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.2 1.4 94.7 96.2 96.8 97.8: 3.2 2.2
Old : 100.0: 0.6 0.2 1.4 94.7 96.2 96.8 97.8: 3.2 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: 3 1 2 27 24 31 26:
Old : 36: 3 1 2 27 24 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 56.0 70.9 75.8 45.5 55.3 64.4 69.1
Old : 48.4 56.0 70.9 75.8 45.5 55.3 64.4 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 51,986: 1,035 6 92 50,404 51,847 51,531 51,945: 455 41
Old : 51,986: 1,035 6 92 50,404 51,847 51,531 51,945: 455 41
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,020: 0 0 0 3,020 3,020 3,020 3,020: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.0 0.2 97.0 99.7 99.1 99.9: 0.9 0.1
Old : 100.0: 2.0 0.0 0.2 97.0 99.7 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 1 1 34 30 36 31:
Old : 44: 1 1 1 34 30 36 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 49.8 69.0 73.3 46.6 44.4 55.6 60.0
Old : 52.0 49.8 69.0 73.3 46.6 44.4 55.6 60.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,339: 1,345 6 92 68,380 70,216 69,817 70,314: 522 25
Old : 70,339: 1,345 6 92 68,380 70,216 69,817 70,314: 522 25
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,895: 0 0 0 3,895 3,895 3,895 3,895: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.1 97.2 99.8 99.3 100.0: 0.7 0.0
Old : 100.0: 1.9 0.0 0.1 97.2 99.8 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 1 1 33 31 36 32:
Old : 44: 2 1 1 33 31 36 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 50.2 65.8 73.4 43.9 46.3 58.6 60.8
Old : 45.0 50.2 65.8 73.4 43.9 46.3 58.6 60.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,440: 0 0 0 18,320 18,320 18,320 18,320: 120 120
Old : 18,440: 0 0 0 18,320 18,320 18,320 18,320: 120 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 385: 0 0 0 385 385 385 385: 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 : 23: 0 0 0 17 12 17 12:
Old : 23: 0 0 0 17 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 70.7 83.7 92.8 55.8 70.7 72.6 82.0
Old : 60.5 70.7 83.7 92.8 55.8 70.7 72.6 82.0
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 288,808: 0 424 0 288,808 288,384 288,808 288,808: 0 0
Old : 288,808: 0 424 0 288,808 288,384 288,808 288,808: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,664: 0 0 0 7,664 7,664 7,664 7,664: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 0 1 0 26 18 26 19:
Old : 31: 0 1 0 26 18 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 73.3 61.7 87.5 39.2 64.7 59.7 71.5
Old : 39.5 73.3 61.7 87.5 39.2 64.7 59.7 71.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 8,231: 1,020 0 0 7,080 8,167 8,100 8,167: 131 64
Old : 8,231: 1,020 0 0 7,080 8,167 8,100 8,167: 131 64
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 380: 0 0 0 359 401 359 401: 21 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 0.0 0.0 86.0 99.2 98.4 99.2: 1.6 0.8
Old : 100.0: 12.4 0.0 0.0 86.0 99.2 98.4 99.2: 1.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 17 17 18 17:
Old : 22: 1 0 0 17 17 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 61.6 78.3 84.5 48.6 54.6 73.1 72.4
Old : 51.3 61.6 78.3 84.5 48.6 54.6 73.1 72.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,935: 0 350 0 20,935 20,465 20,935 20,815: 0 120
Old : 20,935: 0 350 0 20,935 20,465 20,935 20,815: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 215: 0 0 0 215 230 215 230: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 100.0 97.8 100.0 99.4: 0.0 0.6
Old : 100.0: 0.0 1.7 0.0 100.0 97.8 100.0 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 : 32: 0 2 0 22 16 22 18:
Old : 32: 0 2 0 22 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 62.7 82.9 85.1 51.9 59.8 72.8 72.2
Old : 57.1 62.7 82.9 85.1 51.9 59.8 72.8 72.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,990: 0 125 0 21,810 21,805 21,810 21,930: 180 60
