COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 143,378: 41,375 31,566 235 28,452 7,926 21,132 19,593 10,513 47,742 30,795 13,567: 888 966
Old : 143,378: 41,375 31,566 235 28,452 7,926 21,132 19,593 10,513 47,742 30,795 13,567: 888 966
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -757: -664 1,719 -1,245 -106 -145 4,185 1,364 -3,135 -77 -759 210: 114 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 22.0 0.2 19.8 5.5 14.7 13.7 7.3 33.3 21.5 9.5: 0.6 0.7
Old : 100.0: 28.9 22.0 0.2 19.8 5.5 14.7 13.7 7.3 33.3 21.5 9.5: 0.6 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 : 59: 16 16 . 4 5 4 . 4 14 16 21:
Old : 59: 16 16 . 4 5 4 . 4 14 16 21:
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 : 38.4 40.4 60.7 59.9 33.9 36.1 47.7 47.4
Old : 38.4 40.4 60.7 59.9 33.9 36.1 47.7 47.4
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, November 10, 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 : 37,655: 10,533 7,480 270 12,923 347 5,560 7,603 1,893 16,093 4,475 2,579: 380 355
Old : 37,655: 10,533 7,480 270 12,923 347 5,560 7,603 1,893 16,093 4,475 2,579: 380 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -45: 400 190 0 -1,100 -5 0 990 -585 145 465 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 19.9 0.7 34.3 0.9 14.8 20.2 5.0 42.7 11.9 6.8: 1.0 0.9
Old : 100.0: 28.0 19.9 0.7 34.3 0.9 14.8 20.2 5.0 42.7 11.9 6.8: 1.0 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 : 44: 14 9 . 4 . . 4 4 10 9 12:
Old : 44: 14 9 . 4 . . 4 4 10 9 12:
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 : 59.9 54.5 76.7 79.4 56.1 46.8 65.4 65.5
Old : 59.9 54.5 76.7 79.4 56.1 46.8 65.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 134,317: 91,927 109,168 5,498 2,108 7,373 1,723 1,763 1,185 19,608 6,180 6,138: 865 402
Old : 134,317: 91,927 109,168 5,498 2,108 7,373 1,723 1,763 1,185 19,608 6,180 6,138: 865 402
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -6,401: -5,639 -3,491 2,490 -10 -2,839 365 121 -114 -227 373 -393: -44 -48
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 81.3 4.1 1.6 5.5 1.3 1.3 0.9 14.6 4.6 4.6: 0.6 0.3
Old : 100.0: 68.4 81.3 4.1 1.6 5.5 1.3 1.3 0.9 14.6 4.6 4.6: 0.6 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 : 79: 41 44 . . 4 . 4 4 9 10 12:
Old : 79: 41 44 . . 4 . 4 4 9 10 12:
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 : 46.6 33.8 61.8 52.5 29.2 20.7 35.6 31.7
Old : 46.6 33.8 61.8 52.5 29.2 20.7 35.6 31.7
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, November 10, 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 : 52,030: 41,600 48,379 7,945 0 1,810 131 286 77 77 1,088 366: 24 24
Old : 52,030: 41,600 48,379 7,945 0 1,810 131 286 77 77 1,088 366: 24 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,127: 1,231 944 -260 0 182 0 52 0 0 -25 -26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.0 93.0 15.3 0.0 3.5 0.3 0.5 0.1 0.1 2.1 0.7: 0.0 0.0
Old : 100.0: 80.0 93.0 15.3 0.0 3.5 0.3 0.5 0.1 0.1 2.1 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 : 37: 22 19 . 0 . . . . . 6 .:
Old : 37: 22 19 . 0 . . . . . 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 : 51.4 42.5 77.1 75.3 43.7 33.8 58.1 52.2
Old : 51.4 42.5 77.1 75.3 43.7 33.8 58.1 52.2
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, November 10, 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 : 447,733: 424,461 408,968 0 445 19,358 0 602 1,330 0 14,446 2,584: 0 0
Old : 447,733: 424,461 408,968 0 445 19,358 0 602 1,330 0 14,446 2,584: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,699: 3,395 3,370 -532 445 532 0 0 0 0 -952 304: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 91.3 0.0 0.1 4.3 0.0 0.1 0.3 0.0 3.2 0.6: 0.0 0.0
Old : 100.0: 94.8 91.3 0.0 0.1 4.3 0.0 0.1 0.3 0.0 3.2 0.6: 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 . . 0 . .:
Old : 29: 18 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 : 46.7 59.9 76.7 83.0 40.2 48.8 66.0 63.7
Old : 46.7 59.9 76.7 83.0 40.2 48.8 66.0 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 1,588,060: 1,340,592 1,417,814 178,402 86,719 20,055 12,523 784 0 22,331 48,531 14,157: 0 0
Old : 1,588,060: 1,340,592 1,417,814 178,402 86,719 20,055 12,523 784 0 22,331 48,531 14,157: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -94,837: -136,392 -76,983 52,465 3,912 -20,198 7,728 0 0 3,912 784 -2,352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 89.3 11.2 5.5 1.3 0.8 0.0 0.0 1.4 3.1 0.9: 0.0 0.0
Old : 100.0: 84.4 89.3 11.2 5.5 1.3 0.8 0.0 0.0 1.4 3.1 0.9: 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 : 58: 35 37 . . . . . 0 4 5 4:
Old : 58: 35 37 . . . . . 0 4 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 : 59.7 52.6 74.1 69.1 40.9 35.7 50.1 46.2
Old : 59.7 52.6 74.1 69.1 40.9 35.7 50.1 46.2
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, November 10, 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 : 65,663: 61,341 56,027 0 3,715 2,543 0 1,811 154 1,209 973 416: 0 24
Old : 65,663: 61,341 56,027 0 3,715 2,543 0 1,811 154 1,209 973 416: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -6,484: -5,709 -5,624 0 -115 -343 0 -27 0 -83 -26 -349: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 85.3 0.0 5.7 3.9 0.0 2.8 0.2 1.8 1.5 0.6: 0.0 0.0
Old : 100.0: 93.4 85.3 0.0 5.7 3.9 0.0 2.8 0.2 1.8 1.5 0.6: 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 : 34: 19 20 0 . . 0 . . . 5 .:
Old : 34: 19 20 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 : 63.7 60.3 85.0 77.3 52.1 51.7 67.3 62.6
Old : 63.7 60.3 85.0 77.3 52.1 51.7 67.3 62.6
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, November 10, 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 : 536,276: 385,481 515,668 141,529 0 4,592 0 0 0 0 11,342 4,674: 0 0
Old : 536,276: 385,481 515,668 141,529 0 4,592 0 0 0 0 11,342 4,674: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -56,800: -33,589 -60,728 -26,187 0 3,280 0 0 0 -114 838 -190: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.9 96.2 26.4 0.0 0.9 0.0 0.0 0.0 0.0 2.1 0.9: 0.0 0.0
Old : 100.0: 71.9 96.2 26.4 0.0 0.9 0.0 0.0 0.0 0.0 2.1 0.9: 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 : 31: 20 17 . 0 . 0 0 0 0 4 .:
Old : 31: 20 17 . 0 . 0 0 0 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 : 60.6 73.3 82.1 90.7 53.3 65.3 68.7 75.3
Old : 60.6 73.3 82.1 90.7 53.3 65.3 68.7 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 448,765: 399,773 422,604 24,697 1,507 23,894 0 0 0 401 760 0: 0 0
Old : 448,765: 399,773 422,604 24,697 1,507 23,894 0 0 0 401 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -29,008: -25,088 -28,616 -2,021 1,507 -1,507 0 0 0 0 0 -392: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 94.2 5.5 0.3 5.3 0.0 0.0 0.0 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 89.1 94.2 5.5 0.3 5.3 0.0 0.0 0.0 0.1 0.2 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 : 39: 27 29 . . . 0 0 0 . . 0:
Old : 39: 27 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 : 53.9 48.6 75.0 69.6 48.7 45.1 62.3 59.1
Old : 53.9 48.6 75.0 69.6 48.7 45.1 62.3 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 42,902: 37,050 38,670 2,059 0 1,826 86 0 0 820 1,347 255: 806 804
Old : 42,902: 37,050 38,670 2,059 0 1,826 86 0 0 820 1,347 255: 806 804
