COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 147,149: 42,085 30,934 235 29,091 7,790 23,903 19,992 11,867 47,099 33,245 13,237: 933 993
Old : 147,149: 42,085 30,934 235 29,091 7,790 23,903 19,992 11,867 47,099 33,245 13,237: 933 993
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,771: 710 -632 0 639 -136 2,771 399 1,354 -643 2,450 -330: 45 27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 21.0 0.2 19.8 5.3 16.2 13.6 8.1 32.0 22.6 9.0: 0.6 0.7
Old : 100.0: 28.6 21.0 0.2 19.8 5.3 16.2 13.6 8.1 32.0 22.6 9.0: 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 . 5 14 16 20:
Old : 59: 16 16 . 4 5 4 . 5 14 16 20:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 39.4 61.8 58.7 35.4 35.8 49.5 47.2
Old : 40.3 39.4 61.8 58.7 35.4 35.8 49.5 47.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 39,440: 10,705 8,940 270 13,803 357 5,560 7,043 2,008 16,753 3,770 3,164: 623 355
Old : 39,440: 10,705 8,940 270 13,803 357 5,560 7,043 2,008 16,753 3,770 3,164: 623 355
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,785: 172 1,460 0 880 10 0 -560 115 660 -705 585: 243 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 22.7 0.7 35.0 0.9 14.1 17.9 5.1 42.5 9.6 8.0: 1.6 0.9
Old : 100.0: 27.1 22.7 0.7 35.0 0.9 14.1 17.9 5.1 42.5 9.6 8.0: 1.6 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 13 9 . 4 . . 4 4 10 9 13:
Old : 43: 13 9 . 4 . . 4 4 10 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 52.8 74.1 78.6 51.7 46.7 62.4 61.0
Old : 57.2 52.8 74.1 78.6 51.7 46.7 62.4 61.0
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 17, 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 : 136,565: 93,407 110,825 6,048 2,171 7,059 1,765 2,097 1,145 19,391 5,944 6,927: 823 397
Old : 136,565: 93,407 110,825 6,048 2,171 7,059 1,765 2,097 1,145 19,391 5,944 6,927: 823 397
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,248: 1,480 1,657 550 63 -314 42 334 -40 -217 -236 789: -42 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.4 81.2 4.4 1.6 5.2 1.3 1.5 0.8 14.2 4.4 5.1: 0.6 0.3
Old : 100.0: 68.4 81.2 4.4 1.6 5.2 1.3 1.5 0.8 14.2 4.4 5.1: 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 : 78: 41 44 . . 4 4 4 4 8 9 13:
Old : 78: 41 44 . . 4 4 4 4 8 9 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 34.0 62.3 51.9 30.2 19.8 36.3 30.8
Old : 46.9 34.0 62.3 51.9 30.2 19.8 36.3 30.8
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 17, 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 : 52,311: 42,036 48,450 7,557 0 1,940 77 312 104 77 1,009 496: 24 0
Old : 52,311: 42,036 48,450 7,557 0 1,940 77 312 104 77 1,009 496: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 281: 436 71 -388 0 130 -54 26 27 0 -79 130: 0 -24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.4 92.6 14.4 0.0 3.7 0.1 0.6 0.2 0.1 1.9 0.9: 0.0 0.0
Old : 100.0: 80.4 92.6 14.4 0.0 3.7 0.1 0.6 0.2 0.1 1.9 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 : 36: 21 20 . 0 . . . . . 5 .:
Old : 36: 21 20 . 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 : 51.1 42.9 76.7 74.6 42.8 33.3 57.0 51.0
Old : 51.1 42.9 76.7 74.6 42.8 33.3 57.0 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 450,910: 426,654 412,313 0 1,357 19,358 382 0 1,932 344 13,710 2,240: 0 0
Old : 450,910: 426,654 412,313 0 1,357 19,358 382 0 1,932 344 13,710 2,240: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 3,177: 2,193 3,345 0 912 0 382 -602 602 344 -736 -344: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 91.4 0.0 0.3 4.3 0.1 0.0 0.4 0.1 3.0 0.5: 0.0 0.0
Old : 100.0: 94.6 91.4 0.0 0.3 4.3 0.1 0.0 0.4 0.1 3.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 0 . . . 0 . . . .:
Old : 29: 18 16 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 60.0 76.2 83.7 39.9 49.3 65.4 64.2
Old : 46.6 60.0 76.2 83.7 39.9 49.3 65.4 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 1,601,056: 1,346,613 1,421,811 186,945 87,111 20,839 12,523 784 0 21,939 58,314 12,197: 0 0
Old : 1,601,056: 1,346,613 1,421,811 186,945 87,111 20,839 12,523 784 0 21,939 58,314 12,197: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 12,996: 6,021 3,997 8,543 392 784 0 0 0 -392 9,783 -1,960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 88.8 11.7 5.4 1.3 0.8 0.0 0.0 1.4 3.6 0.8: 0.0 0.0
Old : 100.0: 84.1 88.8 11.7 5.4 1.3 0.8 0.0 0.0 1.4 3.6 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 : 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 : 59.2 51.7 74.4 67.8 40.7 34.4 49.0 44.9
Old : 59.2 51.7 74.4 67.8 40.7 34.4 49.0 44.9
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 17, 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 : 66,444: 61,503 56,183 0 4,930 1,900 59 1,253 584 1,672 844 726: 0 24
Old : 66,444: 61,503 56,183 0 4,930 1,900 59 1,253 584 1,672 844 726: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 781: 162 156 0 1,215 -643 59 -558 430 463 -129 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 84.6 0.0 7.4 2.9 0.1 1.9 0.9 2.5 1.3 1.1: 0.0 0.0
Old : 100.0: 92.6 84.6 0.0 7.4 2.9 0.1 1.9 0.9 2.5 1.3 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 20 0 . . . . . . 5 .:
Old : 35: 19 20 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 : 62.2 58.7 83.2 76.2 50.8 52.5 67.7 63.3
Old : 62.2 58.7 83.2 76.2 50.8 52.5 67.7 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 539,179: 388,384 517,259 140,545 0 5,576 0 0 0 0 11,670 4,674: 0 0
Old : 539,179: 388,384 517,259 140,545 0 5,576 0 0 0 0 11,670 4,674: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,903: 2,903 1,591 -984 0 984 0 0 0 0 328 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 95.9 26.1 0.0 1.0 0.0 0.0 0.0 0.0 2.2 0.9: 0.0 0.0
Old : 100.0: 72.0 95.9 26.1 0.0 1.0 0.0 0.0 0.0 0.0 2.2 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 : 60.3 72.7 81.7 90.0 52.9 64.7 68.3 75.1
Old : 60.3 72.7 81.7 90.0 52.9 64.7 68.3 75.1
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 17, 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 : 449,866: 407,147 421,778 18,433 3,835 23,493 0 0 0 793 760 0: 0 0
Old : 449,866: 407,147 421,778 18,433 3,835 23,493 0 0 0 793 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,101: 7,374 -826 -6,264 2,328 -401 0 0 0 392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 93.8 4.1 0.9 5.2 0.0 0.0 0.0 0.2 0.2 0.0: 0.0 0.0
