COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 133,201: 35,612 29,870 1,044 35,084 4,144 18,920 4,224 7,626 50,417 37,132 13,836: 1,602 1,285
Old : 133,201: 35,612 29,870 1,044 35,084 4,144 18,920 4,224 7,626 50,417 37,132 13,836: 1,602 1,285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 5,397: 3,509 -2,314 -859 5,020 -231 -11,886 84 473 13,907 2,052 -211: 695 524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 22.4 0.8 26.3 3.1 14.2 3.2 5.7 37.9 27.9 10.4: 1.2 1.0
Old : 100.0: 26.7 22.4 0.8 26.3 3.1 14.2 3.2 5.7 37.9 27.9 10.4: 1.2 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 16 15 . . 4 . . 4 13 15 18:
Old : 55: 16 15 . . 4 . . 4 13 15 18:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 37.5 63.8 57.0 33.5 36.0 50.8 50.2
Old : 40.7 37.5 63.8 57.0 33.5 36.0 50.8 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 32,283: 6,451 12,600 770 4,075 1,030 5,224 3,020 262 15,428 8,438 2,350: 768 508
Old : 32,283: 6,451 12,600 770 4,075 1,030 5,224 3,020 262 15,428 8,438 2,350: 768 508
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 737: 95 105 165 564 90 400 75 -74 0 -9 41: 20 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 39.0 2.4 12.6 3.2 16.2 9.4 0.8 47.8 26.1 7.3: 2.4 1.6
Old : 100.0: 20.0 39.0 2.4 12.6 3.2 16.2 9.4 0.8 47.8 26.1 7.3: 2.4 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 8 11 . . 4 . . . 10 10 13:
Old : 42: 8 11 . . 4 . . . 10 10 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.4 76.7 68.9 58.2 43.9 70.1 61.6
Old : 62.0 49.4 76.7 68.9 58.2 43.9 70.1 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 137,590: 98,619 106,986 2,821 2,404 10,134 1,426 1,971 3,751 12,208 3,630 8,183: 448 531
Old : 137,590: 98,619 106,986 2,821 2,404 10,134 1,426 1,971 3,751 12,208 3,630 8,183: 448 531
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 538: 1,338 484 86 -83 254 -314 37 -27 -754 -272 188: -233 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.7 77.8 2.1 1.7 7.4 1.0 1.4 2.7 8.9 2.6 5.9: 0.3 0.4
Old : 100.0: 71.7 77.8 2.1 1.7 7.4 1.0 1.4 2.7 8.9 2.6 5.9: 0.3 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 40 46 . . 4 5 . 4 9 8 13:
Old : 76: 40 46 . . 4 5 . 4 9 8 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 29.4 62.9 50.7 29.1 20.4 35.6 31.6
Old : 46.7 29.4 62.9 50.7 29.1 20.4 35.6 31.6
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 65,446: 47,878 52,697 7,152 0 6,212 412 188 1,279 26 2,687 2,383: 104 0
Old : 65,446: 47,878 52,697 7,152 0 6,212 412 188 1,279 26 2,687 2,383: 104 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,320: 2,322 941 -672 0 748 0 48 -75 -79 557 101: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 80.5 10.9 0.0 9.5 0.6 0.3 2.0 0.0 4.1 3.6: 0.2 0.0
Old : 100.0: 73.2 80.5 10.9 0.0 9.5 0.6 0.3 2.0 0.0 4.1 3.6: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 23 . 0 . . . . . 7 .:
Old : 42: 23 23 . 0 . . . . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 40.8 79.4 69.7 44.2 33.5 52.1 48.2
Old : 61.7 40.8 79.4 69.7 44.2 33.5 52.1 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 498,491: 445,411 439,649 0 19,705 15,737 29,326 632 5,400 0 14,751 2,617: 0 0
Old : 498,491: 445,411 439,649 0 19,705 15,737 29,326 632 5,400 0 14,751 2,617: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 19,665: 19,025 12,589 0 2,628 640 0 0 0 0 3,808 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 88.2 0.0 4.0 3.2 5.9 0.1 1.1 0.0 3.0 0.5: 0.0 0.0
Old : 100.0: 89.4 88.2 0.0 4.0 3.2 5.9 0.1 1.1 0.0 3.0 0.5: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 17 0 . . . . . 0 . .:
Old : 30: 17 17 0 . . . . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 49.8 74.2 73.0 29.8 36.0 46.1 47.0
Old : 50.6 49.8 74.2 73.0 29.8 36.0 46.1 47.0
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,778,653: 1,529,792 1,567,670 113,990 89,529 59,600 5,287 3,144 11,649 33,253 21,979 25,082: 0 0
Old : 1,778,653: 1,529,792 1,567,670 113,990 89,529 59,600 5,287 3,144 11,649 33,253 21,979 25,082: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 14,979: 6,804 30,628 1,552 -16,067 34 -792 384 0 7,381 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 88.1 6.4 5.0 3.4 0.3 0.2 0.7 1.9 1.2 1.4: 0.0 0.0
Old : 100.0: 86.0 88.1 6.4 5.0 3.4 0.3 0.2 0.7 1.9 1.2 1.4: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 34 38 . . . . . . 5 . 4:
Old : 56: 34 38 . . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 53.5 73.9 70.1 36.0 34.2 46.2 43.6
Old : 56.8 53.5 73.9 70.1 36.0 34.2 46.2 43.6
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 67,494: 58,555 51,810 0 6,373 3,674 0 1,358 2,625 1,349 387 1,258: 33 9
Old : 67,494: 58,555 51,810 0 6,373 3,674 0 1,358 2,625 1,349 387 1,258: 33 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -343: -50 863 0 -830 -300 -26 48 -24 83 -50 -50: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 76.8 0.0 9.4 5.4 0.0 2.0 3.9 2.0 0.6 1.9: 0.0 0.0
Old : 100.0: 86.8 76.8 0.0 9.4 5.4 0.0 2.0 3.9 2.0 0.6 1.9: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 22 21 0 . . 0 . . 6 . 4:
Old : 39: 22 21 0 . . 0 . . 6 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 63.6 74.2 80.2 34.2 49.6 54.4 57.9
Old : 48.0 63.6 74.2 80.2 34.2 49.6 54.4 57.9
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 518,726: 383,573 468,027 88,240 0 20,664 494 0 19,475 2,383 6,663 3,897: 0 0
Old : 518,726: 383,573 468,027 88,240 0 20,664 494 0 19,475 2,383 6,663 3,897: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 33,259: 14,811 31,650 16,832 0 960 0 0 0 7 0 649: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.9 90.2 17.0 0.0 4.0 0.1 0.0 3.8 0.5 1.3 0.8: 0.0 0.0
Old : 100.0: 73.9 90.2 17.0 0.0 4.0 0.1 0.0 3.8 0.5 1.3 0.8: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . 0 . . 0 . . . .:
Old : 32: 19 16 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 66.2 82.5 85.1 52.8 58.3 65.1 67.3
Old : 59.5 66.2 82.5 85.1 52.8 58.3 65.1 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 517,623: 456,496 468,018 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793: 0 0
Old : 517,623: 456,496 468,018 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,592: 4,592 4,592 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 90.4 0.9 0.2 6.0 3.0 0.0 1.6 0.2 1.6 0.2: 0.0 0.0
Old : 100.0: 88.2 90.4 0.9 0.2 6.0 3.0 0.0 1.6 0.2 1.6 0.2: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 29 26 . . . . 0 . . . .:
Old : 45: 29 26 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 46.8 73.1 65.4 45.2 45.4 55.8 58.6