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,164: -4,130 -1,318 2,033 -339 -64 0 0 0 63 -352 -22: -44 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 90.1 4.8 0.0 4.3 0.2 0.0 0.0 1.9 3.1 0.6: 1.9 1.9
Old : 100.0: 86.4 90.1 4.8 0.0 4.3 0.2 0.0 0.0 1.9 3.1 0.6: 1.9 1.9
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 : 39: 28 24 . 0 . . 0 0 . . .:
Old : 39: 28 24 . 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 : 50.9 58.1 73.1 74.4 47.9 56.0 65.7 70.3
Old : 50.9 58.1 73.1 74.4 47.9 56.0 65.7 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 50,464: 44,278 48,977 4,600 0 1,160 0 0 0 60 0 0: 366 327
Old : 50,464: 44,278 48,977 4,600 0 1,160 0 0 0 60 0 0: 366 327
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,708: -3,785 -3,660 205 0 -205 0 0 0 60 -40 -60: 77 257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 97.1 9.1 0.0 2.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.7 0.6
Old : 100.0: 87.7 97.1 9.1 0.0 2.3 0.0 0.0 0.0 0.1 0.0 0.0: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 33 29 . 0 . 0 0 0 . 0 0:
Old : 43: 33 29 . 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 : 49.8 59.4 68.9 78.1 46.4 46.7 57.5 63.6
Old : 49.8 59.4 68.9 78.1 46.4 46.7 57.5 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 67,105: 60,368 65,263 5,100 0 915 50 0 0 0 580 0: 672 347
Old : 67,105: 60,368 65,263 5,100 0 915 50 0 0 0 580 0: 672 347
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,960: -4,127 -4,093 -150 0 150 0 0 0 0 -75 0: 167 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 97.3 7.6 0.0 1.4 0.1 0.0 0.0 0.0 0.9 0.0: 1.0 0.5
Old : 100.0: 90.0 97.3 7.6 0.0 1.4 0.1 0.0 0.0 0.0 0.9 0.0: 1.0 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 : 43: 31 31 . 0 . . 0 0 0 . 0:
Old : 43: 31 31 . 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 : 47.2 53.4 66.4 80.4 46.3 46.3 62.3 70.4
Old : 47.2 53.4 66.4 80.4 46.3 46.3 62.3 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 16,716: 16,576 14,216 0 2,380 0 0 0 0 0 0 0: 140 120
Old : 16,716: 16,576 14,216 0 2,380 0 0 0 0 0 0 0: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,063: -1,778 -2,063 0 190 -190 0 0 0 -100 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 85.0 0.0 14.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.7
Old : 100.0: 99.2 85.0 0.0 14.2 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 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 : 27: 19 18 0 . 0 0 0 0 0 0 0:
Old : 27: 19 18 0 . 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 : 65.3 69.7 83.7 88.5 61.1 68.3 72.1 77.9
Old : 65.3 69.7 83.7 88.5 61.1 68.3 72.1 77.9
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, November 10, 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 : 237,048: 154,408 237,048 81,856 0 0 0 0 0 784 0 0: 0 0
Old : 237,048: 154,408 237,048 81,856 0 0 0 0 0 784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -12,936: -28,608 -11,760 16,848 0 0 0 0 0 0 0 -1,176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 100.0 34.5 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 65.1 100.0 34.5 0.0 0.0 0.0 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 : 32: 22 20 . 0 0 0 0 0 . 0 0:
Old : 32: 22 20 . 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 : 52.2 67.7 78.3 86.1 51.6 61.4 73.2 74.3
Old : 52.2 67.7 78.3 86.1 51.6 61.4 73.2 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 8,702: 7,031 8,199 0 0 0 295 0 0 1,228 140 0: 148 363
Old : 8,702: 7,031 8,199 0 0 0 295 0 0 1,228 140 0: 148 363
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -668: -491 -647 0 0 0 -22 0 0 -88 0 0: -67 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.8 94.2 0.0 0.0 0.0 3.4 0.0 0.0 14.1 1.6 0.0: 1.7 4.2
Old : 100.0: 80.8 94.2 0.0 0.0 0.0 3.4 0.0 0.0 14.1 1.6 0.0: 1.7 4.2
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 : 26: 18 17 0 0 0 . 0 0 . . 0:
Old : 26: 18 17 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 : 57.7 61.0 74.1 81.0 57.2 56.6 67.1 67.9
Old : 57.7 61.0 74.1 81.0 57.2 56.6 67.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 17,665: 17,420 14,140 0 2,590 245 0 0 0 0 550 0: 0 140
Old : 17,665: 17,420 14,140 0 2,590 245 0 0 0 0 550 0: 0 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,170: -1,170 -1,105 0 -65 0 0 0 0 0 -100 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.6 80.0 0.0 14.7 1.4 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 0.8
Old : 100.0: 98.6 80.0 0.0 14.7 1.4 0.0 0.0 0.0 0.0 3.1 0.0: 0.0 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: 23 20 0 . . 0 0 0 0 . 0:
Old : 35: 23 20 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 : 55.6 61.6 74.6 84.1 52.3 55.3 67.6 70.4
Old : 55.6 61.6 74.6 84.1 52.3 55.3 67.6 70.4
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, November 10, 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 : 20,245: 17,200 17,755 540 30 2,325 0 0 0 0 75 0: 180 60
Old : 20,245: 17,200 17,755 540 30 2,325 0 0 0 0 75 0: 180 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 680: 80 635 490 -140 110 0 0 0 0 75 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 87.7 2.7 0.1 11.5 0.0 0.0 0.0 0.0 0.4 0.0: 0.9 0.3
Old : 100.0: 85.0 87.7 2.7 0.1 11.5 0.0 0.0 0.0 0.0 0.4 0.0: 0.9 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 : 31: 23 22 . . . 0 0 0 0 . 0:
Old : 31: 23 22 . . . 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 : 48.2 56.9 67.6 77.8 30.4 33.3 44.5 44.9
Old : 48.2 56.9 67.6 77.8 30.4 33.3 44.5 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 18,110: 14,278 13,315 2,633 2,879 881 0 0 0 0 82 44: 274 909
Old : 18,110: 14,278 13,315 2,633 2,879 881 0 0 0 0 82 44: 274 909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 116: -1,139 120 2,082 468 -340 0 0 0 0 -44 44: -531 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.8 73.5 14.5 15.9 4.9 0.0 0.0 0.0 0.0 0.5 0.2: 1.5 5.0
Old : 100.0: 78.8 73.5 14.5 15.9 4.9 0.0 0.0 0.0 0.0 0.5 0.2: 1.5 5.0
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: 22 23 . . . 0 0 0 0 . .:
Old : 31: 22 23 . . . 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 : 35.0 58.7 57.5 76.4 32.4 50.4 52.3 59.3
Old : 35.0 58.7 57.5 76.4 32.4 50.4 52.3 59.3
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, November 10, 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 : 61,009: 57,513 50,122 515 3,726 2,106 41 0 134 0 4,481 255: 445 185
Old : 61,009: 57,513 50,122 515 3,726 2,106 41 0 134 0 4,481 255: 445 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 571: 786 1,238 -80 139 -149 16 -54 52 -75 -675 40: -19 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 82.2 0.8 6.1 3.5 0.1 0.0 0.2 0.0 7.3 0.4: 0.7 0.3
Old : 100.0: 94.3 82.2 0.8 6.1 3.5 0.1 0.0 0.2 0.0 7.3 0.4: 0.7 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 : 42: 30 27 . . . . 0 . 0 . 4:
Old : 42: 30 27 . . . . 0 . 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 : 53.4 44.7 74.6 69.0 52.8 44.2 73.4 66.9
Old : 53.4 44.7 74.6 69.0 52.8 44.2 73.4 66.9
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, November 10, 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 : 71,118: 64,939 53,604 1,053 3,115 2,292 35 301 91 265 9,248 2,437: 6 30
Old : 71,118: 64,939 53,604 1,053 3,115 2,292 35 301 91 265 9,248 2,437: 6 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,167: -1,734 -325 346 -1,107 287 30 147 -109 -139 -219 174: -22 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 75.4 1.5 4.4 3.2 0.0 0.4 0.1 0.4 13.0 3.4: 0.0 0.0
