CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 10,384: 5,084 931 200 5,078 9,253 10,362 10,384: 22 0
Old : 10,384: 5,084 931 200 5,078 9,253 10,362 10,384: 22 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 68: 93 50 0 -25 18 68 68: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 9.0 1.9 48.9 89.1 99.8 100.0: 0.2 0.0
Old : 100.0: 49.0 9.0 1.9 48.9 89.1 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 : 25: 11 4 3 8 6 20 12:
Old : 25: 11 4 3 8 6 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.1 84.5 91.1 97.3 67.1 82.6 86.0 92.0
Old : 72.1 84.5 91.1 97.3 67.1 82.6 86.0 92.0
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, March 15, 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 : 52,446: 23,782 9,315 11,359 17,276 31,762 52,417 52,436: 29 10
Old : 52,446: 23,782 9,315 11,359 17,276 31,762 52,417 52,436: 29 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 152: 1,865 126 -822 -892 848 151 152: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.3 17.8 21.7 32.9 60.6 99.9 100.0: 0.1 0.0
Old : 100.0: 45.3 17.8 21.7 32.9 60.6 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 14 8 12 9 10 28 26:
Old : 35: 14 8 12 9 10 28 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 : 57.0 46.9 78.7 72.3 42.0 38.7 54.4 54.2
Old : 57.0 46.9 78.7 72.3 42.0 38.7 54.4 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 26,075: 14,150 21,795 850 11,075 3,080 26,075 25,725: 0 350
Old : 26,075: 14,150 21,795 850 11,075 3,080 26,075 25,725: 0 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 500: 500 500 0 0 0 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 83.6 3.3 42.5 11.8 100.0 98.7: 0.0 1.3
Old : 100.0: 54.3 83.6 3.3 42.5 11.8 100.0 98.7: 0.0 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 7 4 6 2 15 10:
Old : 21: 6 7 4 6 2 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.3 83.4 91.9 97.2 76.3 83.2 91.9 95.1
Old : 76.3 83.4 91.9 97.2 76.3 83.2 91.9 95.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 11,585: 2,650 10,100 945 7,990 500 11,585 11,545: 0 40
Old : 11,585: 2,650 10,100 945 7,990 500 11,585 11,545: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 350: 300 300 50 0 0 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 87.2 8.2 69.0 4.3 100.0 99.7: 0.0 0.3
Old : 100.0: 22.9 87.2 8.2 69.0 4.3 100.0 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 : 21: 3 11 3 6 2 12 13:
Old : 21: 3 11 3 6 2 12 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 69.7 94.0 92.3 71.1 68.9 90.1 84.9
Old : 71.1 69.7 94.0 92.3 71.1 68.9 90.1 84.9
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, March 15, 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 : 62,725: 3,671 7,848 9,042 50,011 45,835 62,725 62,725: 0 0
Old : 62,725: 3,671 7,848 9,042 50,011 45,835 62,725 62,725: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 801: 260 169 -1,977 2,518 2,609 801 801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 12.5 14.4 79.7 73.1 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 12.5 14.4 79.7 73.1 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 9 8 11 15 14 29 28:
Old : 34: 9 8 11 15 14 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.0 54.6 67.5 76.9 32.3 35.7 38.8 40.4
Old : 46.0 54.6 67.5 76.9 32.3 35.7 38.8 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 7,825: 4,100 6,025 100 3,625 1,700 7,825 7,825: 0 0
Old : 7,825: 4,100 6,025 100 3,625 1,700 7,825 7,825: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 200: 200 200 0 0 0 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 77.0 1.3 46.3 21.7 100.0 100.0: 0.0 0.0
Old : 100.0: 52.4 77.0 1.3 46.3 21.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 7 6 1 4 3 12 10:
Old : 20: 7 6 1 4 3 12 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 82.4 95.5 98.4 73.2 82.4 95.5 97.1
Old : 73.2 82.4 95.5 98.4 73.2 82.4 95.5 97.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 6,900: 3,275 3,520 320 3,285 3,060 6,880 6,900: 20 0
Old : 6,900: 3,275 3,520 320 3,285 3,060 6,880 6,900: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 100: -50 400 0 150 -300 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 51.0 4.6 47.6 44.3 99.7 100.0: 0.3 0.0
Old : 100.0: 47.5 51.0 4.6 47.6 44.3 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 : 20: 8 4 1 5 4 13 9:
Old : 20: 8 4 1 5 4 13 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 70.0 87.0 97.1 56.3 70.0 75.9 85.9
Old : 59.9 70.0 87.0 97.1 56.3 70.0 75.9 85.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 11,695: 3,545 6,820 1,150 7,000 3,725 11,695 11,695: 0 0
Old : 11,695: 3,545 6,820 1,150 7,000 3,725 11,695 11,695: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 850: 700 -300 150 0 1,000 850 850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 58.3 9.8 59.9 31.9 100.0 100.0: 0.0 0.0
Old : 100.0: 30.3 58.3 9.8 59.9 31.9 100.0 100.0: 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 : 22: 10 5 4 6 2 18 9:
Old : 22: 10 5 4 6 2 18 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 72.5 79.1 98.3 51.3 65.6 72.4 83.3
Old : 51.3 72.5 79.1 98.3 51.3 65.6 72.4 83.3
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,291,842: 509,608 227,945 703,795 3,031,019 3,344,553 4,244,422 4,276,293: 47,420 15,549
Old : 4,291,842: 509,608 227,945 703,795 3,031,019 3,344,553 4,244,422 4,276,293: 47,420 15,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 60,502: 30,274 -17,629 -43,226 72,861 121,743 59,909 60,888: 593 -386
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 5.3 16.4 70.6 77.9 98.9 99.6: 1.1 0.4
Old : 100.0: 11.9 5.3 16.4 70.6 77.9 98.9 99.6: 1.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 222: 38 38 54 135 121 205 181:
Old : 222: 38 38 54 135 121 205 181:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.3 30.8 41.8 45.0 22.0 30.7 34.9 42.5
Old : 24.3 30.8 41.8 45.0 22.0 30.7 34.9 42.5
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 2,292,584: 71,640 33,175 1,188,930 1,025,915 1,068,852 2,286,485 2,290,957: 6,098 1,626
Old : 2,292,584: 71,640 33,175 1,188,930 1,025,915 1,068,852 2,286,485 2,290,957: 6,098 1,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -51,509: -20,483 -26,580 -14,547 -16,826 -10,275 -51,855 -51,402: 347 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.4 51.9 44.7 46.6 99.7 99.9: 0.3 0.1
Old : 100.0: 3.1 1.4 51.9 44.7 46.6 99.7 99.9: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 99: 23 20 35 53 52 92 91:
Old : 99: 23 20 35 53 52 92 91:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 47.0 65.7 65.0 2.9 3.1 3.7 4.2
Old : 46.9 47.0 65.7 65.0 2.9 3.1 3.7 4.2
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, March 15, 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 : 278,096: 15,374 7,770 12,999 229,943 246,939 258,316 267,708: 19,780 10,388
Old : 278,096: 15,374 7,770 12,999 229,943 246,939 258,316 267,708: 19,780 10,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -8,789: -6,257 2,382 -1,143 -2,502 -10,567 -9,902 -9,328: 1,113 539
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 2.8 4.7 82.7 88.8 92.9 96.3: 7.1 3.7
Old : 100.0: 5.5 2.8 4.7 82.7 88.8 92.9 96.3: 7.1 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 53: 6 6 10 37 32 49 42:
Old : 53: 6 6 10 37 32 49 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 47.9 49.1 71.3 19.8 29.7 29.4 44.7
Old : 33.0 47.9 49.1 71.3 19.8 29.7 29.4 44.7
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, March 15, 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 : 153,584: 2,678 9,651 4,649 135,417 133,504 142,744 147,804: 10,840 5,780
Old : 153,584: 2,678 9,651 4,649 135,417 133,504 142,744 147,804: 10,840 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 5,289: -266 -305 848 5,528 5,060 6,110 5,603: -821 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.3 3.0 88.2 86.9 92.9 96.2: 7.1 3.8
Old : 100.0: 1.7 6.3 3.0 88.2 86.9 92.9 96.2: 7.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 5 4 28 29 32 36:
Old : 41: 2 5 4 28 29 32 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 : 52.7 38.6 68.8 61.5 44.6 28.6 51.3 45.5
Old : 52.7 38.6 68.8 61.5 44.6 28.6 51.3 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 227,452: 1,030 1,902 7,927 203,816 205,816 212,773 215,645: 14,679 11,807
Old : 227,452: 1,030 1,902 7,927 203,816 205,816 212,773 215,645: 14,679 11,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 502: -672 -960 -329 -805 1,305 -1,806 16: 2,308 486