Old : 52.7 46.8 73.1 65.4 45.2 45.4 55.8 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 49,747: 43,671 42,995 0 781 1,061 1,878 63 1,567 426 2,177 530: 614 573
Old : 49,747: 43,671 42,995 0 781 1,061 1,878 63 1,567 426 2,177 530: 614 573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 502: 970 549 0 62 0 0 -109 0 -108 360 -360: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 86.4 0.0 1.6 2.1 3.8 0.1 3.1 0.9 4.4 1.1: 1.2 1.2
Old : 100.0: 87.8 86.4 0.0 1.6 2.1 3.8 0.1 3.1 0.9 4.4 1.1: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 24 0 . . . . . . . .:
Old : 39: 23 24 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 56.0 76.1 70.6 51.9 55.2 66.0 67.6
Old : 57.1 56.0 76.1 70.6 51.9 55.2 66.0 67.6
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,889: 47,714 55,845 8,180 0 660 0 245 0 10 0 50: 275 89
Old : 56,889: 47,714 55,845 8,180 0 660 0 245 0 10 0 50: 275 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 505: 520 505 0 0 0 0 0 0 10 -50 50: -75 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 98.2 14.4 0.0 1.2 0.0 0.4 0.0 0.0 0.0 0.1: 0.5 0.2
Old : 100.0: 83.9 98.2 14.4 0.0 1.2 0.0 0.4 0.0 0.0 0.0 0.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 31 28 . 0 . 0 . 0 . 0 .:
Old : 44: 31 28 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 65.2 72.4 80.9 52.5 57.0 63.5 71.9
Old : 58.7 65.2 72.4 80.9 52.5 57.0 63.5 71.9
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 75,137: 66,018 74,009 8,365 0 300 40 0 80 0 680 0: 334 68
Old : 75,137: 66,018 74,009 8,365 0 300 40 0 80 0 680 0: 334 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 393: 393 413 0 0 0 0 0 0 0 -20 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 98.5 11.1 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.4 0.1
Old : 100.0: 87.9 98.5 11.1 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 32 29 . 0 . . 0 . 0 . 0:
Old : 45: 32 29 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 64.6 70.3 85.9 51.9 56.2 63.1 76.2
Old : 53.8 64.6 70.3 85.9 51.9 56.2 63.1 76.2
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,920: 16,095 15,660 0 1,660 600 1,200 0 0 0 0 0: 25 0
Old : 17,920: 16,095 15,660 0 1,660 600 1,200 0 0 0 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 87.4 0.0 9.3 3.3 6.7 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 89.8 87.4 0.0 9.3 3.3 6.7 0.0 0.0 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 16 0 . . . 0 0 0 0 0:
Old : 29: 21 16 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 69.9 72.7 89.4 48.7 63.8 64.6 75.3
Old : 50.2 69.9 72.7 89.4 48.7 63.8 64.6 75.3
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 258,440: 183,568 243,872 69,352 0 0 0 4,656 5,520 0 4,392 0: 0 0
Old : 258,440: 183,568 243,872 69,352 0 0 0 4,656 5,520 0 4,392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -3,968: -3,968 -3,968 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.0 94.4 26.8 0.0 0.0 0.0 1.8 2.1 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 71.0 94.4 26.8 0.0 0.0 0.0 1.8 2.1 0.0 1.7 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 21 . 0 0 0 . . 0 . 0:
Old : 32: 20 21 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 65.3 78.3 84.0 51.4 54.2 65.0 61.7
Old : 52.0 65.3 78.3 84.0 51.4 54.2 65.0 61.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,234: 5,536 6,296 0 191 106 42 0 0 1,339 407 21: 190 213
Old : 7,234: 5,536 6,296 0 191 106 42 0 0 1,339 407 21: 190 213
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 341: 234 320 0 0 0 0 0 0 0 0 0: 107 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.5 87.0 0.0 2.6 1.5 0.6 0.0 0.0 18.5 5.6 0.3: 2.6 2.9
Old : 100.0: 76.5 87.0 0.0 2.6 1.5 0.6 0.0 0.0 18.5 5.6 0.3: 2.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 21 0 . . . 0 0 . . .:
Old : 30: 19 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 40.8 71.7 66.4 43.8 35.0 58.9 49.1
Old : 50.2 40.8 71.7 66.4 43.8 35.0 58.9 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,000: 15,765 15,510 0 1,195 995 1,180 0 20 0 225 0: 40 55
Old : 18,000: 15,765 15,510 0 1,195 995 1,180 0 20 0 225 0: 40 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 100: 125 100 0 0 0 0 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 86.2 0.0 6.6 5.5 6.6 0.0 0.1 0.0 1.3 0.0: 0.2 0.3
Old : 100.0: 87.6 86.2 0.0 6.6 5.5 6.6 0.0 0.1 0.0 1.3 0.0: 0.2 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 19 0 . . . 0 . 0 . 0:
Old : 34: 21 19 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 65.3 74.5 88.6 51.9 55.4 69.9 73.3
Old : 52.4 65.3 74.5 88.6 51.9 55.4 69.9 73.3
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,665: 12,670 11,890 50 340 1,505 0 750 120 0 0 0: 320 60
Old : 14,665: 12,670 11,890 50 340 1,505 0 750 120 0 0 0: 320 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 20: 20 0 0 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 81.1 0.3 2.3 10.3 0.0 5.1 0.8 0.0 0.0 0.0: 2.2 0.4
Old : 100.0: 86.4 81.1 0.3 2.3 10.3 0.0 5.1 0.8 0.0 0.0 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 23 19 . . . 0 . . 0 0 0:
Old : 28: 23 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 60.9 67.0 81.9 22.8 31.1 38.2 39.5
Old : 44.2 60.9 67.0 81.9 22.8 31.1 38.2 39.5
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,097: 15,246 13,197 467 1,982 1,387 611 42 131 0 0 0: 255 1,358
Old : 18,097: 15,246 13,197 467 1,982 1,387 611 42 131 0 0 0: 255 1,358
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 275: 254 234 0 0 0 0 0 0 0 0 0: 21 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 72.9 2.6 11.0 7.7 3.4 0.2 0.7 0.0 0.0 0.0: 1.4 7.5
Old : 100.0: 84.2 72.9 2.6 11.0 7.7 3.4 0.2 0.7 0.0 0.0 0.0: 1.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 20 . . . . . . 0 0 0:
Old : 28: 21 20 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 56.9 56.7 75.5 28.1 46.5 48.3 56.1
Old : 33.1 56.9 56.7 75.5 28.1 46.5 48.3 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 54,931: 48,903 39,897 1,501 2,821 2,421 0 3,712 960 0 4,069 831: 315 220
Old : 54,931: 48,903 39,897 1,501 2,821 2,421 0 3,712 960 0 4,069 831: 315 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 3,000: 2,094 2,575 295 -300 295 0 48 -128 0 -54 444: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 72.6 2.7 5.1 4.4 0.0 6.8 1.7 0.0 7.4 1.5: 0.6 0.4
Old : 100.0: 89.0 72.6 2.7 5.1 4.4 0.0 6.8 1.7 0.0 7.4 1.5: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 27 . . . 0 . . 0 5 .:
Old : 45: 28 27 . . . 0 . . 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 39.0 67.0 59.2 47.2 37.0 61.0 55.5
Old : 48.1 39.0 67.0 59.2 47.2 37.0 61.0 55.5
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 61,413: 55,868 41,682 741 4,886 1,551 0 4,747 1,312 27 5,242 1,907: 7 86
Old : 61,413: 55,868 41,682 741 4,886 1,551 0 4,747 1,312 27 5,242 1,907: 7 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 4,470: 3,168 3,693 0 -970 617 0 5 -7 2 452 690: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 67.9 1.2 8.0 2.5 0.0 7.7 2.1 0.0 8.5 3.1: 0.0 0.1
Old : 100.0: 91.0 67.9 1.2 8.0 2.5 0.0 7.7 2.1 0.0 8.5 3.1: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 32 32 . . . 0 . . . 5 4:
Old : 49: 32 32 . . . 0 . . . 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 44.5 63.5 62.7 40.2 41.1 55.1 57.1
Old : 45.6 44.5 63.5 62.7 40.2 41.1 55.1 57.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,430: 45,295 46,155 785 1,020 1,225 250 0 0 820 0 0: 55 30
Old : 48,430: 45,295 46,155 785 1,020 1,225 250 0 0 820 0 0: 55 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 95.3 1.6 2.1 2.5 0.5 0.0 0.0 1.7 0.0 0.0: 0.1 0.1
Old : 100.0: 93.5 95.3 1.6 2.1 2.5 0.5 0.0 0.0 1.7 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 15 . . . . 0 0 . 0 0:
Old : 34: 27 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 90.9 74.2 95.9 52.3 86.4 68.4 87.9
Old : 56.1 90.9 74.2 95.9 52.3 86.4 68.4 87.9
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,855: 46,245 47,240 1,435 1,390 1,190 0 0 0 925 0 0: 60 35
Old : 49,855: 46,245 47,240 1,435 1,390 1,190 0 0 0 925 0 0: 60 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 580: 610 580 0 0 0 0 0 0 30 0 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 94.8 2.9 2.8 2.4 0.0 0.0 0.0 1.9 0.0 0.0: 0.1 0.1
Old : 100.0: 92.8 94.8 2.9 2.8 2.4 0.0 0.0 0.0 1.9 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 28 18 . . . 0 0 0 . 0 0:
Old : 33: 28 18 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 92.6 70.3 95.9 53.8 86.8 67.0 88.1
Old : 55.9 92.6 70.3 95.9 53.8 86.8 67.0 88.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 344,377: 261,899 293,405 2,035 18,933 9,719 27,999 1,192 14,040 21,981 384 6,704: 0 0
Old : 344,377: 261,899 293,405 2,035 18,933 9,719 27,999 1,192 14,040 21,981 384 6,704: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,605: 1,184 1,605 0 0 0 0 0 0 421 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 85.2 0.6 5.5 2.8 8.1 0.3 4.1 6.4 0.1 1.9: 0.0 0.0
Old : 100.0: 76.1 85.2 0.6 5.5 2.8 8.1 0.3 4.1 6.4 0.1 1.9: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 30 . . . . . . 5 . .:
Old : 44: 24 30 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 43.8 64.8 63.3 32.2 38.0 48.9 48.1
Old : 42.5 43.8 64.8 63.3 32.2 38.0 48.9 48.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,076: 16,559 20,274 1,336 403 550 2,322 126 573 1,394 723 216: 126 211
Old : 23,076: 16,559 20,274 1,336 403 550 2,322 126 573 1,394 723 216: 126 211
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 129: 187 65 -191 0 0 0 -21 21 156 66 -23: -21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.8 87.9 5.8 1.7 2.4 10.1 0.5 2.5 6.0 3.1 0.9: 0.5 0.9
Old : 100.0: 71.8 87.9 5.8 1.7 2.4 10.1 0.5 2.5 6.0 3.1 0.9: 0.5 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 25 30 . . . . . . . 4 4:
Old : 43: 25 30 . . . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 44.7 67.3 64.3 35.3 43.8 57.6 57.4
Old : 42.5 44.7 67.3 64.3 35.3 43.8 57.6 57.4
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 37,347: 21,630 36,353 13,060 0 300 659 0 205 1,239 235 254: 0 0
Old : 37,347: 21,630 36,353 13,060 0 300 659 0 205 1,239 235 254: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,061: 3,482 1,584 -2,168 0 300 120 0 0 208 58 119: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 97.3 35.0 0.0 0.8 1.8 0.0 0.5 3.3 0.6 0.7: 0.0 0.0
Old : 100.0: 57.9 97.3 35.0 0.0 0.8 1.8 0.0 0.5 3.3 0.6 0.7: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 14 . 0 . . 0 . . . .:
Old : 28: 18 14 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 86.5 82.0 92.9 57.4 75.5 66.3 76.9
Old : 64.6 86.5 82.0 92.9 57.4 75.5 66.3 76.9
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 485,128: 412,961 454,472 57,155 0 7,478 0 11,690 7,534 0 3,954 0: 0 0
Old : 485,128: 412,961 454,472 57,155 0 7,478 0 11,690 7,534 0 3,954 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,536: 1,536 1,536 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 93.7 11.8 0.0 1.5 0.0 2.4 1.6 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 85.1 93.7 11.8 0.0 1.5 0.0 2.4 1.6 0.0 0.8 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 15 . 0 . 0 . . 0 . 0:
Old : 29: 19 15 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 90.6 83.5 95.4 60.6 80.7 75.9 84.5
Old : 63.9 90.6 83.5 95.4 60.6 80.7 75.9 84.5
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 40,533: 30,075 36,756 3,459 212 127 1,288 0 1,824 3,059 233 489: 212 892
Old : 40,533: 30,075 36,756 3,459 212 127 1,288 0 1,824 3,059 233 489: 212 892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 21: 63 21 0 0 0 0 0 0 0 0 0: -42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.2 90.7 8.5 0.5 0.3 3.2 0.0 4.5 7.5 0.6 1.2: 0.5 2.2
Old : 100.0: 74.2 90.7 8.5 0.5 0.3 3.2 0.0 4.5 7.5 0.6 1.2: 0.5 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 19 . . . . 0 . . . .:
Old : 30: 16 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 82.2 81.9 90.1 55.6 73.4 70.3 76.3
Old : 58.8 82.2 81.9 90.1 55.6 73.4 70.3 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 60,123: 43,710 48,364 14,037 5,038 2,376 0 4,345 0 0 0 0: 0 0
Old : 60,123: 43,710 48,364 14,037 5,038 2,376 0 4,345 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 5,088: 3,570 5,088 1,518 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 80.4 23.3 8.4 4.0 0.0 7.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.7 80.4 23.3 8.4 4.0 0.0 7.2 0.0 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 12 . . . 0 . 0 0 0 0:
Old : 20: 11 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 64.5 89.5 89.5 60.7 54.7 77.6 77.1
Old : 63.4 64.5 89.5 89.5 60.7 54.7 77.6 77.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 17,464: 12,424 14,069 179 1,141 1,283 382 0 41 2,689 211 169: 297 550
Old : 17,464: 12,424 14,069 179 1,141 1,283 382 0 41 2,689 211 169: 297 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 510: 213 468 179 -97 75 0 0 0 -62 0 84: 21 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.1 80.6 1.0 6.5 7.3 2.2 0.0 0.2 15.4 1.2 1.0: 1.7 3.1