Old : 100.0: 90.5 93.8 4.1 0.9 5.2 0.0 0.0 0.0 0.2 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 : 40: 27 29 . . . 0 0 0 . . 0:
Old : 40: 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 : 54.1 49.5 74.4 69.2 48.8 46.8 62.1 59.6
Old : 54.1 49.5 74.4 69.2 48.8 46.8 62.1 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 43,200: 37,576 38,820 1,635 85 1,848 86 0 0 779 1,347 255: 1,021 845
Old : 43,200: 37,576 38,820 1,635 85 1,848 86 0 0 779 1,347 255: 1,021 845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 298: 526 150 -424 85 22 0 0 0 -41 0 0: 215 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 89.9 3.8 0.2 4.3 0.2 0.0 0.0 1.8 3.1 0.6: 2.4 2.0
Old : 100.0: 87.0 89.9 3.8 0.2 4.3 0.2 0.0 0.0 1.8 3.1 0.6: 2.4 2.0
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: 27 23 . . . . 0 0 . . .:
Old : 38: 27 23 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 57.7 72.6 74.1 47.2 54.6 64.7 68.6
Old : 50.4 57.7 72.6 74.1 47.2 54.6 64.7 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, November 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,892: 43,153 48,527 5,260 0 1,040 0 0 0 60 0 0: 379 325
Old : 49,892: 43,153 48,527 5,260 0 1,040 0 0 0 60 0 0: 379 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -572: -1,125 -450 660 0 -120 0 0 0 0 0 0: 13 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.5 97.3 10.5 0.0 2.1 0.0 0.0 0.0 0.1 0.0 0.0: 0.8 0.7
Old : 100.0: 86.5 97.3 10.5 0.0 2.1 0.0 0.0 0.0 0.1 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 : 43: 33 30 . 0 . 0 0 0 . 0 0:
Old : 43: 33 30 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 55.8 67.7 76.3 47.1 45.4 58.8 63.9
Old : 50.4 55.8 67.7 76.3 47.1 45.4 58.8 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 68,428: 61,023 66,948 6,060 0 795 50 0 0 0 580 0: 500 105
Old : 68,428: 61,023 66,948 6,060 0 795 50 0 0 0 580 0: 500 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,323: 655 1,685 960 0 -120 0 0 0 0 0 0: -172 -242
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 97.8 8.9 0.0 1.2 0.1 0.0 0.0 0.0 0.8 0.0: 0.7 0.2
Old : 100.0: 89.2 97.8 8.9 0.0 1.2 0.1 0.0 0.0 0.0 0.8 0.0: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 32 32 . 0 . . 0 0 0 . 0:
Old : 44: 32 32 . 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 : 46.1 53.5 66.0 79.1 44.8 46.9 61.4 69.0
Old : 46.1 53.5 66.0 79.1 44.8 46.9 61.4 69.0
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 17, 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 : 18,476: 16,826 16,266 0 580 1,510 0 0 0 0 0 0: 140 120
Old : 18,476: 16,826 16,266 0 580 1,510 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 10, 2015 :
: 1,760: 250 2,050 0 -1,800 1,510 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 88.0 0.0 3.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.6
Old : 100.0: 91.1 88.0 0.0 3.1 8.2 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 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 : 28: 20 18 0 . . 0 0 0 0 0 0:
Old : 28: 20 18 0 . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 70.0 81.7 88.6 56.3 63.2 66.8 73.1
Old : 61.4 70.0 81.7 88.6 56.3 63.2 66.8 73.1
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 17, 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 : 236,672: 167,720 236,672 68,168 0 0 0 0 0 784 0 0: 0 0
Old : 236,672: 167,720 236,672 68,168 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 10, 2015 :
: -376: 13,312 -376 -13,688 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 100.0 28.8 0.0 0.0 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 70.9 100.0 28.8 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: 21 20 . 0 0 0 0 0 . 0 0:
Old : 32: 21 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 : 46.4 68.8 72.5 86.1 45.7 63.0 67.3 73.6
Old : 46.4 68.8 72.5 86.1 45.7 63.0 67.3 73.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 8,997: 7,408 8,472 0 0 0 150 0 0 1,250 140 0: 189 385
Old : 8,997: 7,408 8,472 0 0 0 150 0 0 1,250 140 0: 189 385
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 295: 377 273 0 0 0 -145 0 0 22 0 0: 41 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 94.2 0.0 0.0 0.0 1.7 0.0 0.0 13.9 1.6 0.0: 2.1 4.3
Old : 100.0: 82.3 94.2 0.0 0.0 0.0 1.7 0.0 0.0 13.9 1.6 0.0: 2.1 4.3
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 : 25: 18 17 0 0 0 . 0 0 . . 0:
Old : 25: 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 : 57.9 62.0 75.4 81.3 57.5 56.3 67.8 69.0
Old : 57.9 62.0 75.4 81.3 57.5 56.3 67.8 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 7,510: 5,780 7,335 1,200 0 0 0 150 0 100 25 0: 430 0
Old : 7,510: 5,780 7,335 1,200 0 0 0 150 0 100 25 0: 430 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.0 97.7 16.0 0.0 0.0 0.0 2.0 0.0 1.3 0.3 0.0: 5.7 0.0
Old : 100.0: 77.0 97.7 16.0 0.0 0.0 0.0 2.0 0.0 1.3 0.3 0.0: 5.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 13 . 0 0 0 . 0 . . 0:
Old : 20: 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 : 68.8 57.3 86.8 86.8 43.3 41.5 52.7 55.7
Old : 68.8 57.3 86.8 86.8 43.3 41.5 52.7 55.7
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 17, 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 : 18,815: 17,210 15,730 0 790 1,605 0 0 0 0 550 0: 0 140
Old : 18,815: 17,210 15,730 0 790 1,605 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 10, 2015 :
: 1,150: -210 1,590 0 -1,800 1,360 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 83.6 0.0 4.2 8.5 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.7
Old : 100.0: 91.5 83.6 0.0 4.2 8.5 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 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 : 33: 22 18 0 . . 0 0 0 0 . 0:
Old : 33: 22 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 : 54.4 56.0 76.5 83.2 50.1 49.7 65.1 65.3
Old : 54.4 56.0 76.5 83.2 50.1 49.7 65.1 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 21,490: 18,445 19,000 540 30 2,325 0 0 0 0 75 0: 180 60
Old : 21,490: 18,445 19,000 540 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 10, 2015 :
: 1,245: 1,245 1,245 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.8 88.4 2.5 0.1 10.8 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 0.3
Old : 100.0: 85.8 88.4 2.5 0.1 10.8 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 24 23 . . . 0 0 0 0 . 0:
Old : 31: 24 23 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 59.4 64.5 81.4 28.5 39.4 43.1 49.9
Old : 45.4 59.4 64.5 81.4 28.5 39.4 43.1 49.9
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 17, 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 : 18,535: 15,038 12,888 2,633 3,662 503 0 0 0 0 82 44: 317 1,356
Old : 18,535: 15,038 12,888 2,633 3,662 503 0 0 0 0 82 44: 317 1,356
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 425: 760 -427 0 783 -378 0 0 0 0 0 0: 43 447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.1 69.5 14.2 19.8 2.7 0.0 0.0 0.0 0.0 0.4 0.2: 1.7 7.3
Old : 100.0: 81.1 69.5 14.2 19.8 2.7 0.0 0.0 0.0 0.0 0.4 0.2: 1.7 7.3
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 : 30: 23 21 . . . 0 0 0 0 . .:
Old : 30: 23 21 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 61.0 59.1 78.3 35.9 54.8 55.3 63.9
Old : 37.0 61.0 59.1 78.3 35.9 54.8 55.3 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 62,771: 59,431 51,660 515 3,496 2,106 25 97 64 0 4,978 185: 445 185
Old : 62,771: 59,431 51,660 515 3,496 2,106 25 97 64 0 4,978 185: 445 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,762: 1,918 1,538 0 -230 0 -16 97 -70 0 497 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 82.3 0.8 5.6 3.4 0.0 0.2 0.1 0.0 7.9 0.3: 0.7 0.3
Old : 100.0: 94.7 82.3 0.8 5.6 3.4 0.0 0.2 0.1 0.0 7.9 0.3: 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 . .:
Old : 42: 30 27 . . . . . . 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 41.9 75.5 65.4 55.0 41.1 73.6 63.3
Old : 55.7 41.9 75.5 65.4 55.0 41.1 73.6 63.3
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 17, 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 : 73,664: 68,179 55,084 903 2,972 2,500 0 274 8 371 11,074 1,692: 11 60
Old : 73,664: 68,179 55,084 903 2,972 2,500 0 274 8 371 11,074 1,692: 11 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,546: 3,240 1,480 -150 -143 208 -35 -27 -83 106 1,826 -745: 5 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 74.8 1.2 4.0 3.4 0.0 0.4 0.0 0.5 15.0 2.3: 0.0 0.1
Old : 100.0: 92.6 74.8 1.2 4.0 3.4 0.0 0.4 0.0 0.5 15.0 2.3: 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 : 50: 31 33 . . . 0 . . . 6 .:
Old : 50: 31 33 . . . 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 : 49.2 48.2 69.2 69.0 48.4 45.3 64.5 63.7
Old : 49.2 48.2 69.2 69.0 48.4 45.3 64.5 63.7
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 17, 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 : 44,380: 41,825 40,840 1,240 3,155 385 0 0 0 910 0 0: 20 0
Old : 44,380: 41,825 40,840 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 10, 2015 :
: 400: 400 400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 92.0 2.8 7.1 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 7.1 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 : 55.2 94.0 73.7 97.3 52.7 92.7 71.2 93.6
Old : 55.2 94.0 73.7 97.3 52.7 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 17, 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 : 46,400: 43,245 42,550 1,835 3,325 525 0 0 0 735 0 0: 60 0
Old : 46,400: 43,245 42,550 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 10, 2015 :
: 905: 905 905 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 91.7 4.0 7.2 1.1 0.0 0.0 0.0 1.6 0.0 0.0: 0.1 0.0
Old : 100.0: 93.2 91.7 4.0 7.2 1.1 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 : 52.3 93.0 68.2 96.7 50.9 88.2 66.3 89.5
Old : 52.3 93.0 68.2 96.7 50.9 88.2 66.3 89.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 352,755: 319,077 295,587 793 23,208 5,433 0 8,512 0 24,653 17,216 2,799: 0 0
Old : 352,755: 319,077 295,587 793 23,208 5,433 0 8,512 0 24,653 17,216 2,799: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 6,351: 7,487 6,303 0 -384 0 0 0 0 -1,568 0 432: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 83.8 0.2 6.6 1.5 0.0 2.4 0.0 7.0 4.9 0.8: 0.0 0.0
Old : 100.0: 90.5 83.8 0.2 6.6 1.5 0.0 2.4 0.0 7.0 4.9 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 : 41: 23 29 . . . 0 . 0 . . .:
Old : 41: 23 29 . . . 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 : 48.4 40.2 73.3 60.4 40.5 37.3 59.0 54.7
Old : 48.4 40.2 73.3 60.4 40.5 37.3 59.0 54.7
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 17, 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 : 27,293: 20,338 23,020 838 761 383 0 700 22 5,210 1,499 314: 188 594
Old : 27,293: 20,338 23,020 838 761 383 0 700 22 5,210 1,499 314: 188 594
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,433: 1,032 1,817 0 -66 0 0 0 22 440 -7 -15: -46 -318
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.5 84.3 3.1 2.8 1.4 0.0 2.6 0.1 19.1 5.5 1.2: 0.7 2.2
Old : 100.0: 74.5 84.3 3.1 2.8 1.4 0.0 2.6 0.1 19.1 5.5 1.2: 0.7 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 : 40: 23 27 . . . 0 . . 4 . .:
Old : 40: 23 27 . . . 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 : 50.8 36.2 78.5 57.0 46.6 35.5 69.0 55.3
Old : 50.8 36.2 78.5 57.0 46.6 35.5 69.0 55.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 32,725: 18,151 28,772 12,898 0 0 0 544 72 347 2,080 1,257: 0 0
Old : 32,725: 18,151 28,772 12,898 0 0 0 544 72 347 2,080 1,257: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,208: 231 -308 385 0 0 -72 390 72 0 438 616: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 87.9 39.4 0.0 0.0 0.0 1.7 0.2 1.1 6.4 3.8: 0.0 0.0
Old : 100.0: 55.5 87.9 39.4 0.0 0.0 0.0 1.7 0.2 1.1 6.4 3.8: 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: 13 15 . 0 0 0 . . . 4 .:
Old : 30: 13 15 . 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 : 69.1 76.4 87.2 89.5 61.8 69.1 72.1 73.9
Old : 69.1 76.4 87.2 89.5 61.8 69.1 72.1 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 420,914: 356,281 416,922 62,227 0 2,406 0 0 0 0 1,586 0: 0 0
Old : 420,914: 356,281 416,922 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 10, 2015 :
: 5,096: 5,096 5,096 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 99.1 14.8 0.0 0.6 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 84.6 99.1 14.8 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 16 . 0 . 0 0 0 0 . 0:
Old : 29: 19 16 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.5 90.6 83.3 95.9 59.8 78.4 77.3 82.2
Old : 62.5 90.6 83.3 95.9 59.8 78.4 77.3 82.2