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.8 3.5 89.6 90.5 93.5 94.8: 6.5 5.2
Old : 100.0: 0.5 0.8 3.5 89.6 90.5 93.5 94.8: 6.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 2 5 28 28 33 33:
Old : 43: 3 2 5 28 28 33 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 43.7 67.2 69.6 42.8 43.6 62.5 68.1
Old : 47.5 43.7 67.2 69.6 42.8 43.6 62.5 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 674,295: 6,457 8,793 16,319 639,098 645,258 661,874 670,370: 12,421 3,925
Old : 674,295: 6,457 8,793 16,319 639,098 645,258 661,874 670,370: 12,421 3,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 11,602: -1,546 171 -1,771 13,412 13,074 10,095 11,474: 1,507 128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.3 2.4 94.8 95.7 98.2 99.4: 1.8 0.6
Old : 100.0: 1.0 1.3 2.4 94.8 95.7 98.2 99.4: 1.8 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 : 62: 3 3 5 53 40 58 46:
Old : 62: 3 3 5 53 40 58 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.0 43.0 54.3 70.6 29.3 40.9 49.4 67.4
Old : 32.0 43.0 54.3 70.6 29.3 40.9 49.4 67.4
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, March 15, 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 : 305,917: 16,640 2,584 3,925 274,509 291,060 295,074 297,569: 10,843 8,348
Old : 305,917: 16,640 2,584 3,925 274,509 291,060 295,074 297,569: 10,843 8,348
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,956: -999 277 -30 4,066 3,730 3,037 3,977: -81 -1,021
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.8 1.3 89.7 95.1 96.5 97.3: 3.5 2.7
Old : 100.0: 5.4 0.8 1.3 89.7 95.1 96.5 97.3: 3.5 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 4 2 4 29 38 34 43:
Old : 54: 4 2 4 29 38 34 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 : 46.7 42.5 67.9 62.2 45.8 42.4 66.6 62.2
Old : 46.7 42.5 67.9 62.2 45.8 42.4 66.6 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 287,278: 12,433 1,411 2,545 266,391 277,642 281,369 281,598: 5,909 5,680
Old : 287,278: 12,433 1,411 2,545 266,391 277,642 281,369 281,598: 5,909 5,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 7,244: 75 0 317 7,493 6,767 7,885 7,084: -641 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.5 0.9 92.7 96.6 97.9 98.0: 2.1 2.0
Old : 100.0: 4.3 0.5 0.9 92.7 96.6 97.9 98.0: 2.1 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 : 56: 4 1 4 37 43 42 47:
Old : 56: 4 1 4 37 43 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 : 52.3 33.5 69.3 51.7 51.3 29.7 64.0 45.3
Old : 52.3 33.5 69.3 51.7 51.3 29.7 64.0 45.3
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, March 15, 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 : 126,016: 2,089 1,414 2,705 116,840 111,506 121,634 115,625: 4,382 10,391
Old : 126,016: 2,089 1,414 2,705 116,840 111,506 121,634 115,625: 4,382 10,391
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 4,170: 284 -816 939 3,055 1,551 4,278 1,674: -108 2,496
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.1 2.1 92.7 88.5 96.5 91.8: 3.5 8.2
Old : 100.0: 1.7 1.1 2.1 92.7 88.5 96.5 91.8: 3.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 2 22 23 24 26:
Old : 32: 2 1 2 22 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 57.9 77.5 72.3 62.9 55.7 75.4 69.2
Old : 63.1 57.9 77.5 72.3 62.9 55.7 75.4 69.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 123,637: 7,390 4,247 1,114 107,760 107,412 116,264 112,773: 7,373 10,864
Old : 123,637: 7,390 4,247 1,114 107,760 107,412 116,264 112,773: 7,373 10,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,455: 29 -118 -421 7,283 3,755 6,891 3,216: -3,436 239
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 3.4 0.9 87.2 86.9 94.0 91.2: 6.0 8.8
Old : 100.0: 6.0 3.4 0.9 87.2 86.9 94.0 91.2: 6.0 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 : 34: 1 1 2 27 22 29 24:
Old : 34: 1 1 2 27 22 29 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 : 45.6 40.4 63.3 64.4 43.5 39.8 58.9 58.7
Old : 45.6 40.4 63.3 64.4 43.5 39.8 58.9 58.7
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,735: 440 3,223 1,413 92,074 92,413 93,927 97,049: 12,808 9,686
Old : 106,735: 440 3,223 1,413 92,074 92,413 93,927 97,049: 12,808 9,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,944: -123 2,948 -765 2,866 -231 1,978 1,952: -34 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.0 1.3 86.3 86.6 88.0 90.9: 12.0 9.1
Old : 100.0: 0.4 3.0 1.3 86.3 86.6 88.0 90.9: 12.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 2 14 19 16 21:
Old : 25: 1 1 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 : 75.8 42.2 83.8 67.6 74.5 42.2 81.0 66.9
Old : 75.8 42.2 83.8 67.6 74.5 42.2 81.0 66.9
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, March 15, 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 : 163,171: 0 0 0 156,053 151,770 156,053 151,770: 7,118 11,401
Old : 163,171: 0 0 0 156,053 151,770 156,053 151,770: 7,118 11,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,696: 0 0 0 5,382 3,881 5,382 3,881: -1,686 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.6 93.0 95.6 93.0: 4.4 7.0
Old : 100.0: 0.0 0.0 0.0 95.6 93.0 95.6 93.0: 4.4 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 28 21 28 21:
Old : 34: 0 0 0 28 21 28 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.7 67.1 61.9 80.3 39.4 67.1 58.8 79.1
Old : 39.7 67.1 61.9 80.3 39.4 67.1 58.8 79.1
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 92,144: 0 0 0 80,726 86,684 80,726 86,684: 11,418 5,460
Old : 92,144: 0 0 0 80,726 86,684 80,726 86,684: 11,418 5,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -28: 0 0 0 1,226 32 1,226 32: -1,254 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.6 94.1 87.6 94.1: 12.4 5.9
Old : 100.0: 0.0 0.0 0.0 87.6 94.1 87.6 94.1: 12.4 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 15 15 15 15:
Old : 23: 0 0 0 15 15 15 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 : 53.7 63.5 73.5 87.3 53.3 63.5 70.9 84.6
Old : 53.7 63.5 73.5 87.3 53.3 63.5 70.9 84.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 325,125: 358 3,925 6,069 307,488 308,206 313,915 318,200: 11,210 6,925
Old : 325,125: 358 3,925 6,069 307,488 308,206 313,915 318,200: 11,210 6,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 4,407: 27 459 -242 4,427 4,295 4,212 4,512: 195 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.2 1.9 94.6 94.8 96.6 97.9: 3.4 2.1
Old : 100.0: 0.1 1.2 1.9 94.6 94.8 96.6 97.9: 3.4 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 2 4 4 44 39 48 45:
Old : 58: 2 4 4 44 39 48 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.2 49.5 47.7 69.3 25.4 49.2 42.1 65.9
Old : 27.2 49.5 47.7 69.3 25.4 49.2 42.1 65.9
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 83,401: 266 2,160 2,175 71,541 73,023 73,982 77,358: 9,419 6,043
Old : 83,401: 266 2,160 2,175 71,541 73,023 73,982 77,358: 9,419 6,043
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -2: -418 -454 123 209 273 -86 -58: 84 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.6 2.6 85.8 87.6 88.7 92.8: 11.3 7.2
Old : 100.0: 0.3 2.6 2.6 85.8 87.6 88.7 92.8: 11.3 7.2
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 : 28: 1 2 2 21 20 23 23:
Old : 28: 1 2 2 21 20 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 43.6 71.9 65.4 46.4 35.8 62.1 53.0
Old : 50.8 43.6 71.9 65.4 46.4 35.8 62.1 53.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 76,978: 321 5,693 1,556 67,348 65,687 69,225 72,936: 7,753 4,042
Old : 76,978: 321 5,693 1,556 67,348 65,687 69,225 72,936: 7,753 4,042
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,924: -360 610 78 3,754 2,870 3,472 3,558: 452 366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 7.4 2.0 87.5 85.3 89.9 94.7: 10.1 5.3
Old : 100.0: 0.4 7.4 2.0 87.5 85.3 89.9 94.7: 10.1 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 2 17 15 19 18:
Old : 23: 1 2 2 17 15 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 : 45.2 61.6 75.0 82.0 42.9 53.2 67.1 69.3
Old : 45.2 61.6 75.0 82.0 42.9 53.2 67.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,463: 12,602 660 0 57,160 70,205 69,762 70,865: 1,701 598
Old : 71,463: 12,602 660 0 57,160 70,205 69,762 70,865: 1,701 598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 6,803: 3,690 660 0 2,907 5,779 6,597 6,439: 206 364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.9 0.0 80.0 98.2 97.6 99.2: 2.4 0.8
Old : 100.0: 17.6 0.9 0.0 80.0 98.2 97.6 99.2: 2.4 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 : 26: 3 1 0 16 15 19 16:
Old : 26: 3 1 0 16 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 66.4 67.5 85.5 35.6 65.2 53.6 73.6
Old : 43.9 66.4 67.5 85.5 35.6 65.2 53.6 73.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,247: 27,940 970 465 68,626 96,076 97,031 97,511: 2,216 1,736
Old : 99,247: 27,940 970 465 68,626 96,076 97,031 97,511: 2,216 1,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 5,760: 3,225 195 465 1,806 5,100 5,496 5,760: 264 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 1.0 0.5 69.1 96.8 97.8 98.3: 2.2 1.7
Old : 100.0: 28.2 1.0 0.5 69.1 96.8 97.8 98.3: 2.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 16 3 1 31 22 48 25:
Old : 62: 16 3 1 31 22 48 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 : 36.2 70.4 53.1 86.4 31.7 64.0 43.3 72.2
Old : 36.2 70.4 53.1 86.4 31.7 64.0 43.3 72.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 65,205: 248 372 0 63,729 63,971 63,977 64,343: 1,228 862
Old : 65,205: 248 372 0 63,729 63,971 63,977 64,343: 1,228 862
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 12,032: 0 0 0 11,914 11,604 11,914 11,604: 118 428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.6 0.0 97.7 98.1 98.1 98.7: 1.9 1.3
Old : 100.0: 0.4 0.6 0.0 97.7 98.1 98.1 98.7: 1.9 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 : 29: 1 1 0 14 17 15 18:
Old : 29: 1 1 0 14 17 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.3 58.9 92.3 80.0 68.5 48.7 76.5 66.3
Old : 81.3 58.9 92.3 80.0 68.5 48.7 76.5 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 219,286: 175 0 1,239 211,467 211,050 212,881 212,289: 6,405 6,997
Old : 219,286: 175 0 1,239 211,467 211,050 212,881 212,289: 6,405 6,997
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 8,522: 175 -532 237 7,685 8,610 8,097 8,315: 425 207
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.6 96.4 96.2 97.1 96.8: 2.9 3.2
Old : 100.0: 0.1 0.0 0.6 96.4 96.2 97.1 96.8: 2.9 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 1 0 1 33 32 34 33:
Old : 40: 1 0 1 33 32 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 40.7 76.1 65.8 57.0 33.8 64.1 48.8
Old : 61.1 40.7 76.1 65.8 57.0 33.8 64.1 48.8
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,262: 0 5,176 1,003 35,419 41,623 36,422 47,802: 16,840 5,460
Old : 53,262: 0 5,176 1,003 35,419 41,623 36,422 47,802: 16,840 5,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,231: 0 -542 227 120 1,486 347 1,171: 884 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 1.9 66.5 78.1 68.4 89.7: 31.6 10.3
Old : 100.0: 0.0 9.7 1.9 66.5 78.1 68.4 89.7: 31.6 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 2 11 15 13 18:
Old : 20: 0 3 2 11 15 13 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 46.8 62.3 65.6 32.0 32.4 36.7 47.1
Old : 44.9 46.8 62.3 65.6 32.0 32.4 36.7 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,747: 0 18,632 1,137 105,199 90,319 106,336 110,088: 10,411 6,659
Old : 116,747: 0 18,632 1,137 105,199 90,319 106,336 110,088: 10,411 6,659
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,828: 0 -26 178 2,048 1,496 2,226 1,648: -398 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 16.0 1.0 90.1 77.4 91.1 94.3: 8.9 5.7
Old : 100.0: 0.0 16.0 1.0 90.1 77.4 91.1 94.3: 8.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 0 3 1 15 24 16 27:
Old : 33: 0 3 1 15 24 16 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 : 66.3 41.0 82.6 60.5 66.3 34.5 75.2 53.2
Old : 66.3 41.0 82.6 60.5 66.3 34.5 75.2 53.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 115,352: 13,356 0 646 91,044 109,730 105,046 110,376: 10,306 4,976
Old : 115,352: 13,356 0 646 91,044 109,730 105,046 110,376: 10,306 4,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,792: 433 0 10 1,815 2,755 2,258 2,765: 534 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.6 78.9 95.1 91.1 95.7: 8.9 4.3
Old : 100.0: 11.6 0.0 0.6 78.9 95.1 91.1 95.7: 8.9 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 0 2 16 14 22 16:
Old : 28: 6 0 2 16 14 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 : 53.9 73.8 69.0 87.5 50.5 69.0 63.6 81.1
Old : 53.9 73.8 69.0 87.5 50.5 69.0 63.6 81.1
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,824: 0 0 0 102,362 105,327 102,362 105,327: 4,462 1,497
Old : 106,824: 0 0 0 102,362 105,327 102,362 105,327: 4,462 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,764: 0 0 0 1,976 1,828 1,976 1,828: -212 -64
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.8 98.6 95.8 98.6: 4.2 1.4
Old : 100.0: 0.0 0.0 0.0 95.8 98.6 95.8 98.6: 4.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 19 18 19 18:
Old : 23: 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 : 63.9 68.2 85.8 88.2 52.9 53.9 66.1 70.0
Old : 63.9 68.2 85.8 88.2 52.9 53.9 66.1 70.0
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 125,509: 2,081 2,135 1,666 114,174 119,496 117,921 123,297: 7,588 2,212
Old : 125,509: 2,081 2,135 1,666 114,174 119,496 117,921 123,297: 7,588 2,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -1,197: 1,135 1,131 335 -2,131 -1,357 -661 109: -536 -1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.7 1.3 91.0 95.2 94.0 98.2: 6.0 1.8
Old : 100.0: 1.7 1.7 1.3 91.0 95.2 94.0 98.2: 6.0 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 15 17 17 21:
Old : 25: 2 2 2 15 17 17 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 : 70.1 67.6 82.5 88.2 69.0 64.3 80.2 84.8
Old : 70.1 67.6 82.5 88.2 69.0 64.3 80.2 84.8
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 143,973: 3,304 13,880 1,304 120,526 120,162 125,134 135,346: 18,839 8,627
Old : 143,973: 3,304 13,880 1,304 120,526 120,162 125,134 135,346: 18,839 8,627
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 4,284: -230 1,800 70 4,721 5,261 4,561 7,131: -277 -2,847
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 9.6 0.9 83.7 83.5 86.9 94.0: 13.1 6.0
Old : 100.0: 2.3 9.6 0.9 83.7 83.5 86.9 94.0: 13.1 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 2 2 25 28 27 32:
Old : 37: 2 2 2 25 28 27 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 : 42.7 49.9 61.2 70.0 25.7 44.4 39.4 57.7
Old : 42.7 49.9 61.2 70.0 25.7 44.4 39.4 57.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 19,282: 0 3,866 0 18,388 15,044 18,388 18,910: 894 372
Old : 19,282: 0 3,866 0 18,388 15,044 18,388 18,910: 894 372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.0 0.0 95.4 78.0 95.4 98.1: 4.6 1.9
Old : 100.0: 0.0 20.0 0.0 95.4 78.0 95.4 98.1: 4.6 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 : 20: 0 2 0 12 12 12 14:
Old : 20: 0 2 0 12 12 12 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 : 75.8 71.2 91.4 89.8 74.4 66.8 82.2 78.5
Old : 75.8 71.2 91.4 89.8 74.4 66.8 82.2 78.5
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 40,337: 0 1,944 0 39,022 37,785 39,022 39,729: 1,315 608
Old : 40,337: 0 1,944 0 39,022 37,785 39,022 39,729: 1,315 608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.0 96.7 93.7 96.7 98.5: 3.3 1.5
Old : 100.0: 0.0 4.8 0.0 96.7 93.7 96.7 98.5: 3.3 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 : 20: 0 2 0 10 13 10 15:
Old : 20: 0 2 0 10 13 10 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 55.7 96.0 85.5 81.6 53.4 87.8 83.3
Old : 86.5 55.7 96.0 85.5 81.6 53.4 87.8 83.3
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 49,704: 0 0 0 47,829 48,964 47,829 48,964: 1,875 740
Old : 49,704: 0 0 0 47,829 48,964 47,829 48,964: 1,875 740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,544: 0 0 0 1,424 1,544 1,424 1,544: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.2 98.5 96.2 98.5: 3.8 1.5
Old : 100.0: 0.0 0.0 0.0 96.2 98.5 96.2 98.5: 3.8 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 : 23: 0 0 0 15 14 15 14:
Old : 23: 0 0 0 15 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 79.7 91.6 95.4 65.2 79.7 90.0 94.9
Old : 66.2 79.7 91.6 95.4 65.2 79.7 90.0 94.9
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, March 15, 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 : 201,846: 1,556 6,377 1,855 191,329 185,649 194,740 193,881: 7,106 7,965
Old : 201,846: 1,556 6,377 1,855 191,329 185,649 194,740 193,881: 7,106 7,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,038: 292 -276 -568 3,407 2,811 3,131 1,967: -93 1,071
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.2 0.9 94.8 92.0 96.5 96.1: 3.5 3.9
