CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 8,706: 3,835 131 225 4,636 8,349 8,696 8,705: 10 1
Old : 8,706: 3,835 131 225 4,636 8,349 8,696 8,705: 10 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -5: -5 0 0 0 -5 -5 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 1.5 2.6 53.3 95.9 99.9 100.0: 0.1 0.0
Old : 100.0: 44.0 1.5 2.6 53.3 95.9 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 : 22: 10 2 2 7 7 18 10:
Old : 22: 10 2 2 7 7 18 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 : 70.3 87.5 92.5 97.7 64.2 86.1 86.5 91.1
Old : 70.3 87.5 92.5 97.7 64.2 86.1 86.5 91.1
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, June 14, 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 : 41,478: 19,491 7,224 8,007 13,914 26,247 41,413 41,478: 65 0
Old : 41,478: 19,491 7,224 8,007 13,914 26,247 41,413 41,478: 65 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -611: -13 -725 -150 -423 264 -586 -611: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 17.4 19.3 33.5 63.3 99.8 100.0: 0.2 0.0
Old : 100.0: 47.0 17.4 19.3 33.5 63.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 15 10 10 9 10 29 25:
Old : 38: 15 10 10 9 10 29 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 47.9 77.9 76.3 45.3 39.2 53.5 51.5
Old : 58.0 47.9 77.9 76.3 45.3 39.2 53.5 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 9,495: 2,135 7,564 400 6,960 1,531 9,495 9,495: 0 0
Old : 9,495: 2,135 7,564 400 6,960 1,531 9,495 9,495: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 750: 550 100 200 0 450 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 79.7 4.2 73.3 16.1 100.0 100.0: 0.0 0.0
Old : 100.0: 22.5 79.7 4.2 73.3 16.1 100.0 100.0: 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 : 20: 5 7 2 7 3 12 12:
Old : 20: 5 7 2 7 3 12 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 : 69.5 79.4 90.0 96.5 64.7 79.4 81.0 85.6
Old : 69.5 79.4 90.0 96.5 64.7 79.4 81.0 85.6
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 31,225: 17,350 26,045 1,050 12,825 4,130 31,225 31,225: 0 0
Old : 31,225: 17,350 26,045 1,050 12,825 4,130 31,225 31,225: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 700: 1,000 -450 200 -500 950 700 700: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.6 83.4 3.4 41.1 13.2 100.0 100.0: 0.0 0.0
Old : 100.0: 55.6 83.4 3.4 41.1 13.2 100.0 100.0: 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 : 24: 8 7 4 7 3 18 11:
Old : 24: 8 7 4 7 3 18 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 : 69.8 81.2 86.6 96.4 66.6 80.4 82.5 93.2
Old : 69.8 81.2 86.6 96.4 66.6 80.4 82.5 93.2
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 17,320: 5,510 14,385 1,895 9,915 1,000 17,320 17,280: 0 40
Old : 17,320: 5,510 14,385 1,895 9,915 1,000 17,320 17,280: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 600: 500 300 300 -200 0 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 83.1 10.9 57.2 5.8 100.0 99.8: 0.0 0.2
Old : 100.0: 31.8 83.1 10.9 57.2 5.8 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 9 10 5 7 3 20 14:
Old : 27: 9 10 5 7 3 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 73.1 82.1 91.4 56.8 71.0 74.9 83.0
Old : 59.7 73.1 82.1 91.4 56.8 71.0 74.9 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639Y
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 28,901: 4,490 5,124 4,684 19,726 19,092 28,901 28,901: 0 0
Old : 28,901: 4,490 5,124 4,684 19,726 19,092 28,901 28,901: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,325: -546 1 21 -799 -1,347 -1,325 -1,325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.7 16.2 68.3 66.1 100.0 100.0: 0.0 0.0
Old : 100.0: 15.5 17.7 16.2 68.3 66.1 100.0 100.0: 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 : 20: 7 3 8 8 8 18 17:
Old : 20: 7 3 8 8 8 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 72.3 81.0 88.7 45.6 56.7 55.4 58.3
Old : 64.2 72.3 81.0 88.7 45.6 56.7 55.4 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 64,366: 5,352 7,375 8,351 50,643 48,600 64,346 64,326: 20 40
Old : 64,366: 5,352 7,375 8,351 50,643 48,600 64,346 64,326: 20 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 512: 15 159 -23 520 356 512 492: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 11.5 13.0 78.7 75.5 100.0 99.9: 0.0 0.1
Old : 100.0: 8.3 11.5 13.0 78.7 75.5 100.0 99.9: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 8 8 9 16 15 29 27:
Old : 33: 8 8 9 16 15 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 52.5 64.4 77.1 36.4 43.5 47.1 51.7
Old : 44.1 52.5 64.4 77.1 36.4 43.5 47.1 51.7
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 12,910: 7,425 9,560 500 4,975 2,850 12,900 12,910: 10 0
Old : 12,910: 7,425 9,560 500 4,975 2,850 12,900 12,910: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,050: 550 450 300 200 300 1,050 1,050: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.5 74.1 3.9 38.5 22.1 99.9 100.0: 0.1 0.0
Old : 100.0: 57.5 74.1 3.9 38.5 22.1 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 8 2 5 4 15 12:
Old : 24: 8 8 2 5 4 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 74.8 90.2 93.6 68.4 71.7 89.1 90.5
Old : 68.4 74.8 90.2 93.6 68.4 71.7 89.1 90.5
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, June 14, 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 : 9,950: 4,425 5,220 320 5,185 4,410 9,930 9,950: 20 0
Old : 9,950: 4,425 5,220 320 5,185 4,410 9,930 9,950: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 100: 0 50 0 100 50 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.5 52.5 3.2 52.1 44.3 99.8 100.0: 0.2 0.0
Old : 100.0: 44.5 52.5 3.2 52.1 44.3 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 9 4 1 6 5 15 10:
Old : 22: 9 4 1 6 5 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 : 65.2 61.8 86.0 94.8 64.2 58.9 77.7 83.2
Old : 65.2 61.8 86.0 94.8 64.2 58.9 77.7 83.2
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, June 14, 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 : 12,595: 4,120 6,920 1,000 7,475 4,675 12,595 12,595: 0 0
Old : 12,595: 4,120 6,920 1,000 7,475 4,675 12,595 12,595: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 250: 150 0 0 100 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 54.9 7.9 59.3 37.1 100.0 100.0: 0.0 0.0
Old : 100.0: 32.7 54.9 7.9 59.3 37.1 100.0 100.0: 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 : 24: 11 5 3 6 3 18 10:
Old : 24: 11 5 3 6 3 18 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 : 51.6 74.0 79.0 96.0 51.4 66.1 73.8 85.7
Old : 51.6 74.0 79.0 96.0 51.4 66.1 73.8 85.7
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,601,346: 753,600 111,859 716,882 3,080,339 3,758,054 4,550,821 4,586,795: 50,525 14,551
Old : 4,601,346: 753,600 111,859 716,882 3,080,339 3,758,054 4,550,821 4,586,795: 50,525 14,551
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 131,046: 59,262 -7,750 59,788 11,526 78,323 130,576 130,361: 470 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 2.4 15.6 66.9 81.7 98.9 99.7: 1.1 0.3
Old : 100.0: 16.4 2.4 15.6 66.9 81.7 98.9 99.7: 1.1 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 : 230: 53 24 59 142 125 215 191:
Old : 230: 53 24 59 142 125 215 191:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 29.6 41.2 44.7 22.4 29.3 34.7 40.6
Old : 24.9 29.6 41.2 44.7 22.4 29.3 34.7 40.6
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 1,896,652: 99,928 72,831 842,908 948,520 979,273 1,891,355 1,895,011: 5,297 1,641
Old : 1,896,652: 99,928 72,831 842,908 948,520 979,273 1,891,355 1,895,011: 5,297 1,641
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 98,029: 15,863 2,094 57,403 24,128 38,260 97,394 97,757: 635 272
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 3.8 44.4 50.0 51.6 99.7 99.9: 0.3 0.1
Old : 100.0: 5.3 3.8 44.4 50.0 51.6 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 : 102: 29 15 39 52 55 93 97:
Old : 102: 29 15 39 52 55 93 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 50.2 64.9 64.9 5.0 5.9 6.8 7.9
Old : 48.6 50.2 64.9 64.9 5.0 5.9 6.8 7.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 262,696: 33,661 111 13,044 199,990 244,330 246,695 257,485: 16,001 5,211
Old : 262,696: 33,661 111 13,044 199,990 244,330 246,695 257,485: 16,001 5,211
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 11,076: 3,063 -1,414 3,258 4,623 9,982 10,944 11,826: 132 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.0 5.0 76.1 93.0 93.9 98.0: 6.1 2.0
Old : 100.0: 12.8 0.0 5.0 76.1 93.0 93.9 98.0: 6.1 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 : 60: 12 2 9 37 30 52 39:
Old : 60: 12 2 9 37 30 52 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.7 54.2 43.8 72.7 22.1 50.8 32.9 62.7
