COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 127,819: 32,118 32,184 1,903 30,064 4,375 30,806 4,140 7,153 36,510 35,095 14,047: 907 761
Old : 127,819: 32,118 32,184 1,903 30,064 4,375 30,806 4,140 7,153 36,510 35,095 14,047: 907 761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,078: 1,897 -2,044 322 612 410 -816 -1,951 330 1,081 5,957 -2,146: 0 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 25.2 1.5 23.5 3.4 24.1 3.2 5.6 28.6 27.5 11.0: 0.7 0.6
Old : 100.0: 25.1 25.2 1.5 23.5 3.4 24.1 3.2 5.6 28.6 27.5 11.0: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 16 16 . . 4 . . . 12 17 17:
Old : 57: 16 16 . . 4 . . . 12 17 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 36.5 64.2 56.2 38.9 34.4 52.1 47.1
Old : 48.2 36.5 64.2 56.2 38.9 34.4 52.1 47.1
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 - Options and Futures Combined, August 11, 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 : 31,546: 6,356 12,495 605 3,511 940 4,824 2,945 336 15,428 8,447 2,309: 748 563
Old : 31,546: 6,356 12,495 605 3,511 940 4,824 2,945 336 15,428 8,447 2,309: 748 563
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 411: 185 760 0 -240 165 -65 -25 14 440 215 -476: 148 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 39.6 1.9 11.1 3.0 15.3 9.3 1.1 48.9 26.8 7.3: 2.4 1.8
Old : 100.0: 20.1 39.6 1.9 11.1 3.0 15.3 9.3 1.1 48.9 26.8 7.3: 2.4 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 : 42: 8 11 . . 4 . . . 10 10 13:
Old : 42: 8 11 . . 4 . . . 10 10 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 49.6 78.9 69.2 59.4 43.8 72.2 61.6
Old : 63.5 49.6 78.9 69.2 59.4 43.8 72.2 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT CAL STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465E
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 TONS) :
: : Positions :
All : 7,222: 558 1,212 2,033 0 1,740 0 2,189 1,116 983 175 784: 8 5
Old : 7,222: 558 1,212 2,033 0 1,740 0 2,189 1,116 983 175 784: 8 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 887: 74 230 17 0 294 -26 -103 286 69 7 172: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 16.8 28.1 0.0 24.1 0.0 30.3 15.5 13.6 2.4 10.9: 0.1 0.1
Old : 100.0: 7.7 16.8 28.1 0.0 24.1 0.0 30.3 15.5 13.6 2.4 10.9: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 10 6 . . 4 0 4 . 9 5 11:
Old : 33: 10 6 . . 4 0 4 . 9 5 11:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 69.0 83.9 86.3 32.6 44.5 43.2 47.2
Old : 64.6 69.0 83.9 86.3 32.6 44.5 43.2 47.2
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 - Options and Futures Combined, August 11, 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 : 142,649: 100,350 109,192 2,676 2,477 10,729 1,741 1,897 3,912 12,953 4,257 9,606: 682 579
Old : 142,649: 100,350 109,192 2,676 2,477 10,729 1,741 1,897 3,912 12,953 4,257 9,606: 682 579
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -8,911: -7,169 -5,057 -848 -267 23 -496 -1,209 185 -185 -1,355 -261: -161 -970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.3 76.5 1.9 1.7 7.5 1.2 1.3 2.7 9.1 3.0 6.7: 0.5 0.4
Old : 100.0: 70.3 76.5 1.9 1.7 7.5 1.2 1.3 2.7 9.1 3.0 6.7: 0.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 76: 43 46 . . 4 5 4 7 9 8 14:
Old : 76: 43 46 . . 4 5 4 7 9 8 14:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 29.3 61.8 49.9 27.9 19.4 34.0 30.8
Old : 45.6 29.3 61.8 49.9 27.9 19.4 34.0 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 - Options and Futures Combined, August 11, 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 : 63,332: 45,744 51,802 7,842 0 5,464 252 140 1,514 105 2,130 2,282: 129 0
Old : 63,332: 45,744 51,802 7,842 0 5,464 252 140 1,514 105 2,130 2,282: 129 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 2,736: -203 3,373 2,962 0 -701 -85 -81 35 79 -514 624: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.2 81.8 12.4 0.0 8.6 0.4 0.2 2.4 0.2 3.4 3.6: 0.2 0.0
Old : 100.0: 72.2 81.8 12.4 0.0 8.6 0.4 0.2 2.4 0.2 3.4 3.6: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 22 . 0 . . . . . 6 .:
Old : 41: 23 22 . 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 : 59.4 40.6 78.5 70.2 42.9 33.6 51.4 48.2
Old : 59.4 40.6 78.5 70.2 42.9 33.6 51.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 478,826: 426,386 427,060 0 17,077 15,097 29,326 632 5,400 0 10,943 2,617: 0 0
Old : 478,826: 426,386 427,060 0 17,077 15,097 29,326 632 5,400 0 10,943 2,617: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 49,129: 57,844 33,803 -6,685 17,077 -2,375 0 312 0 0 -33 345: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 89.2 0.0 3.6 3.2 6.1 0.1 1.1 0.0 2.3 0.5: 0.0 0.0
Old : 100.0: 89.0 89.2 0.0 3.6 3.2 6.1 0.1 1.1 0.0 2.3 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 : 31: 18 19 0 . . . . . 0 . .:
Old : 31: 18 19 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 51.9 73.7 73.8 30.0 38.0 46.1 47.7
Old : 49.4 51.9 73.7 73.8 30.0 38.0 46.1 47.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 1,766,522: 1,524,518 1,539,409 112,438 104,760 60,883 6,079 2,760 11,649 25,872 21,979 25,082: 0 0
Old : 1,766,522: 1,524,518 1,539,409 112,438 104,760 60,883 6,079 2,760 11,649 25,872 21,979 25,082: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -70,109: -62,319 -69,125 2,128 -1,997 -4,963 -1,579 -376 -375 -3,000 7,104 0: 0 -376
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 87.1 6.4 5.9 3.4 0.3 0.2 0.7 1.5 1.2 1.4: 0.0 0.0
Old : 100.0: 86.3 87.1 6.4 5.9 3.4 0.3 0.2 0.7 1.5 1.2 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 33 37 . . . . . . 5 . 4:
Old : 56: 33 37 . . . . . . 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 : 55.7 53.9 73.0 70.6 34.6 34.3 45.2 43.9
Old : 55.7 53.9 73.0 70.6 34.6 34.3 45.2 43.9
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 - Options and Futures Combined, August 11, 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 : 69,964: 59,726 52,980 0 7,052 4,125 157 681 3,372 1,266 437 1,308: 9 9
Old : 69,964: 59,726 52,980 0 7,052 4,125 157 681 3,372 1,266 437 1,308: 9 9
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,298: -2,539 -4,035 0 1,717 -1,864 106 -251 111 -263 -127 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 75.7 0.0 10.1 5.9 0.2 1.0 4.8 1.8 0.6 1.9: 0.0 0.0
Old : 100.0: 85.4 75.7 0.0 10.1 5.9 0.2 1.0 4.8 1.8 0.6 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 23 22 0 . . . . . 5 4 4:
Old : 39: 23 22 0 . . . . . 5 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 : 47.2 61.6 73.3 79.1 33.0 48.4 53.8 55.6
Old : 47.2 61.6 73.3 79.1 33.0 48.4 53.8 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 485,467: 368,762 436,377 71,408 0 19,704 494 0 19,475 2,376 6,663 3,248: 0 0
Old : 485,467: 368,762 436,377 71,408 0 19,704 494 0 19,475 2,376 6,663 3,248: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 3,885: -10,125 15,116 22,945 0 -7,295 494 -2,130 -1,806 -328 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.0 89.9 14.7 0.0 4.1 0.1 0.0 4.0 0.5 1.4 0.7: 0.0 0.0