Old : 21,990: 0 125 0 21,810 21,805 21,810 21,930: 180 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 655: 0 50 0 655 605 655 655: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.6 0.0 99.2 99.2 99.2 99.7: 0.8 0.3
Old : 100.0: 0.0 0.6 0.0 99.2 99.2 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 : 29: 0 2 0 24 19 24 21:
Old : 29: 0 2 0 24 19 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 64.3 67.1 85.6 30.9 48.2 48.2 59.2
Old : 46.4 64.3 67.1 85.6 30.9 48.2 48.2 59.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 19,082: 163 211 0 18,815 18,040 18,978 18,251: 104 831
Old : 19,082: 163 211 0 18,815 18,040 18,978 18,251: 104 831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 22: 0 85 0 236 -63 236 22: -214 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.1 0.0 98.6 94.5 99.5 95.6: 0.5 4.4
Old : 100.0: 0.9 1.1 0.0 98.6 94.5 99.5 95.6: 0.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 1 2 0 26 23 27 25:
Old : 34: 1 2 0 26 23 27 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 60.3 63.3 79.0 40.1 55.6 59.3 67.9
Old : 41.7 60.3 63.3 79.0 40.1 55.6 59.3 67.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 61,098: 300 4,720 375 60,183 55,802 60,858 60,897: 240 201
Old : 61,098: 300 4,720 375 60,183 55,802 60,858 60,897: 240 201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,416: 0 108 37 1,437 1,306 1,474 1,451: -58 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.7 0.6 98.5 91.3 99.6 99.7: 0.4 0.3
Old : 100.0: 0.5 7.7 0.6 98.5 91.3 99.6 99.7: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 5 2 31 32 35 37:
Old : 44: 2 5 2 31 32 35 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 : 53.8 43.6 74.9 66.1 52.9 43.5 72.3 63.4
Old : 53.8 43.6 74.9 66.1 52.9 43.5 72.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 75,366: 141 11,905 1,093 74,132 62,258 75,366 75,256: 0 110
Old : 75,366: 141 11,905 1,093 74,132 62,258 75,366 75,256: 0 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,277: 77 43 177 2,023 2,112 2,277 2,332: 0 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 15.8 1.5 98.4 82.6 100.0 99.9: 0.0 0.1
Old : 100.0: 0.2 15.8 1.5 98.4 82.6 100.0 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 7 35 36 42 47:
Old : 52: 1 10 7 35 36 42 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 47.1 66.3 64.6 47.1 43.9 62.0 58.4
Old : 47.2 47.1 66.3 64.6 47.1 43.9 62.0 58.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,645: 1,385 0 310 46,830 48,335 48,525 48,645: 120 0
Old : 48,645: 1,385 0 310 46,830 48,335 48,525 48,645: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,125: 0 0 0 1,125 1,125 1,125 1,125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.6 96.3 99.4 99.8 100.0: 0.2 0.0
Old : 100.0: 2.8 0.0 0.6 96.3 99.4 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 0 1 24 13 26 14:
Old : 29: 2 0 1 24 13 26 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 : 58.8 96.5 78.1 98.9 56.3 92.0 73.4 92.0
Old : 58.8 96.5 78.1 98.9 56.3 92.0 73.4 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,715: 2,375 0 165 50,925 53,550 53,465 53,715: 250 0
Old : 53,715: 2,375 0 165 50,925 53,550 53,465 53,715: 250 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,015: 0 0 0 1,015 1,015 1,015 1,015: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.0 0.3 94.8 99.7 99.5 100.0: 0.5 0.0
Old : 100.0: 4.4 0.0 0.3 94.8 99.7 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 1 25 14 27 15:
Old : 30: 2 0 1 25 14 27 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 93.2 75.9 97.9 57.6 89.8 71.9 89.9
Old : 61.5 93.2 75.9 97.9 57.6 89.8 71.9 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 386,772: 30,003 26,175 7,881 348,888 352,716 386,772 386,772: 0 0
Old : 386,772: 30,003 26,175 7,881 348,888 352,716 386,772 386,772: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 7,255: 3,944 1,632 -408 3,719 6,031 7,255 7,255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 6.8 2.0 90.2 91.2 100.0 100.0: 0.0 0.0