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 17, 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 : 32,493: 28,057 31,523 3,694 84 42 510 0 0 126 377 0: 64 467
Old : 32,493: 28,057 31,523 3,694 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 10, 2015 :
: -43: 212 -43 -255 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 97.0 11.4 0.3 0.1 1.6 0.0 0.0 0.4 1.2 0.0: 0.2 1.4
Old : 100.0: 86.3 97.0 11.4 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 : 69.3 83.9 87.5 92.7 65.2 75.9 78.4 81.3
Old : 69.3 83.9 87.5 92.7 65.2 75.9 78.4 81.3
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 17, 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 : 16,129: 12,035 13,283 673 604 992 334 0 0 1,580 2 428: 87 820
Old : 16,129: 12,035 13,283 673 604 992 334 0 0 1,580 2 428: 87 820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 248: -13 -110 85 0 44 21 0 0 111 0 -23: 23 337
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.6 82.4 4.2 3.7 6.2 2.1 0.0 0.0 9.8 0.0 2.7: 0.5 5.1
Old : 100.0: 74.6 82.4 4.2 3.7 6.2 2.1 0.0 0.0 9.8 0.0 2.7: 0.5 5.1
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 18 . . . . 0 0 . . .:
Old : 30: 17 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 : 46.6 43.8 70.6 62.4 37.2 35.9 54.4 51.0
Old : 46.6 43.8 70.6 62.4 37.2 35.9 54.4 51.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 194,597: 137,504 177,344 12,211 1,951 13,698 6,223 0 0 23,357 0 1,604: 0 0
Old : 194,597: 137,504 177,344 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 10, 2015 :
: 1,960: 1,960 1,960 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.7 91.1 6.3 1.0 7.0 3.2 0.0 0.0 12.0 0.0 0.8: 0.0 0.0
Old : 100.0: 70.7 91.1 6.3 1.0 7.0 3.2 0.0 0.0 12.0 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: 15 20 . . . . 0 0 . 0 .:
Old : 30: 15 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 : 55.0 56.9 75.2 80.3 46.7 49.4 60.2 67.7
Old : 55.0 56.9 75.2 80.3 46.7 49.4 60.2 67.7
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 17, 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 : 15,659: 12,429 10,516 2,695 3,824 166 0 546 163 83 0 63: 60 381
Old : 15,659: 12,429 10,516 2,695 3,824 166 0 546 163 83 0 63: 60 381
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,687: 1,687 1,619 0 88 0 0 88 0 0 -129 0: 0 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 67.2 17.2 24.4 1.1 0.0 3.5 1.0 0.5 0.0 0.4: 0.4 2.4
Old : 100.0: 79.4 67.2 17.2 24.4 1.1 0.0 3.5 1.0 0.5 0.0 0.4: 0.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 20 24 . . . 0 . . . 0 .:
Old : 32: 20 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 : 52.7 47.7 74.1 66.5 44.2 41.1 57.5 55.6
Old : 52.7 47.7 74.1 66.5 44.2 41.1 57.5 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 163,277: 139,337 110,542 18,067 49,632 1,176 1,234 0 1,927 1,536 0 0: 0 0
Old : 163,277: 139,337 110,542 18,067 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 10, 2015 :
: 767: 392 767 375 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 67.7 11.1 30.4 0.7 0.8 0.0 1.2 0.9 0.0 0.0: 0.0 0.0
Old : 100.0: 85.3 67.7 11.1 30.4 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 : 62.2 61.3 83.0 79.8 56.8 55.5 67.3 67.5
Old : 62.2 61.3 83.0 79.8 56.8 55.5 67.3 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 8,365: 7,825 7,985 300 0 0 0 300 0 0 0 0: 240 80
Old : 8,365: 7,825 7,985 300 0 0 0 300 0 0 0 0: 240 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 95.5 3.6 0.0 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 1.0
Old : 100.0: 93.5 95.5 3.6 0.0 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 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: 14 11 . 0 0 0 . 0 0 0 0:
Old : 20: 14 11 . 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 : 57.3 74.4 85.4 94.1 45.3 55.7 66.5 73.0
Old : 57.3 74.4 85.4 94.1 45.3 55.7 66.5 73.0
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 17, 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 : 16,588: 10,041 11,803 1,684 0 4,785 0 0 0 78 0 0: 0 0
Old : 16,588: 10,041 11,803 1,684 0 4,785 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 10, 2015 :
: 284: -24 361 385 0 -77 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 71.2 10.2 0.0 28.8 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 60.5 71.2 10.2 0.0 28.8 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 : 24: 13 19 . 0 . 0 0 0 . 0 0:
Old : 24: 13 19 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.0 68.9 93.3 86.9 39.8 34.3 45.7 44.0
Old : 87.0 68.9 93.3 86.9 39.8 34.3 45.7 44.0
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 17, 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 : 8,865: 8,535 7,705 250 300 0 0 850 0 0 0 0: 80 10
Old : 8,865: 8,535 7,705 250 300 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 10, 2015 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.3 86.9 2.8 3.4 0.0 0.0 9.6 0.0 0.0 0.0 0.0: 0.9 0.1
Old : 100.0: 96.3 86.9 2.8 3.4 0.0 0.0 9.6 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 : 64.4 65.7 81.2 88.2 57.6 62.7 71.7 78.4
Old : 64.4 65.7 81.2 88.2 57.6 62.7 71.7 78.4
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 17, 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 : 22,140: 20,130 9,615 1,475 11,725 25 0 525 0 0 0 0: 510 250
Old : 22,140: 20,130 9,615 1,475 11,725 25 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 10, 2015 :
: -25: 0 -50 -50 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 43.4 6.7 53.0 0.1 0.0 2.4 0.0 0.0 0.0 0.0: 2.3 1.1
Old : 100.0: 90.9 43.4 6.7 53.0 0.1 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:
Old : 26: 18 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 : 59.1 81.8 83.6 94.6 53.7 78.5 75.5 85.8
Old : 59.1 81.8 83.6 94.6 53.7 78.5 75.5 85.8
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 17, 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 : 19,705: 18,110 7,100 1,025 11,750 0 0 525 0 0 0 0: 570 330
Old : 19,705: 18,110 7,100 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 10, 2015 :
: 85: 85 85 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 36.0 5.2 59.6 0.0 0.0 2.7 0.0 0.0 0.0 0.0: 2.9 1.7
Old : 100.0: 91.9 36.0 5.2 59.6 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 : 62.6 88.6 82.4 97.2 58.7 85.9 76.7 88.6
Old : 62.6 88.6 82.4 97.2 58.7 85.9 76.7 88.6