Old : 100.0: 76.0 89.9 14.7 0.0 4.1 0.1 0.0 4.0 0.5 1.4 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 19 16 . 0 . . 0 . . . .:
Old : 31: 19 16 . 0 . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 65.2 80.7 84.2 52.9 56.4 66.5 67.2
Old : 60.0 65.2 80.7 84.2 52.9 56.4 66.5 67.2
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 - Options and Futures Combined, August 11, 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 : 513,031: 451,904 463,426 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793: 0 0
Old : 513,031: 451,904 463,426 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -30,807: -30,128 -26,975 -1,880 -5,033 1,953 376 0 -752 -360 16 -16: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 90.3 0.9 0.2 6.1 3.0 0.0 1.6 0.2 1.6 0.2: 0.0 0.0
Old : 100.0: 88.1 90.3 0.9 0.2 6.1 3.0 0.0 1.6 0.2 1.6 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 27 26 . . . . 0 . . . .:
Old : 44: 27 26 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 47.9 72.3 65.3 45.7 46.1 56.4 58.9
Old : 53.2 47.9 72.3 65.3 45.7 46.1 56.4 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 49,245: 42,701 42,446 0 719 1,061 1,878 172 1,567 534 1,817 890: 614 573
Old : 49,245: 42,701 42,446 0 719 1,061 1,878 172 1,567 534 1,817 890: 614 573
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,563: -3,118 -3,112 0 63 -109 -345 -171 0 534 29 -130: -395 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.7 86.2 0.0 1.5 2.2 3.8 0.3 3.2 1.1 3.7 1.8: 1.2 1.2
Old : 100.0: 86.7 86.2 0.0 1.5 2.2 3.8 0.3 3.2 1.1 3.7 1.8: 1.2 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 39: 25 25 0 . . . . . . . .:
Old : 39: 25 25 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 56.0 74.2 70.2 49.9 55.2 64.1 67.0
Old : 55.6 56.0 74.2 70.2 49.9 55.2 64.1 67.0
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,384: 47,194 55,340 8,180 0 660 0 245 0 0 50 0: 350 89
Old : 56,384: 47,194 55,340 8,180 0 660 0 245 0 0 50 0: 350 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,447: -4,255 -4,516 -265 0 100 0 -25 0 0 0 0: -27 -6
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 98.1 14.5 0.0 1.2 0.0 0.4 0.0 0.0 0.1 0.0: 0.6 0.2
Old : 100.0: 83.7 98.1 14.5 0.0 1.2 0.0 0.4 0.0 0.0 0.1 0.0: 0.6 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: 28 27 . 0 . 0 . 0 0 . 0:
Old : 41: 28 27 . 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 65.9 73.0 81.9 53.0 57.8 64.4 73.0
Old : 59.1 65.9 73.0 81.9 53.0 57.8 64.4 73.0
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 - Options and Futures Combined, August 11, 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 : 74,744: 65,625 73,596 8,365 0 300 40 0 80 0 700 0: 334 68
Old : 74,744: 65,625 73,596 8,365 0 300 40 0 80 0 700 0: 334 68
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -6,496: -6,227 -6,491 -195 0 0 -40 0 0 0 0 0: -34 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 98.5 11.2 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.4 0.1
Old : 100.0: 87.8 98.5 11.2 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 32 29 . 0 . . 0 . 0 . 0:
Old : 45: 32 29 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 64.9 71.0 86.4 52.2 56.5 63.5 76.6
Old : 54.2 64.9 71.0 86.4 52.2 56.5 63.5 76.6
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,920: 16,095 15,660 0 1,660 600 1,200 0 0 0 0 0: 25 0
Old : 17,920: 16,095 15,660 0 1,660 600 1,200 0 0 0 0 0: 25 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -745: -560 -675 0 -10 0 0 0 0 0 0 0: -185 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.8 87.4 0.0 9.3 3.3 6.7 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 89.8 87.4 0.0 9.3 3.3 6.7 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 16 0 . . . 0 0 0 0 0:
Old : 29: 21 16 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 69.9 72.7 89.1 48.7 63.8 64.6 75.3
Old : 50.2 69.9 72.7 89.1 48.7 63.8 64.6 75.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 262,408: 187,536 247,840 69,352 0 0 0 4,656 5,520 0 4,392 0: 0 0
Old : 262,408: 187,536 247,840 69,352 0 0 0 4,656 5,520 0 4,392 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -11,272: -10,176 -8,616 -720 0 0 0 376 -376 0 -2,656 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 94.4 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.7 0.0: 0.0 0.0
Old : 100.0: 71.5 94.4 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 22 . 0 0 0 . . 0 . 0:
Old : 32: 19 22 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.2 65.7 77.1 83.5 50.6 55.2 64.0 62.8
Old : 51.2 65.7 77.1 83.5 50.6 55.2 64.0 62.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 6,893: 5,302 5,976 0 191 106 42 0 0 1,339 407 21: 83 192
Old : 6,893: 5,302 5,976 0 191 106 42 0 0 1,339 407 21: 83 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,114: -661 -771 0 92 -92 0 0 0 -207 -253 0: -154 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.9 86.7 0.0 2.8 1.5 0.6 0.0 0.0 19.4 5.9 0.3: 1.2 2.8
Old : 100.0: 76.9 86.7 0.0 2.8 1.5 0.6 0.0 0.0 19.4 5.9 0.3: 1.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 21 0 . . . 0 0 . . .:
Old : 30: 19 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 42.9 75.3 67.5 45.7 36.4 63.2 51.2
Old : 53.0 42.9 75.3 67.5 45.7 36.4 63.2 51.2
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 - Options and Futures Combined, August 11, 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 : 17,900: 15,640 15,410 0 1,195 995 1,180 0 20 0 225 0: 65 55
Old : 17,900: 15,640 15,410 0 1,195 995 1,180 0 20 0 225 0: 65 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,545: -2,445 -2,465 0 135 -135 10 0 -10 0 -125 0: 35 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 86.1 0.0 6.7 5.6 6.6 0.0 0.1 0.0 1.3 0.0: 0.4 0.3
Old : 100.0: 87.4 86.1 0.0 6.7 5.6 6.6 0.0 0.1 0.0 1.3 0.0: 0.4 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 19 0 . . . 0 . 0 . 0:
Old : 34: 20 19 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 65.7 75.1 89.1 52.5 55.4 70.5 73.4
Old : 52.7 65.7 75.1 89.1 52.5 55.4 70.5 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 14,645: 12,650 11,890 50 340 1,505 0 750 120 0 0 0: 320 40
Old : 14,645: 12,650 11,890 50 340 1,505 0 750 120 0 0 0: 320 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -600: -560 -520 0 -80 0 0 35 -35 0 0 0: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.4 81.2 0.3 2.3 10.3 0.0 5.1 0.8 0.0 0.0 0.0: 2.2 0.3
Old : 100.0: 86.4 81.2 0.3 2.3 10.3 0.0 5.1 0.8 0.0 0.0 0.0: 2.2 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 : 28: 23 19 . . . 0 . . 0 0 0:
Old : 28: 23 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.3 60.9 67.1 82.0 22.9 31.2 38.3 39.5
Old : 44.3 60.9 67.1 82.0 22.9 31.2 38.3 39.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 17,830: 15,000 12,963 459 1,982 1,395 611 42 131 0 0 0: 234 1,317
Old : 17,830: 15,000 12,963 459 1,982 1,395 611 42 131 0 0 0: 234 1,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,584: -1,354 -1,305 47 -138 -47 -115 0 0 0 0 0: -115 -94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.1 72.7 2.6 11.1 7.8 3.4 0.2 0.7 0.0 0.0 0.0: 1.3 7.4