Old : 100.0: 0.8 3.2 0.9 94.8 92.0 96.5 96.1: 3.5 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 : 49: 2 5 3 35 31 38 38:
Old : 49: 2 5 3 35 31 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 : 40.1 50.4 60.9 68.4 39.6 47.1 54.5 56.5
Old : 40.1 50.4 60.9 68.4 39.6 47.1 54.5 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 89,103: 0 0 0 77,501 76,593 77,501 76,593: 11,602 12,510
Old : 89,103: 0 0 0 77,501 76,593 77,501 76,593: 11,602 12,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 885: 0 0 0 950 394 950 394: -65 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.0 86.0 87.0 86.0: 13.0 14.0
Old : 100.0: 0.0 0.0 0.0 87.0 86.0 87.0 86.0: 13.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 13 14 13 14:
Old : 21: 0 0 0 13 14 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 59.0 80.8 75.3 53.9 57.5 72.3 71.5
Old : 58.8 59.0 80.8 75.3 53.9 57.5 72.3 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 90,680: 0 1,443 331 80,792 86,651 81,123 88,425: 9,557 2,255
Old : 90,680: 0 1,443 331 80,792 86,651 81,123 88,425: 9,557 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,895: 0 30 -30 2,925 2,895 2,895 2,895: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.4 89.1 95.6 89.5 97.5: 10.5 2.5
Old : 100.0: 0.0 1.6 0.4 89.1 95.6 89.5 97.5: 10.5 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 : 26: 0 1 1 18 17 19 18:
Old : 26: 0 1 1 18 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 : 58.8 71.4 76.6 89.6 58.8 70.5 73.3 86.2
Old : 58.8 71.4 76.6 89.6 58.8 70.5 73.3 86.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 93,369: 2,712 0 0 84,330 88,212 87,042 88,212: 6,327 5,157
Old : 93,369: 2,712 0 0 84,330 88,212 87,042 88,212: 6,327 5,157
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,586: 0 0 0 2,423 -302 2,423 -302: -837 1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 90.3 94.5 93.2 94.5: 6.8 5.5
Old : 100.0: 2.9 0.0 0.0 90.3 94.5 93.2 94.5: 6.8 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 : 25: 1 0 0 16 11 17 11:
Old : 25: 1 0 0 16 11 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 72.7 79.3 88.1 63.3 71.9 79.3 86.6
Old : 63.3 72.7 79.3 88.1 63.3 71.9 79.3 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 164,979: 24,322 8,848 17,745 122,096 138,139 164,163 164,732: 816 247
Old : 164,979: 24,322 8,848 17,745 122,096 138,139 164,163 164,732: 816 247
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,932: -144 -1,827 1,904 1,151 2,877 2,910 2,954: 22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 5.4 10.8 74.0 83.7 99.5 99.9: 0.5 0.1
Old : 100.0: 14.7 5.4 10.8 74.0 83.7 99.5 99.9: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 14 16 22 50 52 78 76:
Old : 85: 14 16 22 50 52 78 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 : 49.9 27.6 61.1 45.8 35.2 18.6 41.4 29.5
Old : 49.9 27.6 61.1 45.8 35.2 18.6 41.4 29.5
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, March 15, 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 : 53,157: 2,626 1,774 663 49,869 50,720 53,157 53,157: 0 0
Old : 53,157: 2,626 1,774 663 49,869 50,720 53,157 53,157: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,207: 306 100 -306 2,207 2,413 2,207 2,207: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 3.3 1.2 93.8 95.4 100.0 100.0: 0.0 0.0
Old : 100.0: 4.9 3.3 1.2 93.8 95.4 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 3 2 27 27 33 31:
Old : 39: 5 3 2 27 27 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 : 53.6 51.0 72.2 74.8 42.9 35.3 50.2 49.7
Old : 53.6 51.0 72.2 74.8 42.9 35.3 50.2 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 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 : 463,138: 22,352 0 11,767 429,019 451,371 463,138 463,138: 0 0
Old : 463,138: 22,352 0 11,767 429,019 451,371 463,138 463,138: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 12,504: 5,154 -822 14 7,336 13,312 12,504 12,504: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.0 2.5 92.6 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 4.8 0.0 2.5 92.6 97.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 0 2 25 22 30 24:
Old : 31: 5 0 2 25 22 30 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 57.2 68.4 79.1 38.6 47.4 50.4 57.6
Old : 47.1 57.2 68.4 79.1 38.6 47.4 50.4 57.6
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, March 15, 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 : 1,586,594: 61,782 91,464 14,800 1,510,012 1,480,330 1,586,594 1,586,594: 0 0
Old : 1,586,594: 61,782 91,464 14,800 1,510,012 1,480,330 1,586,594 1,586,594: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 26,265: 6,248 3,040 408 19,609 22,817 26,265 26,265: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 5.8 0.9 95.2 93.3 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 5.8 0.9 95.2 93.3 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 56: 4 7 3 34 41 39 50:
Old : 56: 4 7 3 34 41 39 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 47.3 74.2 66.4 47.2 38.2 56.8 52.0
Old : 61.0 47.3 74.2 66.4 47.2 38.2 56.8 52.0
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, March 15, 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 : 67,770: 3,045 5,565 2,549 62,176 59,656 67,770 67,770: 0 0
Old : 67,770: 3,045 5,565 2,549 62,176 59,656 67,770 67,770: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 938: 592 931 -297 643 304 938 938: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 8.2 3.8 91.7 88.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.5 8.2 3.8 91.7 88.0 100.0 100.0: 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 : 41: 5 8 5 22 24 31 33:
Old : 41: 5 8 5 22 24 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 58.0 74.0 80.6 45.0 51.7 58.2 60.5
Old : 54.2 58.0 74.0 80.6 45.0 51.7 58.2 60.5
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, March 15, 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 : 464,092: 344 16,094 1,866 461,882 446,132 464,092 464,092: 0 0
Old : 464,092: 344 16,094 1,866 461,882 446,132 464,092 464,092: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 335: 0 1,600 0 335 -1,265 335 335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.5 0.4 99.5 96.1 100.0 100.0: 0.0 0.0
Old : 100.0: 0.1 3.5 0.4 99.5 96.1 100.0 100.0: 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 : 31: 1 5 1 20 17 22 22:
Old : 31: 1 5 1 20 17 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 63.9 84.7 83.0 48.3 52.3 63.9 64.9
Old : 64.7 63.9 84.7 83.0 48.3 52.3 63.9 64.9
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 382,585: 0 5,456 0 382,585 377,129 382,585 382,585: 0 0
Old : 382,585: 0 5,456 0 382,585 377,129 382,585 382,585: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 7,040: 0 0 0 7,040 7,040 7,040 7,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.0 100.0 98.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.4 0.0 100.0 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 : 41: 0 1 0 29 33 29 34:
Old : 41: 0 1 0 29 33 29 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 52.3 71.4 75.0 40.1 49.7 57.1 61.2
Old : 44.7 52.3 71.4 75.0 40.1 49.7 57.1 61.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 37,042: 1,185 84 405 34,318 35,214 35,908 35,703: 1,134 1,339
Old : 37,042: 1,185 84 405 34,318 35,214 35,908 35,703: 1,134 1,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -251: -102 84 0 -105 29 -207 113: -44 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.2 1.1 92.6 95.1 96.9 96.4: 3.1 3.6
Old : 100.0: 3.2 0.2 1.1 92.6 95.1 96.9 96.4: 3.1 3.6
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 : 36: 4 1 1 26 26 30 28:
Old : 36: 4 1 1 26 26 30 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 54.9 67.5 72.9 41.5 53.7 59.9 65.3
Old : 46.1 54.9 67.5 72.9 41.5 53.7 59.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,591: 0 8 86 49,088 49,470 49,174 49,564: 417 27
Old : 49,591: 0 8 86 49,088 49,470 49,174 49,564: 417 27
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.2 99.0 99.8 99.2 99.9: 0.8 0.1
Old : 100.0: 0.0 0.0 0.2 99.0 99.8 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 1 1 35 32 36 33:
Old : 44: 0 1 1 35 32 36 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 48.1 68.3 74.2 49.7 38.7 58.2 58.8
Old : 53.0 48.1 68.3 74.2 49.7 38.7 58.2 58.8
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 67,261: 407 0 58 66,238 67,156 66,703 67,214: 558 47