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 17, 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 : 23,059: 22,529 17,944 50 4,660 230 0 0 0 250 225 0: 0 0
Old : 23,059: 22,529 17,944 50 4,660 230 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 10, 2015 :
: 55: 55 105 50 0 -50 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 77.8 0.2 20.2 1.0 0.0 0.0 0.0 1.1 1.0 0.0: 0.0 0.0
Old : 100.0: 97.7 77.8 0.2 20.2 1.0 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:
Old : 35: 22 18 . . . 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 : 55.0 69.4 74.9 89.4 53.4 68.4 72.6 81.7
Old : 55.0 69.4 74.9 89.4 53.4 68.4 72.6 81.7
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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 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 : 19,745: 18,935 18,785 175 460 0 0 500 0 0 0 0: 635 0
Old : 19,745: 18,935 18,785 175 460 0 0 500 0 0 0 0: 635 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 190: 530 280 0 50 0 0 0 0 0 0 0: -340 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 95.1 0.9 2.3 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 95.9 95.1 0.9 2.3 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 7 . . 0 0 . 0 0 0 0:
Old : 22: 15 7 . . 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 : 69.8 94.0 84.6 98.9 69.8 91.4 84.6 95.7
Old : 69.8 94.0 84.6 98.9 69.8 91.4 84.6 95.7
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 17, 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 : 15,820: 15,190 15,660 300 0 0 0 0 0 0 0 0: 330 160
Old : 15,820: 15,190 15,660 300 0 0 0 0 0 0 0 0: 330 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 300: 295 300 0 0 0 0 0 0 0 0 0: 5 0
: : :
: : 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 : 54.0 91.2 73.5 98.6 50.1 81.4 67.6 83.8
Old : 54.0 91.2 73.5 98.6 50.1 81.4 67.6 83.8
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 17, 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 : 17,037: 16,142 16,567 495 110 0 0 200 0 25 0 0: 375 160
Old : 17,037: 16,142 16,567 495 110 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 10, 2015 :
: 335: 335 335 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 97.2 2.9 0.6 0.0 0.0 1.2 0.0 0.1 0.0 0.0: 2.2 0.9
Old : 100.0: 94.7 97.2 2.9 0.6 0.0 0.0 1.2 0.0 0.1 0.0 0.0: 2.2 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 : 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 : 49.9 88.1 69.6 96.1 46.4 78.9 63.4 82.9
Old : 49.9 88.1 69.6 96.1 46.4 78.9 63.4 82.9
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 17, 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 : 118,900: 104,915 110,020 7,605 4,650 3,120 960 150 50 2,250 910 0: 0 0
Old : 118,900: 104,915 110,020 7,605 4,650 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 10, 2015 :
: 2,280: 2,205 1,785 75 495 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 92.5 6.4 3.9 2.6 0.8 0.1 0.0 1.9 0.8 0.0: 0.0 0.0
Old : 100.0: 88.2 92.5 6.4 3.9 2.6 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 : 41.6 58.5 61.3 78.2 37.8 50.3 54.1 63.0
Old : 41.6 58.5 61.3 78.2 37.8 50.3 54.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 125,304: 108,619 115,894 9,245 4,165 3,295 2,755 600 200 1,175 1,085 0: 15 65
Old : 125,304: 108,619 115,894 9,245 4,165 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 10, 2015 :
: -2,092: -2,142 -2,862 50 770 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 92.5 7.4 3.3 2.6 2.2 0.5 0.2 0.9 0.9 0.0: 0.0 0.1
Old : 100.0: 86.7 92.5 7.4 3.3 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 : 53: 32 35 . . . . . . . . 0:
Old : 53: 32 35 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.1 58.0 60.9 74.7 37.6 51.8 53.7 62.2
Old : 43.1 58.0 60.9 74.7 37.6 51.8 53.7 62.2
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 17, 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 : 149,594: 119,915 117,617 1,678 7,061 6,213 1,250 3,960 1,322 15,100 9,402 3,959: 157 60
Old : 149,594: 119,915 117,617 1,678 7,061 6,213 1,250 3,960 1,322 15,100 9,402 3,959: 157 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: -1,025: -1,040 -190 -95 -1,095 165 -5 -231 145 90 267 -74: -211 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 78.6 1.1 4.7 4.2 0.8 2.6 0.9 10.1 6.3 2.6: 0.1 0.0
Old : 100.0: 80.2 78.6 1.1 4.7 4.2 0.8 2.6 0.9 10.1 6.3 2.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 41 37 . . 4 . 5 . 8 7 7:
Old : 74: 41 37 . . 4 . 5 . 8 7 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 52.9 47.0 66.3 29.1 47.9 42.2 57.9
Old : 29.6 52.9 47.0 66.3 29.1 47.9 42.2 57.9
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 17, 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 : 106,210: 90,633 93,655 8,795 3,880 3,780 300 0 0 1,310 3,595 1,300: 92 0
Old : 106,210: 90,633 93,655 8,795 3,880 3,780 300 0 0 1,310 3,595 1,300: 92 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,830: 1,715 2,515 240 -570 -125 0 0 0 -10 0 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 88.2 8.3 3.7 3.6 0.3 0.0 0.0 1.2 3.4 1.2: 0.1 0.0
Old : 100.0: 85.3 88.2 8.3 3.7 3.6 0.3 0.0 0.0 1.2 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 : 30.7 66.9 49.8 79.8 28.2 58.7 44.7 67.1
Old : 30.7 66.9 49.8 79.8 28.2 58.7 44.7 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 23,040: 22,160 19,760 275 2,195 150 395 665 60 0 140 0: 0 70
Old : 23,040: 22,160 19,760 275 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 10, 2015 :
: 775: 725 775 50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 85.8 1.2 9.5 0.7 1.7 2.9 0.3 0.0 0.6 0.0: 0.0 0.3
Old : 100.0: 96.2 85.8 1.2 9.5 0.7 1.7 2.9 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: 23 12 . . . . . . 0 . 0:
Old : 32: 23 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 80.0 75.5 95.2 55.4 79.8 75.1 91.4
Old : 55.4 80.0 75.5 95.2 55.4 79.8 75.1 91.4
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 17, 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 : 18,885: 18,430 16,495 225 2,175 50 25 0 125 0 0 0: 30 40
Old : 18,885: 18,430 16,495 225 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 10, 2015 :
: 370: 370 370 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 87.3 1.2 11.5 0.3 0.1 0.0 0.7 0.0 0.0 0.0: 0.2 0.2
Old : 100.0: 97.6 87.3 1.2 11.5 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 : 58.6 82.2 78.7 97.9 58.6 81.1 78.3 92.1