Old : 100.0: 91.3 75.4 1.5 4.4 3.2 0.0 0.4 0.1 0.4 13.0 3.4: 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 : 50: 30 32 . . . . . . . 5 .:
Old : 50: 30 32 . . . . . . . 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 : 46.2 46.8 68.4 71.4 45.4 44.6 65.2 65.6
Old : 46.2 46.8 68.4 71.4 45.4 44.6 65.2 65.6
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, November 10, 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 : 43,980: 41,425 40,440 1,240 3,155 385 0 0 0 910 0 0: 20 0
Old : 43,980: 41,425 40,440 1,240 3,155 385 0 0 0 910 0 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,680: -4,435 -4,655 -25 115 -140 0 0 0 30 0 0: -110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 92.0 2.8 7.2 0.9 0.0 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 94.2 92.0 2.8 7.2 0.9 0.0 0.0 0.0 2.1 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 : 33: 26 15 . . . 0 0 0 . 0 0:
Old : 33: 26 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 : 55.7 94.0 73.7 97.3 53.2 92.7 71.2 93.6
Old : 55.7 94.0 73.7 97.3 53.2 92.7 71.2 93.6
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, November 10, 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 : 45,495: 42,340 41,645 1,835 3,325 525 0 0 0 735 0 0: 60 0
Old : 45,495: 42,340 41,645 1,835 3,325 525 0 0 0 735 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,855: -2,725 -2,675 -10 -180 0 0 0 0 0 0 0: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 91.5 4.0 7.3 1.2 0.0 0.0 0.0 1.6 0.0 0.0: 0.1 0.0
Old : 100.0: 93.1 91.5 4.0 7.3 1.2 0.0 0.0 0.0 1.6 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 : 34: 28 16 . . . 0 0 0 . 0 0:
Old : 34: 28 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 : 53.3 93.3 69.6 97.0 51.9 88.4 66.8 89.6
Old : 53.3 93.3 69.6 97.0 51.9 88.4 66.8 89.6
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, November 10, 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 : 346,404: 311,590 289,284 793 23,592 5,433 0 8,512 0 26,221 17,216 2,367: 0 0
Old : 346,404: 311,590 289,284 793 23,592 5,433 0 8,512 0 26,221 17,216 2,367: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 15,299: 22,835 -6,917 0 2,392 -1,184 -408 8,120 0 -5,504 13,328 -440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 83.5 0.2 6.8 1.6 0.0 2.5 0.0 7.6 5.0 0.7: 0.0 0.0
Old : 100.0: 89.9 83.5 0.2 6.8 1.6 0.0 2.5 0.0 7.6 5.0 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 : 41: 22 28 . . . 0 . 0 . . .:
Old : 41: 22 28 . . . 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 : 47.5 40.2 73.4 60.9 40.2 37.9 59.6 55.6
Old : 47.5 40.2 73.4 60.9 40.2 37.9 59.6 55.6
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, November 10, 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 : 25,860: 19,306 21,203 838 827 383 0 700 0 4,770 1,506 329: 234 912
Old : 25,860: 19,306 21,203 838 827 383 0 700 0 4,770 1,506 329: 234 912
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 1,054: 1,198 -381 -221 -68 0 0 448 0 122 974 -66: 21 147
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.7 82.0 3.2 3.2 1.5 0.0 2.7 0.0 18.4 5.8 1.3: 0.9 3.5
Old : 100.0: 74.7 82.0 3.2 3.2 1.5 0.0 2.7 0.0 18.4 5.8 1.3: 0.9 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 : 38: 21 25 . . . 0 . 0 . . .:
Old : 38: 21 25 . . . 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 : 51.0 37.5 78.9 58.8 46.8 37.2 71.0 57.4
Old : 51.0 37.5 78.9 58.8 46.8 37.2 71.0 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, November 10, 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 : 31,517: 17,920 29,080 12,513 0 0 72 154 0 347 1,642 641: 24 0
Old : 31,517: 17,920 29,080 12,513 0 0 72 154 0 347 1,642 641: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,010: -2,973 -4,006 -224 0 0 0 0 0 -837 -4 0: 24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 92.3 39.7 0.0 0.0 0.2 0.5 0.0 1.1 5.2 2.0: 0.1 0.0
Old : 100.0: 56.9 92.3 39.7 0.0 0.0 0.2 0.5 0.0 1.1 5.2 2.0: 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: 12 14 . 0 0 . . 0 . 4 .:
Old : 29: 12 14 . 0 0 . . 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 : 72.5 80.6 89.9 91.3 64.6 70.1 73.6 74.1
Old : 72.5 80.6 89.9 91.3 64.6 70.1 73.6 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 415,818: 351,185 411,826 62,227 0 2,406 0 0 0 0 1,586 0: 0 0
Old : 415,818: 351,185 411,826 62,227 0 2,406 0 0 0 0 1,586 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -40,768: -40,768 -37,240 2,744 0 -2,744 0 0 0 0 0 0: 0 -784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 99.0 15.0 0.0 0.6 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 84.5 99.0 15.0 0.0 0.6 0.0 0.0 0.0 0.0 0.4 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: 19 14 . 0 . 0 0 0 0 . 0:
Old : 29: 19 14 . 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 : 61.9 91.0 82.4 96.4 59.4 79.2 77.1 82.9
Old : 61.9 91.0 82.4 96.4 59.4 79.2 77.1 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 32,536: 27,845 31,566 3,949 84 42 510 0 0 126 377 0: 64 467
Old : 32,536: 27,845 31,566 3,949 84 42 510 0 0 126 377 0: 64 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,362: -1,340 -1,098 22 -44 -22 0 0 0 0 -132 0: -22 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.6 97.0 12.1 0.3 0.1 1.6 0.0 0.0 0.4 1.2 0.0: 0.2 1.4
Old : 100.0: 85.6 97.0 12.1 0.3 0.1 1.6 0.0 0.0 0.4 1.2 0.0: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . . 0 0 . . 0:
Old : 28: 16 17 . . . . 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 : 69.7 83.7 87.8 92.4 66.7 76.8 79.3 82.0
Old : 69.7 83.7 87.8 92.4 66.7 76.8 79.3 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 15,881: 12,048 13,393 588 604 948 313 0 0 1,469 2 451: 64 483
Old : 15,881: 12,048 13,393 588 604 948 313 0 0 1,469 2 451: 64 483
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,104: -581 -417 83 -52 -256 -131 0 0 -239 -84 86: -66 -381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.9 84.3 3.7 3.8 6.0 2.0 0.0 0.0 9.3 0.0 2.8: 0.4 3.0
Old : 100.0: 75.9 84.3 3.7 3.8 6.0 2.0 0.0 0.0 9.3 0.0 2.8: 0.4 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 : 31: 18 18 . . . . 0 0 . . .:
Old : 31: 18 18 . . . . 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 : 46.7 45.8 69.8 64.3 39.4 41.3 56.3 56.9
Old : 46.7 45.8 69.8 64.3 39.4 41.3 56.3 56.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 192,637: 135,544 175,384 12,211 1,951 13,698 6,223 0 0 23,357 0 1,604: 0 0
Old : 192,637: 135,544 175,384 12,211 1,951 13,698 6,223 0 0 23,357 0 1,604: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -2,736: 834 425 -809 -25 -1,176 2,327 0 0 -1,952 0 -1,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 91.0 6.3 1.0 7.1 3.2 0.0 0.0 12.1 0.0 0.8: 0.0 0.0
Old : 100.0: 70.4 91.0 6.3 1.0 7.1 3.2 0.0 0.0 12.1 0.0 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 : 30: 16 20 . . . . 0 0 . 0 .:
Old : 30: 16 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 : 55.5 56.4 75.9 80.1 47.4 48.5 60.6 67.2
Old : 55.5 56.4 75.9 80.1 47.4 48.5 60.6 67.2
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, November 10, 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 : 13,972: 10,742 8,897 2,695 3,736 166 0 458 163 83 129 63: 60 360
Old : 13,972: 10,742 8,897 2,695 3,736 166 0 458 163 83 129 63: 60 360