Old : 67,261: 407 0 58 66,238 67,156 66,703 67,214: 558 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 965: 300 0 0 630 960 930 960: 35 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.1 98.5 99.8 99.2 99.9: 0.8 0.1
Old : 100.0: 0.6 0.0 0.1 98.5 99.8 99.2 99.9: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 3 0 1 36 31 39 32:
Old : 45: 3 0 1 36 31 39 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 : 47.7 47.1 66.0 74.1 47.6 42.4 60.7 60.3
Old : 47.7 47.1 66.0 74.1 47.6 42.4 60.7 60.3
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,248: 50 0 0 19,078 19,248 19,128 19,248: 120 0
Old : 19,248: 50 0 0 19,078 19,248 19,128 19,248: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 50: 0 0 0 50 170 50 170: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.0 99.1 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 0.3 0.0 0.0 99.1 100.0 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 : 25: 1 0 0 17 14 18 14:
Old : 25: 1 0 0 17 14 18 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 : 51.5 66.0 77.6 93.5 46.4 61.3 66.6 75.2
Old : 51.5 66.0 77.6 93.5 46.4 61.3 66.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 325,680: 1,616 0 368 323,696 325,312 325,680 325,680: 0 0
Old : 325,680: 1,616 0 368 323,696 325,312 325,680 325,680: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 10,440: 0 0 0 10,440 10,440 10,440 10,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.1 99.4 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.5 0.0 0.1 99.4 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: 1 0 1 25 19 26 20:
Old : 31: 1 0 1 25 19 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 : 42.8 81.3 63.8 93.0 39.0 70.6 55.5 72.6
Old : 42.8 81.3 63.8 93.0 39.0 70.6 55.5 72.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 10,190: 1,651 0 21 8,389 9,911 10,061 9,932: 129 258
Old : 10,190: 1,651 0 21 8,389 9,911 10,061 9,932: 129 258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 278: 0 0 21 236 257 257 278: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 0.0 0.2 82.3 97.3 98.7 97.5: 1.3 2.5
Old : 100.0: 16.2 0.0 0.2 82.3 97.3 98.7 97.5: 1.3 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 : 28: 4 0 1 19 18 23 19:
Old : 28: 4 0 1 19 18 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 : 38.6 61.3 65.9 81.7 35.3 53.7 61.1 73.2
Old : 38.6 61.3 65.9 81.7 35.3 53.7 61.1 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,060: 5,500 0 0 7,500 13,000 13,000 13,000: 60 60
Old : 13,060: 5,500 0 0 7,500 13,000 13,000 13,000: 60 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 0.0 0.0 57.4 99.5 99.5 99.5: 0.5 0.5
Old : 100.0: 42.1 0.0 0.0 57.4 99.5 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 : 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 : 72.7 59.7 95.7 84.6 72.7 59.7 88.4 78.9
Old : 72.7 59.7 95.7 84.6 72.7 59.7 88.4 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 6,945: 0 300 0 6,885 6,595 6,885 6,895: 60 50
Old : 6,945: 0 300 0 6,885 6,595 6,885 6,895: 60 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 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 4.3 0.0 99.1 95.0 99.1 99.3: 0.9 0.7
Old : 100.0: 0.0 4.3 0.0 99.1 95.0 99.1 99.3: 0.9 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 : 20: 0 1 0 15 10 15 11:
Old : 20: 0 1 0 15 10 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 79.3 86.6 92.6 32.0 53.3 51.5 61.6
Old : 61.6 79.3 86.6 92.6 32.0 53.3 51.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,415: 1,145 200 50 9,650 11,115 10,845 11,365: 570 50
Old : 11,415: 1,145 200 50 9,650 11,115 10,845 11,365: 570 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 770: -50 0 50 770 720 770 770: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 1.8 0.4 84.5 97.4 95.0 99.6: 5.0 0.4
Old : 100.0: 10.0 1.8 0.4 84.5 97.4 95.0 99.6: 5.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 16 16 18 18:
Old : 25: 2 1 1 16 16 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 61.1 78.6 82.5 54.0 57.2 70.5 70.1
Old : 60.4 61.1 78.6 82.5 54.0 57.2 70.5 70.1
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,456: 0 650 0 26,456 25,806 26,456 26,456: 0 0
Old : 26,456: 0 650 0 26,456 25,806 26,456 26,456: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 625: 0 450 0 625 295 625 745: 0 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 2.5 0.0 100.0 97.5 100.0 100.0: 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 : 33: 0 2 0 22 22 22 24:
Old : 33: 0 2 0 22 22 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 56.1 79.5 82.9 53.1 49.2 69.0 69.2
Old : 55.3 56.1 79.5 82.9 53.1 49.2 69.0 69.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,562: 0 125 0 23,382 23,432 23,382 23,557: 180 5
Old : 23,562: 0 125 0 23,382 23,432 23,382 23,557: 180 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 99.2 99.4 99.2 100.0: 0.8 0.0
Old : 100.0: 0.0 0.5 0.0 99.2 99.4 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 : 31: 0 2 0 25 22 25 24:
Old : 31: 0 2 0 25 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 66.4 67.2 85.8 32.4 49.8 49.2 59.8
Old : 42.3 66.4 67.2 85.8 32.4 49.8 49.2 59.8
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 22,563: 215 126 0 22,199 21,645 22,414 21,771: 149 792
Old : 22,563: 215 126 0 22,199 21,645 22,414 21,771: 149 792
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,025: 0 0 0 1,004 1,111 1,004 1,111: 21 -86
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.6 0.0 98.4 95.9 99.3 96.5: 0.7 3.5
Old : 100.0: 1.0 0.6 0.0 98.4 95.9 99.3 96.5: 0.7 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 : 34: 1 1 0 27 24 28 25:
Old : 34: 1 1 0 27 24 28 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 : 35.5 58.2 60.2 79.8 35.1 53.1 56.5 68.9
Old : 35.5 58.2 60.2 79.8 35.1 53.1 56.5 68.9
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,373: 233 1,908 1,535 55,372 53,720 57,140 57,163: 233 210
Old : 57,373: 233 1,908 1,535 55,372 53,720 57,140 57,163: 233 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 343: 0 -524 -18 383 848 365 306: -22 37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.3 2.7 96.5 93.6 99.6 99.6: 0.4 0.4
Old : 100.0: 0.4 3.3 2.7 96.5 93.6 99.6 99.6: 0.4 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 3 4 33 30 37 35:
Old : 43: 2 3 4 33 30 37 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.7 48.4 70.7 69.9 49.1 48.2 67.8 66.6
Old : 49.7 48.4 70.7 69.9 49.1 48.2 67.8 66.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 70,669: 315 4,464 3,325 67,029 62,810 70,669 70,599: 0 70
Old : 70,669: 315 4,464 3,325 67,029 62,810 70,669 70,599: 0 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,472: -113 151 185 1,400 1,131 1,472 1,467: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 6.3 4.7 94.8 88.9 100.0 99.9: 0.0 0.1
Old : 100.0: 0.4 6.3 4.7 94.8 88.9 100.0 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 : 51: 3 8 9 35 32 45 42:
Old : 51: 3 8 9 35 32 45 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 48.0 61.1 64.9 43.0 44.7 58.0 56.0
Old : 43.0 48.0 61.1 64.9 43.0 44.7 58.0 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 42,907: 1,180 0 0 41,305 42,847 42,485 42,847: 422 60
Old : 42,907: 1,180 0 0 41,305 42,847 42,485 42,847: 422 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 282: 0 0 0 280 267 280 267: 2 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 96.3 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 2.8 0.0 0.0 96.3 99.9 99.0 99.9: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 25 13 26 13:
Old : 29: 1 0 0 25 13 26 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 : 53.6 95.7 71.2 98.5 50.4 91.8 66.5 91.8
Old : 53.6 95.7 71.2 98.5 50.4 91.8 66.5 91.8
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 48,017: 1,535 0 0 46,432 48,017 47,967 48,017: 50 0
Old : 48,017: 1,535 0 0 46,432 48,017 47,967 48,017: 50 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 212: 0 0 0 212 212 212 212: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.0 0.0 96.7 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 3.2 0.0 0.0 96.7 100.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 0 0 27 16 28 16:
Old : 32: 1 0 0 27 16 28 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 92.6 71.5 97.6 51.8 89.3 67.4 90.2
Old : 55.5 92.6 71.5 97.6 51.8 89.3 67.4 90.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 340,020: 25,492 21,495 7,102 307,426 311,423 340,020 340,020: 0 0