Old : 100.0: 7.8 6.8 2.0 90.2 91.2 100.0 100.0: 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 : 42: 4 4 2 29 30 33 36:
Old : 42: 4 4 2 29 30 33 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 : 42.6 43.9 69.9 65.1 36.8 40.4 55.0 55.4
Old : 42.6 43.9 69.9 65.1 36.8 40.4 55.0 55.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,265: 5,471 2,265 407 21,220 24,528 27,098 27,200: 167 65
Old : 27,265: 5,471 2,265 407 21,220 24,528 27,098 27,200: 167 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 88: 138 17 -24 -91 116 24 110: 64 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 8.3 1.5 77.8 90.0 99.4 99.8: 0.6 0.2
Old : 100.0: 20.1 8.3 1.5 77.8 90.0 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 3 6 6 26 32 32 41:
Old : 44: 3 6 6 26 32 32 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 : 52.5 37.1 77.7 55.8 48.8 36.6 70.8 54.3
Old : 52.5 37.1 77.7 55.8 48.8 36.6 70.8 54.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 34,340: 185 3,830 1,308 32,847 29,202 34,340 34,340: 0 0
Old : 34,340: 185 3,830 1,308 32,847 29,202 34,340 34,340: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 304: -25 -53 26 303 331 304 304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 11.2 3.8 95.7 85.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 11.2 3.8 95.7 85.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 6 4 17 15 24 22:
Old : 32: 4 6 4 17 15 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 : 67.7 69.5 87.6 84.9 62.6 67.5 76.7 78.5
Old : 67.7 69.5 87.6 84.9 62.6 67.5 76.7 78.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 343,413: 0 759 0 343,413 342,654 343,413 343,413: 0 0
Old : 343,413: 0 759 0 343,413 342,654 343,413 343,413: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,613: 0 0 0 2,613 2,613 2,613 2,613: 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 : 28: 0 1 0 19 18 19 19:
Old : 28: 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 : 66.7 78.6 84.5 91.6 62.9 69.6 74.7 75.7
Old : 66.7 78.6 84.5 91.6 62.9 69.6 74.7 75.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 28,483: 739 42 0 27,744 27,891 28,483 27,933: 0 550
Old : 28,483: 739 42 0 27,744 27,891 28,483 27,933: 0 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -85: 0 42 0 170 -127 170 -85: -255 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.1 0.0 97.4 97.9 100.0 98.1: 0.0 1.9
Old : 100.0: 2.6 0.1 0.0 97.4 97.9 100.0 98.1: 0.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 0 16 17 19 18:
Old : 26: 3 1 0 16 17 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 82.7 82.8 91.5 57.1 71.5 72.5 76.8
Old : 63.4 82.7 82.8 91.5 57.1 71.5 72.5 76.8
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 138,786: 0 6,272 0 138,786 132,514 138,786 138,786: 0 0
Old : 138,786: 0 6,272 0 138,786 132,514 138,786 138,786: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 360: 0 0 0 360 360 360 360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.5 0.0 100.0 95.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 10 11 10 12:
Old : 20: 0 1 0 10 11 10 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 : 76.7 84.6 96.9 97.8 76.7 84.6 95.8 95.5
Old : 76.7 84.6 96.9 97.8 76.7 84.6 95.8 95.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 14,570: 1,862 84 281 12,279 13,765 14,422 14,130: 148 440
Old : 14,570: 1,862 84 281 12,279 13,765 14,422 14,130: 148 440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 385: -63 84 21 511 280 469 385: -84 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.6 1.9 84.3 94.5 99.0 97.0: 1.0 3.0
Old : 100.0: 12.8 0.6 1.9 84.3 94.5 99.0 97.0: 1.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 2 20 20 24 23:
Old : 30: 4 1 2 20 20 24 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 : 49.2 45.7 72.1 64.6 39.4 38.6 57.1 54.1