Old : 100.0: 84.1 72.7 2.6 11.1 7.8 3.4 0.2 0.7 0.0 0.0 0.0: 1.3 7.4
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: 21 20 . . . . . . 0 0 0:
Old : 28: 21 20 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.6 56.3 57.3 75.3 28.5 45.5 47.4 55.7
Old : 33.6 56.3 57.3 75.3 28.5 45.5 47.4 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 51,931: 46,809 37,322 1,206 3,121 2,126 0 3,664 1,088 0 4,123 387: 315 100
Old : 51,931: 46,809 37,322 1,206 3,121 2,126 0 3,664 1,088 0 4,123 387: 315 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,394: -3,631 -2,217 398 95 -309 0 -527 153 0 -569 0: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.1 71.9 2.3 6.0 4.1 0.0 7.1 2.1 0.0 7.9 0.7: 0.6 0.2
Old : 100.0: 90.1 71.9 2.3 6.0 4.1 0.0 7.1 2.1 0.0 7.9 0.7: 0.6 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 : 46: 28 28 . . . 0 . . 0 5 .:
Old : 46: 28 28 . . . 0 . . 0 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 36.6 67.2 58.0 46.8 34.0 59.0 52.4
Old : 47.9 36.6 67.2 58.0 46.8 34.0 59.0 52.4
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 56,943: 52,700 37,989 741 5,856 934 0 4,742 1,319 25 4,790 1,217: 7 96
Old : 56,943: 52,700 37,989 741 5,856 934 0 4,742 1,319 25 4,790 1,217: 7 96
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,669: -3,727 -2,326 -40 -425 241 0 -428 30 25 -558 -183: -15 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 66.7 1.3 10.3 1.6 0.0 8.3 2.3 0.0 8.4 2.1: 0.0 0.2
Old : 100.0: 92.5 66.7 1.3 10.3 1.6 0.0 8.3 2.3 0.0 8.4 2.1: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 32 32 . . . 0 . . . 4 4:
Old : 48: 32 32 . . . 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 : 46.8 39.5 64.1 58.7 39.8 36.5 55.2 54.0
Old : 46.8 39.5 64.1 58.7 39.8 36.5 55.2 54.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 47,830: 44,695 45,555 785 1,020 1,225 250 0 0 820 0 0: 55 30
Old : 47,830: 44,695 45,555 785 1,020 1,225 250 0 0 820 0 0: 55 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,880: -1,655 -1,740 -25 -125 0 -50 0 0 0 0 0: -150 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 95.2 1.6 2.1 2.6 0.5 0.0 0.0 1.7 0.0 0.0: 0.1 0.1
Old : 100.0: 93.4 95.2 1.6 2.1 2.6 0.5 0.0 0.0 1.7 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 15 . . . . 0 0 . 0 0:
Old : 34: 27 15 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 91.5 74.5 96.3 53.6 86.9 69.2 88.5
Old : 56.1 91.5 74.5 96.3 53.6 86.9 69.2 88.5
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 - Options and Futures Combined, August 11, 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 : 49,275: 45,635 46,660 1,435 1,390 1,190 0 0 0 895 0 0: 120 35
Old : 49,275: 45,635 46,660 1,435 1,390 1,190 0 0 0 895 0 0: 120 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -4,695: -4,460 -4,550 -35 -180 0 0 0 0 0 0 0: -200 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 94.7 2.9 2.8 2.4 0.0 0.0 0.0 1.8 0.0 0.0: 0.2 0.1
Old : 100.0: 92.6 94.7 2.9 2.8 2.4 0.0 0.0 0.0 1.8 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 27 18 . . . 0 0 0 . 0 0:
Old : 33: 27 18 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 93.6 70.7 96.4 54.0 88.2 67.9 88.9
Old : 56.2 93.6 70.7 96.4 54.0 88.2 67.9 88.9
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 - Options and Futures Combined, August 11, 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 : 342,772: 260,715 291,800 2,035 18,933 9,719 27,999 1,192 14,040 21,560 384 6,704: 0 0
Old : 342,772: 260,715 291,800 2,035 18,933 9,719 27,999 1,192 14,040 21,560 384 6,704: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -25,001: -20,878 -22,697 -1,504 -1,136 384 -1,504 0 0 437 384 -1,936: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 85.1 0.6 5.5 2.8 8.2 0.3 4.1 6.3 0.1 2.0: 0.0 0.0
Old : 100.0: 76.1 85.1 0.6 5.5 2.8 8.2 0.3 4.1 6.3 0.1 2.0: 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 : 43: 24 30 . . . . . . 4 . .:
Old : 43: 24 30 . . . . . . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 44.9 63.5 64.0 32.0 38.7 49.3 50.3
Old : 42.6 44.9 63.5 64.0 32.0 38.7 49.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 22,988: 16,413 20,250 1,527 403 550 2,322 147 552 1,238 657 239: 147 190
Old : 22,988: 16,413 20,250 1,527 403 550 2,322 147 552 1,238 657 239: 147 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,218: -1,814 -1,507 290 0 -282 -276 -230 -23 138 48 -159: -92 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 88.1 6.6 1.8 2.4 10.1 0.6 2.4 5.4 2.9 1.0: 0.6 0.8
Old : 100.0: 71.4 88.1 6.6 1.8 2.4 10.1 0.6 2.4 5.4 2.9 1.0: 0.6 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 25 29 . . . . . . . . 4:
Old : 42: 25 29 . . . . . . . . 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 : 41.1 42.9 67.4 63.7 34.6 41.7 54.6 54.8
Old : 41.1 42.9 67.4 63.7 34.6 41.7 54.6 54.8
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 - Options and Futures Combined, August 11, 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 : 35,286: 18,148 34,769 15,228 0 0 539 0 205 1,031 177 135: 0 0
Old : 35,286: 18,148 34,769 15,228 0 0 539 0 205 1,031 177 135: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,775: -1,640 -2,772 -953 0 0 0 0 -26 -156 23 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 98.5 43.2 0.0 0.0 1.5 0.0 0.6 2.9 0.5 0.4: 0.0 0.0
Old : 100.0: 51.4 98.5 43.2 0.0 0.0 1.5 0.0 0.6 2.9 0.5 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 14 . 0 0 . 0 . . . .:
Old : 28: 18 14 . 0 0 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 88.1 82.2 94.1 64.3 81.7 72.9 83.3
Old : 68.4 88.1 82.2 94.1 64.3 81.7 72.9 83.3
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 - Options and Futures Combined, August 11, 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 : 483,592: 411,425 452,936 57,155 0 7,478 0 11,690 7,534 0 3,954 0: 0 0
Old : 483,592: 411,425 452,936 57,155 0 7,478 0 11,690 7,534 0 3,954 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -40,862: -39,734 -39,358 376 0 -376 0 752 -1,128 0 0 0: 0 -752
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.1 93.7 11.8 0.0 1.5 0.0 2.4 1.6 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 85.1 93.7 11.8 0.0 1.5 0.0 2.4 1.6 0.0 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 15 . 0 . 0 . . 0 . 0:
Old : 28: 18 15 . 0 . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 90.8 84.0 95.6 60.7 81.4 77.0 85.0
Old : 63.6 90.8 84.0 95.6 60.7 81.4 77.0 85.0
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 40,512: 30,012 36,735 3,459 212 127 1,288 0 1,824 3,059 233 489: 254 892
Old : 40,512: 30,012 36,735 3,459 212 127 1,288 0 1,824 3,059 233 489: 254 892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,416: -2,519 -3,025 -115 -46 0 -713 -92 0 138 0 -138: -69 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.1 90.7 8.5 0.5 0.3 3.2 0.0 4.5 7.6 0.6 1.2: 0.6 2.2