Old : 340,020: 25,492 21,495 7,102 307,426 311,423 340,020 340,020: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 11,116: -14,046 0 4,390 20,772 6,726 11,116 11,116: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 6.3 2.1 90.4 91.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.5 6.3 2.1 90.4 91.6 100.0 100.0: 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 : 42: 3 4 1 29 29 32 34:
Old : 42: 3 4 1 29 29 32 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 38.1 69.6 61.9 40.3 35.3 52.6 51.3
Old : 44.7 38.1 69.6 61.9 40.3 35.3 52.6 51.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 26,136: 4,357 1,355 598 21,139 24,160 26,094 26,113: 42 23
Old : 26,136: 4,357 1,355 598 21,139 24,160 26,094 26,113: 42 23
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 771: -420 21 66 1,210 705 856 792: -85 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 5.2 2.3 80.9 92.4 99.8 99.9: 0.2 0.1
Old : 100.0: 16.7 5.2 2.3 80.9 92.4 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 : 45: 4 6 8 27 32 35 42:
Old : 45: 4 6 8 27 32 35 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 35.3 78.4 53.9 44.6 34.4 68.8 50.2
Old : 51.2 35.3 78.4 53.9 44.6 34.4 68.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 38,485: 105 3,573 1,134 37,246 33,778 38,485 38,485: 0 0
Old : 38,485: 105 3,573 1,134 37,246 33,778 38,485 38,485: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,590: 0 259 25 3,565 3,306 3,590 3,590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 9.3 2.9 96.8 87.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 9.3 2.9 96.8 87.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 6 4 15 15 21 22:
Old : 29: 3 6 4 15 15 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 : 76.2 64.6 91.6 80.5 69.3 64.6 76.4 75.4
Old : 76.2 64.6 91.6 80.5 69.3 64.6 76.4 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 25MWh :
: : :
All : 322,815: 0 4,734 0 322,815 318,081 322,815 322,815: 0 0
Old : 322,815: 0 4,734 0 322,815 318,081 322,815 322,815: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,904: 0 1,904 0 1,904 0 1,904 1,904: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.0 100.0 98.5 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.5 0.0 100.0 98.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 12 12 12 14:
Old : 20: 0 2 0 12 12 12 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 : 75.6 90.7 97.2 98.4 70.1 88.5 87.2 89.7
Old : 75.6 90.7 97.2 98.4 70.1 88.5 87.2 89.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 349,280: 0 759 0 349,280 348,521 349,280 349,280: 0 0
Old : 349,280: 0 759 0 349,280 348,521 349,280 349,280: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 5,602: 0 0 0 5,602 5,602 5,602 5,602: 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 : 27: 0 1 0 23 16 23 17:
Old : 27: 0 1 0 23 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 : 60.9 78.1 79.4 91.6 54.8 63.9 66.4 68.1
Old : 60.9 78.1 79.4 91.6 54.8 63.9 66.4 68.1
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 28,497: 659 497 0 27,774 27,593 28,433 28,090: 64 407
Old : 28,497: 659 497 0 27,774 27,593 28,433 28,090: 64 407
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -41: 63 0 0 -104 -21 -41 -21: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.7 0.0 97.5 96.8 99.8 98.6: 0.2 1.4
Old : 100.0: 2.3 1.7 0.0 97.5 96.8 99.8 98.6: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 17 19 19 21:
Old : 27: 2 2 0 17 19 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 79.0 82.1 88.0 55.1 70.1 71.0 76.4
Old : 61.6 79.0 82.1 88.0 55.1 70.1 71.0 76.4
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 127,810: 0 3,920 0 127,810 123,890 127,810 127,810: 0 0
Old : 127,810: 0 3,920 0 127,810 123,890 127,810 127,810: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 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 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 3.1 0.0 100.0 96.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 11 11 11 12:
Old : 20: 0 1 0 11 11 11 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 : 76.2 84.1 96.6 97.0 76.2 83.8 95.4 96.6
Old : 76.2 84.1 96.6 97.0 76.2 83.8 95.4 96.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,567: 1,796 623 215 11,108 11,553 13,119 12,391: 448 1,176
Old : 13,567: 1,796 623 215 11,108 11,553 13,119 12,391: 448 1,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 325: 107 191 -86 27 199 48 304: 277 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.6 1.6 81.9 85.2 96.7 91.3: 3.3 8.7
Old : 100.0: 13.2 4.6 1.6 81.9 85.2 96.7 91.3: 3.3 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 2 15 18 19 22:
Old : 28: 3 3 2 15 18 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 48.8 77.0 66.2 38.4 33.6 57.3 45.9
Old : 53.1 48.8 77.0 66.2 38.4 33.6 57.3 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 166,581: 6,861 0 1,586 158,134 164,995 166,581 166,581: 0 0
Old : 166,581: 6,861 0 1,586 158,134 164,995 166,581 166,581: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 384: 768 0 0 -384 384 384 384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.0 1.0 94.9 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 4.1 0.0 1.0 94.9 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 0 1 14 18 17 19:
Old : 28: 3 0 1 14 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 61.2 83.9 82.2 62.4 58.2 77.4 74.4
Old : 65.2 61.2 83.9 82.2 62.4 58.2 77.4 74.4
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 19,027: 365 2,183 21 18,555 16,525 18,941 18,729: 86 298
Old : 19,027: 365 2,183 21 18,555 16,525 18,941 18,729: 86 298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 853: 151 63 0 702 852 853 915: 0 -62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 11.5 0.1 97.5 86.9 99.5 98.4: 0.5 1.6
Old : 100.0: 1.9 11.5 0.1 97.5 86.9 99.5 98.4: 0.5 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 3 2 1 23 23 26 26:
Old : 33: 3 2 1 23 23 26 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 : 57.6 44.3 81.4 65.3 53.7 36.6 64.1 51.2
Old : 57.6 44.3 81.4 65.3 53.7 36.6 64.1 51.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 184,661: 1,152 4,588 2,385 181,124 177,688 184,661 184,661: 0 0
Old : 184,661: 1,152 4,588 2,385 181,124 177,688 184,661 184,661: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 4,688: -2,036 4,588 1,260 5,464 -1,160 4,688 4,688: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.5 1.3 98.1 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 0.6 2.5 1.3 98.1 96.2 100.0 100.0: 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 : 27: 1 1 1 19 15 21 16:
Old : 27: 1 1 1 19 15 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 68.9 84.6 83.7 52.0 62.6 71.7 73.6
Old : 61.9 68.9 84.6 83.7 52.0 62.6 71.7 73.6
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,260: 0 760 120 8,080 7,330 8,200 8,210: 60 50
Old : 8,260: 0 760 120 8,080 7,330 8,200 8,210: 60 50
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -530: 0 -120 70 -600 -480 -530 -530: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.2 1.5 97.8 88.7 99.3 99.4: 0.7 0.6
Old : 100.0: 0.0 9.2 1.5 97.8 88.7 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 2 18 12 20 15:
Old : 24: 0 3 2 18 12 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 : 51.8 70.0 75.5 87.5 40.6 49.7 58.9 63.1
Old : 51.8 70.0 75.5 87.5 40.6 49.7 58.9 63.1
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 20,560: 619 0 0 19,941 20,560 20,560 20,560: 0 0
Old : 20,560: 619 0 0 19,941 20,560 20,560 20,560: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 771: 181 0 0 590 771 771 771: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 0.0 0.0 97.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 0.0 0.0 97.0 100.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 0 0 18 16 19 16:
Old : 25: 1 0 0 18 16 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 51.9 91.7 79.1 42.3 36.4 51.3 53.6
Old : 75.9 51.9 91.7 79.1 42.3 36.4 51.3 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 11,125: 0 1,630 0 10,215 9,480 10,215 11,110: 910 15
Old : 11,125: 0 1,630 0 10,215 9,480 10,215 11,110: 910 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 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 14.7 0.0 91.8 85.2 91.8 99.9: 8.2 0.1
Old : 100.0: 0.0 14.7 0.0 91.8 85.2 91.8 99.9: 8.2 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 : 22: 0 1 0 15 15 15 16:
Old : 22: 0 1 0 15 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 74.2 81.5 91.3 52.4 67.6 65.0 78.8