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -307: -21 -423 44 184 -264 0 4 0 -85 129 41: -22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 63.7 19.3 26.7 1.2 0.0 3.3 1.2 0.6 0.9 0.5: 0.4 2.6
Old : 100.0: 76.9 63.7 19.3 26.7 1.2 0.0 3.3 1.2 0.6 0.9 0.5: 0.4 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 : 32: 20 22 . . . 0 . . . . .:
Old : 32: 20 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 : 54.8 47.3 75.0 67.9 48.0 40.1 59.8 54.9
Old : 54.8 47.3 75.0 67.9 48.0 40.1 59.8 54.9
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, November 10, 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 : 162,510: 138,945 109,775 17,692 49,632 1,176 1,234 0 1,927 1,536 0 0: 0 0
Old : 162,510: 138,945 109,775 17,692 49,632 1,176 1,234 0 1,927 1,536 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -14,481: -10,177 -14,464 -1,176 392 0 -2,719 0 -409 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.5 67.5 10.9 30.5 0.7 0.8 0.0 1.2 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 85.5 67.5 10.9 30.5 0.7 0.8 0.0 1.2 0.9 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 : 29: 20 18 . . . . 0 . . 0 0:
Old : 29: 20 18 . . . . 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 : 61.5 60.2 82.4 79.7 55.2 53.8 65.7 65.9
Old : 61.5 60.2 82.4 79.7 55.2 53.8 65.7 65.9
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, November 10, 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 : 16,304: 10,065 11,442 1,299 0 4,862 0 0 0 78 0 0: 0 0
Old : 16,304: 10,065 11,442 1,299 0 4,862 0 0 0 78 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 228: 280 128 -152 0 100 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.7 70.2 8.0 0.0 29.8 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 61.7 70.2 8.0 0.0 29.8 0.0 0.0 0.0 0.5 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 18 . 0 . 0 0 0 . 0 0:
Old : 23: 13 18 . 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 : 86.6 71.2 93.0 88.7 37.8 35.1 43.8 43.0
Old : 86.6 71.2 93.0 88.7 37.8 35.1 43.8 43.0
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, November 10, 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 : 8,915: 8,585 7,755 250 300 0 0 850 0 0 0 0: 80 10
Old : 8,915: 8,585 7,755 250 300 0 0 850 0 0 0 0: 80 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 90: 135 40 0 -50 0 0 150 0 0 0 0: -45 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 87.0 2.8 3.4 0.0 0.0 9.5 0.0 0.0 0.0 0.0: 0.9 0.1
Old : 100.0: 96.3 87.0 2.8 3.4 0.0 0.0 9.5 0.0 0.0 0.0 0.0: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 15 . . 0 0 . 0 0 0 0:
Old : 26: 18 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 : 64.6 65.3 81.3 88.3 57.3 62.4 71.3 78.5
Old : 64.6 65.3 81.3 88.3 57.3 62.4 71.3 78.5
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, November 10, 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 : 22,165: 20,130 9,665 1,525 11,725 0 0 525 0 0 0 0: 510 250
Old : 22,165: 20,130 9,665 1,525 11,725 0 0 525 0 0 0 0: 510 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,075: -975 -610 -75 -415 0 0 -50 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 43.6 6.9 52.9 0.0 0.0 2.4 0.0 0.0 0.0 0.0: 2.3 1.1
Old : 100.0: 90.8 43.6 6.9 52.9 0.0 0.0 2.4 0.0 0.0 0.0 0.0: 2.3 1.1
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 : 26: 18 13 . . 0 0 . 0 0 0 0:
Old : 26: 18 13 . . 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 : 59.0 81.7 83.5 94.7 53.6 78.4 75.2 85.7
Old : 59.0 81.7 83.5 94.7 53.6 78.4 75.2 85.7
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, November 10, 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 : 19,620: 18,025 7,015 1,025 11,750 0 0 525 0 0 0 0: 570 330
Old : 19,620: 18,025 7,015 1,025 11,750 0 0 525 0 0 0 0: 570 330
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -920: -685 -535 -200 -390 0 0 -75 0 0 0 0: -35 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 35.8 5.2 59.9 0.0 0.0 2.7 0.0 0.0 0.0 0.0: 2.9 1.7
Old : 100.0: 91.9 35.8 5.2 59.9 0.0 0.0 2.7 0.0 0.0 0.0 0.0: 2.9 1.7
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 : 21: 15 9 . . 0 0 . 0 0 0 0:
Old : 21: 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 : 63.2 88.9 83.1 97.4 59.2 86.3 77.8 88.9
Old : 63.2 88.9 83.1 97.4 59.2 86.3 77.8 88.9
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, November 10, 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 : 23,004: 22,474 17,839 0 4,660 280 0 0 0 250 225 0: 0 0
Old : 23,004: 22,474 17,839 0 4,660 280 0 0 0 250 225 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,935: -1,835 -1,460 0 -500 0 0 0 0 0 125 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 77.5 0.0 20.3 1.2 0.0 0.0 0.0 1.1 1.0 0.0: 0.0 0.0
Old : 100.0: 97.7 77.5 0.0 20.3 1.2 0.0 0.0 0.0 1.1 1.0 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 : 35: 22 18 0 . . 0 0 0 . . 0:
Old : 35: 22 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 : 55.3 69.6 75.2 89.7 53.8 68.6 73.0 81.9
Old : 55.3 69.6 75.2 89.7 53.8 68.6 73.0 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 21,954: 21,474 16,764 0 4,960 230 0 0 0 250 0 0: 0 0
Old : 21,954: 21,474 16,764 0 4,960 230 0 0 0 250 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,820: -1,730 -1,570 0 -250 0 0 0 0 0 0 0: -90 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.8 76.4 0.0 22.6 1.0 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 97.8 76.4 0.0 22.6 1.0 0.0 0.0 0.0 1.1 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: 20 14 0 . . 0 0 0 . 0 0:
Old : 27: 20 14 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 : 61.0 77.8 78.0 95.1 59.7 74.6 76.3 84.5
Old : 61.0 77.8 78.0 95.1 59.7 74.6 76.3 84.5
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, November 10, 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 : 19,555: 18,405 18,505 175 410 0 0 500 0 0 0 0: 975 140
Old : 19,555: 18,405 18,505 175 410 0 0 500 0 0 0 0: 975 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -550: -805 -325 0 -5 0 0 -200 0 0 0 0: 255 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.1 94.6 0.9 2.1 0.0 0.0 2.6 0.0 0.0 0.0 0.0: 5.0 0.7
Old : 100.0: 94.1 94.6 0.9 2.1 0.0 0.0 2.6 0.0 0.0 0.0 0.0: 5.0 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 : 21: 14 6 . . 0 0 . 0 0 0 0:
Old : 21: 14 6 . . 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 93.9 84.4 98.8 70.2 91.2 84.4 95.5
Old : 70.2 93.9 84.4 98.8 70.2 91.2 84.4 95.5
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, November 10, 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 : 15,520: 14,895 15,360 300 0 0 0 0 0 0 0 0: 325 160
Old : 15,520: 14,895 15,360 300 0 0 0 0 0 0 0 0: 325 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -985: -875 -955 -30 0 -20 0 0 0 0 0 0: -60 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 99.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 1.0
Old : 100.0: 96.0 99.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 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 : 26: 23 11 . 0 0 0 0 0 0 0 0:
Old : 26: 23 11 . 0 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 : 54.6 91.6 73.5 98.6 50.7 82.8 68.3 84.6
Old : 54.6 91.6 73.5 98.6 50.7 82.8 68.3 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 16,702: 15,807 16,232 495 110 0 0 200 0 25 0 0: 375 160
Old : 16,702: 15,807 16,232 495 110 0 0 200 0 25 0 0: 375 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,040: -890 -1,010 -65 -20 0 0 0 0 0 0 0: -85 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 97.2 3.0 0.7 0.0 0.0 1.2 0.0 0.1 0.0 0.0: 2.2 1.0