Old : 27.7 54.2 43.8 72.7 22.1 50.8 32.9 62.7
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, June 14, 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 : 140,304: 287 5,269 2,229 129,006 127,274 131,522 134,772: 8,782 5,532
Old : 140,304: 287 5,269 2,229 129,006 127,274 131,522 134,772: 8,782 5,532
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,987: -171 310 -293 2,155 3,140 1,691 3,157: 3,296 1,830
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.8 1.6 91.9 90.7 93.7 96.1: 6.3 3.9
Old : 100.0: 0.2 3.8 1.6 91.9 90.7 93.7 96.1: 6.3 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 : 40: 1 6 4 24 31 28 38:
Old : 40: 1 6 4 24 31 28 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 : 67.9 46.1 82.0 64.3 55.1 41.8 64.7 54.3
Old : 67.9 46.1 82.0 64.3 55.1 41.8 64.7 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 221,419: 2,552 4,639 5,569 198,060 201,708 206,181 211,916: 15,238 9,503
Old : 221,419: 2,552 4,639 5,569 198,060 201,708 206,181 211,916: 15,238 9,503
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 5,593: 951 -1,820 584 5,342 5,831 6,877 4,595: -1,284 998
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.1 2.5 89.5 91.1 93.1 95.7: 6.9 4.3
Old : 100.0: 1.2 2.1 2.5 89.5 91.1 93.1 95.7: 6.9 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 : 46: 3 3 5 31 31 36 37:
Old : 46: 3 3 5 31 31 36 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 : 49.0 45.2 67.4 69.4 45.5 41.9 60.9 60.5
Old : 49.0 45.2 67.4 69.4 45.5 41.9 60.9 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 809,827: 1,703 10,027 16,802 775,055 776,873 793,560 803,702: 16,267 6,125
Old : 809,827: 1,703 10,027 16,802 775,055 776,873 793,560 803,702: 16,267 6,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 5,584: 780 -4,499 -27 3,028 9,250 3,781 4,724: 1,803 860
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 1.2 2.1 95.7 95.9 98.0 99.2: 2.0 0.8
Old : 100.0: 0.2 1.2 2.1 95.7 95.9 98.0 99.2: 2.0 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 6 4 53 35 59 42:
Old : 63: 3 6 4 53 35 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 45.6 55.3 72.9 31.4 44.6 47.9 70.0
Old : 33.9 45.6 55.3 72.9 31.4 44.6 47.9 70.0
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, June 14, 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 : 348,858: 11,387 2,134 4,478 326,216 335,290 342,081 341,902: 6,777 6,956
Old : 348,858: 11,387 2,134 4,478 326,216 335,290 342,081 341,902: 6,777 6,956
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -152: -3,458 62 -196 3,316 373 -338 239: 186 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.6 1.3 93.5 96.1 98.1 98.0: 1.9 2.0
Old : 100.0: 3.3 0.6 1.3 93.5 96.1 98.1 98.0: 1.9 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 : 60: 4 1 3 36 41 41 44:
Old : 60: 4 1 3 36 41 41 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 40.5 71.5 57.2 45.9 40.4 66.2 57.0
Old : 50.7 40.5 71.5 57.2 45.9 40.4 66.2 57.0
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, June 14, 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 : 289,383: 13,540 1,170 2,746 265,889 284,353 282,175 288,269: 7,208 1,114
Old : 289,383: 13,540 1,170 2,746 265,889 284,353 282,175 288,269: 7,208 1,114
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,665: -511 -519 217 5,143 4,939 4,849 4,637: -184 28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.4 0.9 91.9 98.3 97.5 99.6: 2.5 0.4
Old : 100.0: 4.7 0.4 0.9 91.9 98.3 97.5 99.6: 2.5 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 : 57: 4 2 4 39 45 45 49:
Old : 57: 4 2 4 39 45 45 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 39.4 67.7 58.1 48.8 33.7 61.9 48.5
Old : 49.5 39.4 67.7 58.1 48.8 33.7 61.9 48.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 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 : 106,218: 5,850 925 573 96,097 92,228 102,520 93,726: 3,698 12,492
Old : 106,218: 5,850 925 573 96,097 92,228 102,520 93,726: 3,698 12,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 812: 1,015 -61 -179 132 1,052 968 812: -156 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.9 0.5 90.5 86.8 96.5 88.2: 3.5 11.8
Old : 100.0: 5.5 0.9 0.5 90.5 86.8 96.5 88.2: 3.5 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 21 22 23 26:
Old : 32: 2 2 2 21 22 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 47.0 75.5 65.0 59.5 42.0 71.8 59.7
Old : 62.0 47.0 75.5 65.0 59.5 42.0 71.8 59.7
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 129,625: 345 15,874 2,715 119,861 105,764 122,921 124,353: 6,704 5,272
Old : 129,625: 345 15,874 2,715 119,861 105,764 122,921 124,353: 6,704 5,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,580: -61 2,113 -947 2,563 893 1,555 2,059: 25 -479
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 12.2 2.1 92.5 81.6 94.8 95.9: 5.2 4.1
Old : 100.0: 0.3 12.2 2.1 92.5 81.6 94.8 95.9: 5.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 6 4 30 27 34 34:
Old : 42: 1 6 4 30 27 34 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 : 54.1 33.5 71.4 58.3 49.9 31.9 64.0 54.7
Old : 54.1 33.5 71.4 58.3 49.9 31.9 64.0 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-02339Q
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 18,732: 0 0 0 18,274 18,672 18,274 18,672: 458 60
Old : 18,732: 0 0 0 18,274 18,672 18,274 18,672: 458 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,302: 0 0 0 1,054 1,302 1,054 1,302: 248 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.6 99.7 97.6 99.7: 2.4 0.3
Old : 100.0: 0.0 0.0 0.0 97.6 99.7 97.6 99.7: 2.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 14 10 14 10:
Old : 21: 0 0 0 14 10 14 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 : 65.8 76.4 88.4 95.5 53.8 68.3 69.8 78.5
Old : 65.8 76.4 88.4 95.5 53.8 68.3 69.8 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 108,842: 6,667 554 1,261 91,985 97,782 99,913 99,597: 8,929 9,245
Old : 108,842: 6,667 554 1,261 91,985 97,782 99,913 99,597: 8,929 9,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 880: 1,460 524 -90 58 485 1,428 919: -548 -39
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 0.5 1.2 84.5 89.8 91.8 91.5: 8.2 8.5
Old : 100.0: 6.1 0.5 1.2 84.5 89.8 91.8 91.5: 8.2 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 1 2 19 19 22 21:
Old : 31: 2 1 2 19 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.1 56.2 79.5 74.4 67.2 56.2 77.4 73.0
Old : 68.1 56.2 79.5 74.4 67.2 56.2 77.4 73.0
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, June 14, 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 : 153,432: 0 0 0 146,448 143,653 146,448 143,653: 6,984 9,779
Old : 153,432: 0 0 0 146,448 143,653 146,448 143,653: 6,984 9,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,122: 0 0 0 1,787 1,449 1,787 1,449: -665 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 93.6 95.4 93.6: 4.6 6.4
Old : 100.0: 0.0 0.0 0.0 95.4 93.6 95.4 93.6: 4.6 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 27 24 27 24:
Old : 34: 0 0 0 27 24 27 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 69.3 62.8 80.7 41.1 67.1 61.8 77.1
Old : 41.8 69.3 62.8 80.7 41.1 67.1 61.8 77.1
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 74,763: 0 1,478 0 65,371 66,966 65,371 68,444: 9,392 6,319
Old : 74,763: 0 1,478 0 65,371 66,966 65,371 68,444: 9,392 6,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,398: 0 248 0 1,398 1,150 1,398 1,398: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 0.0 87.4 89.6 87.4 91.5: 12.6 8.5
Old : 100.0: 0.0 2.0 0.0 87.4 89.6 87.4 91.5: 12.6 8.5
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 1 0 17 14 17 15:
Old : 24: 0 1 0 17 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 61.7 73.1 83.7 52.7 61.3 67.2 79.4
Old : 54.2 61.7 73.1 83.7 52.7 61.3 67.2 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT - ICE FUTURES ENERGY DIV Code-0233A2
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 20,783: 360 600 0 18,570 19,020 18,930 19,620: 1,853 1,163
Old : 20,783: 360 600 0 18,570 19,020 18,930 19,620: 1,853 1,163
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,158: 0 0 0 2,614 2,189 2,614 2,189: -456 -31
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.9 0.0 89.4 91.5 91.1 94.4: 8.9 5.6
Old : 100.0: 1.7 2.9 0.0 89.4 91.5 91.1 94.4: 8.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 9 11 10 12:
Old : 21: 1 1 0 9 11 10 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 65.7 86.7 85.5 70.6 65.7 86.4 84.8
Old : 70.6 65.7 86.7 85.5 70.6 65.7 86.4 84.8
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 342,928: 2,679 2,000 5,691 322,944 324,301 331,314 331,992: 11,614 10,936