Old : 62.6 74.2 81.5 91.3 52.4 67.6 65.0 78.8
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, March 15, 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 : 539,820: 12,819 48,065 105,999 419,492 385,756 538,310 539,820: 1,510 0
Old : 539,820: 12,819 48,065 105,999 419,492 385,756 538,310 539,820: 1,510 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 31,674: 2,366 25,773 -2,697 31,709 8,597 31,379 31,674: 295 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.9 19.6 77.7 71.5 99.7 100.0: 0.3 0.0
Old : 100.0: 2.4 8.9 19.6 77.7 71.5 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 : 27: 3 3 4 18 16 23 21:
Old : 27: 3 3 4 18 16 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 59.2 85.9 87.1 24.5 26.7 29.1 31.0
Old : 62.1 59.2 85.9 87.1 24.5 26.7 29.1 31.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,630: 0 0 0 18,570 18,630 18,570 18,630: 60 0
Old : 18,630: 0 0 0 18,570 18,630 18,570 18,630: 60 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 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 0.0 0.0 99.7 100.0 99.7 100.0: 0.3 0.0
Old : 100.0: 0.0 0.0 0.0 99.7 100.0 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 : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 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 : 75.6 77.1 91.6 95.5 74.5 73.6 85.6 85.6
Old : 75.6 77.1 91.6 95.5 74.5 73.6 85.6 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,590: 0 225 0 22,320 22,320 22,320 22,545: 270 45
Old : 22,590: 0 225 0 22,320 22,320 22,320 22,545: 270 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 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 1.0 0.0 98.8 98.8 98.8 99.8: 1.2 0.2
Old : 100.0: 0.0 1.0 0.0 98.8 98.8 98.8 99.8: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 19 15 19 16:
Old : 27: 0 1 0 19 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 79.0 89.8 91.1 61.1 76.9 82.3 86.4
Old : 65.8 79.0 89.8 91.1 61.1 76.9 82.3 86.4
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,110: 0 225 0 19,620 19,855 19,620 20,080: 490 30
Old : 20,110: 0 225 0 19,620 19,855 19,620 20,080: 490 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 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 1.1 0.0 97.6 98.7 97.6 99.9: 2.4 0.1
Old : 100.0: 0.0 1.1 0.0 97.6 98.7 97.6 99.9: 2.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 73.9 87.4 89.5 95.7 69.1 86.3 84.7 92.2
Old : 73.9 87.4 89.5 95.7 69.1 86.3 84.7 92.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,543: 750 50 0 18,673 19,483 19,423 19,533: 120 10
Old : 19,543: 750 50 0 18,673 19,483 19,423 19,533: 120 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,835: 50 0 0 1,785 1,835 1,835 1,835: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 0.3 0.0 95.5 99.7 99.4 99.9: 0.6 0.1
Old : 100.0: 3.8 0.3 0.0 95.5 99.7 99.4 99.9: 0.6 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 0 18 20 20 21:
Old : 32: 2 1 0 18 20 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 : 61.0 67.4 79.2 88.1 54.9 61.8 72.0 77.9
Old : 61.0 67.4 79.2 88.1 54.9 61.8 72.0 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,608: 250 0 0 16,995 17,598 17,245 17,598: 363 10
Old : 17,608: 250 0 0 16,995 17,598 17,245 17,598: 363 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,245: 0 0 0 1,245 1,245 1,245 1,245: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 96.5 99.9 97.9 99.9: 2.1 0.1
Old : 100.0: 1.4 0.0 0.0 96.5 99.9 97.9 99.9: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 17 18 18 18:
Old : 27: 1 0 0 17 18 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 75.8 85.4 94.1 64.3 71.9 80.3 86.7
Old : 68.1 75.8 85.4 94.1 64.3 71.9 80.3 86.7
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,785: 0 200 0 21,080 21,585 21,080 21,785: 705 0
Old : 21,785: 0 200 0 21,080 21,585 21,080 21,785: 705 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 820: -100 200 -200 1,120 820 820 820: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.0 96.8 99.1 96.8 100.0: 3.2 0.0
Old : 100.0: 0.0 0.9 0.0 96.8 99.1 96.8 100.0: 3.2 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 : 21: 0 1 0 15 14 15 15:
Old : 21: 0 1 0 15 14 15 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 : 75.0 81.3 88.8 94.3 65.2 75.9 75.3 82.1
Old : 75.0 81.3 88.8 94.3 65.2 75.9 75.3 82.1
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,890: 0 0 0 22,410 22,770 22,410 22,770: 480 120
Old : 22,890: 0 0 0 22,410 22,770 22,410 22,770: 480 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 2,515: 0 0 0 2,515 2,515 2,515 2,515: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.9 99.5 97.9 99.5: 2.1 0.5
Old : 100.0: 0.0 0.0 0.0 97.9 99.5 97.9 99.5: 2.1 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 : 24: 0 0 0 19 12 19 12:
Old : 24: 0 0 0 19 12 19 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 92.9 84.1 98.6 64.8 85.9 77.6 88.9
Old : 68.0 92.9 84.1 98.6 64.8 85.9 77.6 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,577: 200 0 0 20,962 21,477 21,162 21,477: 415 100
Old : 21,577: 200 0 0 20,962 21,477 21,162 21,477: 415 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,925: 0 0 0 1,925 1,925 1,925 1,925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.0 0.0 97.1 99.5 98.1 99.5: 1.9 0.5
Old : 100.0: 0.9 0.0 0.0 97.1 99.5 98.1 99.5: 1.9 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 : 26: 1 0 0 20 13 21 13:
Old : 26: 1 0 0 20 13 21 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 : 66.1 92.5 81.6 98.3 58.1 82.0 72.1 85.4
Old : 66.1 92.5 81.6 98.3 58.1 82.0 72.1 85.4
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 118,045: 3,880 550 0 114,045 117,465 117,925 118,015: 120 30
Old : 118,045: 3,880 550 0 114,045 117,465 117,925 118,015: 120 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 3,145: 255 -110 -15 2,905 3,270 3,145 3,145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.5 0.0 96.6 99.5 99.9 100.0: 0.1 0.0
Old : 100.0: 3.3 0.5 0.0 96.6 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 2 0 37 32 41 34:
Old : 49: 4 2 0 37 32 41 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 : 38.9 53.3 60.0 78.6 25.8 50.3 43.4 65.0
Old : 38.9 53.3 60.0 78.6 25.8 50.3 43.4 65.0
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 132,574: 2,655 4,790 805 129,114 126,949 132,574 132,544: 0 30
Old : 132,574: 2,655 4,790 805 129,114 126,949 132,574 132,544: 0 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,875: 250 265 -360 1,985 1,980 1,875 1,885: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.6 0.6 97.4 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.0 3.6 0.6 97.4 95.8 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 7 3 41 33 45 43:
Old : 57: 4 7 3 41 33 45 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 : 41.2 53.4 60.2 72.6 35.8 50.8 48.7 61.4
Old : 41.2 53.4 60.2 72.6 35.8 50.8 48.7 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 162,379: 8,465 14,525 7,684 146,058 140,115 162,207 162,324: 172 55
Old : 162,379: 8,465 14,525 7,684 146,058 140,115 162,207 162,324: 172 55
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 5,151: 629 2,248 243 4,275 2,615 5,147 5,106: 4 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.9 4.7 89.9 86.3 99.9 100.0: 0.1 0.0
Old : 100.0: 5.2 8.9 4.7 89.9 86.3 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 10 12 9 46 43 63 57:
Old : 73: 10 12 9 46 43 63 57:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.6 54.3 51.9 66.5 36.6 48.0 49.1 57.2
Old : 36.6 54.3 51.9 66.5 36.6 48.0 49.1 57.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 115,680: 1,531 1,900 2,449 111,614 111,331 115,594 115,680: 86 0
Old : 115,680: 1,531 1,900 2,449 111,614 111,331 115,594 115,680: 86 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 4,900: 0 300 0 4,900 4,600 4,900 4,900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 1.6 2.1 96.5 96.2 99.9 100.0: 0.1 0.0
Old : 100.0: 1.3 1.6 2.1 96.5 96.2 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 48: 3 2 4 42 33 47 37:
Old : 48: 3 2 4 42 33 47 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 : 29.6 69.0 48.1 84.0 29.0 62.4 42.7 68.5
Old : 29.6 69.0 48.1 84.0 29.0 62.4 42.7 68.5
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,620: 430 795 290 35,855 35,525 36,575 36,610: 45 10
Old : 36,620: 430 795 290 35,855 35,525 36,575 36,610: 45 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,340: -40 95 145 1,245 1,130 1,350 1,370: -10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 0.8 97.9 97.0 99.9 100.0: 0.1 0.0