Old : 49.2 45.7 72.1 64.6 39.4 38.6 57.1 54.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 181,346: 15,077 0 1,586 164,683 179,760 181,346 181,346: 0 0
Old : 181,346: 15,077 0 1,586 164,683 179,760 181,346 181,346: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 5,115: 2,175 0 0 2,940 5,115 5,115 5,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 0.0 0.9 90.8 99.1 100.0 100.0: 0.0 0.0
Old : 100.0: 8.3 0.0 0.9 90.8 99.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 0 1 18 22 21 23:
Old : 29: 3 0 1 18 22 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 : 62.6 57.7 79.6 76.9 55.5 54.0 68.3 70.2
Old : 62.6 57.7 79.6 76.9 55.5 54.0 68.3 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 15,416: 172 1,263 63 15,181 13,775 15,416 15,101: 0 315
Old : 15,416: 172 1,263 63 15,181 13,775 15,416 15,101: 0 315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 81: 0 21 0 147 103 147 124: -66 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 8.2 0.4 98.5 89.4 100.0 98.0: 0.0 2.0
Old : 100.0: 1.1 8.2 0.4 98.5 89.4 100.0 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 : 32: 1 3 1 20 22 22 25:
Old : 32: 1 3 1 20 22 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 48.2 78.9 67.4 53.6 48.2 63.1 62.6
Old : 59.6 48.2 78.9 67.4 53.6 48.2 63.1 62.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 181,841: 3,172 0 2,757 175,912 179,084 181,841 181,841: 0 0
Old : 181,841: 3,172 0 2,757 175,912 179,084 181,841 181,841: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 375: 0 0 0 375 375 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.0 1.5 96.7 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.7 0.0 1.5 96.7 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 0 2 20 17 22 19:
Old : 28: 2 0 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 : 67.5 71.4 86.3 86.7 59.2 66.1 72.5 75.4
Old : 67.5 71.4 86.3 86.7 59.2 66.1 72.5 75.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,515: 0 700 0 9,275 8,755 9,275 9,455: 240 60
Old : 9,515: 0 700 0 9,275 8,755 9,275 9,455: 240 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 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 7.4 0.0 97.5 92.0 97.5 99.4: 2.5 0.6
Old : 100.0: 0.0 7.4 0.0 97.5 92.0 97.5 99.4: 2.5 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 : 21: 0 2 0 14 12 14 14:
Old : 21: 0 2 0 14 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 68.4 84.2 89.2 39.8 44.0 63.0 63.6
Old : 56.1 68.4 84.2 89.2 39.8 44.0 63.0 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 19,064: 75 26 0 18,989 19,038 19,064 19,064: 0 0
Old : 19,064: 75 26 0 18,989 19,038 19,064 19,064: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 355: 50 26 0 305 329 355 355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.1 0.0 99.6 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.1 0.0 99.6 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 14 19 15 20:
Old : 24: 1 1 0 14 19 15 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 : 85.6 57.3 95.7 81.3 50.5 39.6 56.1 53.2
Old : 85.6 57.3 95.7 81.3 50.5 39.6 56.1 53.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,190: 0 1,480 0 12,590 11,710 12,590 13,190: 600 0
Old : 13,190: 0 1,480 0 12,590 11,710 12,590 13,190: 600 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 440: 0 0 0 -40 440 -40 440: 480 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.2 0.0 95.5 88.8 95.5 100.0: 4.5 0.0
Old : 100.0: 0.0 11.2 0.0 95.5 88.8 95.5 100.0: 4.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 22 16 22 17:
Old : 27: 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 : 55.0 78.6 74.5 91.1 49.0 67.1 63.9 75.9
Old : 55.0 78.6 74.5 91.1 49.0 67.1 63.9 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 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 : 455,145: 29,017 21,729 77,602 347,098 355,814 453,716 455,145: 1,429 0