Old : 100.0: 74.1 90.7 8.5 0.5 0.3 3.2 0.0 4.5 7.6 0.6 1.2: 0.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 18 . . . . 0 . . . .:
Old : 30: 16 18 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 82.2 81.7 90.1 55.5 73.4 70.2 76.2
Old : 58.7 82.2 81.7 90.1 55.5 73.4 70.2 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 55,035: 40,140 43,276 12,519 5,038 2,376 0 4,345 0 0 0 0: 0 0
Old : 55,035: 40,140 43,276 12,519 5,038 2,376 0 4,345 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -10,640: -9,136 -9,512 -1,128 376 -376 0 -1,128 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 78.6 22.7 9.2 4.3 0.0 7.9 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 72.9 78.6 22.7 9.2 4.3 0.0 7.9 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . 0 . 0 0 0 0:
Old : 20: 11 10 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 70.5 88.5 92.0 59.9 59.8 76.3 79.9
Old : 62.8 70.5 88.5 92.0 59.9 59.8 76.3 79.9
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 - Options and Futures Combined, August 11, 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 : 16,954: 12,211 13,601 0 1,238 1,208 382 0 41 2,751 211 85: 276 570
Old : 16,954: 12,211 13,601 0 1,238 1,208 382 0 41 2,751 211 85: 276 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,012: -209 -683 -270 -130 160 -162 0 0 -207 -23 -23: -301 -313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 80.2 0.0 7.3 7.1 2.3 0.0 0.2 16.2 1.2 0.5: 1.6 3.4
Old : 100.0: 72.0 80.2 0.0 7.3 7.1 2.3 0.0 0.2 16.2 1.2 0.5: 1.6 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 : 33: 17 20 0 4 . . 0 . 4 . .:
Old : 33: 17 20 0 4 . . 0 . 4 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 48.1 68.8 68.0 33.0 34.9 52.1 48.4
Old : 47.5 48.1 68.8 68.0 33.0 34.9 52.1 48.4
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 193,393: 143,680 172,207 21,978 12,152 6,657 0 0 0 18,701 0 2,377: 0 0
Old : 193,393: 143,680 172,207 21,978 12,152 6,657 0 0 0 18,701 0 2,377: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -12,367: -10,120 -13,534 -351 2,336 -768 0 0 0 -727 0 -401: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 89.0 11.4 6.3 3.4 0.0 0.0 0.0 9.7 0.0 1.2: 0.0 0.0
Old : 100.0: 74.3 89.0 11.4 6.3 3.4 0.0 0.0 0.0 9.7 0.0 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 16 19 . . . 0 0 0 . 0 .:
Old : 29: 16 19 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 57.9 81.5 84.6 50.7 49.9 66.0 71.6
Old : 59.7 57.9 81.5 84.6 50.7 49.9 66.0 71.6
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 - Options and Futures Combined, August 11, 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 : 12,324: 7,935 9,298 2,225 1,121 912 998 0 84 128 0 0: 42 909
Old : 12,324: 7,935 9,298 2,225 1,121 912 998 0 84 128 0 0: 42 909
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -578: -178 -757 137 525 -379 49 0 -92 0 0 0: -115 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.4 75.4 18.1 9.1 7.4 8.1 0.0 0.7 1.0 0.0 0.0: 0.3 7.4
Old : 100.0: 64.4 75.4 18.1 9.1 7.4 8.1 0.0 0.7 1.0 0.0 0.0: 0.3 7.4
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: 17 20 . . . . 0 . . 0 0:
Old : 28: 17 20 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 47.5 73.8 70.1 51.7 36.6 66.3 55.0
Old : 54.8 47.5 73.8 70.1 51.7 36.6 66.3 55.0
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 - Options and Futures Combined, August 11, 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 : 124,194: 102,124 91,249 9,060 25,448 7,497 5,129 0 0 384 0 0: 0 0
Old : 124,194: 102,124 91,249 9,060 25,448 7,497 5,129 0 0 384 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -7,816: -6,728 -5,504 3,096 1,128 -3,440 -1,128 0 0 384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 73.5 7.3 20.5 6.0 4.1 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 82.2 73.5 7.3 20.5 6.0 4.1 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 17 . . . . 0 0 . 0 0:
Old : 28: 19 17 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 63.3 74.1 85.5 43.3 50.9 57.0 65.8
Old : 54.4 63.3 74.1 85.5 43.3 50.9 57.0 65.8
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 - Options and Futures Combined, August 11, 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 : 20,944: 11,233 16,028 4,365 0 4,146 430 0 770 0 0 0: 0 0
Old : 20,944: 11,233 16,028 4,365 0 4,146 430 0 770 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -151: 75 -151 -226 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.6 76.5 20.8 0.0 19.8 2.1 0.0 3.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 53.6 76.5 20.8 0.0 19.8 2.1 0.0 3.7 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 16 14 . 0 . . 0 . 0 0 0:
Old : 22: 16 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 : 77.5 63.7 89.5 84.2 33.2 31.9 40.8 41.9
Old : 77.5 63.7 89.5 84.2 33.2 31.9 40.8 41.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25 MWh :
: : Positions :
All : 172,912: 138,033 101,738 0 41,776 29,398 5,481 0 0 0 0 0: 0 0
Old : 172,912: 138,033 101,738 0 41,776 29,398 5,481 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 312: 0 312 0 -312 312 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 58.8 0.0 24.2 17.0 3.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 79.8 58.8 0.0 24.2 17.0 3.2 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 15 0 . . . 0 0 0 0 0:
Old : 20: 13 15 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 72.9 90.1 89.7 40.0 44.7 47.8 50.9
Old : 70.1 72.9 90.1 89.7 40.0 44.7 47.8 50.9
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,430: 8,935 8,565 0 500 0 0 300 0 0 0 0: 495 65
Old : 9,430: 8,935 8,565 0 500 0 0 300 0 0 0 0: 495 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,065: -1,020 -915 0 -50 0 0 -100 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.8 90.8 0.0 5.3 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 5.2 0.7
Old : 100.0: 94.8 90.8 0.0 5.3 0.0 0.0 3.2 0.0 0.0 0.0 0.0: 5.2 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 : 22: 15 10 0 . 0 0 . 0 0 0 0:
Old : 22: 15 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 : 68.6 80.2 88.1 95.9 58.7 75.7 75.0 85.0
Old : 68.6 80.2 88.1 95.9 58.7 75.7 75.0 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 93,624: 62,274 70,430 4,695 0 10,435 0 144 992 3,626 0 11,347: 255 277
Old : 93,624: 62,274 70,430 4,695 0 10,435 0 144 992 3,626 0 11,347: 255 277
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 3,203: 2,459 2,562 -458 0 -209 0 -31 -51 520 0 940: 2 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.5 75.2 5.0 0.0 11.1 0.0 0.2 1.1 3.9 0.0 12.1: 0.3 0.3
Old : 100.0: 66.5 75.2 5.0 0.0 11.1 0.0 0.2 1.1 3.9 0.0 12.1: 0.3 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 15 . 0 . 0 . . . 0 .:
Old : 25: 17 15 . 0 . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 64.6 78.9 88.5 26.7 33.7 32.3 35.5
Old : 46.1 64.6 78.9 88.5 26.7 33.7 32.3 35.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 25,235: 23,580 11,350 1,285 13,120 15 0 750 0 0 0 0: 355 0