Old : 100.0: 94.6 97.2 3.0 0.7 0.0 0.0 1.2 0.0 0.1 0.0 0.0: 2.2 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 : 30: 24 14 . . 0 0 . 0 . 0 0:
Old : 30: 24 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 : 50.6 88.7 70.0 96.4 47.0 80.4 64.4 83.6
Old : 50.6 88.7 70.0 96.4 47.0 80.4 64.4 83.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 116,620: 102,710 108,235 7,530 4,155 3,120 960 150 50 2,250 910 0: 0 0
Old : 116,620: 102,710 108,235 7,530 4,155 3,120 960 150 50 2,250 910 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 3,585: 6,885 -670 -3,080 4,155 180 -50 0 0 -350 -80 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 92.8 6.5 3.6 2.7 0.8 0.1 0.0 1.9 0.8 0.0: 0.0 0.0
Old : 100.0: 88.1 92.8 6.5 3.6 2.7 0.8 0.1 0.0 1.9 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 : 49: 33 30 . . . . . . . . 0:
Old : 49: 33 30 . . . . . . . . 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 : 41.4 58.2 61.1 77.9 37.7 49.9 53.6 62.3
Old : 41.4 58.2 61.1 77.9 37.7 49.9 53.6 62.3
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, November 10, 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 : 127,396: 110,761 118,756 9,195 3,395 3,295 2,755 600 200 1,175 1,085 0: 15 65
Old : 127,396: 110,761 118,756 9,195 3,395 3,295 2,755 600 200 1,175 1,085 0: 15 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 4,819: 8,734 654 -4,825 3,395 910 -25 0 0 125 -30 -100: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 93.2 7.2 2.7 2.6 2.2 0.5 0.2 0.9 0.9 0.0: 0.0 0.1
Old : 100.0: 86.9 93.2 7.2 2.7 2.6 2.2 0.5 0.2 0.9 0.9 0.0: 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 : 52: 34 32 . . . . . . . . 0:
Old : 52: 34 32 . . . . . . . . 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 : 41.2 56.9 60.2 75.4 35.4 52.0 52.7 63.4
Old : 41.2 56.9 60.2 75.4 35.4 52.0 52.7 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 150,619: 120,955 117,807 1,773 8,156 6,048 1,255 4,191 1,177 15,010 9,135 4,033: 368 72
Old : 150,619: 120,955 117,807 1,773 8,156 6,048 1,255 4,191 1,177 15,010 9,135 4,033: 368 72
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,906: -2,957 -2,812 -794 -1,889 -53 5 493 -9 -1,174 -459 -105: 181 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.3 78.2 1.2 5.4 4.0 0.8 2.8 0.8 10.0 6.1 2.7: 0.2 0.0
Old : 100.0: 80.3 78.2 1.2 5.4 4.0 0.8 2.8 0.8 10.0 6.1 2.7: 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 : 73: 41 36 . . 4 . 5 . 8 7 6:
Old : 73: 41 36 . . 4 . 5 . 8 7 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 : 31.5 53.8 48.6 66.8 31.1 49.1 44.0 58.8
Old : 31.5 53.8 48.6 66.8 31.1 49.1 44.0 58.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 104,380: 88,918 91,140 8,555 4,450 3,905 300 0 0 1,320 3,595 1,290: 92 0
Old : 104,380: 88,918 91,140 8,555 4,450 3,905 300 0 0 1,320 3,595 1,290: 92 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -4,178: -3,240 -2,828 -320 -430 -745 0 0 0 170 -135 -40: -3 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 87.3 8.2 4.3 3.7 0.3 0.0 0.0 1.3 3.4 1.2: 0.1 0.0
Old : 100.0: 85.2 87.3 8.2 4.3 3.7 0.3 0.0 0.0 1.3 3.4 1.2: 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 : 50: 35 32 . . 4 . 0 0 . 4 4:
Old : 50: 35 32 . . 4 . 0 0 . 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 : 29.7 67.6 49.0 78.4 27.9 59.0 44.1 66.1
Old : 29.7 67.6 49.0 78.4 27.9 59.0 44.1 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 22,265: 21,435 18,985 225 2,195 150 395 665 60 0 140 0: 0 70
Old : 22,265: 21,435 18,985 225 2,195 150 395 665 60 0 140 0: 0 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,355: -1,405 -1,215 0 -85 0 75 0 -25 0 -20 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 85.3 1.0 9.9 0.7 1.8 3.0 0.3 0.0 0.6 0.0: 0.0 0.3
Old : 100.0: 96.3 85.3 1.0 9.9 0.7 1.8 3.0 0.3 0.0 0.6 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 11 . . . . . . 0 . 0:
Old : 32: 24 11 . . . . . . 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 : 55.8 80.6 76.9 95.8 55.8 80.2 76.9 92.0
Old : 55.8 80.6 76.9 95.8 55.8 80.2 76.9 92.0
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, November 10, 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 : 18,515: 18,060 16,125 225 2,175 50 25 0 125 0 0 0: 30 40
Old : 18,515: 18,060 16,125 225 2,175 50 25 0 125 0 0 0: 30 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,060: -975 -1,020 -50 0 0 -25 0 0 0 0 0: -10 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 87.1 1.2 11.7 0.3 0.1 0.0 0.7 0.0 0.0 0.0: 0.2 0.2
Old : 100.0: 97.5 87.1 1.2 11.7 0.3 0.1 0.0 0.7 0.0 0.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 10 . . . . 0 . 0 0 0:
Old : 27: 21 10 . . . . 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 : 58.0 81.4 77.8 97.8 58.0 79.7 77.4 91.5
Old : 58.0 81.4 77.8 97.8 58.0 79.7 77.4 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 29,533: 27,634 24,038 0 3,630 1,480 0 300 0 349 0 0: 70 85
Old : 29,533: 27,634 24,038 0 3,630 1,480 0 300 0 349 0 0: 70 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,125: -1,410 -915 0 -480 290 0 0 0 0 0 0: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 81.4 0.0 12.3 5.0 0.0 1.0 0.0 1.2 0.0 0.0: 0.2 0.3
Old : 100.0: 93.6 81.4 0.0 12.3 5.0 0.0 1.0 0.0 1.2 0.0 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 : 36: 27 25 0 . . 0 . 0 . 0 0:
Old : 36: 27 25 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 : 51.7 53.2 66.0 72.7 47.3 45.7 58.7 60.7
Old : 51.7 53.2 66.0 72.7 47.3 45.7 58.7 60.7
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, November 10, 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 : 449,540: 350,915 393,941 42,242 0 55,599 0 0 0 784 0 0: 0 0
Old : 449,540: 350,915 393,941 42,242 0 55,599 0 0 0 784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 48,472: 2,687 48,472 41,850 -3,935 3,935 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 87.6 9.4 0.0 12.4 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 78.1 87.6 9.4 0.0 12.4 0.0 0.0 0.0 0.2 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 : 22: 11 11 . 0 . 0 0 0 . 0 0:
Old : 22: 11 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 : 76.6 92.2 97.9 98.8 57.7 73.8 76.8 77.2
Old : 76.6 92.2 97.9 98.8 57.7 73.8 76.8 77.2
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, November 10, 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 : 162,437: 138,401 106,463 154 41,782 10,237 0 0 0 10,820 1,385 2,570: 255 0
Old : 162,437: 138,401 106,463 154 41,782 10,237 0 0 0 10,820 1,385 2,570: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 6,390: 3,742 7,567 0 -3,825 2,648 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 65.5 0.1 25.7 6.3 0.0 0.0 0.0 6.7 0.9 1.6: 0.2 0.0
Old : 100.0: 85.2 65.5 0.1 25.7 6.3 0.0 0.0 0.0 6.7 0.9 1.6: 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 : 33: 23 18 . . . 0 0 0 . . .:
Old : 33: 23 18 . . . 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 : 56.4 71.3 77.3 86.1 47.9 58.5 61.9 65.4
Old : 56.4 71.3 77.3 86.1 47.9 58.5 61.9 65.4
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, November 10, 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 : 3,076,422: 2,703,183 1,750,756 35,752 1,034,979 290,687 0 0 0 46,800 0 0: 0 0