Old : 100.0: 71.1 80.6 1.0 6.5 7.3 2.2 0.0 0.2 15.4 1.2 1.0: 1.7 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 17 20 . . . . 0 . 4 . .:
Old : 33: 17 20 . . . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 47.5 68.4 66.7 32.8 34.2 51.1 47.5
Old : 47.6 47.5 68.4 66.7 32.8 34.2 51.1 47.5
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 193,062: 141,729 171,832 21,978 5,120 10,195 0 0 0 13,245 0 5,915: 0 0
Old : 193,062: 141,729 171,832 21,978 5,120 10,195 0 0 0 13,245 0 5,915: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -331: -1,951 -375 0 -7,032 3,538 0 0 0 -5,456 0 3,538: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 89.0 11.4 2.7 5.3 0.0 0.0 0.0 6.9 0.0 3.1: 0.0 0.0
Old : 100.0: 73.4 89.0 11.4 2.7 5.3 0.0 0.0 0.0 6.9 0.0 3.1: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 19 . . . 0 0 0 . 0 .:
Old : 29: 15 19 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 54.3 81.0 79.7 48.8 45.4 63.2 65.2
Old : 58.8 54.3 81.0 79.7 48.8 45.4 63.2 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,039: 8,357 10,055 2,502 1,187 846 1,080 0 84 128 0 0: 42 867
Old : 13,039: 8,357 10,055 2,502 1,187 846 1,080 0 84 128 0 0: 42 867
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 715: 422 757 277 66 -66 82 0 0 0 0 0: 0 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 77.1 19.2 9.1 6.5 8.3 0.0 0.6 1.0 0.0 0.0: 0.3 6.6
Old : 100.0: 64.1 77.1 19.2 9.1 6.5 8.3 0.0 0.6 1.0 0.0 0.0: 0.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 20 . . . . 0 . . 0 0:
Old : 29: 17 20 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 45.1 74.3 66.6 53.3 37.0 67.7 54.7
Old : 56.5 45.1 74.3 66.6 53.3 37.0 67.7 54.7
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 126,914: 100,532 93,969 13,372 25,448 7,497 5,129 0 0 384 0 0: 0 0
Old : 126,914: 100,532 93,969 13,372 25,448 7,497 5,129 0 0 384 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,720: -1,592 2,720 4,312 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 74.0 10.5 20.1 5.9 4.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.2 74.0 10.5 20.1 5.9 4.0 0.0 0.0 0.3 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 17 . . . . 0 0 . 0 0:
Old : 28: 19 17 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 60.4 75.6 81.7 43.3 48.2 57.0 63.1
Old : 56.3 60.4 75.6 81.7 43.3 48.2 57.0 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,106: 11,387 16,190 4,373 0 4,146 430 0 770 0 0 0: 0 0
Old : 21,106: 11,387 16,190 4,373 0 4,146 430 0 770 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 162: 154 162 8 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 76.7 20.7 0.0 19.6 2.0 0.0 3.6 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 54.0 76.7 20.7 0.0 19.6 2.0 0.0 3.6 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 15 . 0 . . 0 . 0 0 0:
Old : 22: 16 15 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 63.3 89.1 83.4 32.9 31.3 40.6 41.6
Old : 76.9 63.3 89.1 83.4 32.9 31.3 40.6 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 173,552: 138,673 102,378 0 41,776 29,398 5,481 0 0 0 0 0: 0 0
Old : 173,552: 138,673 102,378 0 41,776 29,398 5,481 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 640: 640 640 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.9 59.0 0.0 24.1 16.9 3.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.9 59.0 0.0 24.1 16.9 3.2 0.0 0.0 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 15 0 . . . 0 0 0 0 0:
Old : 20: 13 15 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 72.6 90.1 89.4 39.9 44.6 47.6 51.1
Old : 70.2 72.6 90.1 89.4 39.9 44.6 47.6 51.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,555: 8,750 8,690 250 500 0 0 300 0 0 0 0: 555 65
Old : 9,555: 8,750 8,690 250 500 0 0 300 0 0 0 0: 555 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 125: -185 125 250 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 90.9 2.6 5.2 0.0 0.0 3.1 0.0 0.0 0.0 0.0: 5.8 0.7
Old : 100.0: 91.6 90.9 2.6 5.2 0.0 0.0 3.1 0.0 0.0 0.0 0.0: 5.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . . 0 0 . 0 0 0 0:
Old : 23: 15 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.6 79.6 85.0 95.1 57.9 74.7 71.4 83.9
Old : 67.6 79.6 85.0 95.1 57.9 74.7 71.4 83.9
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,470: 23,815 11,585 1,285 13,120 15 0 750 0 0 0 0: 355 0
Old : 25,470: 23,815 11,585 1,285 13,120 15 0 750 0 0 0 0: 355 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 235: 235 235 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 45.5 5.0 51.5 0.1 0.0 2.9 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 93.5 45.5 5.0 51.5 0.1 0.0 2.9 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 14 . . . 0 . 0 0 0 0:
Old : 28: 20 14 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 78.8 83.5 91.8 49.7 74.2 73.1 83.3
Old : 58.6 78.8 83.5 91.8 49.7 74.2 73.1 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,940: 20,260 7,970 1,075 13,120 0 0 750 0 0 0 0: 605 100
Old : 21,940: 20,260 7,970 1,075 13,120 0 0 750 0 0 0 0: 605 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 75: 75 75 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 36.3 4.9 59.8 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.5
Old : 100.0: 92.3 36.3 4.9 59.8 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . . 0 0 . 0 0 0 0:
Old : 23: 15 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 87.3 82.5 97.9 58.2 83.9 76.3 89.3
Old : 63.9 87.3 82.5 97.9 58.2 83.9 76.3 89.3
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,126: 25,926 19,666 0 6,460 0 100 0 0 100 0 0: 0 0
Old : 26,126: 25,926 19,666 0 6,460 0 100 0 0 100 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 540: 540 0 0 540 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 75.3 0.0 24.7 0.0 0.4 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 99.2 75.3 0.0 24.7 0.0 0.4 0.0 0.0 0.4 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 19 0 . 0 . 0 0 . 0 0:
Old : 36: 23 19 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 75.0 75.4 89.3 49.5 73.1 68.0 79.8
Old : 55.7 75.0 75.4 89.3 49.5 73.1 68.0 79.8
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,738: 23,330 17,978 0 5,745 0 175 0 0 0 0 0: 233 15
Old : 23,738: 23,330 17,978 0 5,745 0 175 0 0 0 0 0: 233 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 590: 590 50 0 540 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.3 75.7 0.0 24.2 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 1.0 0.1