Old : 25,235: 23,580 11,350 1,285 13,120 15 0 750 0 0 0 0: 355 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,580: -1,480 -1,000 -60 -490 -15 0 -75 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 45.0 5.1 52.0 0.1 0.0 3.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 93.4 45.0 5.1 52.0 0.1 0.0 3.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 14 . . . 0 . 0 0 0 0:
Old : 28: 19 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 : 59.3 79.3 84.1 91.6 50.0 74.6 73.5 83.1
Old : 59.3 79.3 84.1 91.6 50.0 74.6 73.5 83.1
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 - Options and Futures Combined, August 11, 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 : 21,865: 20,185 7,895 1,075 13,120 0 0 750 0 0 0 0: 605 100
Old : 21,865: 20,185 7,895 1,075 13,120 0 0 750 0 0 0 0: 605 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -880: -745 -315 -100 -490 0 0 -75 0 0 0 0: -35 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 36.1 4.9 60.0 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.5
Old : 100.0: 92.3 36.1 4.9 60.0 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 9 . . 0 0 . 0 0 0 0:
Old : 23: 15 9 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 87.3 82.4 97.9 58.4 83.9 76.3 89.2
Old : 64.2 87.3 82.4 97.9 58.4 83.9 76.3 89.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 25,586: 25,386 19,666 0 5,920 0 100 0 0 100 0 0: 0 0
Old : 25,586: 25,386 19,666 0 5,920 0 100 0 0 100 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,865: -2,815 -2,565 0 -300 0 -50 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 76.9 0.0 23.1 0.0 0.4 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 99.2 76.9 0.0 23.1 0.0 0.4 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 23 19 0 . 0 . 0 0 . 0 0:
Old : 36: 23 19 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 74.5 75.8 89.3 50.3 72.7 68.0 79.6
Old : 56.7 74.5 75.8 89.3 50.3 72.7 68.0 79.6
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 - Options and Futures Combined, August 11, 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 : 23,148: 22,740 17,928 0 5,205 0 175 0 0 0 0 0: 233 15
Old : 23,148: 22,740 17,928 0 5,205 0 175 0 0 0 0 0: 233 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -2,356: -2,070 -1,921 0 -435 0 -275 0 0 0 0 0: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.2 77.4 0.0 22.5 0.0 0.8 0.0 0.0 0.0 0.0 0.0: 1.0 0.1
Old : 100.0: 98.2 77.4 0.0 22.5 0.0 0.8 0.0 0.0 0.0 0.0 0.0: 1.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 13 0 . 0 . 0 0 0 0 0:
Old : 27: 18 13 0 . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 79.5 79.3 93.6 62.4 77.3 78.3 84.6
Old : 62.6 79.5 79.3 93.6 62.4 77.3 78.3 84.6
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,840: 12,240 12,740 0 0 0 25 0 0 0 0 0: 575 100
Old : 12,840: 12,240 12,740 0 0 0 25 0 0 0 0 0: 575 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -200: -100 -190 0 0 0 -50 0 0 0 0 0: -50 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 99.2 0.0 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 4.5 0.8
Old : 100.0: 95.3 99.2 0.0 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 4.5 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 21 10 0 0 0 . 0 0 0 0 0:
Old : 24: 21 10 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 : 49.3 90.1 71.9 98.4 44.9 78.7 63.5 80.5
Old : 49.3 90.1 71.9 98.4 44.9 78.7 63.5 80.5
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 - Options and Futures Combined, August 11, 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 : 13,902: 13,692 13,902 0 0 0 25 0 0 0 0 0: 185 0
Old : 13,902: 13,692 13,902 0 0 0 25 0 0 0 0 0: 185 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -775: -725 -775 0 0 0 -25 0 0 0 0 0: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 100.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 1.3 0.0
Old : 100.0: 98.5 100.0 0.0 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 1.3 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: 24 9 0 0 0 . 0 0 0 0 0:
Old : 27: 24 9 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 : 46.6 93.7 67.7 99.8 42.9 84.7 62.9 85.6
Old : 46.6 93.7 67.7 99.8 42.9 84.7 62.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 114,900: 97,855 111,520 11,530 0 1,995 655 0 95 2,750 1,100 0: 20 190
Old : 114,900: 97,855 111,520 11,530 0 1,995 655 0 95 2,750 1,100 0: 20 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -10,205: -9,180 -9,715 -565 0 -60 220 0 -220 -400 -100 0: 0 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 97.1 10.0 0.0 1.7 0.6 0.0 0.1 2.4 1.0 0.0: 0.0 0.2
Old : 100.0: 85.2 97.1 10.0 0.0 1.7 0.6 0.0 0.1 2.4 1.0 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 32 32 4 0 . . 0 . . . 0:
Old : 47: 32 32 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 63.3 64.6 82.4 39.4 53.1 54.1 62.8
Old : 41.2 63.3 64.6 82.4 39.4 53.1 54.1 62.8
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 - Options and Futures Combined, August 11, 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 : 124,642: 109,133 121,214 11,989 0 1,530 1,055 570 235 600 900 100: 0 93
Old : 124,642: 109,133 121,214 11,989 0 1,530 1,055 570 235 600 900 100: 0 93
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -14,114: -12,699 -13,465 -970 0 -55 -100 -157 -140 -150 -100 0: 0 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 97.2 9.6 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 0.0 0.1
Old : 100.0: 87.6 97.2 9.6 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 37 33 4 0 . . . . . . .:
Old : 52: 37 33 4 0 . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.8 64.2 66.9 80.4 41.1 58.9 56.2 67.6
Old : 47.8 64.2 66.9 80.4 41.1 58.9 56.2 67.6
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 141,357: 111,100 114,344 1,929 8,226 7,776 2,725 2,102 920 13,904 4,959 2,790: 213 240
Old : 141,357: 111,100 114,344 1,929 8,226 7,776 2,725 2,102 920 13,904 4,959 2,790: 213 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -6,599: -4,533 -4,508 -390 -2,150 -1 -10 724 -126 -1,350 -315 -75: -114 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 80.9 1.4 5.8 5.5 1.9 1.5 0.7 9.8 3.5 2.0: 0.2 0.2
Old : 100.0: 78.6 80.9 1.4 5.8 5.5 1.9 1.5 0.7 9.8 3.5 2.0: 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 : 64: 40 36 . . 4 . 4 . 7 . 6:
Old : 64: 40 36 . . 4 . 4 . 7 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.1 56.9 50.1 70.8 26.3 50.0 43.7 59.0
Old : 28.1 56.9 50.1 70.8 26.3 50.0 43.7 59.0
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 - Options and Futures Combined, August 11, 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 : 101,516: 85,135 86,590 8,064 4,240 4,551 140 0 1,320 555 3,175 1,640: 111 0
Old : 101,516: 85,135 86,590 8,064 4,240 4,551 140 0 1,320 555 3,175 1,640: 111 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,143: -2,335 -2,623 120 310 -655 -30 0 -20 5 15 -170: -58 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 85.3 7.9 4.2 4.5 0.1 0.0 1.3 0.5 3.1 1.6: 0.1 0.0