Old : 3,076,422: 2,703,183 1,750,756 35,752 1,034,979 290,687 0 0 0 46,800 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 7,840: 7,840 7,840 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 56.9 1.2 33.6 9.4 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Old : 100.0: 87.9 56.9 1.2 33.6 9.4 0.0 0.0 0.0 1.5 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 : 30: 22 17 . . . 0 0 0 . 0 0:
Old : 30: 22 17 . . . 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 : 67.4 80.8 84.2 90.8 36.7 48.7 45.0 53.6
Old : 67.4 80.8 84.2 90.8 36.7 48.7 45.0 53.6
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, November 10, 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 : 71,413: 64,680 65,489 478 110 5,814 0 0 0 441 0 0: 0 0
Old : 71,413: 64,680 65,489 478 110 5,814 0 0 0 441 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 110: 110 110 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 91.7 0.7 0.2 8.1 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 90.6 91.7 0.7 0.2 8.1 0.0 0.0 0.0 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 : 24: 14 16 . . . 0 0 0 . 0 0:
Old : 24: 14 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 : 56.6 57.7 79.6 81.3 49.3 49.3 59.6 60.1
Old : 56.6 57.7 79.6 81.3 49.3 49.3 59.6 60.1
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, November 10, 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 : 1,613,556: 1,284,189 1,227,940 136,450 197,720 187,896 0 0 0 5,021 0 0: 0 0
Old : 1,613,556: 1,284,189 1,227,940 136,450 197,720 187,896 0 0 0 5,021 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 39,200: 39,200 39,200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 76.1 8.5 12.3 11.6 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.6 76.1 8.5 12.3 11.6 0.0 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 : 24: 15 11 . . . 0 0 0 . 0 0:
Old : 24: 15 11 . . . 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 : 59.2 87.0 80.3 96.0 50.4 69.7 64.9 75.7
Old : 59.2 87.0 80.3 96.0 50.4 69.7 64.9 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 243,486: 238,782 190,888 3,920 51,814 784 0 0 0 0 0 0: 0 0
Old : 243,486: 238,782 190,888 3,920 51,814 784 0 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: November 3, 2015 :
: 3,920: 3,920 3,920 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.1 78.4 1.6 21.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 98.1 78.4 1.6 21.3 0.3 0.0 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: 12 9 . . . 0 0 0 0 0 0:
Old : 20: 12 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 : 76.5 77.0 93.4 99.5 71.3 72.2 83.7 85.7
Old : 76.5 77.0 93.4 99.5 71.3 72.2 83.7 85.7
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, November 10, 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 : 16,596: 9,025 15,880 6,400 0 300 0 0 0 625 0 0: 246 416
Old : 16,596: 9,025 15,880 6,400 0 300 0 0 0 625 0 0: 246 416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,620: -1,285 -1,407 -100 0 0 0 -30 0 -62 0 -65: -108 -118
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 95.7 38.6 0.0 1.8 0.0 0.0 0.0 3.8 0.0 0.0: 1.5 2.5
Old : 100.0: 54.4 95.7 38.6 0.0 1.8 0.0 0.0 0.0 3.8 0.0 0.0: 1.5 2.5
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 : 22: 11 11 . 0 . 0 0 0 . 0 0:
Old : 22: 11 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 : 86.1 79.9 94.5 92.4 84.2 79.9 92.6 90.6
Old : 86.1 79.9 94.5 92.4 84.2 79.9 92.6 90.6
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, November 10, 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 : 18,949: 7,361 18,229 10,720 0 300 0 0 0 324 0 0: 244 420
Old : 18,949: 7,361 18,229 10,720 0 300 0 0 0 324 0 0: 244 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,447: -1,210 -1,182 50 0 -50 0 -30 0 -62 0 -65: -110 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.8 96.2 56.6 0.0 1.6 0.0 0.0 0.0 1.7 0.0 0.0: 1.3 2.2
Old : 100.0: 38.8 96.2 56.6 0.0 1.6 0.0 0.0 0.0 1.7 0.0 0.0: 1.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 12 . 0 . 0 0 0 . 0 0:
Old : 20: 9 12 . 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 : 88.9 76.6 97.2 93.1 87.3 75.7 93.5 90.8
Old : 88.9 76.6 97.2 93.1 87.3 75.7 93.5 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Futures Only, November 10, 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 MEGAWATTS PER HOUR) :
: : Positions :
All : 57,400: 43,120 54,880 13,720 1,960 0 0 0 0 0 0 0: 560 560
Old : 57,400: 43,120 54,880 13,720 1,960 0 0 0 0 0 0 0: 560 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -18,040: -13,552 -17,248 -4,312 -616 0 0 0 0 0 0 0: -176 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 1.0
Old : 100.0: 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 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 : 20: 9 9 . . 0 0 0 0 0 0 0:
Old : 20: 9 9 . . 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 : 77.6 78.5 94.6 95.1 77.6 77.6 94.6 94.1
Old : 77.6 78.5 94.6 95.1 77.6 77.6 94.6 94.1
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, November 10, 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 : 29,410: 25,122 22,083 575 5,122 125 1,085 0 0 2,008 1,795 200: 295 85
Old : 29,410: 25,122 22,083 575 5,122 125 1,085 0 0 2,008 1,795 200: 295 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,808: -1,602 -994 25 -420 -25 -100 0 0 5 -250 -100: -11 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 75.1 2.0 17.4 0.4 3.7 0.0 0.0 6.8 6.1 0.7: 1.0 0.3
Old : 100.0: 85.4 75.1 2.0 17.4 0.4 3.7 0.0 0.0 6.8 6.1 0.7: 1.0 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 : 35: 18 22 . . . . 0 0 . . .:
Old : 35: 18 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 : 61.1 45.2 80.1 70.0 54.0 45.2 71.1 68.9
Old : 61.1 45.2 80.1 70.0 54.0 45.2 71.1 68.9
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, November 10, 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 : 25,137: 21,898 18,445 0 5,731 936 615 0 0 1,320 0 0: 368 25
Old : 25,137: 21,898 18,445 0 5,731 936 615 0 0 1,320 0 0: 368 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -809: -133 -609 0 -47 -153 -90 0 0 -400 0 0: -33 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.1 73.4 0.0 22.8 3.7 2.4 0.0 0.0 5.3 0.0 0.0: 1.5 0.1
Old : 100.0: 87.1 73.4 0.0 22.8 3.7 2.4 0.0 0.0 5.3 0.0 0.0: 1.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 19 0 . . . 0 0 . 0 0:
Old : 30: 18 19 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 : 55.1 58.0 79.0 80.0 36.4 43.3 56.3 57.6
Old : 55.1 58.0 79.0 80.0 36.4 43.3 56.3 57.6
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, November 10, 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 : 30,545: 29,081 17,262 1,106 12,480 28 0 480 0 150 240 55: 125 0
Old : 30,545: 29,081 17,262 1,106 12,480 28 0 480 0 150 240 55: 125 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 837: 826 1,197 50 -398 -22 0 -85 0 0 150 10: -27 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 56.5 3.6 40.9 0.1 0.0 1.6 0.0 0.5 0.8 0.2: 0.4 0.0
Old : 100.0: 95.2 56.5 3.6 40.9 0.1 0.0 1.6 0.0 0.5 0.8 0.2: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 24 . . . 0 . 0 . . .:
Old : 38: 25 24 . . . 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 : 60.5 63.4 75.6 84.9 59.1 62.6 73.5 80.8
Old : 60.5 63.4 75.6 84.9 59.1 62.6 73.5 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 23,268: 21,753 16,800 365 5,433 740 0 125 140 0 0 0: 270 30