Old : 455,145: 29,017 21,729 77,602 347,098 355,814 453,716 455,145: 1,429 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,816: -6,572 -145 2,379 7,909 1,582 3,716 3,816: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.8 17.0 76.3 78.2 99.7 100.0: 0.3 0.0
Old : 100.0: 6.4 4.8 17.0 76.3 78.2 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 : 24: 4 2 3 17 13 22 17:
Old : 24: 4 2 3 17 13 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 : 63.7 50.3 85.8 85.2 21.4 26.6 27.1 29.8
Old : 63.7 50.3 85.8 85.2 21.4 26.6 27.1 29.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,260: 0 375 0 21,960 21,810 21,960 22,185: 300 75
Old : 22,260: 0 375 0 21,960 21,810 21,960 22,185: 300 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 135: 0 0 0 135 135 135 135: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 98.7 98.0 98.7 99.7: 1.3 0.3
Old : 100.0: 0.0 1.7 0.0 98.7 98.0 98.7 99.7: 1.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 20 14 20 15:
Old : 27: 0 1 0 20 14 20 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 77.0 84.0 90.9 56.8 73.9 76.0 83.2
Old : 60.3 77.0 84.0 90.9 56.8 73.9 76.0 83.2
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,010: 0 375 0 18,490 18,585 18,490 18,960: 520 50
Old : 19,010: 0 375 0 18,490 18,585 18,490 18,960: 520 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 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 2.0 0.0 97.3 97.8 97.3 99.7: 2.7 0.3
Old : 100.0: 0.0 2.0 0.0 97.3 97.8 97.3 99.7: 2.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 16 13 16 14:
Old : 23: 0 1 0 16 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 87.7 85.7 95.2 63.3 85.7 83.1 93.2
Old : 65.5 87.7 85.7 95.2 63.3 85.7 83.1 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,714: 700 0 0 19,894 20,714 20,594 20,714: 120 0
Old : 20,714: 700 0 0 19,894 20,714 20,594 20,714: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 565: 0 0 0 565 565 565 565: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.0 0.0 96.0 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 3.4 0.0 0.0 96.0 100.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 0 0 18 17 20 17:
Old : 30: 2 0 0 18 17 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 : 58.8 68.3 77.7 87.7 57.2 67.1 74.2 85.1
Old : 58.8 68.3 77.7 87.7 57.2 67.1 74.2 85.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,314: 250 0 0 18,735 19,304 18,985 19,304: 329 10
Old : 19,314: 250 0 0 18,735 19,304 18,985 19,304: 329 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 605: 0 0 0 605 605 605 605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 97.0 99.9 98.3 99.9: 1.7 0.1
Old : 100.0: 1.3 0.0 0.0 97.0 99.9 98.3 99.9: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 17 13 18 13:
Old : 24: 1 0 0 17 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 73.3 81.5 93.3 62.8 70.8 77.3 86.2
Old : 64.7 73.3 81.5 93.3 62.8 70.8 77.3 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,290: 0 100 0 21,535 22,190 21,535 22,290: 755 0
Old : 22,290: 0 100 0 21,535 22,190 21,535 22,290: 755 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 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 0.4 0.0 96.6 99.6 96.6 100.0: 3.4 0.0
Old : 100.0: 0.0 0.4 0.0 96.6 99.6 96.6 100.0: 3.4 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 : 22: 0 1 0 17 13 17 14:
Old : 22: 0 1 0 17 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 91.6 85.2 97.1 71.7 86.4 80.7 88.9
Old : 72.4 91.6 85.2 97.1 71.7 86.4 80.7 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,005: 0 50 0 18,335 18,835 18,335 18,885: 670 120
Old : 19,005: 0 50 0 18,335 18,835 18,335 18,885: 670 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 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 0.3 0.0 96.5 99.1 96.5 99.4: 3.5 0.6