Old : 58.6 82.2 78.7 97.9 58.6 81.1 78.3 92.1
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 17, 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 : 29,578: 27,934 23,893 0 4,060 1,235 0 300 0 334 0 5: 70 85
Old : 29,578: 27,934 23,893 0 4,060 1,235 0 300 0 334 0 5: 70 85
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 45: 300 -145 0 430 -245 0 0 0 -15 0 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 80.8 0.0 13.7 4.2 0.0 1.0 0.0 1.1 0.0 0.0: 0.2 0.3
Old : 100.0: 94.4 80.8 0.0 13.7 4.2 0.0 1.0 0.0 1.1 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 26 0 . . 0 . 0 . 0 .:
Old : 36: 27 26 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 : 49.0 53.1 63.9 71.7 45.8 46.0 57.1 59.7
Old : 49.0 53.1 63.9 71.7 45.8 46.0 57.1 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 11,773: 10,803 11,203 390 0 570 0 0 0 0 0 0: 10 0
Old : 11,773: 10,803 11,203 390 0 570 0 0 0 0 0 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 95.2 3.3 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 91.8 95.2 3.3 0.0 4.8 0.0 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 16 . 0 . 0 0 0 0 0 0:
Old : 20: 16 16 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 70.9 77.3 91.7 40.5 61.8 57.0 65.5
Old : 47.4 70.9 77.3 91.7 40.5 61.8 57.0 65.5
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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.1 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 17, 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 : 163,912: 139,876 104,118 154 45,602 10,237 0 0 0 10,820 1,385 2,570: 255 0
Old : 163,912: 139,876 104,118 154 45,602 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 10, 2015 :
: 1,475: 1,475 -2,345 0 3,820 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 63.5 0.1 27.8 6.2 0.0 0.0 0.0 6.6 0.8 1.6: 0.2 0.0
Old : 100.0: 85.3 63.5 0.1 27.8 6.2 0.0 0.0 0.0 6.6 0.8 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 : 56.6 72.5 77.5 86.3 48.3 59.5 62.2 66.3
Old : 56.6 72.5 77.5 86.3 48.3 59.5 62.2 66.3
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 17, 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 : 3,057,232: 2,683,993 1,778,606 35,752 987,939 290,687 0 0 0 46,800 0 0: 0 0
Old : 3,057,232: 2,683,993 1,778,606 35,752 987,939 290,687 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 10, 2015 :
: -19,190: -19,190 27,850 0 -47,040 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 58.2 1.2 32.3 9.5 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Old : 100.0: 87.8 58.2 1.2 32.3 9.5 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 : 67.2 80.9 84.1 90.7 36.9 47.2 45.3 52.1
Old : 67.2 80.9 84.1 90.7 36.9 47.2 45.3 52.1
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 17, 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 : 72,943: 64,940 66,764 1,493 110 6,069 0 0 0 441 0 0: 0 0
Old : 72,943: 64,940 66,764 1,493 110 6,069 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 10, 2015 :
: 1,530: 260 1,275 1,015 0 255 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 91.5 2.0 0.2 8.3 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 89.0 91.5 2.0 0.2 8.3 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 : 56.0 57.8 79.3 81.7 48.3 48.3 60.4 60.2
Old : 56.0 57.8 79.3 81.7 48.3 48.3 60.4 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 1,272,222: 1,219,005 1,031,999 634 117,440 52,583 0 0 0 0 70,200 0: 0 0
Old : 1,272,222: 1,219,005 1,031,999 634 117,440 52,583 0 0 0 0 70,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 81.1 0.0 9.2 4.1 0.0 0.0 0.0 0.0 5.5 0.0: 0.0 0.0
Old : 100.0: 95.8 81.1 0.0 9.2 4.1 0.0 0.0 0.0 0.0 5.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 14 . . . 0 0 0 0 . 0:
Old : 20: 13 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 : 86.1 78.0 97.0 91.8 82.5 77.6 86.0 85.4
Old : 86.1 78.0 97.0 91.8 82.5 77.6 86.0 85.4
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 17, 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 : 1,653,516: 1,324,149 1,263,220 136,450 202,400 187,896 0 0 0 5,021 0 0: 0 0
Old : 1,653,516: 1,324,149 1,263,220 136,450 202,400 187,896 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 10, 2015 :
: 39,960: 39,960 35,280 0 4,680 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 76.4 8.3 12.2 11.4 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 76.4 8.3 12.2 11.4 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 : 25: 16 11 . . . 0 0 0 . 0 0:
Old : 25: 16 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 : 58.6 87.3 79.2 96.1 49.2 70.4 63.4 76.3
Old : 58.6 87.3 79.2 96.1 49.2 70.4 63.4 76.3
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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 12 . 0 . 0 0 0 . 0 0:
Old : 22: 11 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 : 86.1 71.8 94.5 90.2 84.2 71.2 92.6 87.9
Old : 86.1 71.8 94.5 90.2 84.2 71.2 92.6 87.9
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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 : 21: 9 13 . 0 . 0 0 0 . 0 0:
Old : 21: 9 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 : 88.9 67.1 97.2 91.4 87.3 66.2 93.5 89.1
Old : 88.9 67.1 97.2 91.4 87.3 66.2 93.5 89.1
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 17, 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 : 39,360: 29,568 37,632 9,408 1,344 0 0 0 0 0 0 0: 384 384
Old : 39,360: 29,568 37,632 9,408 1,344 0 0 0 0 0 0 0: 384 384
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 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 17, 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 : 29,675: 25,337 22,383 575 5,037 125 1,145 0 0 2,008 1,795 200: 285 135
Old : 29,675: 25,337 22,383 575 5,037 125 1,145 0 0 2,008 1,795 200: 285 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 265: 215 300 0 -85 0 60 0 0 0 0 0: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 75.4 1.9 17.0 0.4 3.9 0.0 0.0 6.8 6.0 0.7: 1.0 0.5
Old : 100.0: 85.4 75.4 1.9 17.0 0.4 3.9 0.0 0.0 6.8 6.0 0.7: 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 : 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 : 60.9 45.1 78.8 69.2 53.4 45.1 69.5 68.0
Old : 60.9 45.1 78.8 69.2 53.4 45.1 69.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 25,447: 22,218 18,535 0 5,921 936 675 0 0 1,280 0 0: 338 55