Old : 100.0: 98.3 75.7 0.0 24.2 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 14 0 . 0 . 0 0 0 0 0:
Old : 28: 18 14 0 . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 79.8 78.7 93.6 61.1 77.6 77.3 84.8
Old : 61.3 79.8 78.7 93.6 61.1 77.6 77.3 84.8
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,070: 16,910 17,180 175 445 135 0 100 0 0 0 0: 850 210
Old : 18,070: 16,910 17,180 175 445 135 0 100 0 0 0 0: 850 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 95.1 1.0 2.5 0.7 0.0 0.6 0.0 0.0 0.0 0.0: 4.7 1.2
Old : 100.0: 93.6 95.1 1.0 2.5 0.7 0.0 0.6 0.0 0.0 0.0 0.0: 4.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 7 . . . 0 . 0 0 0 0:
Old : 20: 13 7 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 95.7 88.5 98.6 74.9 95.0 87.5 95.8
Old : 74.9 95.7 88.5 98.6 74.9 95.0 87.5 95.8
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,935: 12,300 12,865 250 0 0 25 0 0 0 0 0: 360 70
Old : 12,935: 12,300 12,865 250 0 0 25 0 0 0 0 0: 360 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 95: 60 125 250 0 0 0 0 0 0 0 0: -215 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.1 99.5 1.9 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.8 0.5
Old : 100.0: 95.1 99.5 1.9 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 22 12 . 0 0 . 0 0 0 0 0:
Old : 26: 22 12 . 0 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 89.6 70.1 97.9 44.6 78.5 61.8 80.3
Old : 47.7 89.6 70.1 97.9 44.6 78.5 61.8 80.3
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,047: 13,157 14,047 500 0 0 25 0 0 0 0 0: 365 0
Old : 14,047: 13,157 14,047 500 0 0 25 0 0 0 0 0: 365 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 145: -535 145 500 0 0 0 0 0 0 0 0: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 100.0 3.6 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.6 0.0
Old : 100.0: 93.7 100.0 3.6 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 24 12 . 0 0 . 0 0 0 0 0:
Old : 29: 24 12 . 0 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 92.6 64.8 99.0 42.5 83.5 60.0 85.1
Old : 45.0 92.6 64.8 99.0 42.5 83.5 60.0 85.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 117,460: 99,765 114,080 11,980 0 1,995 655 0 95 2,950 1,100 0: 20 190
Old : 117,460: 99,765 114,080 11,980 0 1,995 655 0 95 2,950 1,100 0: 20 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 2,560: 1,910 2,560 450 0 0 0 0 0 200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 97.1 10.2 0.0 1.7 0.6 0.0 0.1 2.5 0.9 0.0: 0.0 0.2
Old : 100.0: 84.9 97.1 10.2 0.0 1.7 0.6 0.0 0.1 2.5 0.9 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 33 31 4 0 . . 0 . . . 0:
Old : 47: 33 31 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.3 64.0 64.7 82.8 40.1 54.7 55.3 64.2
Old : 41.3 64.0 64.7 82.8 40.1 54.7 55.3 64.2
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 126,435: 108,106 123,007 14,809 0 1,530 1,055 570 235 600 900 100: 0 93
Old : 126,435: 108,106 123,007 14,809 0 1,530 1,055 570 235 600 900 100: 0 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,793: -1,027 1,793 2,820 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 97.3 11.7 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 0.0 0.1
Old : 100.0: 85.5 97.3 11.7 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 36 34 4 0 . . . . . . .:
Old : 51: 36 34 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 64.3 66.9 80.3 41.2 58.9 57.0 68.1
Old : 47.1 64.3 66.9 80.3 41.2 58.9 57.0 68.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 141,561: 109,585 115,879 3,825 8,148 7,346 2,726 1,253 945 14,174 5,000 2,774: 186 216
Old : 141,561: 109,585 115,879 3,825 8,148 7,346 2,726 1,253 945 14,174 5,000 2,774: 186 216
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 254: -1,465 1,546 1,857 -78 -391 1 -849 25 270 41 -16: -27 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 81.9 2.7 5.8 5.2 1.9 0.9 0.7 10.0 3.5 2.0: 0.1 0.2
Old : 100.0: 77.4 81.9 2.7 5.8 5.2 1.9 0.9 0.7 10.0 3.5 2.0: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 67: 40 37 . . 4 . 4 . 7 4 6:
Old : 67: 40 37 . . 4 . 4 . 7 4 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.3 56.8 49.1 70.6 26.5 50.5 43.6 59.3
Old : 28.3 56.8 49.1 70.6 26.5 50.5 43.6 59.3
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 102,173: 84,202 87,547 9,114 3,650 4,841 140 0 1,320 805 3,175 1,640: 111 0
Old : 102,173: 84,202 87,547 9,114 3,650 4,841 140 0 1,320 805 3,175 1,640: 111 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 657: -933 957 1,050 -590 290 0 0 0 250 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 85.7 8.9 3.6 4.7 0.1 0.0 1.3 0.8 3.1 1.6: 0.1 0.0
Old : 100.0: 82.4 85.7 8.9 3.6 4.7 0.1 0.0 1.3 0.8 3.1 1.6: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 34 30 . . 4 . 0 . . . 4:
Old : 48: 34 30 . . 4 . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.2 71.2 53.6 80.0 31.0 60.1 44.8 64.0
Old : 34.2 71.2 53.6 80.0 31.0 60.1 44.8 64.0
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,495: 23,610 21,555 620 2,385 225 0 305 25 0 0 0: 15 0
Old : 24,495: 23,610 21,555 620 2,385 225 0 305 25 0 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 120: -105 70 225 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 88.0 2.5 9.7 0.9 0.0 1.2 0.1 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 96.4 88.0 2.5 9.7 0.9 0.0 1.2 0.1 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 24 11 . . . 0 . . 0 0 0:
Old : 33: 24 11 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 80.9 74.9 95.3 54.7 78.9 73.4 90.2
Old : 54.7 80.9 74.9 95.3 54.7 78.9 73.4 90.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,325: 20,515 18,795 525 2,100 125 0 105 100 0 0 0: 60 100
Old : 21,325: 20,515 18,795 525 2,100 125 0 105 100 0 0 0: 60 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 0: -225 0 225 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 88.1 2.5 9.8 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 0.5
Old : 100.0: 96.2 88.1 2.5 9.8 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 22 9 . . . 0 . . 0 0 0:
Old : 28: 22 9 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 83.7 77.3 98.0 57.8 81.5 75.8 90.0
Old : 57.8 83.7 77.3 98.0 57.8 81.5 75.8 90.0
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 27,244: 25,665 21,499 65 3,300 1,110 0 925 175 50 25 0: 179 210