Old : 342,928: 2,679 2,000 5,691 322,944 324,301 331,314 331,992: 11,614 10,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 10,610: 703 695 281 8,850 9,643 9,834 10,619: 776 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.6 1.7 94.2 94.6 96.6 96.8: 3.4 3.2
Old : 100.0: 0.8 0.6 1.7 94.2 94.6 96.6 96.8: 3.4 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 : 65: 4 3 4 48 42 54 47:
Old : 65: 4 3 4 48 42 54 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 : 29.4 53.4 48.1 70.0 27.4 53.0 45.9 67.3
Old : 29.4 53.4 48.1 70.0 27.4 53.0 45.9 67.3
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 79,083: 662 1,347 1,156 72,004 68,249 73,822 70,752: 5,261 8,331
Old : 79,083: 662 1,347 1,156 72,004 68,249 73,822 70,752: 5,261 8,331
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 803: -755 -285 375 1,338 1,206 958 1,296: -155 -493
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 1.7 1.5 91.0 86.3 93.3 89.5: 6.7 10.5
Old : 100.0: 0.8 1.7 1.5 91.0 86.3 93.3 89.5: 6.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 21 15 23 19:
Old : 29: 1 3 2 21 15 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 : 60.2 56.7 79.7 77.3 59.2 56.2 77.6 76.5
Old : 60.2 56.7 79.7 77.3 59.2 56.2 77.6 76.5
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 77,380: 3,345 12,797 1,116 66,505 57,620 70,966 71,533: 6,414 5,847
Old : 77,380: 3,345 12,797 1,116 66,505 57,620 70,966 71,533: 6,414 5,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,354: 180 1,573 -21 1,583 531 1,742 2,083: 612 271
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 16.5 1.4 85.9 74.5 91.7 92.4: 8.3 7.6
Old : 100.0: 4.3 16.5 1.4 85.9 74.5 91.7 92.4: 8.3 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 1 18 14 20 18:
Old : 26: 2 3 1 18 14 20 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 : 42.2 57.0 71.0 80.0 39.9 51.5 61.4 66.2
Old : 42.2 57.0 71.0 80.0 39.9 51.5 61.4 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 46,899: 3,198 0 0 42,902 45,573 46,100 45,573: 799 1,326
Old : 46,899: 3,198 0 0 42,902 45,573 46,100 45,573: 799 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,418: 0 0 0 3,154 2,418 3,154 2,418: -736 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.0 0.0 91.5 97.2 98.3 97.2: 1.7 2.8
Old : 100.0: 6.8 0.0 0.0 91.5 97.2 98.3 97.2: 1.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 15 16 16 16:
Old : 23: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 66.9 72.3 81.5 35.8 65.2 55.2 71.0
Old : 45.3 66.9 72.3 81.5 35.8 65.2 55.2 71.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 102,793: 38,569 11,220 0 63,445 90,669 102,014 101,889: 779 904
Old : 102,793: 38,569 11,220 0 63,445 90,669 102,014 101,889: 779 904
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,480: 0 0 0 2,480 2,480 2,480 2,480: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 10.9 0.0 61.7 88.2 99.2 99.1: 0.8 0.9
Old : 100.0: 37.5 10.9 0.0 61.7 88.2 99.2 99.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 69: 14 7 0 27 35 41 42:
Old : 69: 14 7 0 27 35 41 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 : 36.5 46.1 56.6 66.3 35.3 40.6 51.8 52.8
Old : 36.5 46.1 56.6 66.3 35.3 40.6 51.8 52.8
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 52,607: 0 0 0 52,029 52,367 52,029 52,367: 578 240
Old : 52,607: 0 0 0 52,029 52,367 52,029 52,367: 578 240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,364: 0 0 0 1,364 1,364 1,364 1,364: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.9 99.5 98.9 99.5: 1.1 0.5
Old : 100.0: 0.0 0.0 0.0 98.9 99.5 98.9 99.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 0 0 0 19 20 19 20:
Old : 32: 0 0 0 19 20 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 55.0 83.9 78.1 39.4 40.0 56.6 55.9
Old : 64.4 55.0 83.9 78.1 39.4 40.0 56.6 55.9
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 205,875: 467 0 1,226 195,083 195,977 196,776 197,203: 9,099 8,672
Old : 205,875: 467 0 1,226 195,083 195,977 196,776 197,203: 9,099 8,672
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,767: 186 0 -250 -1,703 -1,013 -1,767 -1,263: 0 -504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.6 94.8 95.2 95.6 95.8: 4.4 4.2
Old : 100.0: 0.2 0.0 0.6 94.8 95.2 95.6 95.8: 4.4 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 1 0 1 35 33 36 34:
Old : 39: 1 0 1 35 33 36 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 : 59.5 53.8 72.8 72.3 57.9 45.9 64.9 57.4
Old : 59.5 53.8 72.8 72.3 57.9 45.9 64.9 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 28,509: 171 210 690 26,708 24,775 27,569 25,675: 940 2,834
Old : 28,509: 171 210 690 26,708 24,775 27,569 25,675: 940 2,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 744: 0 0 0 620 740 620 740: 124 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.7 2.4 93.7 86.9 96.7 90.1: 3.3 9.9
Old : 100.0: 0.6 0.7 2.4 93.7 86.9 96.7 90.1: 3.3 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 1 1 12 12 13 14:
Old : 25: 1 1 1 12 12 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 : 74.2 66.6 89.8 83.6 74.2 60.5 84.2 76.6
Old : 74.2 66.6 89.8 83.6 74.2 60.5 84.2 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 51,611: 490 1,917 1,386 39,817 43,199 41,693 46,502: 9,918 5,109
Old : 51,611: 490 1,917 1,386 39,817 43,199 41,693 46,502: 9,918 5,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,468: -496 135 1,190 -1,854 -1,293 -1,160 32: -308 -1,500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.7 2.7 77.1 83.7 80.8 90.1: 19.2 9.9
Old : 100.0: 0.9 3.7 2.7 77.1 83.7 80.8 90.1: 19.2 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 16 19 18 22:
Old : 25: 1 2 2 16 19 18 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 : 54.3 49.2 70.1 65.4 46.7 40.5 54.8 51.2
Old : 54.3 49.2 70.1 65.4 46.7 40.5 54.8 51.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 106,333: 0 16,645 802 96,919 82,489 97,721 99,936: 8,612 6,397
Old : 106,333: 0 16,645 802 96,919 82,489 97,721 99,936: 8,612 6,397
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -199: 0 -816 28 -589 689 -561 -99: 362 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.7 0.8 91.1 77.6 91.9 94.0: 8.1 6.0
Old : 100.0: 0.0 15.7 0.8 91.1 77.6 91.9 94.0: 8.1 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 : 39: 0 4 2 20 26 22 30:
Old : 39: 0 4 2 20 26 22 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 43.4 77.8 62.3 59.8 35.9 73.8 53.7
Old : 59.8 43.4 77.8 62.3 59.8 35.9 73.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 117,025: 7,494 438 1,116 95,527 107,783 104,137 109,337: 12,888 7,688
Old : 117,025: 7,494 438 1,116 95,527 107,783 104,137 109,337: 12,888 7,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 664: 0 0 0 3,953 846 3,953 846: -3,289 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.4 1.0 81.6 92.1 89.0 93.4: 11.0 6.6
Old : 100.0: 6.4 0.4 1.0 81.6 92.1 89.0 93.4: 11.0 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 1 1 18 13 22 14:
Old : 27: 3 1 1 18 13 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.8 74.8 64.6 86.8 45.8 72.9 61.9 79.9
Old : 46.8 74.8 64.6 86.8 45.8 72.9 61.9 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 99,909: 984 0 0 95,023 98,567 96,007 98,567: 3,902 1,342
Old : 99,909: 984 0 0 95,023 98,567 96,007 98,567: 3,902 1,342
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 86: 0 0 0 2,399 78 2,399 78: -2,313 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.0 95.1 98.7 96.1 98.7: 3.9 1.3
Old : 100.0: 1.0 0.0 0.0 95.1 98.7 96.1 98.7: 3.9 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 : 25: 1 0 0 21 16 22 16:
Old : 25: 1 0 0 21 16 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 67.7 80.2 88.9 53.0 59.8 71.6 75.6
Old : 56.8 67.7 80.2 88.9 53.0 59.8 71.6 75.6
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 107,022: 1,769 279 248 99,077 104,470 101,094 104,997: 5,928 2,025
Old : 107,022: 1,769 279 248 99,077 104,470 101,094 104,997: 5,928 2,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,805: 705 0 -13 3,995 4,619 4,687 4,606: 118 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 0.3 0.2 92.6 97.6 94.5 98.1: 5.5 1.9
Old : 100.0: 1.7 0.3 0.2 92.6 97.6 94.5 98.1: 5.5 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 1 20 18 23 20:
Old : 30: 3 1 1 20 18 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 : 61.2 56.1 77.6 81.0 55.1 51.2 66.1 73.9
Old : 61.2 56.1 77.6 81.0 55.1 51.2 66.1 73.9
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 121,290: 2,592 11,160 1,464 100,800 101,173 104,856 113,797: 16,434 7,493
Old : 121,290: 2,592 11,160 1,464 100,800 101,173 104,856 113,797: 16,434 7,493
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -3,514: -272 -778 50 -3,154 1,132 -3,376 404: -138 -3,918