Old : 25,447: 22,218 18,535 0 5,921 936 675 0 0 1,280 0 0: 338 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 310: 320 90 0 190 0 60 0 0 -40 0 0: -30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 72.8 0.0 23.3 3.7 2.7 0.0 0.0 5.0 0.0 0.0: 1.3 0.2
Old : 100.0: 87.3 72.8 0.0 23.3 3.7 2.7 0.0 0.0 5.0 0.0 0.0: 1.3 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 : 31: 19 19 0 . . . 0 0 . 0 0:
Old : 31: 19 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 : 54.7 58.3 78.2 79.8 35.9 43.6 54.8 58.1
Old : 54.7 58.3 78.2 79.8 35.9 43.6 54.8 58.1
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 17, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,848: 30,173 18,445 1,101 12,480 28 0 480 0 221 275 80: 245 60
Old : 31,848: 30,173 18,445 1,101 12,480 28 0 480 0 221 275 80: 245 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 1,303: 1,092 1,183 -5 0 0 0 0 0 71 35 25: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 57.9 3.5 39.2 0.1 0.0 1.5 0.0 0.7 0.9 0.3: 0.8 0.2
Old : 100.0: 94.7 57.9 3.5 39.2 0.1 0.0 1.5 0.0 0.7 0.9 0.3: 0.8 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 : 38: 25 25 . . . 0 . 0 . . .:
Old : 38: 25 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 : 58.3 64.4 75.5 84.4 57.0 63.6 73.8 79.7
Old : 58.3 64.4 75.5 84.4 57.0 63.6 73.8 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 23,578: 21,948 17,110 375 5,458 715 0 125 140 0 0 0: 400 30
Old : 23,578: 21,948 17,110 375 5,458 715 0 125 140 0 0 0: 400 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 310: 195 310 10 25 -25 0 0 0 0 0 0: 130 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 72.6 1.6 23.1 3.0 0.0 0.5 0.6 0.0 0.0 0.0: 1.7 0.1
Old : 100.0: 93.1 72.6 1.6 23.1 3.0 0.0 0.5 0.6 0.0 0.0 0.0: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 22 . . . 0 . . 0 0 0:
Old : 33: 20 22 . . . 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 : 56.5 61.6 73.5 82.9 47.4 57.3 61.3 68.5
Old : 56.5 61.6 73.5 82.9 47.4 57.3 61.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 19,166: 15,927 17,019 2,515 565 560 0 640 0 0 62 0: 164 320
Old : 19,166: 15,927 17,019 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 10, 2015 :
: 250: 250 250 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.1 88.8 13.1 2.9 2.9 0.0 3.3 0.0 0.0 0.3 0.0: 0.9 1.7
Old : 100.0: 83.1 88.8 13.1 2.9 2.9 0.0 3.3 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 : 58.5 62.2 85.2 84.0 56.9 61.1 79.4 80.7
Old : 58.5 62.2 85.2 84.0 56.9 61.1 79.4 80.7
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 17, 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 : 14,704: 11,527 13,429 2,868 575 180 0 0 0 0 300 0: 129 220
Old : 14,704: 11,527 13,429 2,868 575 180 0 0 0 0 300 0: 129 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 385: 785 385 0 0 0 0 0 0 0 0 0: -400 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.4 91.3 19.5 3.9 1.2 0.0 0.0 0.0 0.0 2.0 0.0: 0.9 1.5
Old : 100.0: 78.4 91.3 19.5 3.9 1.2 0.0 0.0 0.0 0.0 2.0 0.0: 0.9 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 : 22: 15 11 . . . 0 0 0 0 . 0:
Old : 22: 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 : 49.4 67.5 78.4 88.8 46.3 65.3 68.9 80.1
Old : 49.4 67.5 78.4 88.8 46.3 65.3 68.9 80.1
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 17, 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 : 37,299: 32,450 32,639 2,440 3,105 570 0 300 0 1,629 600 20: 190 65
Old : 37,299: 32,450 32,639 2,440 3,105 570 0 300 0 1,629 600 20: 190 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 422: 307 587 0 -300 125 0 0 0 -20 0 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 87.5 6.5 8.3 1.5 0.0 0.8 0.0 4.4 1.6 0.1: 0.5 0.2
Old : 100.0: 87.0 87.5 6.5 8.3 1.5 0.0 0.8 0.0 4.4 1.6 0.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 48.8 47.3 66.1 73.8 47.7 44.2 64.0 68.0
Old : 48.8 47.3 66.1 73.8 47.7 44.2 64.0 68.0
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 17, 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 : 14,785: 12,910 11,659 700 3,050 20 0 0 0 1,035 0 0: 120 56
Old : 14,785: 12,910 11,659 700 3,050 20 0 0 0 1,035 0 0: 120 56
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 975: 935 1,035 430 0 -60 0 0 0 60 0 0: -390 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 78.9 4.7 20.6 0.1 0.0 0.0 0.0 7.0 0.0 0.0: 0.8 0.4
Old : 100.0: 87.3 78.9 4.7 20.6 0.1 0.0 0.0 0.0 7.0 0.0 0.0: 0.8 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 : 26: 20 17 . . . 0 0 0 . 0 0:
Old : 26: 20 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 : 42.9 67.7 70.0 88.8 42.0 63.4 65.7 78.9
Old : 42.9 67.7 70.0 88.8 42.0 63.4 65.7 78.9
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 17, 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 : 14,683: 12,115 11,616 485 3,012 5 0 0 0 1,998 50 0: 80 0
Old : 14,683: 12,115 11,616 485 3,012 5 0 0 0 1,998 50 0: 80 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 85: 25 85 0 0 0 0 0 0 60 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 79.1 3.3 20.5 0.0 0.0 0.0 0.0 13.6 0.3 0.0: 0.5 0.0
Old : 100.0: 82.5 79.1 3.3 20.5 0.0 0.0 0.0 0.0 13.6 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 63.9 86.8 36.2 59.6 53.2 69.7
Old : 39.4 68.7 63.9 86.8 36.2 59.6 53.2 69.7
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 17, 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 : 50,920: 46,721 43,336 0 2,935 3,355 0 185 215 0 0 0: 629 894
Old : 50,920: 46,721 43,336 0 2,935 3,355 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 10, 2015 :
: -170: 620 -580 0 1,200 -790 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 85.1 0.0 5.8 6.6 0.0 0.4 0.4 0.0 0.0 0.0: 1.2 1.8
Old : 100.0: 91.8 85.1 0.0 5.8 6.6 0.0 0.4 0.4 0.0 0.0 0.0: 1.2 1.8
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 : 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 : 86.1 64.1 93.5 81.8 78.5 57.2 80.7 70.3
Old : 86.1 64.1 93.5 81.8 78.5 57.2 80.7 70.3
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 17, 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 : 43,882: 40,687 35,785 0 4,545 2,410 215 0 0 0 0 0: 570 1,142
Old : 43,882: 40,687 35,785 0 4,545 2,410 215 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 10, 2015 :
: 20: 620 -580 0 1,200 -600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 81.5 0.0 10.4 5.5 0.5 0.0 0.0 0.0 0.0 0.0: 1.3 2.6