Old : 100.0: 83.9 85.3 7.9 4.2 4.5 0.1 0.0 1.3 0.5 3.1 1.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 33 30 . . 4 . 0 . . . 4:
Old : 48: 33 30 . . 4 . 0 . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 71.3 52.5 80.1 30.3 60.4 43.8 65.1
Old : 34.8 71.3 52.5 80.1 30.3 60.4 43.8 65.1
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,375: 23,715 21,485 395 2,335 225 0 305 25 0 0 0: 15 0
Old : 24,375: 23,715 21,485 395 2,335 225 0 305 25 0 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,465: -1,535 -1,535 0 15 85 0 -30 0 0 0 0: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.3 88.1 1.6 9.6 0.9 0.0 1.3 0.1 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 97.3 88.1 1.6 9.6 0.9 0.0 1.3 0.1 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 10 . . . 0 . . 0 0 0:
Old : 32: 24 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 : 54.8 81.4 75.2 95.6 54.8 79.4 73.9 90.5
Old : 54.8 81.4 75.2 95.6 54.8 79.4 73.9 90.5
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,325: 20,740 18,795 300 2,100 125 0 105 100 0 0 0: 60 100
Old : 21,325: 20,740 18,795 300 2,100 125 0 105 100 0 0 0: 60 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,430: -1,410 -1,390 0 0 0 0 -30 0 0 0 0: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.3 88.1 1.4 9.8 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 0.5
Old : 100.0: 97.3 88.1 1.4 9.8 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 8 . . . 0 . . 0 0 0:
Old : 27: 22 8 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 84.0 77.7 98.3 57.8 81.8 75.8 90.4
Old : 57.8 84.0 77.7 98.3 57.8 81.8 75.8 90.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 26,759: 25,240 21,014 65 3,300 1,110 0 925 175 50 25 0: 119 210
Old : 26,759: 25,240 21,014 65 3,300 1,110 0 925 175 50 25 0: 119 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -765: -670 -710 -10 -10 0 0 5 -30 -50 0 0: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 78.5 0.2 12.3 4.1 0.0 3.5 0.7 0.2 0.1 0.0: 0.4 0.8
Old : 100.0: 94.3 78.5 0.2 12.3 4.1 0.0 3.5 0.7 0.2 0.1 0.0: 0.4 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 27 23 . . . 0 . . . . 0:
Old : 36: 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 : 54.9 50.5 68.6 70.4 51.8 44.7 61.6 60.1
Old : 54.9 50.5 68.6 70.4 51.8 44.7 61.6 60.1
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 10,665: 8,385 9,815 690 0 690 740 0 160 0 0 0: 0 0
Old : 10,665: 8,385 9,815 690 0 690 740 0 160 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -265: -265 -190 40 0 -40 35 0 -35 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 92.0 6.5 0.0 6.5 6.9 0.0 1.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.6 92.0 6.5 0.0 6.5 6.9 0.0 1.5 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 15 16 . 0 . . 0 . 0 0 0:
Old : 20: 15 16 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
Old : 43.8 62.0 72.6 89.0 33.5 54.2 54.8 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK 2.5MW - NEW YORK MERCANTILE EXCHANGE Code-064657
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(40 MEGAWATT HOURS PER PEAK DAY) :
: : Positions :
All : 14,824: 10,467 12,082 630 150 857 10 20 166 1,130 0 0: 1,564 1,549
Old : 14,824: 10,467 12,082 630 150 857 10 20 166 1,130 0 0: 1,564 1,549
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 59: 62 69 20 -7 0 0 0 0 0 0 0: -23 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.6 81.5 4.2 1.0 5.8 0.1 0.1 1.1 7.6 0.0 0.0: 10.5 10.4
Old : 100.0: 70.6 81.5 4.2 1.0 5.8 0.1 0.1 1.1 7.6 0.0 0.0: 10.5 10.4
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: 14 14 . . . . . . . 0 0:
Old : 21: 14 14 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 62.7 77.3 80.8 32.8 39.2 40.7 41.6
Old : 52.6 62.7 77.3 80.8 32.8 39.2 40.7 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 127,822: 110,291 65,027 532 50,816 7,634 2,345 0 2,540 4,480 1,805 0: 0 0
Old : 127,822: 110,291 65,027 532 50,816 7,634 2,345 0 2,540 4,480 1,805 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 1,209: 1,209 1,311 0 0 0 0 0 0 0 0 0: 0 -102
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.3 50.9 0.4 39.8 6.0 1.8 0.0 2.0 3.5 1.4 0.0: 0.0 0.0
Old : 100.0: 86.3 50.9 0.4 39.8 6.0 1.8 0.0 2.0 3.5 1.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 16 17 . . . . 0 . . . 0:
Old : 28: 16 17 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 76.6 82.0 87.9 36.0 44.1 46.5 49.5
Old : 63.8 76.6 82.0 87.9 36.0 44.1 46.5 49.5
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 2,814,666: 2,542,515 1,226,461 72,239 1,203,344 199,912 0 184,920 0 0 0 0: 0 29
Old : 2,814,666: 2,542,515 1,226,461 72,239 1,203,344 199,912 0 184,920 0 0 0 0: 0 29
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 15,680: 15,680 0 0 15,680 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.3 43.6 2.6 42.8 7.1 0.0 6.6 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 90.3 43.6 2.6 42.8 7.1 0.0 6.6 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 16 . . . 0 . 0 0 0 0:
Old : 27: 19 16 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 80.7 90.5 93.2 45.9 54.8 56.0 57.8
Old : 74.8 80.7 90.5 93.2 45.9 54.8 56.0 57.8
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 - Options and Futures Combined, August 11, 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 : 41,991: 30,398 38,888 7,550 320 448 672 0 2,335 588 0 0: 0 0
Old : 41,991: 30,398 38,888 7,550 320 448 672 0 2,335 588 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 420: 420 420 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 92.6 18.0 0.8 1.1 1.6 0.0 5.6 1.4 0.0 0.0: 0.0 0.0
Old : 100.0: 72.4 92.6 18.0 0.8 1.1 1.6 0.0 5.6 1.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 14 . . . . 0 . . 0 0:
Old : 23: 15 14 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 70.0 85.9 90.8 58.5 65.1 69.8 75.8
Old : 62.7 70.0 85.9 90.8 58.5 65.1 69.8 75.8
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,123,781: 622,286 882,200 214,556 0 171,021 39,160 0 70,560 6,198 0 0: 0 0
Old : 1,123,781: 622,286 882,200 214,556 0 171,021 39,160 0 70,560 6,198 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: 39,040: 7,680 39,040 31,360 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.4 78.5 19.1 0.0 15.2 3.5 0.0 6.3 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 55.4 78.5 19.1 0.0 15.2 3.5 0.0 6.3 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 9 . 0 . . 0 . . 0 0:
Old : 23: 13 9 . 0 . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 76.7 86.8 93.7 38.3 62.2 59.5 67.8
Old : 54.1 76.7 86.8 93.7 38.3 62.2 59.5 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 18,642: 10,005 17,072 6,450 0 450 0 450 0 1,112 0 130: 495 540
Old : 18,642: 10,005 17,072 6,450 0 450 0 450 0 1,112 0 130: 495 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,531: -1,100 -1,243 150 0 -150 0 -30 0 -338 0 0: -93 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.7 91.6 34.6 0.0 2.4 0.0 2.4 0.0 6.0 0.0 0.7: 2.7 2.9
Old : 100.0: 53.7 91.6 34.6 0.0 2.4 0.0 2.4 0.0 6.0 0.0 0.7: 2.7 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . 0 . 0 . 0 . 0 .:
Old : 24: 11 13 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 73.2 92.8 87.9 78.1 73.2 89.7 86.4
Old : 80.5 73.2 92.8 87.9 78.1 73.2 89.7 86.4
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 - Options and Futures Combined, August 11, 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 : 20,525: 8,816 18,970 10,070 0 375 0 450 0 660 75 105: 499 550
Old : 20,525: 8,816 18,970 10,070 0 375 0 450 0 660 75 105: 499 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,382: -1,100 -1,117 125 0 -125 0 -30 0 -162 25 -25: -95 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 92.4 49.1 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7
Old : 100.0: 43.0 92.4 49.1 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 14 . 0 . 0 . 0 . . .:
Old : 23: 9 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 67.9 96.3 87.7 83.3 67.9 90.7 86.5
Old : 86.0 67.9 96.3 87.7 83.3 67.9 90.7 86.5
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,893: 26,875 22,314 0 5,969 70 825 0 0 2,198 2,120 400: 525 20
Old : 30,893: 26,875 22,314 0 5,969 70 825 0 0 2,198 2,120 400: 525 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,787: -1,422 -1,342 0 -421 -4 -125 0 0 -165 50 -50: -21 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 72.2 0.0 19.3 0.2 2.7 0.0 0.0 7.1 6.9 1.3: 1.7 0.1
Old : 100.0: 87.0 72.2 0.0 19.3 0.2 2.7 0.0 0.0 7.1 6.9 1.3: 1.7 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 21 0 . . . 0 0 . . .:
Old : 35: 22 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 46.8 80.9 73.5 52.3 41.9 67.4 63.2
Old : 65.0 46.8 80.9 73.5 52.3 41.9 67.4 63.2
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 - Options and Futures Combined, August 11, 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 : 23,128: 18,661 17,921 0 3,462 1,470 450 0 0 1,837 0 60: 650 215
Old : 23,128: 18,661 17,921 0 3,462 1,470 450 0 0 1,837 0 60: 650 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,103: -1,005 -730 0 -242 -128 -90 0 0 -217 0 0: 337 -3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 77.5 0.0 15.0 6.4 1.9 0.0 0.0 7.9 0.0 0.3: 2.8 0.9
Old : 100.0: 80.7 77.5 0.0 15.0 6.4 1.9 0.0 0.0 7.9 0.0 0.3: 2.8 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 : 29: 17 19 0 . . . 0 0 . 0 .:
Old : 29: 17 19 0 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 54.7 74.8 77.7 31.9 38.2 50.3 52.5
Old : 47.2 54.7 74.8 77.7 31.9 38.2 50.3 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 27,572: 25,281 15,089 1,549 12,196 32 0 15 200 300 0 0: 210 40
Old : 27,572: 25,281 15,089 1,549 12,196 32 0 15 200 300 0 0: 210 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,405: -1,220 -1,185 -130 -180 0 0 -25 0 0 0 0: -55 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 54.7 5.6 44.2 0.1 0.0 0.1 0.7 1.1 0.0 0.0: 0.8 0.1
Old : 100.0: 91.7 54.7 5.6 44.2 0.1 0.0 0.1 0.7 1.1 0.0 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 25 27 . . . 0 . . . 0 0:
Old : 38: 25 27 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 71.4 79.2 87.9 58.7 71.3 76.8 86.5
Old : 60.3 71.4 79.2 87.9 58.7 71.3 76.8 86.5
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 - Options and Futures Combined, August 11, 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 : 22,925: 21,995 14,417 0 7,898 160 600 450 0 0 0 0: 170 0
Old : 22,925: 21,995 14,417 0 7,898 160 600 450 0 0 0 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,200: -1,190 -882 0 -228 0 0 -90 0 0 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 62.9 0.0 34.5 0.7 2.6 2.0 0.0 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 95.9 62.9 0.0 34.5 0.7 2.6 2.0 0.0 0.0 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 22 21 0 . . . . 0 0 0 0:
Old : 34: 22 21 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 62.8 82.0 81.0 63.7 61.1 75.8 78.7
Old : 66.1 62.8 82.0 81.0 63.7 61.1 75.8 78.7
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 - Options and Futures Combined, August 11, 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 : 15,539: 12,034 13,409 3,243 1,170 150 0 810 0 0 0 0: 112 0
Old : 15,539: 12,034 13,409 3,243 1,170 150 0 810 0 0 0 0: 112 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,455: -1,116 -1,330 -278 -25 -50 0 -50 0 0 0 0: -11 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 86.3 20.9 7.5 1.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 77.4 86.3 20.9 7.5 1.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 12 . . . 0 . 0 0 0 0:
Old : 25: 14 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 59.4 85.8 85.5 58.7 49.8 80.1 74.9
Old : 58.7 59.4 85.8 85.5 58.7 49.8 80.1 74.9
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 10,254: 6,211 9,662 3,218 287 0 0 0 0 0 0 0: 825 305
Old : 10,254: 6,211 9,662 3,218 287 0 0 0 0 0 0 0: 825 305
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -288: 82 -265 -300 -18 0 0 0 0 0 0 0: -70 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 94.2 31.4 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 3.0
Old : 100.0: 60.6 94.2 31.4 2.8 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 8.0 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . 0 0 0 0 0 0 0:
Old : 20: 11 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 : 53.2 81.7 81.8 93.9 53.0 79.9 81.6 90.8
Old : 53.2 81.7 81.8 93.9 53.0 79.9 81.6 90.8
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,092: 29,233 25,302 1,175 2,705 1,295 0 1,780 245 25 600 0: 119 165
Old : 32,092: 29,233 25,302 1,175 2,705 1,295 0 1,780 245 25 600 0: 119 165
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,010: -925 -910 -50 -30 0 0 -35 -15 0 0 0: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 78.8 3.7 8.4 4.0 0.0 5.5 0.8 0.1 1.9 0.0: 0.4 0.5
Old : 100.0: 91.1 78.8 3.7 8.4 4.0 0.0 5.5 0.8 0.1 1.9 0.0: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 26 22 . . . 0 . . . . 0:
Old : 36: 26 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 : 53.3 50.1 68.2 74.7 52.4 45.7 65.6 68.5
Old : 53.3 50.1 68.2 74.7 52.4 45.7 65.6 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 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 : 11,887: 9,750 8,952 0 2,875 0 975 0 0 982 0 0: 180 60
Old : 11,887: 9,750 8,952 0 2,875 0 975 0 0 982 0 0: 180 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -225: -215 -175 0 -50 0 0 0 0 20 0 0: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 75.3 0.0 24.2 0.0 8.2 0.0 0.0 8.3 0.0 0.0: 1.5 0.5
Old : 100.0: 82.0 75.3 0.0 24.2 0.0 8.2 0.0 0.0 8.3 0.0 0.0: 1.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 16 17 0 . 0 . 0 0 . 0 0:
Old : 27: 16 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 : 44.6 73.8 74.5 89.3 44.4 70.4 69.8 79.7
Old : 44.6 73.8 74.5 89.3 44.4 70.4 69.8 79.7
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,654: 10,564 10,252 540 3,212 0 480 0 125 1,630 50 0: 315 15