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.2 1.2 83.1 83.4 86.5 93.8: 13.5 6.2
Old : 100.0: 2.1 9.2 1.2 83.1 83.4 86.5 93.8: 13.5 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 3 2 30 30 33 34:
Old : 43: 2 3 2 30 30 33 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 : 39.6 41.9 57.3 64.0 25.6 31.6 39.2 48.0
Old : 39.6 41.9 57.3 64.0 25.6 31.6 39.2 48.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,999: 4,180 449 31 39,436 44,734 43,647 45,214: 2,352 785
Old : 45,999: 4,180 449 31 39,436 44,734 43,647 45,214: 2,352 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 5,936: 2,728 -31 31 3,233 5,936 5,992 5,936: -56 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.0 0.1 85.7 97.2 94.9 98.3: 5.1 1.7
Old : 100.0: 9.1 1.0 0.1 85.7 97.2 94.9 98.3: 5.1 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 1 1 20 18 24 19:
Old : 31: 3 1 1 20 18 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 60.3 69.1 80.5 48.1 51.3 64.4 70.9
Old : 48.7 60.3 69.1 80.5 48.1 51.3 64.4 70.9
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 45,906: 0 480 0 44,418 45,246 44,418 45,726: 1,488 180
Old : 45,906: 0 480 0 44,418 45,246 44,418 45,726: 1,488 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -62: 0 0 0 -62 -62 -62 -62: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.0 0.0 96.8 98.6 96.8 99.6: 3.2 0.4
Old : 100.0: 0.0 1.0 0.0 96.8 98.6 96.8 99.6: 3.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 0 18 14 18 15:
Old : 25: 0 1 0 18 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 75.5 81.9 93.9 55.0 74.2 79.4 89.5
Old : 55.7 75.5 81.9 93.9 55.0 74.2 79.4 89.5
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, June 14, 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 : 198,654: 5,646 4,698 3,302 183,277 183,851 192,225 191,851: 6,429 6,803
Old : 198,654: 5,646 4,698 3,302 183,277 183,851 192,225 191,851: 6,429 6,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -623: -1,445 -343 320 -325 -1,558 -1,450 -1,581: 827 958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.4 1.7 92.3 92.5 96.8 96.6: 3.2 3.4
Old : 100.0: 2.8 2.4 1.7 92.3 92.5 96.8 96.6: 3.2 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 5 6 7 39 38 46 49:
Old : 58: 5 6 7 39 38 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.4 52.1 53.4 64.2 31.1 47.0 47.3 57.8
Old : 33.4 52.1 53.4 64.2 31.1 47.0 47.3 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 93,699: 0 0 0 82,456 86,511 82,456 86,511: 11,243 7,188
Old : 93,699: 0 0 0 82,456 86,511 82,456 86,511: 11,243 7,188
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 208: -1,735 0 -182 -1,209 -432 -3,126 -614: 3,334 822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.0 92.3 88.0 92.3: 12.0 7.7
Old : 100.0: 0.0 0.0 0.0 88.0 92.3 88.0 92.3: 12.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 16 16 16:
Old : 23: 0 0 0 16 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 59.0 77.9 79.8 55.3 57.8 73.0 73.6
Old : 56.1 59.0 77.9 79.8 55.3 57.8 73.0 73.6
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, June 14, 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 : 86,276: 0 0 0 77,525 78,361 77,525 78,361: 8,751 7,915
Old : 86,276: 0 0 0 77,525 78,361 77,525 78,361: 8,751 7,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 797: 0 0 0 734 306 734 306: 63 491
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.9 90.8 89.9 90.8: 10.1 9.2
Old : 100.0: 0.0 0.0 0.0 89.9 90.8 89.9 90.8: 10.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 0 0 17 17 17 17:
Old : 26: 0 0 0 17 17 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 61.1 75.1 76.6 48.8 55.8 65.5 68.7
Old : 54.0 61.1 75.1 76.6 48.8 55.8 65.5 68.7
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, June 14, 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 : 85,329: 0 2,024 61 78,473 79,800 78,534 81,885: 6,795 3,444
Old : 85,329: 0 2,024 61 78,473 79,800 78,534 81,885: 6,795 3,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,869: 0 -31 0 3,461 1,745 3,461 1,714: -1,592 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 0.1 92.0 93.5 92.0 96.0: 8.0 4.0
Old : 100.0: 0.0 2.4 0.1 92.0 93.5 92.0 96.0: 8.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 21 17 22 19:
Old : 28: 0 2 1 21 17 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.0 70.4 77.0 87.7 66.0 69.4 75.3 84.1
Old : 66.0 70.4 77.0 87.7 66.0 69.4 75.3 84.1
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, June 14, 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 : 92,630: 2,697 0 0 80,686 87,957 83,383 87,957: 9,247 4,673
Old : 92,630: 2,697 0 0 80,686 87,957 83,383 87,957: 9,247 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 582: 0 0 0 186 520 186 520: 396 62
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.0 87.1 95.0 90.0 95.0: 10.0 5.0
Old : 100.0: 2.9 0.0 0.0 87.1 95.0 90.0 95.0: 10.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 0 17 13 18 13:
Old : 27: 1 0 0 17 13 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 72.7 75.0 88.9 58.0 70.5 75.0 85.9
Old : 58.0 72.7 75.0 88.9 58.0 70.5 75.0 85.9
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, June 14, 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 : 165,021: 28,255 11,170 17,605 118,499 135,837 164,359 164,612: 662 409
Old : 165,021: 28,255 11,170 17,605 118,499 135,837 164,359 164,612: 662 409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,022: -65 109 315 855 612 1,106 1,036: -83 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 6.8 10.7 71.8 82.3 99.6 99.8: 0.4 0.2
Old : 100.0: 17.1 6.8 10.7 71.8 82.3 99.6 99.8: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 90: 17 16 25 53 51 83 79:
Old : 90: 17 16 25 53 51 83 79:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.4 27.6 61.1 46.4 32.4 21.2 39.5 32.4
Old : 46.4 27.6 61.1 46.4 32.4 21.2 39.5 32.4
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, June 14, 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 : 43,832: 1,437 1,602 206 42,189 42,024 43,832 43,832: 0 0
Old : 43,832: 1,437 1,602 206 42,189 42,024 43,832 43,832: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -2,413: 50 -330 -52 -2,411 -2,031 -2,413 -2,413: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 3.7 0.5 96.3 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 3.7 0.5 96.3 95.9 100.0 100.0: 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 : 38: 6 2 1 27 24 33 27:
Old : 38: 6 2 1 27 24 33 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 47.9 74.5 74.0 47.1 30.5 53.9 45.0
Old : 53.0 47.9 74.5 74.0 47.1 30.5 53.9 45.0
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, June 14, 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 : 377,565: 9,466 608 0 368,099 376,957 377,565 377,565: 0 0
Old : 377,565: 9,466 608 0 368,099 376,957 377,565 377,565: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,081: 298 0 0 -1,379 -1,081 -1,081 -1,081: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.2 0.0 97.5 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 2.5 0.2 0.0 97.5 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 : 29: 3 1 0 23 21 26 22:
Old : 29: 3 1 0 23 21 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 57.8 76.6 81.7 51.4 47.0 63.8 66.9
Old : 54.1 57.8 76.6 81.7 51.4 47.0 63.8 66.9
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, June 14, 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 : 1,550,173: 46,995 92,125 62,296 1,440,882 1,395,752 1,550,173 1,550,173: 0 0
Old : 1,550,173: 46,995 92,125 62,296 1,440,882 1,395,752 1,550,173 1,550,173: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,698: 0 6,516 -369 3,067 -3,449 2,698 2,698: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.9 4.0 92.9 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 5.9 4.0 92.9 90.0 100.0 100.0: 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 : 63: 4 10 4 39 43 45 55:
Old : 63: 4 10 4 39 43 45 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 40.4 69.6 62.7 45.7 36.0 55.9 49.7
Old : 54.7 40.4 69.6 62.7 45.7 36.0 55.9 49.7
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, June 14, 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 : 68,056: 3,987 6,125 674 63,396 61,257 68,056 68,056: 0 0
Old : 68,056: 3,987 6,125 674 63,396 61,257 68,056 68,056: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,769: -125 8 119 1,775 1,642 1,769 1,769: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.0 1.0 93.2 90.0 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 9.0 1.0 93.2 90.0 100.0 100.0: 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 : 42: 5 8 6 23 25 32 35:
Old : 42: 5 8 6 23 25 32 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 : 55.6 57.2 81.6 76.5 50.8 46.5 67.3 61.4
Old : 55.6 57.2 81.6 76.5 50.8 46.5 67.3 61.4
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, June 14, 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 : 404,025: 3,904 616 320 399,801 403,089 404,025 404,025: 0 0
Old : 404,025: 3,904 616 320 399,801 403,089 404,025 404,025: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 992: 0 0 0 992 992 992 992: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.2 0.1 99.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.2 0.1 99.0 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: 1 2 1 18 18 20 20:
Old : 27: 1 2 1 18 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 : 66.5 70.5 87.6 88.8 49.2 55.5 63.6 65.7
Old : 66.5 70.5 87.6 88.8 49.2 55.5 63.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 402,982: 1,600 728 8,632 392,750 393,622 402,982 402,982: 0 0
Old : 402,982: 1,600 728 8,632 392,750 393,622 402,982 402,982: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 3,501: 1,600 0 0 1,901 3,501 3,501 3,501: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 0.2 2.1 97.5 97.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.4 0.2 2.1 97.5 97.7 100.0 100.0: 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 : 39: 1 1 1 26 30 28 31:
Old : 39: 1 1 1 26 30 28 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 55.0 72.5 74.6 44.1 45.5 61.3 58.5
Old : 46.3 55.0 72.5 74.6 44.1 45.5 61.3 58.5
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 39,733: 1,554 85 593 37,075 38,524 39,222 39,202: 511 531
Old : 39,733: 1,554 85 593 37,075 38,524 39,222 39,202: 511 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 703: 84 0 0 662 703 746 703: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.2 1.5 93.3 97.0 98.7 98.7: 1.3 1.3
Old : 100.0: 3.9 0.2 1.5 93.3 97.0 98.7 98.7: 1.3 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 : 41: 6 2 2 30 27 37 30:
Old : 41: 6 2 2 30 27 37 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 51.6 66.8 75.1 45.5 47.8 61.5 68.4
Old : 48.2 51.6 66.8 75.1 45.5 47.8 61.5 68.4
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,098: 290 0 0 54,261 55,067 54,551 55,067: 547 31
Old : 55,098: 290 0 0 54,261 55,067 54,551 55,067: 547 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,195: 0 0 0 1,195 1,195 1,195 1,195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.0 0.0 98.5 99.9 99.0 99.9: 1.0 0.1
Old : 100.0: 0.5 0.0 0.0 98.5 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 : 42: 1 0 0 31 31 32 31:
Old : 42: 1 0 0 31 31 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 50.4 74.5 71.9 59.1 48.0 71.9 64.7
Old : 60.0 50.4 74.5 71.9 59.1 48.0 71.9 64.7
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 78,730: 929 50 0 77,456 78,633 78,385 78,683: 345 47
Old : 78,730: 929 50 0 77,456 78,633 78,385 78,683: 345 47
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 865: 350 0 0 810 865 1,160 865: -295 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.1 0.0 98.4 99.9 99.6 99.9: 0.4 0.1
Old : 100.0: 1.2 0.1 0.0 98.4 99.9 99.6 99.9: 0.4 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 : 45: 3 1 0 34 31 37 32:
Old : 45: 3 1 0 34 31 37 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 : 54.4 55.9 72.4 73.9 53.7 53.2 67.5 67.4
Old : 54.4 55.9 72.4 73.9 53.7 53.2 67.5 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,995: 550 675 0 17,883 18,200 18,433 18,875: 562 120
Old : 18,995: 550 675 0 17,883 18,200 18,433 18,875: 562 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,465: 0 0 0 -1,231 -1,585 -1,231 -1,585: -234 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 3.6 0.0 94.1 95.8 97.0 99.4: 3.0 0.6
Old : 100.0: 2.9 3.6 0.0 94.1 95.8 97.0 99.4: 3.0 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 0 19 14 21 16:
Old : 28: 2 2 0 19 14 21 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 60.3 71.6 84.5 41.5 53.1 58.1 64.8
Old : 51.8 60.3 71.6 84.5 41.5 53.1 58.1 64.8
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 324,288: 3,264 0 752 320,272 323,536 324,288 324,288: 0 0
Old : 324,288: 3,264 0 752 320,272 323,536 324,288 324,288: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -9,832: 800 0 0 -8,592 -9,016 -7,792 -9,016: -2,040 -816
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.2 98.8 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.0 0.0 0.2 98.8 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 : 29: 1 0 1 24 17 25 18:
Old : 29: 1 0 1 24 17 25 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 : 45.5 82.7 68.2 92.9 43.1 73.7 60.7 77.6
Old : 45.5 82.7 68.2 92.9 43.1 73.7 60.7 77.6
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,747: 1,777 915 168 7,664 8,629 9,609 9,712: 138 35
Old : 9,747: 1,777 915 168 7,664 8,629 9,609 9,712: 138 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,299: -209 151 -2 -961 -1,029 -1,172 -880: -127 -419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 9.4 1.7 78.6 88.5 98.6 99.6: 1.4 0.4
Old : 100.0: 18.2 9.4 1.7 78.6 88.5 98.6 99.6: 1.4 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 : 30: 5 2 3 21 17 28 20:
Old : 30: 5 2 3 21 17 28 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 : 39.6 63.2 64.1 80.6 39.6 51.1 63.6 65.5
Old : 39.6 63.2 64.1 80.6 39.6 51.1 63.6 65.5
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,505: 7,350 0 0 6,095 13,385 13,445 13,385: 60 120
Old : 13,505: 7,350 0 0 6,095 13,385 13,445 13,385: 60 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,100: -150 0 0 -950 -800 -1,100 -800: 0 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 0.0 0.0 45.1 99.1 99.6 99.1: 0.4 0.9
Old : 100.0: 54.4 0.0 0.0 45.1 99.1 99.6 99.1: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 0 11 15 15 15:
Old : 22: 4 0 0 11 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 : 65.2 61.5 89.6 82.8 64.1 58.0 86.6 74.3
Old : 65.2 61.5 89.6 82.8 64.1 58.0 86.6 74.3
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,260: 1,750 300 575 9,250 11,385 11,575 12,260: 685 0
Old : 12,260: 1,750 300 575 9,250 11,385 11,575 12,260: 685 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -10: 150 -150 100 -260 40 -10 -10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 2.4 4.7 75.4 92.9 94.4 100.0: 5.6 0.0
Old : 100.0: 14.3 2.4 4.7 75.4 92.9 94.4 100.0: 5.6 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 : 23: 2 1 2 12 16 14 19:
Old : 23: 2 1 2 12 16 14 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 : 68.0 61.4 85.6 80.9 38.6 40.0 50.0 52.8
Old : 68.0 61.4 85.6 80.9 38.6 40.0 50.0 52.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,193: 0 0 0 8,088 8,010 8,088 8,010: 105 183
Old : 8,193: 0 0 0 8,088 8,010 8,088 8,010: 105 183
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 97.8 98.7 97.8: 1.3 2.2
Old : 100.0: 0.0 0.0 0.0 98.7 97.8 98.7 97.8: 1.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 14 11 14 11:
Old : 20: 0 0 0 14 11 14 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 85.4 90.4 94.6 77.4 85.4 87.9 88.9
Old : 77.4 85.4 90.4 94.6 77.4 85.4 87.9 88.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 26,031: 250 1,250 0 25,781 24,661 26,031 25,911: 0 120
Old : 26,031: 250 1,250 0 25,781 24,661 26,031 25,911: 0 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,330: 0 -50 0 -980 -1,345 -980 -1,395: -350 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 4.8 0.0 99.0 94.7 100.0 99.5: 0.0 0.5
Old : 100.0: 1.0 4.8 0.0 99.0 94.7 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 24 24 25 26:
Old : 35: 1 2 0 24 24 25 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 : 46.3 45.5 70.7 67.3 37.9 38.8 57.5 54.2
Old : 46.3 45.5 70.7 67.3 37.9 38.8 57.5 54.2
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,736: 50 75 600 21,906 21,996 22,556 22,671: 180 65
Old : 22,736: 50 75 600 21,906 21,996 22,556 22,671: 180 65
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -244: 0 0 0 -180 -159 -180 -159: -64 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 2.6 96.3 96.7 99.2 99.7: 0.8 0.3
Old : 100.0: 0.2 0.3 2.6 96.3 96.7 99.2 99.7: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 1 1 24 20 26 22:
Old : 30: 1 1 1 24 20 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.2 66.1 65.4 83.4 36.3 52.6 53.2 60.9
Old : 40.2 66.1 65.4 83.4 36.3 52.6 53.2 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 23,803: 929 252 43 22,573 22,847 23,545 23,142: 258 661
Old : 23,803: 929 252 43 22,573 22,847 23,545 23,142: 258 661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,537: -150 63 -21 -1,177 -1,327 -1,348 -1,285: -189 -252
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.1 0.2 94.8 96.0 98.9 97.2: 1.1 2.8