Old : 100.0: 92.7 81.5 0.0 10.4 5.5 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 66.6 93.2 86.4 80.1 60.8 83.2 75.4
Old : 87.5 66.6 93.2 86.4 80.1 60.8 83.2 75.4
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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 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 : 18,671: 17,890 16,340 350 0 0 0 1,820 0 0 245 156: 275 110
Old : 18,671: 17,890 16,340 350 0 0 0 1,820 0 0 245 156: 275 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 145: 125 50 0 0 0 0 100 0 0 0 0: 20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 87.5 1.9 0.0 0.0 0.0 9.7 0.0 0.0 1.3 0.8: 1.5 0.6
Old : 100.0: 95.8 87.5 1.9 0.0 0.0 0.0 9.7 0.0 0.0 1.3 0.8: 1.5 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 : 73.1 83.1 94.3 94.1 70.3 81.5 85.6 86.0
Old : 73.1 83.1 94.3 94.1 70.3 81.5 85.6 86.0
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 17, 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 : 21,495: 21,390 17,015 0 1,200 0 0 3,155 15 0 100 0: 90 10
Old : 21,495: 21,390 17,015 0 1,200 0 0 3,155 15 0 100 0: 90 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 80: 80 255 0 0 0 0 -275 0 0 100 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 79.2 0.0 5.6 0.0 0.0 14.7 0.1 0.0 0.5 0.0: 0.4 0.0
Old : 100.0: 99.5 79.2 0.0 5.6 0.0 0.0 14.7 0.1 0.0 0.5 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 : 25: 17 14 0 . 0 0 . . 0 . 0:
Old : 25: 17 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 : 66.2 82.3 88.7 96.7 62.7 81.9 85.1 92.8
Old : 66.2 82.3 88.7 96.7 62.7 81.9 85.1 92.8
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 17, 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 : 21,275: 21,205 15,925 0 1,200 0 0 4,130 0 0 0 0: 70 20
Old : 21,275: 21,205 15,925 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 10, 2015 :
: 225: 225 225 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 74.9 0.0 5.6 0.0 0.0 19.4 0.0 0.0 0.0 0.0: 0.3 0.1
Old : 100.0: 99.7 74.9 0.0 5.6 0.0 0.0 19.4 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 : 67.1 86.0 89.9 98.5 64.1 86.0 86.9 95.8
Old : 67.1 86.0 89.9 98.5 64.1 86.0 86.9 95.8
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 17, 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 : 77,612: 56,432 72,107 2,865 520 300 11,450 0 0 1,880 0 150: 4,535 4,535
Old : 77,612: 56,432 72,107 2,865 520 300 11,450 0 0 1,880 0 150: 4,535 4,535
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 2,170: 495 510 0 0 0 -175 0 0 100 0 0: 1,750 1,660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 92.9 3.7 0.7 0.4 14.8 0.0 0.0 2.4 0.0 0.2: 5.8 5.8
Old : 100.0: 72.7 92.9 3.7 0.7 0.4 14.8 0.0 0.0 2.4 0.0 0.2: 5.8 5.8
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: 22 26 . . . . 0 0 . 0 .:
Old : 37: 22 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 : 67.1 48.2 81.1 73.1 66.3 47.5 74.9 68.5
Old : 67.1 48.2 81.1 73.1 66.3 47.5 74.9 68.5
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 17, 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 : 71,708: 52,632 68,547 1,665 480 970 11,460 0 0 3,320 0 0: 1,661 1,711
Old : 71,708: 52,632 68,547 1,665 480 970 11,460 0 0 3,320 0 0: 1,661 1,711
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 870: 870 910 0 0 0 0 0 0 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 95.6 2.3 0.7 1.4 16.0 0.0 0.0 4.6 0.0 0.0: 2.3 2.4
Old : 100.0: 73.4 95.6 2.3 0.7 1.4 16.0 0.0 0.0 4.6 0.0 0.0: 2.3 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 69.5 49.0 83.3 74.2 68.2 48.1 77.7 69.4
Old : 69.5 49.0 83.3 74.2 68.2 48.1 77.7 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_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, November 17, 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 : 22,289: 20,325 20,105 0 1,050 420 100 0 250 450 0 0: 744 464
Old : 22,289: 20,325 20,105 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 10, 2015 :
: -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 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 : 54.9 69.9 78.8 88.3 47.8 65.3 66.4 74.4
Old : 54.9 69.9 78.8 88.3 47.8 65.3 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 17, 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 : 20,355: 20,095 17,825 0 1,770 30 100 600 0 0 0 0: 130 130
Old : 20,355: 20,095 17,825 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 10, 2015 :
: -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.7 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 67.4 76.8 86.7 38.8 56.0 57.3 66.6
Old : 48.8 67.4 76.8 86.7 38.8 56.0 57.3 66.6
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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 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 10, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 17, 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 : 26,193: 21,695 20,220 85 105 3,270 0 1,200 250 395 550 53: 445 545
Old : 26,193: 21,695 20,220 85 105 3,270 0 1,200 250 395 550 53: 445 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 540: 620 540 0 0 0 0 0 0 0 0 0: -80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 77.2 0.3 0.4 12.5 0.0 4.6 1.0 1.5 2.1 0.2: 1.7 2.1
Old : 100.0: 82.8 77.2 0.3 0.4 12.5 0.0 4.6 1.0 1.5 2.1 0.2: 1.7 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: 18 19 . . . 0 . . . . .:
Old : 30: 18 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 : 53.7 39.3 74.8 62.3 42.7 27.4 51.5 42.7
Old : 53.7 39.3 74.8 62.3 42.7 27.4 51.5 42.7
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 17, 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 : 25,715: 21,305 20,310 0 1,125 2,525 0 600 250 470 0 20: 1,145 885
Old : 25,715: 21,305 20,310 0 1,125 2,525 0 600 250 470 0 20: 1,145 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 10, 2015 :
: 505: 610 505 0 0 0 0 0 0 -35 0 0: -70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.9 79.0 0.0 4.4 9.8 0.0 2.3 1.0 1.8 0.0 0.1: 4.5 3.4
Old : 100.0: 82.9 79.0 0.0 4.4 9.8 0.0 2.3 1.0 1.8 0.0 0.1: 4.5 3.4
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 : 26: 18 18 0 . . 0 . . . 0 .:
Old : 26: 18 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 : 51.0 48.8 74.4 73.8 44.3 36.9 57.1 51.7
Old : 51.0 48.8 74.4 73.8 44.3 36.9 57.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 20, 2015