Old : 100.0: 0.0 0.3 0.0 96.5 99.1 96.5 99.4: 3.5 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 : 25: 0 1 0 19 12 19 13:
Old : 25: 0 1 0 19 12 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.9 89.3 78.2 96.8 53.7 76.7 65.9 80.6
Old : 62.9 89.3 78.2 96.8 53.7 76.7 65.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,502: 0 50 200 18,872 19,132 19,072 19,382: 430 120
Old : 19,502: 0 50 200 18,872 19,132 19,072 19,382: 430 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -100: 0 0 0 -100 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 1.0 96.8 98.1 97.8 99.4: 2.2 0.6
Old : 100.0: 0.0 0.3 1.0 96.8 98.1 97.8 99.4: 2.2 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 1 1 20 14 21 16:
Old : 29: 0 1 1 20 14 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 : 59.2 87.3 76.5 94.9 55.3 77.6 68.7 82.6
Old : 59.2 87.3 76.5 94.9 55.3 77.6 68.7 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 117,473: 3,045 645 0 114,308 116,828 117,353 117,473: 120 0
Old : 117,473: 3,045 645 0 114,308 116,828 117,353 117,473: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,753: 0 0 0 2,753 2,803 2,753 2,803: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.5 0.0 97.3 99.5 99.9 100.0: 0.1 0.0
Old : 100.0: 2.6 0.5 0.0 97.3 99.5 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 : 49: 4 3 0 34 35 38 38:
Old : 49: 4 3 0 34 35 38 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 59.9 60.5 79.9 37.7 53.3 53.9 66.4
Old : 41.2 59.9 60.5 79.9 37.7 53.3 53.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 132,650: 4,198 2,205 152 128,260 130,160 132,610 132,517: 40 133
Old : 132,650: 4,198 2,205 152 128,260 130,160 132,610 132,517: 40 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 3,642: 0 -125 -50 3,692 3,832 3,642 3,657: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 1.7 0.1 96.7 98.1 100.0 99.9: 0.0 0.1
Old : 100.0: 3.2 1.7 0.1 96.7 98.1 100.0 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 : 54: 6 5 1 38 35 44 41:
Old : 54: 6 5 1 38 35 44 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 : 43.4 59.7 61.0 75.8 40.2 53.3 55.6 65.9
Old : 43.4 59.7 61.0 75.8 40.2 53.3 55.6 65.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 150,274: 6,433 13,960 8,243 135,362 128,051 150,038 150,254: 236 20
Old : 150,274: 6,433 13,960 8,243 135,362 128,051 150,038 150,254: 236 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,407: 779 328 -526 1,172 1,615 1,426 1,417: -19 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 9.3 5.5 90.1 85.2 99.8 100.0: 0.2 0.0
Old : 100.0: 4.3 9.3 5.5 90.1 85.2 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 75: 7 15 10 47 44 62 61:
Old : 75: 7 15 10 47 44 62 61:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.4 52.7 48.5 66.9 30.3 45.7 40.8 53.7
Old : 31.4 52.7 48.5 66.9 30.3 45.7 40.8 53.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 109,060: 1,630 1,875 2,400 104,884 104,785 108,914 109,060: 146 0
Old : 109,060: 1,630 1,875 2,400 104,884 104,785 108,914 109,060: 146 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,632: 25 0 0 1,607 1,632 1,632 1,632: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.7 2.2 96.2 96.1 99.9 100.0: 0.1 0.0
Old : 100.0: 1.5 1.7 2.2 96.2 96.1 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 : 51: 5 3 2 41 35 48 38:
Old : 51: 5 3 2 41 35 48 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 : 28.1 67.8 46.6 81.4 24.2 60.9 38.9 67.1
Old : 28.1 67.8 46.6 81.4 24.2 60.9 38.9 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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,395: 195 765 45 23,080 22,535 23,320 23,345: 75 50
Old : 23,395: 195 765 45 23,080 22,535 23,320 23,345: 75 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 875: 0 -50 0 875 925 875 875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.3 0.2 98.7 96.3 99.7 99.8: 0.3 0.2