Old : 100.0: 3.9 1.1 0.2 94.8 96.0 98.9 97.2: 1.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 1 1 27 22 33 24:
Old : 38: 6 1 1 27 22 33 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 : 34.4 61.6 59.3 78.1 32.8 47.9 54.0 60.7
Old : 34.4 61.6 59.3 78.1 32.8 47.9 54.0 60.7
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,956: 1,211 4,791 717 54,883 51,297 56,811 56,805: 145 151
Old : 56,956: 1,211 4,791 717 54,883 51,297 56,811 56,805: 145 151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -299: -18 620 -392 106 -537 -304 -309: 5 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.4 1.3 96.4 90.1 99.7 99.7: 0.3 0.3
Old : 100.0: 2.1 8.4 1.3 96.4 90.1 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 4 5 33 29 38 35:
Old : 43: 2 4 5 33 29 38 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 : 47.3 44.2 67.4 67.4 45.2 43.1 62.2 63.8
Old : 47.3 44.2 67.4 67.4 45.2 43.1 62.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,980: 1,203 3,158 4,852 66,895 64,935 72,950 72,945: 30 35
Old : 72,980: 1,203 3,158 4,852 66,895 64,935 72,950 72,945: 30 35
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -331: -126 402 -59 -146 -634 -331 -291: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.3 6.6 91.7 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 4.3 6.6 91.7 89.0 100.0 100.0: 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 : 57: 4 10 10 35 36 46 49:
Old : 57: 4 10 10 35 36 46 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 42.8 56.0 64.2 38.8 39.8 52.4 53.4
Old : 38.9 42.8 56.0 64.2 38.8 39.8 52.4 53.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 47,585: 880 0 0 46,350 47,585 47,230 47,585: 355 0
Old : 47,585: 880 0 0 46,350 47,585 47,230 47,585: 355 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.0 0.0 97.4 100.0 99.3 100.0: 0.7 0.0
Old : 100.0: 1.8 0.0 0.0 97.4 100.0 99.3 100.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 0 0 24 13 25 13:
Old : 30: 1 0 0 24 13 25 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 95.2 77.9 98.8 53.9 91.8 73.9 92.9
Old : 55.0 95.2 77.9 98.8 53.9 91.8 73.9 92.9
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 55,170: 1,525 0 0 53,610 55,170 55,135 55,170: 35 0
Old : 55,170: 1,525 0 0 53,610 55,170 55,135 55,170: 35 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.0 97.2 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 2.8 0.0 0.0 97.2 100.0 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 : 33: 1 0 0 26 20 27 20:
Old : 33: 1 0 0 26 20 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 87.4 73.2 95.8 53.7 86.3 69.7 90.5
Old : 54.8 87.4 73.2 95.8 53.7 86.3 69.7 90.5
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 349,698: 35,870 26,417 4,282 309,546 318,999 349,698 349,698: 0 0
Old : 349,698: 35,870 26,417 4,282 309,546 318,999 349,698 349,698: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 8,016: -2,808 -816 0 10,824 8,832 8,016 8,016: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 7.6 1.2 88.5 91.2 100.0 100.0: 0.0 0.0
Old : 100.0: 10.3 7.6 1.2 88.5 91.2 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 4 3 2 29 29 33 34:
Old : 41: 4 3 2 29 29 33 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 : 44.2 44.4 67.0 68.1 41.1 41.0 61.6 61.0
Old : 44.2 44.4 67.0 68.1 41.1 41.0 61.6 61.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,756: 1,610 2,118 2,660 23,381 22,723 27,651 27,501: 105 255
Old : 27,756: 1,610 2,118 2,660 23,381 22,723 27,651 27,501: 105 255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -257: -421 0 127 37 -384 -257 -257: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 7.6 9.6 84.2 81.9 99.6 99.1: 0.4 0.9
Old : 100.0: 5.8 7.6 9.6 84.2 81.9 99.6 99.1: 0.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 5 6 27 33 33 42:
Old : 45: 4 5 6 27 33 33 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 : 47.3 44.5 71.6 60.2 43.1 42.9 61.1 54.6
Old : 47.3 44.5 71.6 60.2 43.1 42.9 61.1 54.6
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 38,012: 1,159 1,939 127 36,726 35,946 38,012 38,012: 0 0
Old : 38,012: 1,159 1,939 127 36,726 35,946 38,012 38,012: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -922: 0 -154 0 -922 -768 -922 -922: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 5.1 0.3 96.6 94.6 100.0 100.0: 0.0 0.0
Old : 100.0: 3.0 5.1 0.3 96.6 94.6 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 4 1 19 12 23 16:
Old : 30: 3 4 1 19 12 23 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 : 69.7 76.6 90.7 93.8 67.0 72.1 77.4 80.9
Old : 69.7 76.6 90.7 93.8 67.0 72.1 77.4 80.9
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 292,497: 0 384 0 292,497 292,113 292,497 292,497: 0 0
Old : 292,497: 0 384 0 292,497 292,113 292,497 292,497: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -800: 0 0 0 -800 -800 -800 -800: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.1 0.0 100.0 99.9 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 22 18 22 19:
Old : 27: 0 1 0 22 18 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 72.0 78.9 87.1 53.2 64.6 64.1 70.9
Old : 62.4 72.0 78.9 87.1 53.2 64.6 64.1 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 22,519: 575 129 0 21,714 21,943 22,289 22,072: 230 447
Old : 22,519: 575 129 0 21,714 21,943 22,289 22,072: 230 447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 63: 0 0 0 106 63 106 63: -43 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.6 0.0 96.4 97.4 99.0 98.0: 1.0 2.0
Old : 100.0: 2.6 0.6 0.0 96.4 97.4 99.0 98.0: 1.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 0 20 20 23 21:
Old : 28: 3 1 0 20 20 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 81.3 77.7 89.3 50.6 71.7 66.6 75.2
Old : 60.5 81.3 77.7 89.3 50.6 71.7 66.6 75.2
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,463: 1,883 0 662 10,704 11,679 13,249 12,341: 214 1,122
Old : 13,463: 1,883 0 662 10,704 11,679 13,249 12,341: 214 1,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 952: -129 0 43 974 888 888 931: 64 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 0.0 4.9 79.5 86.7 98.4 91.7: 1.6 8.3
Old : 100.0: 14.0 0.0 4.9 79.5 86.7 98.4 91.7: 1.6 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 0 2 16 19 21 21:
Old : 27: 5 0 2 16 19 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 51.7 73.4 74.3 37.0 42.2 55.6 59.0
Old : 52.8 51.7 73.4 74.3 37.0 42.2 55.6 59.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 156,455: 8,513 4,706 760 147,182 150,989 156,455 156,455: 0 0
Old : 156,455: 8,513 4,706 760 147,182 150,989 156,455 156,455: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 10,192: 0 0 0 10,600 10,600 10,600 10,600: -408 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 3.0 0.5 94.1 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 5.4 3.0 0.5 94.1 96.5 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 2 1 18 16 22 18:
Old : 31: 3 2 1 18 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 58.2 83.8 82.8 58.7 57.6 73.2 69.9
Old : 68.3 58.2 83.8 82.8 58.7 57.6 73.2 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 18,343: 0 2,901 450 17,743 14,461 18,193 17,812: 150 531
Old : 18,343: 0 2,901 450 17,743 14,461 18,193 17,812: 150 531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 261: 0 -86 66 195 281 261 261: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.8 2.5 96.7 78.8 99.2 97.1: 0.8 2.9
Old : 100.0: 0.0 15.8 2.5 96.7 78.8 99.2 97.1: 0.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 5 3 26 25 29 30:
Old : 34: 0 5 3 26 25 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 41.6 77.8 60.0 57.5 40.8 66.9 53.6
Old : 62.2 41.6 77.8 60.0 57.5 40.8 66.9 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 184,383: 0 8,895 793 183,590 174,695 184,383 184,383: 0 0
Old : 184,383: 0 8,895 793 183,590 174,695 184,383 184,383: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,304: 0 -800 0 4,304 5,104 4,304 4,304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.4 99.6 94.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.8 0.4 99.6 94.7 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 1 21 17 22 20:
Old : 30: 0 3 1 21 17 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 61.6 82.4 82.2 47.0 56.1 60.8 63.9
Old : 62.5 61.6 82.4 82.2 47.0 56.1 60.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C7
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : MW :
: : :
All : 8,625: 0 460 250 7,850 7,815 8,100 8,525: 525 100
Old : 8,625: 0 460 250 7,850 7,815 8,100 8,525: 525 100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 0: 0 -140 100 -100 40 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 2.9 91.0 90.6 93.9 98.8: 6.1 1.2