Old : 23,268: 21,753 16,800 365 5,433 740 0 125 140 0 0 0: 270 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,332: -1,667 -427 150 -1,045 230 0 -90 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 72.2 1.6 23.3 3.2 0.0 0.5 0.6 0.0 0.0 0.0: 1.2 0.1
Old : 100.0: 93.5 72.2 1.6 23.3 3.2 0.0 0.5 0.6 0.0 0.0 0.0: 1.2 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: 21 23 . . . 0 . . 0 0 0:
Old : 33: 21 23 . . . 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 : 56.2 59.8 72.6 82.7 45.9 54.4 59.5 66.4
Old : 56.2 59.8 72.6 82.7 45.9 54.4 59.5 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 18,916: 15,677 16,769 2,515 565 560 0 640 0 0 62 0: 164 320
Old : 18,916: 15,677 16,769 2,515 565 560 0 640 0 0 62 0: 164 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 62: 277 -175 -237 245 42 0 -50 0 0 0 0: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 88.6 13.3 3.0 3.0 0.0 3.4 0.0 0.0 0.3 0.0: 0.9 1.7
Old : 100.0: 82.9 88.6 13.3 3.0 3.0 0.0 3.4 0.0 0.0 0.3 0.0: 0.9 1.7
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 : 26: 16 14 . . . 0 . 0 0 . 0:
Old : 26: 16 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 : 58.4 63.9 84.7 85.2 57.9 62.2 79.9 83.2
Old : 58.4 63.9 84.7 85.2 57.9 62.2 79.9 83.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 14,319: 10,742 13,044 2,868 575 180 0 0 0 0 300 0: 529 220
Old : 14,319: 10,742 13,044 2,868 575 180 0 0 0 0 300 0: 529 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 714: 935 -116 -215 325 0 0 0 0 0 300 0: -6 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 91.1 20.0 4.0 1.3 0.0 0.0 0.0 0.0 2.1 0.0: 3.7 1.5
Old : 100.0: 75.0 91.1 20.0 4.0 1.3 0.0 0.0 0.0 0.0 2.1 0.0: 3.7 1.5
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 : 21: 13 11 . . . 0 0 0 0 . 0:
Old : 21: 13 11 . . . 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 : 53.5 67.8 80.3 89.6 48.7 66.0 70.3 81.7
Old : 53.5 67.8 80.3 89.6 48.7 66.0 70.3 81.7
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, November 10, 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 : 36,877: 32,143 32,052 2,440 3,405 445 0 300 0 1,649 600 10: 190 65
Old : 36,877: 32,143 32,052 2,440 3,405 445 0 300 0 1,649 600 10: 190 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,490: -2,110 -645 1,280 -855 20 0 0 0 -675 0 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 86.9 6.6 9.2 1.2 0.0 0.8 0.0 4.5 1.6 0.0: 0.5 0.2
Old : 100.0: 87.2 86.9 6.6 9.2 1.2 0.0 0.8 0.0 4.5 1.6 0.0: 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 : 41: 27 25 . . . 0 . 0 4 . .:
Old : 41: 27 25 . . . 0 . 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 : 52.1 48.2 70.1 73.2 51.6 45.4 68.1 68.8
Old : 52.1 48.2 70.1 73.2 51.6 45.4 68.1 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 13,810: 11,975 10,624 270 3,050 80 0 0 0 975 0 0: 510 56
Old : 13,810: 11,975 10,624 270 3,050 80 0 0 0 975 0 0: 510 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -380: -320 -340 0 -25 0 0 0 0 -30 0 0: -30 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 76.9 2.0 22.1 0.6 0.0 0.0 0.0 7.1 0.0 0.0: 3.7 0.4
Old : 100.0: 86.7 76.9 2.0 22.1 0.6 0.0 0.0 0.0 7.1 0.0 0.0: 3.7 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 : 25: 19 17 . . . 0 0 0 . 0 0:
Old : 25: 19 17 . . . 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 66.0 71.0 87.7 41.5 60.9 66.3 76.6
Old : 42.6 66.0 71.0 87.7 41.5 60.9 66.3 76.6
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, November 10, 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 : 14,598: 12,090 11,531 485 3,012 5 0 0 0 1,938 50 0: 80 0
Old : 14,598: 12,090 11,531 485 3,012 5 0 0 0 1,938 50 0: 80 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -470: -555 -210 425 0 -235 0 0 0 0 -25 0: -105 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 79.0 3.3 20.6 0.0 0.0 0.0 0.0 13.3 0.3 0.0: 0.5 0.0
Old : 100.0: 82.8 79.0 3.3 20.6 0.0 0.0 0.0 0.0 13.3 0.3 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 : 30: 22 23 . . . 0 0 0 . . 0:
Old : 30: 22 23 . . . 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 : 39.4 68.7 64.1 86.9 36.0 59.3 53.1 69.4
Old : 39.4 68.7 64.1 86.9 36.0 59.3 53.1 69.4
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, November 10, 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 : 51,090: 46,101 43,916 0 1,735 4,145 0 185 215 0 0 0: 629 894
Old : 51,090: 46,101 43,916 0 1,735 4,145 0 185 215 0 0 0: 629 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,475: -3,240 -3,130 0 -145 0 0 45 -45 0 0 0: -190 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 86.0 0.0 3.4 8.1 0.0 0.4 0.4 0.0 0.0 0.0: 1.2 1.7
Old : 100.0: 90.2 86.0 0.0 3.4 8.1 0.0 0.4 0.4 0.0 0.0 0.0: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 21 0 . . 0 . . 0 0 0:
Old : 29: 17 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 : 86.2 63.0 93.6 80.7 75.8 56.3 78.0 67.7
Old : 86.2 63.0 93.6 80.7 75.8 56.3 78.0 67.7
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, November 10, 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 : 43,862: 40,067 36,365 0 3,345 3,010 215 0 0 0 0 0: 570 1,142
Old : 43,862: 40,067 36,365 0 3,345 3,010 215 0 0 0 0 0: 570 1,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -3,185: -2,975 -2,689 0 -270 0 -45 0 0 0 0 0: -165 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 82.9 0.0 7.6 6.9 0.5 0.0 0.0 0.0 0.0 0.0: 1.3 2.6
Old : 100.0: 91.3 82.9 0.0 7.6 6.9 0.5 0.0 0.0 0.0 0.0 0.0: 1.3 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 : 27: 17 18 0 . . . 0 0 0 0 0:
Old : 27: 17 18 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 : 87.5 65.2 93.2 85.0 77.4 58.0 80.5 72.6
Old : 87.5 65.2 93.2 85.0 77.4 58.0 80.5 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 17,185: 15,825 12,245 355 0 0 0 4,120 150 0 600 0: 855 70
Old : 17,185: 15,825 12,245 355 0 0 0 4,120 150 0 600 0: 855 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -5: -305 -115 -65 0 0 0 120 0 0 0 0: 365 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 71.3 2.1 0.0 0.0 0.0 24.0 0.9 0.0 3.5 0.0: 5.0 0.4
Old : 100.0: 92.1 71.3 2.1 0.0 0.0 0.0 24.0 0.9 0.0 3.5 0.0: 5.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 9 . 0 0 0 . . 0 . 0:
Old : 21: 15 9 . 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 : 55.3 86.2 79.2 97.2 40.5 57.9 57.1 66.1
Old : 55.3 86.2 79.2 97.2 40.5 57.9 57.1 66.1
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, November 10, 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 : 18,526: 17,765 16,290 350 0 0 0 1,720 0 0 245 156: 255 115
Old : 18,526: 17,765 16,290 350 0 0 0 1,720 0 0 245 156: 255 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 630: 635 745 -50 0 0 0 -110 0 0 75 -75: 120 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 87.9 1.9 0.0 0.0 0.0 9.3 0.0 0.0 1.3 0.8: 1.4 0.6
Old : 100.0: 95.9 87.9 1.9 0.0 0.0 0.0 9.3 0.0 0.0 1.3 0.8: 1.4 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 : 21: 10 13 . 0 0 0 . 0 0 . .:
Old : 21: 10 13 . 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 : 73.5 83.2 94.4 94.1 70.9 81.6 85.7 86.1
Old : 73.5 83.2 94.4 94.1 70.9 81.6 85.7 86.1
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, November 10, 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 : 21,415: 21,310 16,760 0 1,200 0 0 3,430 15 0 0 0: 90 10