Old : 100.0: 0.8 3.3 0.2 98.7 96.3 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 3 1 25 15 26 19:
Old : 32: 1 3 1 25 15 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 85.4 76.3 95.3 53.6 83.8 75.8 88.3
Old : 54.1 85.4 76.3 95.3 53.6 83.8 75.8 88.3
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,095: 0 175 25 19,070 18,845 19,095 19,045: 0 50
Old : 19,095: 0 175 25 19,070 18,845 19,095 19,045: 0 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 905: 0 0 0 915 905 915 905: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.1 99.9 98.7 100.0 99.7: 0.0 0.3
Old : 100.0: 0.0 0.9 0.1 99.9 98.7 100.0 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 : 25: 0 1 1 22 11 23 12:
Old : 25: 0 1 1 22 11 23 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 : 55.3 88.2 77.6 98.2 55.2 86.1 77.1 90.5
Old : 55.3 88.2 77.6 98.2 55.2 86.1 77.1 90.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 30,209: 239 500 0 29,925 29,664 30,164 30,164: 45 45
Old : 30,209: 239 500 0 29,925 29,664 30,164 30,164: 45 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 585: 0 0 0 585 585 585 585: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.7 0.0 99.1 98.2 99.9 99.9: 0.1 0.1
Old : 100.0: 0.8 1.7 0.0 99.1 98.2 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: 1 1 0 28 28 29 29:
Old : 37: 1 1 0 28 28 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.4 52.9 62.5 69.2 38.5 41.6 52.0 53.1
Old : 44.4 52.9 62.5 69.2 38.5 41.6 52.0 53.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 14,940: 0 0 0 14,400 14,940 14,400 14,940: 540 0
Old : 14,940: 0 0 0 14,400 14,940 14,400 14,940: 540 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 540: 0 0 0 180 540 180 540: 360 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.4 100.0 96.4 100.0: 3.6 0.0
Old : 100.0: 0.0 0.0 0.0 96.4 100.0 96.4 100.0: 3.6 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 : 21: 0 0 0 19 17 19 17:
Old : 21: 0 0 0 19 17 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 69.3 69.2 90.9 38.4 60.2 53.3 65.6
Old : 41.8 69.3 69.2 90.9 38.4 60.2 53.3 65.6
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 27,175: 2,644 1,990 50 24,230 24,795 26,924 26,835: 251 340
Old : 27,175: 2,644 1,990 50 24,230 24,795 26,924 26,835: 251 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 48: 0 75 0 48 -27 48 48: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.3 0.2 89.2 91.2 99.1 98.7: 0.9 1.3
Old : 100.0: 9.7 7.3 0.2 89.2 91.2 99.1 98.7: 0.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 3 1 20 24 26 27:
Old : 39: 5 3 1 20 24 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 : 58.6 40.5 76.1 67.0 49.2 40.2 66.2 65.5
Old : 58.6 40.5 76.1 67.0 49.2 40.2 66.2 65.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,485: 495 141 40 21,809 22,059 22,344 22,240: 141 245
Old : 22,485: 495 141 40 21,809 22,059 22,344 22,240: 141 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 59: 0 -44 0 39 93 39 49: 20 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.6 0.2 97.0 98.1 99.4 98.9: 0.6 1.1
Old : 100.0: 2.2 0.6 0.2 97.0 98.1 99.4 98.9: 0.6 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 : 29: 1 1 1 20 20 22 21:
Old : 29: 1 1 1 20 20 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 62.0 82.3 80.6 39.5 47.9 59.4 59.5
Old : 57.4 62.0 82.3 80.6 39.5 47.9 59.4 59.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,467: 1,084 1,506 161 35,177 34,785 36,422 36,452: 45 15
Old : 36,467: 1,084 1,506 161 35,177 34,785 36,422 36,452: 45 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 2,045: 470 705 -55 1,630 1,395 2,045 2,045: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.1 0.4 96.5 95.4 99.9 100.0: 0.1 0.0
Old : 100.0: 3.0 4.1 0.4 96.5 95.4 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 : 42: 2 4 3 31 29 35 34:
Old : 42: 2 4 3 31 29 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 : 50.9 59.6 67.5 79.5 48.5 59.4 61.1 73.9