Old : 100.0: 0.0 5.3 2.9 91.0 90.6 93.9 98.8: 6.1 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 3 1 12 15 13 18:
Old : 20: 0 3 1 12 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 : 64.0 57.6 86.1 79.0 28.6 25.5 37.6 37.0
Old : 64.0 57.6 86.1 79.0 28.6 25.5 37.6 37.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,215: 100 675 0 8,985 8,430 9,085 9,105: 130 110
Old : 9,215: 100 675 0 8,985 8,430 9,085 9,105: 130 110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 1,640: 0 -105 0 1,570 1,670 1,570 1,565: 70 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 7.3 0.0 97.5 91.5 98.6 98.8: 1.4 1.2
Old : 100.0: 1.1 7.3 0.0 97.5 91.5 98.6 98.8: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 0 15 12 16 15:
Old : 23: 1 3 0 15 12 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 76.0 81.8 90.8 34.7 49.4 53.3 59.1
Old : 55.8 76.0 81.8 90.8 34.7 49.4 53.3 59.1
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 24,999: 694 511 0 24,305 24,488 24,999 24,999: 0 0
Old : 24,999: 694 511 0 24,305 24,488 24,999 24,999: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 177: 304 0 0 -127 177 177 177: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.0 0.0 97.2 98.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.8 2.0 0.0 97.2 98.0 100.0 100.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 17 17 19 18:
Old : 25: 2 1 0 17 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 : 81.4 47.4 91.5 76.0 57.8 41.3 63.2 60.1
Old : 81.4 47.4 91.5 76.0 57.8 41.3 63.2 60.1
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 13,810: 350 3,330 200 12,960 10,205 13,510 13,735: 300 75
Old : 13,810: 350 3,330 200 12,960 10,205 13,510 13,735: 300 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 100: 0 100 0 100 0 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 24.1 1.4 93.8 73.9 97.8 99.5: 2.2 0.5
Old : 100.0: 2.5 24.1 1.4 93.8 73.9 97.8 99.5: 2.2 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 16 12 17 15:
Old : 23: 1 2 1 16 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 77.5 83.4 92.1 59.9 74.1 72.4 83.6
Old : 67.1 77.5 83.4 92.1 59.9 74.1 72.4 83.6
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, June 14, 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 : 718,366: 41,065 87,898 137,640 536,899 492,828 715,604 718,366: 2,762 0
Old : 718,366: 41,065 87,898 137,640 536,899 492,828 715,604 718,366: 2,762 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -10,224: 874 13,412 -6,946 -3,994 -16,504 -10,065 -10,038: -159 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 12.2 19.2 74.7 68.6 99.6 100.0: 0.4 0.0
Old : 100.0: 5.7 12.2 19.2 74.7 68.6 99.6 100.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 3 5 19 18 25 24:
Old : 29: 4 3 5 19 18 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 : 61.0 60.8 84.1 88.1 28.2 31.8 32.5 35.0
Old : 61.0 60.8 84.1 88.1 28.2 31.8 32.5 35.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,900: 0 45 0 19,655 19,855 19,655 19,900: 245 0
Old : 19,900: 0 45 0 19,655 19,855 19,655 19,900: 245 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 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 0.2 0.0 98.8 99.8 98.8 100.0: 1.2 0.0
Old : 100.0: 0.0 0.2 0.0 98.8 99.8 98.8 100.0: 1.2 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 : 26: 0 1 0 16 15 16 16:
Old : 26: 0 1 0 16 15 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 82.0 91.7 94.0 63.8 82.0 86.1 91.1
Old : 66.9 82.0 91.7 94.0 63.8 82.0 86.1 91.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,506: 1,175 200 0 22,211 23,306 23,386 23,506: 120 0
Old : 23,506: 1,175 200 0 22,211 23,306 23,386 23,506: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 100: 100 0 0 0 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 0.9 0.0 94.5 99.1 99.5 100.0: 0.5 0.0
Old : 100.0: 5.0 0.9 0.0 94.5 99.1 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 1 0 19 17 23 18:
Old : 30: 4 1 0 19 17 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 77.5 84.7 92.3 66.4 73.3 78.7 85.0
Old : 70.7 77.5 84.7 92.3 66.4 73.3 78.7 85.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,440: 225 325 0 15,917 16,115 16,142 16,440: 298 0
Old : 16,440: 225 325 0 15,917 16,115 16,142 16,440: 298 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 170: 0 100 0 170 70 170 170: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.0 0.0 96.8 98.0 98.2 100.0: 1.8 0.0
Old : 100.0: 1.4 2.0 0.0 96.8 98.0 98.2 100.0: 1.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 0 18 15 20 16:
Old : 27: 2 1 0 18 15 20 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 : 69.4 71.3 85.5 89.9 61.7 66.4 76.6 79.4
Old : 69.4 71.3 85.5 89.9 61.7 66.4 76.6 79.4
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,720: 0 700 0 23,355 23,000 23,355 23,700: 365 20
Old : 23,720: 0 700 0 23,355 23,000 23,355 23,700: 365 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 100: 0 -50 0 60 150 60 100: 40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.5 97.0 98.5 99.9: 1.5 0.1
Old : 100.0: 0.0 3.0 0.0 98.5 97.0 98.5 99.9: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 3 0 16 15 16 18:
Old : 26: 0 3 0 16 15 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 82.3 89.9 92.2 60.9 76.1 78.1 83.1
Old : 69.3 82.3 89.9 92.2 60.9 76.1 78.1 83.1
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 21,730: 330 0 70 20,940 21,590 21,340 21,660: 390 70
Old : 21,730: 330 0 70 20,940 21,590 21,340 21,660: 390 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -400: 100 0 0 -500 -400 -400 -400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.3 96.4 99.4 98.2 99.7: 1.8 0.3
Old : 100.0: 1.5 0.0 0.3 96.4 99.4 98.2 99.7: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 1 16 11 17 12:
Old : 21: 1 0 1 16 11 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 85.5 85.6 97.4 58.3 77.7 69.3 79.0
Old : 71.2 85.5 85.6 97.4 58.3 77.7 69.3 79.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,482: 830 0 70 22,167 23,342 23,067 23,412: 415 70
Old : 23,482: 830 0 70 22,167 23,342 23,067 23,412: 415 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 0: 100 0 0 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 0.0 0.3 94.4 99.4 98.2 99.7: 1.8 0.3
Old : 100.0: 3.5 0.0 0.3 94.4 99.4 98.2 99.7: 1.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 0 1 16 11 18 12:
Old : 22: 2 0 1 16 11 18 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 : 66.0 91.1 82.2 97.8 49.0 77.5 64.9 78.7
Old : 66.0 91.1 82.2 97.8 49.0 77.5 64.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 114,728: 4,395 1,960 275 110,058 112,303 114,728 114,538: 0 190
Old : 114,728: 4,395 1,960 275 110,058 112,303 114,728 114,538: 0 190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,385: 0 500 70 2,315 1,815 2,385 2,385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.7 0.2 95.9 97.9 100.0 99.8: 0.0 0.2
Old : 100.0: 3.8 1.7 0.2 95.9 97.9 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 49: 5 4 2 37 32 43 37:
Old : 49: 5 4 2 37 32 43 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 : 37.1 48.7 58.5 72.8 26.6 41.6 43.7 51.9
Old : 37.1 48.7 58.5 72.8 26.6 41.6 43.7 51.9
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 132,926: 2,775 5,600 2,380 127,771 124,766 132,926 132,746: 0 180
Old : 132,926: 2,775 5,600 2,380 127,771 124,766 132,926 132,746: 0 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 3,535: -100 1,175 115 3,520 2,245 3,535 3,535: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 4.2 1.8 96.1 93.9 100.0 99.9: 0.0 0.1
Old : 100.0: 2.1 4.2 1.8 96.1 93.9 100.0 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 : 59: 4 8 4 42 35 49 45:
Old : 59: 4 8 4 42 35 49 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 : 41.2 49.2 59.6 69.1 32.0 42.9 47.3 55.4
Old : 41.2 49.2 59.6 69.1 32.0 42.9 47.3 55.4
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 177,432: 10,389 16,915 10,730 156,239 149,756 177,358 177,401: 74 31
Old : 177,432: 10,389 16,915 10,730 156,239 149,756 177,358 177,401: 74 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 5,434: 1,562 2,500 -35 3,899 2,960 5,426 5,425: 8 9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.5 6.0 88.1 84.4 100.0 100.0: 0.0 0.0
Old : 100.0: 5.9 9.5 6.0 88.1 84.4 100.0 100.0: 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 : 80: 14 11 12 48 50 67 68:
Old : 80: 14 11 12 48 50 67 68:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.1 54.5 52.3 67.8 34.7 49.4 49.5 57.8
Old : 36.1 54.5 52.3 67.8 34.7 49.4 49.5 57.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 127,890: 4,955 2,515 1,465 121,421 123,910 127,841 127,890: 49 0