Old : 27,244: 25,665 21,499 65 3,300 1,110 0 925 175 50 25 0: 179 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 485: 425 485 0 0 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 78.9 0.2 12.1 4.1 0.0 3.4 0.6 0.2 0.1 0.0: 0.7 0.8
Old : 100.0: 94.2 78.9 0.2 12.1 4.1 0.0 3.4 0.6 0.2 0.1 0.0: 0.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 26 23 . . . 0 . . . . 0:
Old : 35: 26 23 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 51.0 69.6 71.6 54.2 45.9 63.5 60.4
Old : 56.4 51.0 69.6 71.6 54.2 45.9 63.5 60.4
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 10,665: 8,385 9,815 690 0 690 740 0 160 0 0 0: 0 0
Old : 10,665: 8,385 9,815 690 0 690 740 0 160 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 92.0 6.5 0.0 6.5 6.9 0.0 1.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.6 92.0 6.5 0.0 6.5 6.9 0.0 1.5 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 16 . 0 . . 0 . 0 0 0:
Old : 20: 15 16 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
Old : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 12,912: 9,516 11,151 750 109 780 10 0 126 1,166 0 22: 542 724
Old : 12,912: 9,516 11,151 750 109 780 10 0 126 1,166 0 22: 542 724
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 316: 138 258 120 0 0 0 -20 -40 36 0 22: 40 96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 86.4 5.8 0.8 6.0 0.1 0.0 1.0 9.0 0.0 0.2: 4.2 5.6
Old : 100.0: 73.7 86.4 5.8 0.8 6.0 0.1 0.0 1.0 9.0 0.0 0.2: 4.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 12 . . . . 0 . . 0 .:
Old : 21: 14 12 . . . . 0 . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.8 71.6 84.8 88.2 38.1 44.5 48.8 48.3
Old : 58.8 71.6 84.8 88.2 38.1 44.5 48.8 48.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 194,980: 173,807 129,182 1,569 38,349 15,289 0 12,160 0 4,315 0 0: 0 0
Old : 194,980: 173,807 129,182 1,569 38,349 15,289 0 12,160 0 4,315 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 66.3 0.8 19.7 7.8 0.0 6.2 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 89.1 66.3 0.8 19.7 7.8 0.0 6.2 0.0 2.2 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . . . 0 . 0 . 0 0:
Old : 21: 10 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 81.8 91.4 96.2 62.2 60.2 74.5 74.6
Old : 72.0 81.8 91.4 96.2 62.2 60.2 74.5 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 129,016: 111,485 67,256 532 49,781 7,634 2,345 0 2,540 4,480 1,805 0: 0 0
Old : 129,016: 111,485 67,256 532 49,781 7,634 2,345 0 2,540 4,480 1,805 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,297: 1,297 2,332 0 -1,035 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 52.1 0.4 38.6 5.9 1.8 0.0 2.0 3.5 1.4 0.0: 0.0 0.0
Old : 100.0: 86.4 52.1 0.4 38.6 5.9 1.8 0.0 2.0 3.5 1.4 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 15 . . . . 0 . . . 0:
Old : 29: 18 15 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 76.4 80.9 88.2 35.8 42.9 46.2 48.9
Old : 62.2 76.4 80.9 88.2 35.8 42.9 46.2 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,800,597: 2,528,446 1,243,661 72,239 1,172,104 199,912 0 184,920 0 0 0 0: 0 0
Old : 2,800,597: 2,528,446 1,243,661 72,239 1,172,104 199,912 0 184,920 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -14,040: -14,040 17,200 0 -31,240 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 44.4 2.6 41.9 7.1 0.0 6.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.3 44.4 2.6 41.9 7.1 0.0 6.6 0.0 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 16 . . . 0 . 0 0 0 0:
Old : 27: 19 16 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 80.3 90.7 92.8 44.7 54.5 55.7 57.5
Old : 74.1 80.3 90.7 92.8 44.7 54.5 55.7 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 43,328: 31,858 39,528 6,730 320 1,145 672 0 2,335 588 0 0: 0 0
Old : 43,328: 31,858 39,528 6,730 320 1,145 672 0 2,335 588 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,337: 1,460 640 -820 0 697 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 91.2 15.5 0.7 2.6 1.6 0.0 5.4 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 73.5 91.2 15.5 0.7 2.6 1.6 0.0 5.4 1.4 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 . . . . 0 . . 0 0:
Old : 24: 15 15 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 68.1 85.4 89.0 54.8 61.3 66.2 71.6
Old : 60.4 68.1 85.4 89.0 54.8 61.3 66.2 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,123,781: 622,286 882,200 214,556 0 171,021 39,160 0 70,560 6,198 0 0: 0 0
Old : 1,123,781: 622,286 882,200 214,556 0 171,021 39,160 0 70,560 6,198 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 78.5 19.1 0.0 15.2 3.5 0.0 6.3 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 55.4 78.5 19.1 0.0 15.2 3.5 0.0 6.3 0.6 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . 0 . . 0 . . 0 0:
Old : 23: 13 9 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 76.7 86.8 93.7 38.3 62.2 59.5 67.8
Old : 54.1 76.7 86.8 93.7 38.3 62.2 59.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,742: 10,105 17,172 6,450 0 450 0 450 0 1,112 0 130: 495 540
Old : 18,742: 10,105 17,172 6,450 0 450 0 450 0 1,112 0 130: 495 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 91.6 34.4 0.0 2.4 0.0 2.4 0.0 5.9 0.0 0.7: 2.6 2.9
Old : 100.0: 53.9 91.6 34.4 0.0 2.4 0.0 2.4 0.0 5.9 0.0 0.7: 2.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . 0 . 0 . 0 . 0 .:
Old : 24: 11 13 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5
Old : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,675: 8,966 19,120 10,070 0 375 0 450 0 660 75 105: 499 550
Old : 20,675: 8,966 19,120 10,070 0 375 0 450 0 660 75 105: 499 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 150: 150 150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 92.5 48.7 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7
Old : 100.0: 43.4 92.5 48.7 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 14 . 0 . 0 . 0 . . .:
Old : 23: 9 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6
Old : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,553: 27,475 23,309 0 5,634 70 825 0 0 2,258 2,120 400: 525 20
Old : 31,553: 27,475 23,309 0 5,634 70 825 0 0 2,258 2,120 400: 525 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 660: 600 995 0 -335 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 73.9 0.0 17.9 0.2 2.6 0.0 0.0 7.2 6.7 1.3: 1.7 0.1
Old : 100.0: 87.1 73.9 0.0 17.9 0.2 2.6 0.0 0.0 7.2 6.7 1.3: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 21 0 . . . 0 0 . . .:
Old : 35: 22 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 45.0 78.6 74.0 51.4 43.1 65.2 62.3