Old : 50.9 59.6 67.5 79.5 48.5 59.4 61.1 73.9
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,015: 510 145 0 23,045 23,830 23,555 23,975: 460 40
Old : 24,015: 510 145 0 23,045 23,830 23,555 23,975: 460 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,115: 0 25 0 1,115 1,090 1,115 1,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.6 0.0 96.0 99.2 98.1 99.8: 1.9 0.2
Old : 100.0: 2.1 0.6 0.0 96.0 99.2 98.1 99.8: 1.9 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 : 33: 1 2 0 25 21 26 23:
Old : 33: 1 2 0 25 21 26 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 69.1 69.3 88.8 41.8 61.9 56.0 74.1
Old : 50.7 69.1 69.3 88.8 41.8 61.9 56.0 74.1
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,073: 0 1,625 0 22,032 20,428 22,032 22,053: 41 20
Old : 22,073: 0 1,625 0 22,032 20,428 22,032 22,053: 41 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 936: 0 400 0 936 536 936 936: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 0.0 99.8 92.5 99.8 99.9: 0.2 0.1
Old : 100.0: 0.0 7.4 0.0 99.8 92.5 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 : 28: 0 2 0 20 19 20 21:
Old : 28: 0 2 0 20 19 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 54.2 83.0 75.1 54.0 53.6 76.4 70.5
Old : 55.2 54.2 83.0 75.1 54.0 53.6 76.4 70.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,716: 0 575 0 15,630 14,945 15,630 15,520: 86 196
Old : 15,716: 0 575 0 15,630 14,945 15,630 15,520: 86 196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 555: 0 0 0 555 555 555 555: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.7 0.0 99.5 95.1 99.5 98.8: 0.5 1.2
Old : 100.0: 0.0 3.7 0.0 99.5 95.1 99.5 98.8: 0.5 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 : 24: 0 2 0 16 14 16 16:
Old : 24: 0 2 0 16 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 62.6 79.9 83.7 47.5 62.2 72.5 75.5
Old : 50.2 62.6 79.9 83.7 47.5 62.2 72.5 75.5
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,386: 499 0 0 36,702 37,001 37,201 37,001: 185 385
Old : 37,386: 499 0 0 36,702 37,001 37,201 37,001: 185 385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 1,335: 0 0 0 1,335 1,335 1,335 1,335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.0 0.0 98.2 99.0 99.5 99.0: 0.5 1.0
Old : 100.0: 1.3 0.0 0.0 98.2 99.0 99.5 99.0: 0.5 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 0 0 28 26 31 26:
Old : 37: 3 0 0 28 26 31 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 43.9 65.1 71.7 42.9 40.3 61.6 62.7
Old : 45.6 43.9 65.1 71.7 42.9 40.3 61.6 62.7
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 15,570: 890 0 6 14,554 15,564 15,450 15,570: 120 0
Old : 15,570: 890 0 6 14,554 15,564 15,450 15,570: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: 295: 0 0 0 295 295 295 295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 0.0 0.0 93.5 100.0 99.2 100.0: 0.8 0.0
Old : 100.0: 5.7 0.0 0.0 93.5 100.0 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 1 22 16 23 17:
Old : 27: 1 0 1 22 16 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 64.5 73.5 84.8 49.6 57.1 68.2 74.4
Old : 49.6 64.5 73.5 84.8 49.6 57.1 68.2 74.4
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 26, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,584: 1,508 100 0 12,406 14,484 13,914 14,584: 670 0
Old : 14,584: 1,508 100 0 12,406 14,484 13,914 14,584: 670 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 19, 2016 :
: -350: 0 0 0 -350 -350 -350 -350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.7 0.0 85.1 99.3 95.4 100.0: 4.6 0.0
Old : 100.0: 10.3 0.7 0.0 85.1 99.3 95.4 100.0: 4.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 0 23 16 24 17:
Old : 27: 1 1 0 23 16 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.0 71.4 62.6 87.9 34.8 66.4 56.4 76.8
Old : 38.0 71.4 62.6 87.9 34.8 66.4 56.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 29, 2016