Old : 127,890: 4,955 2,515 1,465 121,421 123,910 127,841 127,890: 49 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 4,530: 50 495 0 4,480 4,110 4,530 4,605: 0 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 2.0 1.1 94.9 96.9 100.0 100.0: 0.0 0.0
Old : 100.0: 3.9 2.0 1.1 94.9 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 : 52: 4 4 3 41 35 46 41:
Old : 52: 4 4 3 41 35 46 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.2 66.8 47.7 81.9 28.4 57.8 43.0 64.6
Old : 29.2 66.8 47.7 81.9 28.4 57.8 43.0 64.6
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,630: 1,450 700 810 37,370 38,120 39,630 39,630: 0 0
Old : 39,630: 1,450 700 810 37,370 38,120 39,630 39,630: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 35: 530 -45 205 -700 -125 35 35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 1.8 2.0 94.3 96.2 100.0 100.0: 0.0 0.0
Old : 100.0: 3.7 1.8 2.0 94.3 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 : 31: 3 1 2 25 13 29 15:
Old : 31: 3 1 2 25 13 29 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 88.9 76.3 96.4 58.0 84.9 72.5 86.6
Old : 59.0 88.9 76.3 96.4 58.0 84.9 72.5 86.6
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,515: 1,160 200 255 33,080 34,060 34,495 34,515: 20 0
Old : 34,515: 1,160 200 255 33,080 34,060 34,495 34,515: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -300: 500 0 50 -850 -350 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.6 0.7 95.8 98.7 99.9 100.0: 0.1 0.0
Old : 100.0: 3.4 0.6 0.7 95.8 98.7 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: 2 1 2 22 12 24 15:
Old : 28: 2 1 2 22 12 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 91.1 78.5 97.0 58.0 82.2 72.4 84.2
Old : 59.1 91.1 78.5 97.0 58.0 82.2 72.4 84.2
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 33,703: 1,199 0 300 32,109 33,188 33,608 33,488: 95 215
Old : 33,703: 1,199 0 300 32,109 33,188 33,608 33,488: 95 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,290: 0 0 0 2,290 2,230 2,290 2,230: 0 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 0.0 0.9 95.3 98.5 99.7 99.4: 0.3 0.6
Old : 100.0: 3.6 0.0 0.9 95.3 98.5 99.7 99.4: 0.3 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 : 35: 2 0 1 30 28 32 29:
Old : 35: 2 0 1 30 28 32 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 : 39.3 53.2 57.6 73.0 35.4 45.7 47.5 58.4
Old : 39.3 53.2 57.6 73.0 35.4 45.7 47.5 58.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 14,821: 225 0 0 14,596 14,671 14,821 14,671: 0 150
Old : 14,821: 225 0 0 14,596 14,671 14,821 14,671: 0 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -714: 0 0 0 -694 -664 -694 -664: -20 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 98.5 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 1.5 0.0 0.0 98.5 99.0 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 0 0 21 15 22 15:
Old : 23: 1 0 0 21 15 22 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 : 34.6 70.7 60.7 89.2 25.0 58.4 41.4 63.6
Old : 34.6 70.7 60.7 89.2 25.0 58.4 41.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 28,427: 2,477 2,350 484 25,151 25,518 28,112 28,352: 315 75
Old : 28,427: 2,477 2,350 484 25,151 25,518 28,112 28,352: 315 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: -1,456: -254 0 20 -1,252 -1,466 -1,486 -1,446: 30 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.3 1.7 88.5 89.8 98.9 99.7: 1.1 0.3
Old : 100.0: 8.7 8.3 1.7 88.5 89.8 98.9 99.7: 1.1 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 : 39: 6 2 4 26 25 33 30:
Old : 39: 6 2 4 26 25 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.7 35.2 69.5 58.2 44.3 31.4 59.8 54.0
Old : 48.7 35.2 69.5 58.2 44.3 31.4 59.8 54.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,509: 995 0 281 18,848 20,198 20,124 20,479: 385 30
Old : 20,509: 995 0 281 18,848 20,198 20,124 20,479: 385 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 45: -70 0 60 55 -15 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 0.0 1.4 91.9 98.5 98.1 99.9: 1.9 0.1
Old : 100.0: 4.9 0.0 1.4 91.9 98.5 98.1 99.9: 1.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 3 0 2 24 25 27 27:
Old : 35: 3 0 2 24 25 27 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 50.3 72.0 73.5 49.8 49.4 64.5 64.5
Old : 56.1 50.3 72.0 73.5 49.8 49.4 64.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,201: 3,384 4,555 800 36,992 35,816 41,176 41,171: 25 30
Old : 41,201: 3,384 4,555 800 36,992 35,816 41,176 41,171: 25 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 76: -50 30 120 6 -74 76 76: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 11.1 1.9 89.8 86.9 99.9 99.9: 0.1 0.1
Old : 100.0: 8.2 11.1 1.9 89.8 86.9 99.9 99.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 4 4 4 32 30 38 36:
Old : 45: 4 4 4 32 30 38 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 : 51.2 54.3 68.9 76.2 48.0 53.8 61.6 73.0
Old : 51.2 54.3 68.9 76.2 48.0 53.8 61.6 73.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,134: 265 62 0 21,130 21,929 21,395 21,991: 739 143
Old : 22,134: 265 62 0 21,130 21,929 21,395 21,991: 739 143
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 615: 0 0 0 480 545 480 545: 135 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.3 0.0 95.5 99.1 96.7 99.4: 3.3 0.6
Old : 100.0: 1.2 0.3 0.0 95.5 99.1 96.7 99.4: 3.3 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: 1 1 0 26 19 27 20:
Old : 31: 1 1 0 26 19 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 58.5 66.8 88.4 38.1 48.4 56.2 72.4
Old : 46.1 58.5 66.8 88.4 38.1 48.4 56.2 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,430: 0 1,801 458 23,955 22,166 24,413 24,425: 17 5
Old : 24,430: 0 1,801 458 23,955 22,166 24,413 24,425: 17 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 424: 0 -40 60 364 404 424 424: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.4 1.9 98.1 90.7 99.9 100.0: 0.1 0.0
Old : 100.0: 0.0 7.4 1.9 98.1 90.7 99.9 100.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 21 18 22 21:
Old : 29: 0 3 1 21 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 51.7 80.1 73.8 51.4 46.2 72.7 64.0
Old : 52.1 51.7 80.1 73.8 51.4 46.2 72.7 64.0
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 15,752: 154 350 120 15,466 15,114 15,740 15,584: 12 168
Old : 15,752: 154 350 120 15,466 15,114 15,740 15,584: 12 168
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.2 0.8 98.2 95.9 99.9 98.9: 0.1 1.1
Old : 100.0: 1.0 2.2 0.8 98.2 95.9 99.9 98.9: 0.1 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 : 27: 1 2 1 16 15 17 18:
Old : 27: 1 2 1 16 15 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 58.1 85.2 79.1 62.1 56.2 82.9 76.3
Old : 62.1 58.1 85.2 79.1 62.1 56.2 82.9 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,893: 700 250 300 38,534 39,113 39,534 39,663: 359 230
Old : 39,893: 700 250 300 38,534 39,113 39,534 39,663: 359 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 2,195: 0 0 0 2,195 2,405 2,195 2,405: 0 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 0.6 0.8 96.6 98.0 99.1 99.4: 0.9 0.6
Old : 100.0: 1.8 0.6 0.8 96.6 98.0 99.1 99.4: 0.9 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 2 2 1 29 26 31 29:
Old : 39: 2 2 1 29 26 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 : 48.3 51.9 68.2 73.4 45.7 48.3 62.4 64.8
Old : 48.3 51.9 68.2 73.4 45.7 48.3 62.4 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 16,203: 465 0 18 15,410 16,129 15,893 16,147: 310 56
Old : 16,203: 465 0 18 15,410 16,129 15,893 16,147: 310 56
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 51: 20 0 -14 45 65 51 51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 0.0 0.1 95.1 99.5 98.1 99.7: 1.9 0.3
Old : 100.0: 2.9 0.0 0.1 95.1 99.5 98.1 99.7: 1.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 0 1 21 16 22 17:
Old : 26: 1 0 1 21 16 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 73.1 64.7 87.4 38.1 66.7 57.7 77.1
Old : 42.7 73.1 64.7 87.4 38.1 66.7 57.7 77.1
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, June 14, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,856: 1,043 0 49 12,719 13,765 13,811 13,814: 45 42
Old : 13,856: 1,043 0 49 12,719 13,765 13,811 13,814: 45 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 7, 2016 :
: 115: 0 0 0 115 115 115 115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.0 0.4 91.8 99.3 99.7 99.7: 0.3 0.3
Old : 100.0: 7.5 0.0 0.4 91.8 99.3 99.7 99.7: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 24 19 25 20:
Old : 29: 1 0 1 24 19 25 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.9 65.4 61.8 84.8 31.6 60.0 52.9 67.7
Old : 34.9 65.4 61.8 84.8 31.6 60.0 52.9 67.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 17, 2016