Old : 100.0: 1.2 2.2 0.8 97.9 97.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 3 2 3 26 16 31 19:
Old : 34: 3 2 3 26 16 31 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 : 59.6 87.6 77.8 94.1 59.3 81.0 72.5 85.8
Old : 59.6 87.6 77.8 94.1 59.3 81.0 72.5 85.8
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 32,955: 0 305 25 32,930 32,625 32,955 32,955: 0 0
Old : 32,955: 0 305 25 32,930 32,625 32,955 32,955: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 1,545: -110 255 -15 1,670 1,335 1,545 1,575: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 0.1 99.9 99.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.9 0.1 99.9 99.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 2 1 24 15 25 17:
Old : 30: 0 2 1 24 15 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 87.4 80.6 95.6 59.6 76.3 69.6 79.4
Old : 66.1 87.4 80.6 95.6 59.6 76.3 69.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 29,093: 219 500 20 28,799 28,538 29,038 29,058: 55 35
Old : 29,093: 219 500 20 28,799 28,538 29,038 29,058: 55 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 95: 0 0 0 85 95 85 95: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.7 0.1 99.0 98.1 99.8 99.9: 0.2 0.1
Old : 100.0: 0.8 1.7 0.1 99.0 98.1 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 : 38: 1 1 1 30 27 31 29:
Old : 38: 1 1 1 30 27 31 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 : 43.9 52.7 62.7 68.6 35.7 38.9 47.5 51.8
Old : 43.9 52.7 62.7 68.6 35.7 38.9 47.5 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 17,032: 0 0 0 16,862 17,032 16,862 17,032: 170 0
Old : 17,032: 0 0 0 16,862 17,032 16,862 17,032: 170 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: -85: 0 0 0 -85 -85 -85 -85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.0 100.0 99.0 100.0: 1.0 0.0
Old : 100.0: 0.0 0.0 0.0 99.0 100.0 99.0 100.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 19 18 19 18:
Old : 22: 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 : 38.6 73.0 65.1 92.2 28.0 55.7 48.0 65.5
Old : 38.6 73.0 65.1 92.2 28.0 55.7 48.0 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,685: 0 0 0 14,265 14,685 14,265 14,685: 420 0
Old : 14,685: 0 0 0 14,265 14,685 14,265 14,685: 420 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 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 0.0 0.0 97.1 100.0 97.1 100.0: 2.9 0.0
Old : 100.0: 0.0 0.0 0.0 97.1 100.0 97.1 100.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 10 16 10:
Old : 20: 0 0 0 16 10 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 87.5 77.4 98.4 44.9 69.9 63.6 73.4
Old : 50.7 87.5 77.4 98.4 44.9 69.9 63.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,809: 1,990 1,848 183 26,551 26,778 28,724 28,809: 85 0
Old : 28,809: 1,990 1,848 183 26,551 26,778 28,724 28,809: 85 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 878: -50 108 32 896 738 878 878: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.4 0.6 92.2 93.0 99.7 100.0: 0.3 0.0
Old : 100.0: 6.9 6.4 0.6 92.2 93.0 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 : 41: 5 3 5 27 25 34 31:
Old : 41: 5 3 5 27 25 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 : 59.7 34.4 75.1 59.7 50.5 33.7 63.3 56.5
Old : 59.7 34.4 75.1 59.7 50.5 33.7 63.3 56.5
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,202: 570 0 90 20,387 20,979 21,047 21,069: 155 133
Old : 21,202: 570 0 90 20,387 20,979 21,047 21,069: 155 133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 619: -50 0 35 629 624 614 659: 5 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 0.0 0.4 96.2 98.9 99.3 99.4: 0.7 0.6
Old : 100.0: 2.7 0.0 0.4 96.2 98.9 99.3 99.4: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 0 1 20 23 22 24:
Old : 31: 2 0 1 20 23 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.5 48.8 83.7 78.3 51.3 47.8 70.9 71.3
Old : 61.5 48.8 83.7 78.3 51.3 47.8 70.9 71.3
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 38,301: 1,095 3,982 225 36,961 34,079 38,281 38,286: 20 15
Old : 38,301: 1,095 3,982 225 36,961 34,079 38,281 38,286: 20 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 876: 0 645 50 821 181 871 876: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 10.4 0.6 96.5 89.0 99.9 100.0: 0.1 0.0
Old : 100.0: 2.9 10.4 0.6 96.5 89.0 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 3 4 2 29 27 33 32:
Old : 43: 3 4 2 29 27 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 57.0 70.9 80.4 50.1 56.9 65.6 76.7
Old : 53.1 57.0 70.9 80.4 50.1 56.9 65.6 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,743: 390 25 0 21,708 22,718 22,098 22,743: 645 0
Old : 22,743: 390 25 0 21,708 22,718 22,098 22,743: 645 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 225: 0 0 0 225 225 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.1 0.0 95.4 99.9 97.2 100.0: 2.8 0.0
Old : 100.0: 1.7 0.1 0.0 95.4 99.9 97.2 100.0: 2.8 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 : 31: 1 1 0 22 19 23 20:
Old : 31: 1 1 0 22 19 23 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 61.8 69.4 90.9 45.7 57.3 63.0 76.3
Old : 50.5 61.8 69.4 90.9 45.7 57.3 63.0 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,243: 0 2,240 0 21,220 19,003 21,220 21,243: 23 0
Old : 21,243: 0 2,240 0 21,220 19,003 21,220 21,243: 23 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 160: 0 110 0 160 50 160 160: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 99.9 89.5 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 10.5 0.0 99.9 89.5 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 : 28: 0 2 0 20 18 20 20:
Old : 28: 0 2 0 20 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 52.4 83.6 75.6 54.5 51.8 77.5 72.0
Old : 55.2 52.4 83.6 75.6 54.5 51.8 77.5 72.0
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,387: 0 500 0 14,369 13,575 14,369 14,075: 18 312
Old : 14,387: 0 500 0 14,369 13,575 14,369 14,075: 18 312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 20: 0 0 0 20 20 20 20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.5 0.0 99.9 94.4 99.9 97.8: 0.1 2.2
Old : 100.0: 0.0 3.5 0.0 99.9 94.4 99.9 97.8: 0.1 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 : 24: 0 2 0 16 15 16 17:
Old : 24: 0 2 0 16 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 61.7 81.4 85.4 50.2 61.3 79.3 79.9
Old : 50.7 61.7 81.4 85.4 50.2 61.3 79.3 79.9
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 36,376: 224 200 95 35,882 35,926 36,201 36,221: 175 155
Old : 36,376: 224 200 95 35,882 35,926 36,201 36,221: 175 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 960: 50 200 0 900 760 950 960: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.5 0.3 98.6 98.8 99.5 99.6: 0.5 0.4
Old : 100.0: 0.6 0.5 0.3 98.6 98.8 99.5 99.6: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 1 28 27 30 29:
Old : 37: 2 1 1 28 27 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 46.7 68.0 71.1 43.7 42.9 60.2 61.4
Old : 46.6 46.7 68.0 71.1 43.7 42.9 60.2 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,641: 429 0 20 13,410 14,459 13,859 14,479: 782 162
Old : 14,641: 429 0 20 13,410 14,459 13,859 14,479: 782 162
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 87: 0 0 0 75 75 75 75: 12 12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.1 91.6 98.8 94.7 98.9: 5.3 1.1
Old : 100.0: 2.9 0.0 0.1 91.6 98.8 94.7 98.9: 5.3 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 18 16 19 17:
Old : 24: 1 0 1 18 16 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 64.5 71.3 85.2 45.9 58.1 64.4 74.2
Old : 46.2 64.5 71.3 85.2 45.9 58.1 64.4 74.2
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, March 15, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,101: 1,320 0 0 12,019 14,086 13,339 14,086: 762 15
Old : 14,101: 1,320 0 0 12,019 14,086 13,339 14,086: 762 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 8, 2016 :
: 211: 0 0 0 209 271 209 271: 2 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 0.0 85.2 99.9 94.6 99.9: 5.4 0.1
Old : 100.0: 9.4 0.0 0.0 85.2 99.9 94.6 99.9: 5.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 0 24 16 25 16:
Old : 26: 1 0 0 24 16 25 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 : 40.1 69.4 63.6 87.8 37.1 61.5 55.5 74.3
Old : 40.1 69.4 63.6 87.8 37.1 61.5 55.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 18, 2016