Old : 63.8 45.0 78.6 74.0 51.4 43.1 65.2 62.3
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,383: 18,916 18,391 0 3,462 1,470 450 0 0 1,837 0 60: 650 0
Old : 23,383: 18,916 18,391 0 3,462 1,470 450 0 0 1,837 0 60: 650 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 255: 255 470 0 0 0 0 0 0 0 0 0: 0 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.9 78.7 0.0 14.8 6.3 1.9 0.0 0.0 7.9 0.0 0.3: 2.8 0.0
Old : 100.0: 80.9 78.7 0.0 14.8 6.3 1.9 0.0 0.0 7.9 0.0 0.3: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 20 0 . . . 0 0 . 0 .:
Old : 30: 17 20 0 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.5 54.1 73.8 77.0 31.3 37.9 50.3 51.8
Old : 46.5 54.1 73.8 77.0 31.3 37.9 50.3 51.8
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,808: 25,568 15,600 1,549 11,921 32 0 15 200 250 0 0: 209 40
Old : 27,808: 25,568 15,600 1,549 11,921 32 0 15 200 250 0 0: 209 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 236: 287 511 0 -275 0 0 0 0 -50 0 0: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 56.1 5.6 42.9 0.1 0.0 0.1 0.7 0.9 0.0 0.0: 0.8 0.1
Old : 100.0: 91.9 56.1 5.6 42.9 0.1 0.0 0.1 0.7 0.9 0.0 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 27 . . . 0 . . . 0 0:
Old : 38: 25 27 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 69.9 79.6 86.7 58.2 69.8 75.8 85.2
Old : 60.9 69.9 79.6 86.7 58.2 69.8 75.8 85.2
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,294: 22,364 14,451 0 8,233 160 600 450 0 0 0 0: 170 0
Old : 23,294: 22,364 14,451 0 8,233 160 600 450 0 0 0 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 369: 369 34 0 335 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 62.0 0.0 35.3 0.7 2.6 1.9 0.0 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 96.0 62.0 0.0 35.3 0.7 2.6 1.9 0.0 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 21 0 . . . . 0 0 0 0:
Old : 34: 22 21 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 63.2 81.9 81.6 64.6 61.4 75.9 79.5
Old : 67.1 63.2 81.9 81.6 64.6 61.4 75.9 79.5
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,859: 12,414 13,609 3,193 1,290 150 0 810 0 0 0 0: 102 0
Old : 15,859: 12,414 13,609 3,193 1,290 150 0 810 0 0 0 0: 102 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 320: 380 200 -50 120 0 0 0 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.3 85.8 20.1 8.1 0.9 0.0 5.1 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 78.3 85.8 20.1 8.1 0.9 0.0 5.1 0.0 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 12 . . . 0 . 0 0 0 0:
Old : 26: 15 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 58.5 85.1 85.8 57.9 49.3 79.5 75.5
Old : 57.9 58.5 85.1 85.8 57.9 49.3 79.5 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,844: 6,476 10,022 3,433 287 120 0 0 0 0 0 0: 815 415
Old : 10,844: 6,476 10,022 3,433 287 120 0 0 0 0 0 0: 815 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 590: 265 360 215 0 120 0 0 0 0 0 0: -10 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 92.4 31.7 2.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 3.8
Old : 100.0: 59.7 92.4 31.7 2.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.5 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . 0 0 0 0 0 0:
Old : 20: 11 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 77.1 81.8 91.6 54.8 75.4 80.5 89.2
Old : 54.8 77.1 81.8 91.6 54.8 75.4 80.5 89.2
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,487: 29,568 25,757 1,175 2,645 1,295 0 1,780 245 25 600 0: 179 165
Old : 32,487: 29,568 25,757 1,175 2,645 1,295 0 1,780 245 25 600 0: 179 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 395: 335 455 0 -60 0 0 0 0 0 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 79.3 3.6 8.1 4.0 0.0 5.5 0.8 0.1 1.8 0.0: 0.6 0.5
Old : 100.0: 91.0 79.3 3.6 8.1 4.0 0.0 5.5 0.8 0.1 1.8 0.0: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 25 22 . . . 0 . . . . 0:
Old : 35: 25 22 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 50.2 69.2 74.6 53.5 46.1 66.6 68.5
Old : 54.4 50.2 69.2 74.6 53.5 46.1 66.6 68.5
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 12,451: 10,314 9,516 0 2,875 0 975 0 0 982 0 0: 180 60
Old : 12,451: 10,314 9,516 0 2,875 0 975 0 0 982 0 0: 180 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 564: 564 564 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 76.4 0.0 23.1 0.0 7.8 0.0 0.0 7.9 0.0 0.0: 1.4 0.5
Old : 100.0: 82.8 76.4 0.0 23.1 0.0 7.8 0.0 0.0 7.9 0.0 0.0: 1.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 16 0 . 0 . 0 0 . 0 0:
Old : 27: 16 16 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 74.8 71.1 90.1 42.4 67.2 69.2 79.1
Old : 42.6 74.8 71.1 90.1 42.4 67.2 69.2 79.1
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
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,679: 10,869 10,292 540 3,212 0 480 0 125 1,600 50 0: 65 0
Old : 13,679: 10,869 10,292 540 3,212 0 480 0 125 1,600 50 0: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 25: 305 40 0 0 0 0 0 0 -30 0 0: -250 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 75.2 3.9 23.5 0.0 3.5 0.0 0.9 11.7 0.4 0.0: 0.5 0.0
Old : 100.0: 79.5 75.2 3.9 23.5 0.0 3.5 0.0 0.9 11.7 0.4 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 19 . . 0 . 0 . . . 0:
Old : 32: 23 19 . . 0 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 73.7 67.1 88.2 42.1 68.1 65.6 79.1
Old : 42.4 73.7 67.1 88.2 42.1 68.1 65.6 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,648: 51,236 47,999 0 3,000 3,465 425 250 450 0 0 0: 1,072 1,484
Old : 56,648: 51,236 47,999 0 3,000 3,465 425 250 450 0 0 0: 1,072 1,484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 550: 550 550 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 84.7 0.0 5.3 6.1 0.8 0.4 0.8 0.0 0.0 0.0: 1.9 2.6
Old : 100.0: 90.4 84.7 0.0 5.3 6.1 0.8 0.4 0.8 0.0 0.0 0.0: 1.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 21 0 . . . . . 0 0 0:
Old : 28: 14 21 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.5 68.6 92.3 84.4 75.9 62.0 80.0 74.5
Old : 84.5 68.6 92.3 84.4 75.9 62.0 80.0 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,342: 46,877 41,439 0 4,745 2,645 425 250 450 0 0 0: 945 1,813
Old : 51,342: 46,877 41,439 0 4,745 2,645 425 250 450 0 0 0: 945 1,813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 45: 45 45 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 80.7 0.0 9.2 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5
Old : 100.0: 91.3 80.7 0.0 9.2 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 17 0 . . . . . 0 0 0:
Old : 24: 14 17 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 71.2 92.5 88.3 76.8 65.2 80.5 76.2
Old : 86.0 71.2 92.5 88.3 76.8 65.2 80.5 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,200: 12,405 11,195 0 0 0 0 1,260 350 0 0 0: 445 395
Old : 13,200: 12,405 11,195 0 0 0 0 1,260 350 0 0 0: 445 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 0: -25 -25 0 0 0 0 0 0 0 0 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 84.8 0.0 0.0 0.0 0.0 9.5 2.7 0.0 0.0 0.0: 3.4 3.0
Old : 100.0: 94.0 84.8 0.0 0.0 0.0 0.0 9.5 2.7 0.0 0.0 0.0: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 10 0 0 0 0 . . 0 0 0:
Old : 20: 16 10 0 0 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 77.4 81.9 95.9 48.1 68.6 71.0 76.0
Old : 58.2 77.4 81.9 95.9 48.1 68.6 71.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 9,631: 8,560 8,370 500 0 0 0 550 0 0 215 296: 275 200
Old : 9,631: 8,560 8,370 500 0 0 0 550 0 0 215 296: 275 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 80: 80 80 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.9 86.9 5.2 0.0 0.0 0.0 5.7 0.0 0.0 2.2 3.1: 2.9 2.1
Old : 100.0: 88.9 86.9 5.2 0.0 0.0 0.0 5.7 0.0 0.0 2.2 3.1: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . 0 0 0 . 0 0 . .:
Old : 21: 12 10 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 68.9 91.2 90.0 70.0 68.9 84.8 83.7
Old : 75.6 68.9 91.2 90.0 70.0 68.9 84.8 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,330: 23,205 17,245 0 1,200 0 0 4,810 0 0 0 0: 125 75
Old : 23,330: 23,205 17,245 0 1,200 0 0 4,810 0 0 0 0: 125 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 73.9 0.0 5.1 0.0 0.0 20.6 0.0 0.0 0.0 0.0: 0.5 0.3
Old : 100.0: 99.5 73.9 0.0 5.1 0.0 0.0 20.6 0.0 0.0 0.0 0.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 13 0 . 0 0 . 0 0 0 0:
Old : 23: 15 13 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 87.7 89.8 97.6 71.1 87.7 89.3 93.4
Old : 71.6 87.7 89.8 97.6 71.1 87.7 89.3 93.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,771: 53,918 65,719 4,110 775 50 7,535 150 20 1,215 0 296: 2,627 2,761
Old : 69,771: 53,918 65,719 4,110 775 50 7,535 150 20 1,215 0 296: 2,627 2,761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -40: -40 -40 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 94.2 5.9 1.1 0.1 10.8 0.2 0.0 1.7 0.0 0.4: 3.8 4.0
Old : 100.0: 77.3 94.2 5.9 1.1 0.1 10.8 0.2 0.0 1.7 0.0 0.4: 3.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 22 . . . . . . . 0 .:
Old : 37: 21 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 59.8 87.3 81.7 68.1 59.8 86.6 81.7
Old : 68.4 59.8 87.3 81.7 68.1 59.8 86.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,410: 49,711 62,146 2,810 675 735 6,500 0 0 4,100 0 0: 1,554 1,854
Old : 65,410: 49,711 62,146 2,810 675 735 6,500 0 0 4,100 0 0: 1,554 1,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 265: 124 124 0 0 0 0 0 0 0 0 0: 141 141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 95.0 4.3 1.0 1.1 9.9 0.0 0.0 6.3 0.0 0.0: 2.4 2.8
Old : 100.0: 76.0 95.0 4.3 1.0 1.1 9.9 0.0 0.0 6.3 0.0 0.0: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 20 . . . . 0 0 . 0 0:
Old : 34: 20 20 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 60.1 84.4 80.6 63.4 60.0 82.1 80.5
Old : 64.2 60.1 84.4 80.6 63.4 60.0 82.1 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,940: 22,085 19,005 0 855 420 0 3,800 250 1,325 0 0: 860 610
Old : 24,940: 22,085 19,005 0 855 420 0 3,800 250 1,325 0 0: 860 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 425: 425 425 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 76.2 0.0 3.4 1.7 0.0 15.2 1.0 5.3 0.0 0.0: 3.4 2.4
Old : 100.0: 88.6 76.2 0.0 3.4 1.7 0.0 15.2 1.0 5.3 0.0 0.0: 3.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 0 . . 0 . . . 0 0:
Old : 25: 18 16 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 67.2 77.7 84.5 42.6 60.1 56.0 66.6
Old : 52.7 67.2 77.7 84.5 42.6 60.1 56.0 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,540: 21,640 20,015 0 1,125 75 0 675 525 175 0 0: 125 125
Old : 22,540: 21,640 20,015 0 1,125 75 0 675 525 175 0 0: 125 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 1,325: 1,325 1,325 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 88.8 0.0 5.0 0.3 0.0 3.0 2.3 0.8 0.0 0.0: 0.6 0.6
Old : 100.0: 96.0 88.8 0.0 5.0 0.3 0.0 3.0 2.3 0.8 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 14 0 . . 0 . . . 0 0:
Old : 26: 20 14 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 62.0 74.3 83.0 38.8 47.3 52.2 59.0
Old : 49.8 62.0 74.3 83.0 38.8 47.3 52.2 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,835: 6,635 12,060 500 1,100 400 1,200 1,775 300 6,525 0 0: 275 200
Old : 15,835: 6,635 12,060 500 1,100 400 1,200 1,775 300 6,525 0 0: 275 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: -315: 135 -315 0 0 0 0 0 0 -450 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 76.2 3.2 6.9 2.5 7.6 11.2 1.9 41.2 0.0 0.0: 1.7 1.3
Old : 100.0: 41.9 76.2 3.2 6.9 2.5 7.6 11.2 1.9 41.2 0.0 0.0: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . . . . . . . 0 0:
Old : 20: 12 8 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5
Old : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,484: 22,440 19,870 0 2,610 2,260 1,900 1,200 250 490 1,375 69: 1,075 850
Old : 28,484: 22,440 19,870 0 2,610 2,260 1,900 1,200 250 490 1,375 69: 1,075 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 69.8 0.0 9.2 7.9 6.7 4.2 0.9 1.7 4.8 0.2: 3.8 3.0
Old : 100.0: 78.8 69.8 0.0 9.2 7.9 6.7 4.2 0.9 1.7 4.8 0.2: 3.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 21 0 . . . . . . . .:
Old : 31: 16 21 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 40.6 77.0 62.4 48.7 28.3 55.0 42.6
Old : 56.1 40.6 77.0 62.4 48.7 28.3 55.0 42.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, August 18, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,860: 20,275 17,215 0 3,270 1,325 200 600 650 185 0 140: 1,085 660
Old : 23,860: 20,275 17,215 0 3,270 1,325 200 600 650 185 0 140: 1,085 660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 11, 2015 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 72.2 0.0 13.7 5.6 0.8 2.5 2.7 0.8 0.0 0.6: 4.5 2.8
Old : 100.0: 85.0 72.2 0.0 13.7 5.6 0.8 2.5 2.7 0.8 0.0 0.6: 4.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 0 . . . . . . 0 .:
Old : 26: 15 17 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1
Old : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2015