Old : 21,415: 21,310 16,760 0 1,200 0 0 3,430 15 0 0 0: 90 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -870: -860 -560 0 0 0 0 -305 0 0 0 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 78.3 0.0 5.6 0.0 0.0 16.0 0.1 0.0 0.0 0.0: 0.4 0.0
Old : 100.0: 99.5 78.3 0.0 5.6 0.0 0.0 16.0 0.1 0.0 0.0 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 17 14 0 . 0 0 . . 0 0 0:
Old : 24: 17 14 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 : 66.2 83.5 88.7 97.1 63.4 83.0 86.0 94.2
Old : 66.2 83.5 88.7 97.1 63.4 83.0 86.0 94.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 21,050: 20,980 15,700 0 1,200 0 0 4,130 0 0 0 0: 70 20
Old : 21,050: 20,980 15,700 0 1,200 0 0 4,130 0 0 0 0: 70 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -945: -935 -655 0 0 0 0 -280 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 74.6 0.0 5.7 0.0 0.0 19.6 0.0 0.0 0.0 0.0: 0.3 0.1
Old : 100.0: 99.7 74.6 0.0 5.7 0.0 0.0 19.6 0.0 0.0 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 0 . 0 0 . 0 0 0 0:
Old : 20: 13 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 : 66.7 86.7 89.8 98.5 64.6 86.7 87.6 96.6
Old : 66.7 86.7 89.8 98.5 64.6 86.7 87.6 96.6
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, November 10, 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 : 75,442: 55,937 71,597 2,865 520 300 11,625 0 0 1,780 0 150: 2,785 2,875
Old : 75,442: 55,937 71,597 2,865 520 300 11,625 0 0 1,780 0 150: 2,785 2,875
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 915: 1,713 1,451 -15 -85 0 -240 0 0 -127 0 -73: -343 -378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 94.9 3.8 0.7 0.4 15.4 0.0 0.0 2.4 0.0 0.2: 3.7 3.8
Old : 100.0: 74.1 94.9 3.8 0.7 0.4 15.4 0.0 0.0 2.4 0.0 0.2: 3.7 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 : 37: 21 26 . . . . 0 0 . 0 .:
Old : 37: 21 26 . . . . 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 : 69.2 51.7 83.8 76.5 68.4 50.6 77.3 72.7
Old : 69.2 51.7 83.8 76.5 68.4 50.6 77.3 72.7
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, November 10, 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 : 70,838: 51,762 67,637 1,665 480 970 11,460 0 0 3,320 0 0: 1,661 1,751
Old : 70,838: 51,762 67,637 1,665 480 970 11,460 0 0 3,320 0 0: 1,661 1,751
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: 460: 1,290 660 -15 -65 0 -205 0 0 -510 0 0: -100 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.1 95.5 2.4 0.7 1.4 16.2 0.0 0.0 4.7 0.0 0.0: 2.3 2.5
Old : 100.0: 73.1 95.5 2.4 0.7 1.4 16.2 0.0 0.0 4.7 0.0 0.0: 2.3 2.5
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 : 34: 21 23 . . . . 0 0 . 0 0:
Old : 34: 21 23 . . . . 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 : 70.3 50.3 84.2 75.8 69.0 48.6 78.7 72.0
Old : 70.3 50.3 84.2 75.8 69.0 48.6 78.7 72.0
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, November 10, 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 : 22,309: 20,345 20,125 0 1,050 420 100 0 250 450 0 0: 744 464
Old : 22,309: 20,345 20,125 0 1,050 420 100 0 250 450 0 0: 744 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,387: -1,040 -920 0 -135 0 100 -100 -100 -225 0 0: -122 -132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 90.2 0.0 4.7 1.9 0.4 0.0 1.1 2.0 0.0 0.0: 3.3 2.1
Old : 100.0: 91.2 90.2 0.0 4.7 1.9 0.4 0.0 1.1 2.0 0.0 0.0: 3.3 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 : 26: 17 16 0 . . . 0 . . 0 0:
Old : 26: 17 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 : 54.8 69.8 78.8 88.2 47.7 65.2 66.4 74.4
Old : 54.8 69.8 78.8 88.2 47.7 65.2 66.4 74.4
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, November 10, 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 : 20,375: 20,115 17,845 0 1,770 30 100 600 0 0 0 0: 130 130
Old : 20,375: 20,115 17,845 0 1,770 30 100 600 0 0 0 0: 130 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,305: -1,125 -1,290 0 15 -15 -150 0 0 0 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.7 87.6 0.0 8.7 0.1 0.5 2.9 0.0 0.0 0.0 0.0: 0.6 0.6
Old : 100.0: 98.7 87.6 0.0 8.7 0.1 0.5 2.9 0.0 0.0 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 15 0 . . . . 0 0 0 0:
Old : 26: 20 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 : 48.8 67.3 76.8 86.6 38.9 55.9 57.3 66.5
Old : 48.8 67.3 76.8 86.6 38.9 55.9 57.3 66.5
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, November 10, 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 : 11,085: 6,285 9,405 200 1,300 200 1,200 100 0 3,050 0 0: 150 80
Old : 11,085: 6,285 9,405 200 1,300 200 1,200 100 0 3,050 0 0: 150 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,005: -395 -730 -100 100 -100 0 -225 0 -325 0 0: -85 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 84.8 1.8 11.7 1.8 10.8 0.9 0.0 27.5 0.0 0.0: 1.4 0.7
Old : 100.0: 56.7 84.8 1.8 11.7 1.8 10.8 0.9 0.0 27.5 0.0 0.0: 1.4 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 : 20: 11 8 . . . . . 0 . 0 0:
Old : 20: 11 8 . . . . . 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 74.7 89.9 97.5 62.4 64.4 75.1 76.8
Old : 67.1 74.7 89.9 97.5 62.4 64.4 75.1 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Futures Only, November 10, 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 : 7,080: 5,300 6,760 300 100 0 1,200 100 0 0 0 0: 280 120
Old : 7,080: 5,300 6,760 300 100 0 1,200 100 0 0 0 0: 280 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -555: -510 -440 0 -50 0 0 -25 0 0 0 0: -45 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 95.5 4.2 1.4 0.0 16.9 1.4 0.0 0.0 0.0 0.0: 4.0 1.7
Old : 100.0: 74.9 95.5 4.2 1.4 0.0 16.9 1.4 0.0 0.0 0.0 0.0: 4.0 1.7
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 : 20: 10 9 . . 0 . . 0 0 0 0:
Old : 20: 10 9 . . 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 88.7 91.4 95.3 70.2 84.0 89.1 90.7
Old : 70.2 88.7 91.4 95.3 70.2 84.0 89.1 90.7
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, November 10, 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 : 25,653: 21,075 19,680 85 105 3,270 0 1,200 250 395 550 53: 525 545
Old : 25,653: 21,075 19,680 85 105 3,270 0 1,200 250 395 550 53: 525 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,428: -990 -865 85 5 -120 -200 0 0 -25 -275 -8: -170 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 76.7 0.3 0.4 12.7 0.0 4.7 1.0 1.5 2.1 0.2: 2.0 2.1
Old : 100.0: 82.2 76.7 0.3 0.4 12.7 0.0 4.7 1.0 1.5 2.1 0.2: 2.0 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 : 30: 17 19 . . . 0 . . . . .:
Old : 30: 17 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 : 54.8 38.0 75.1 61.5 41.8 26.0 50.3 41.6
Old : 54.8 38.0 75.1 61.5 41.8 26.0 50.3 41.6
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, November 10, 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 : 25,210: 20,695 19,805 0 1,125 2,525 0 600 250 505 0 20: 1,215 885
Old : 25,210: 20,695 19,805 0 1,125 2,525 0 600 250 505 0 20: 1,215 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 3, 2015 :
: -1,035: -840 -815 0 85 -100 0 -125 0 -5 0 -20: -70 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 78.6 0.0 4.5 10.0 0.0 2.4 1.0 2.0 0.0 0.1: 4.8 3.5
Old : 100.0: 82.1 78.6 0.0 4.5 10.0 0.0 2.4 1.0 2.0 0.0 0.1: 4.8 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 : 26: 17 18 0 . . 0 . . . 0 .:
Old : 26: 17 18 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 49.8 74.7 73.3 43.8 35.5 56.0 50.8
Old : 52.0 49.8 74.7 73.3 43.8 35.5 56.0 50.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 13, 2015