Old : 13,654: 10,564 10,252 540 3,212 0 480 0 125 1,630 50 0: 315 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -400: -245 -225 0 -100 0 0 0 -25 20 -50 0: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.4 75.1 4.0 23.5 0.0 3.5 0.0 0.9 11.9 0.4 0.0: 2.3 0.1
Old : 100.0: 77.4 75.1 4.0 23.5 0.0 3.5 0.0 0.9 11.9 0.4 0.0: 2.3 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 : 31: 22 18 . . 0 . 0 . . . 0:
Old : 31: 22 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 : 42.7 73.9 67.5 88.4 42.4 68.5 65.9 79.5
Old : 42.7 73.9 67.5 88.4 42.4 68.5 65.9 79.5
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 56,098: 50,686 47,449 0 3,000 3,465 425 250 450 0 0 0: 1,072 1,484
Old : 56,098: 50,686 47,449 0 3,000 3,465 425 250 450 0 0 0: 1,072 1,484
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,837: -3,605 -3,432 0 -195 0 20 45 -65 0 0 0: -187 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 84.6 0.0 5.3 6.2 0.8 0.4 0.8 0.0 0.0 0.0: 1.9 2.6
Old : 100.0: 90.4 84.6 0.0 5.3 6.2 0.8 0.4 0.8 0.0 0.0 0.0: 1.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 14 20 0 . . . . . 0 0 0:
Old : 27: 14 20 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.4 68.5 92.3 84.5 75.6 61.9 79.8 74.5
Old : 84.4 68.5 92.3 84.5 75.6 61.9 79.8 74.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,297: 46,832 41,394 0 4,745 2,645 425 250 450 0 0 0: 945 1,813
Old : 51,297: 46,832 41,394 0 4,745 2,645 425 250 450 0 0 0: 945 1,813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,310: -3,100 -2,754 0 -320 0 20 45 -65 0 0 0: -165 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 80.7 0.0 9.3 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5
Old : 100.0: 91.3 80.7 0.0 9.3 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 17 0 . . . . . 0 0 0:
Old : 24: 14 17 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 71.3 92.5 88.3 76.7 65.2 80.5 76.1
Old : 86.1 71.3 92.5 88.3 76.7 65.2 80.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 13,200: 12,430 11,220 0 0 0 0 1,260 350 0 0 0: 420 370
Old : 13,200: 12,430 11,220 0 0 0 0 1,260 350 0 0 0: 420 370
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.2 85.0 0.0 0.0 0.0 0.0 9.5 2.7 0.0 0.0 0.0: 3.2 2.8
Old : 100.0: 94.2 85.0 0.0 0.0 0.0 0.0 9.5 2.7 0.0 0.0 0.0: 3.2 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 10 0 0 0 0 . . 0 0 0:
Old : 20: 16 10 0 0 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 77.4 82.1 96.1 48.3 68.6 71.0 76.0
Old : 58.4 77.4 82.1 96.1 48.3 68.6 71.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 9,551: 8,480 8,290 500 0 0 0 550 0 0 215 296: 275 200
Old : 9,551: 8,480 8,290 500 0 0 0 550 0 0 215 296: 275 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,335: -1,270 -820 -50 0 0 0 -400 0 0 -110 0: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 86.8 5.2 0.0 0.0 0.0 5.8 0.0 0.0 2.3 3.1: 2.9 2.1
Old : 100.0: 88.8 86.8 5.2 0.0 0.0 0.0 5.8 0.0 0.0 2.3 3.1: 2.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 10 . 0 0 0 . 0 0 . .:
Old : 21: 12 10 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.1 69.5 90.8 91.7 68.5 69.5 83.4 84.1
Old : 75.1 69.5 90.8 91.7 68.5 69.5 83.4 84.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,280: 23,155 17,195 0 1,200 0 0 4,810 0 0 0 0: 125 75
Old : 23,280: 23,155 17,195 0 1,200 0 0 4,810 0 0 0 0: 125 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,190: -1,180 -900 0 0 0 0 -280 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 73.9 0.0 5.2 0.0 0.0 20.7 0.0 0.0 0.0 0.0: 0.5 0.3
Old : 100.0: 99.5 73.9 0.0 5.2 0.0 0.0 20.7 0.0 0.0 0.0 0.0: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 13 0 . 0 0 . 0 0 0 0:
Old : 23: 15 13 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 88.1 90.0 97.6 71.3 88.1 89.5 93.7
Old : 71.7 88.1 90.0 97.6 71.3 88.1 89.5 93.7
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 69,811: 53,958 65,759 4,110 775 50 7,535 150 20 1,215 0 296: 2,627 2,761
Old : 69,811: 53,958 65,759 4,110 775 50 7,535 150 20 1,215 0 296: 2,627 2,761
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,522: -2,425 -3,442 -15 -85 0 -960 -65 0 -210 0 0: 88 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.3 94.2 5.9 1.1 0.1 10.8 0.2 0.0 1.7 0.0 0.4: 3.8 4.0
Old : 100.0: 77.3 94.2 5.9 1.1 0.1 10.8 0.2 0.0 1.7 0.0 0.4: 3.8 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 21 23 . . . . . . . 0 .:
Old : 37: 21 23 . . . . . . . 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 : 68.5 59.6 87.3 81.5 68.1 59.6 86.6 81.5
Old : 68.5 59.6 87.3 81.5 68.1 59.6 86.6 81.5
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 65,145: 49,587 62,022 2,810 675 735 6,500 0 0 4,100 0 0: 1,413 1,713
Old : 65,145: 49,587 62,022 2,810 675 735 6,500 0 0 4,100 0 0: 1,413 1,713
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,275: -2,136 -2,846 85 -65 -85 -485 0 0 -410 0 0: -244 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 95.2 4.3 1.0 1.1 10.0 0.0 0.0 6.3 0.0 0.0: 2.2 2.6
Old : 100.0: 76.1 95.2 4.3 1.0 1.1 10.0 0.0 0.0 6.3 0.0 0.0: 2.2 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 : 34: 19 20 . . . . 0 0 . 0 0:
Old : 34: 19 20 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 60.2 84.8 80.6 63.9 60.2 82.5 80.6
Old : 64.5 60.2 84.8 80.6 63.9 60.2 82.5 80.6
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,515: 21,660 18,580 0 855 420 0 3,800 250 1,325 0 0: 860 610
Old : 24,515: 21,660 18,580 0 855 420 0 3,800 250 1,325 0 0: 860 610
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,582: -1,060 -1,090 0 -135 0 0 -250 0 -425 0 0: -97 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 75.8 0.0 3.5 1.7 0.0 15.5 1.0 5.4 0.0 0.0: 3.5 2.5
Old : 100.0: 88.4 75.8 0.0 3.5 1.7 0.0 15.5 1.0 5.4 0.0 0.0: 3.5 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 : 25: 18 16 0 . . 0 . . . 0 0:
Old : 25: 18 16 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 63.5 78.2 84.8 43.4 56.3 57.4 63.7
Old : 53.7 63.5 78.2 84.8 43.4 56.3 57.4 63.7
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 - Options and Futures Combined, August 11, 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 : 21,215: 20,315 18,690 0 1,125 75 0 675 525 175 0 0: 125 125
Old : 21,215: 20,315 18,690 0 1,125 75 0 675 525 175 0 0: 125 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,315: -1,035 -1,900 0 615 -15 0 75 -75 -175 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 88.1 0.0 5.3 0.4 0.0 3.2 2.5 0.8 0.0 0.0: 0.6 0.6
Old : 100.0: 95.8 88.1 0.0 5.3 0.4 0.0 3.2 2.5 0.8 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 14 0 . . 0 . . . 0 0:
Old : 26: 20 14 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 60.2 77.3 82.5 42.6 44.6 56.9 58.9
Old : 53.0 60.2 77.3 82.5 42.6 44.6 56.9 58.9
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 - Options and Futures Combined, August 11, 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 : 16,150: 6,500 12,375 500 1,100 400 1,200 1,775 300 6,975 0 0: 275 200
Old : 16,150: 6,500 12,375 500 1,100 400 1,200 1,775 300 6,975 0 0: 275 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.2 76.6 3.1 6.8 2.5 7.4 11.0 1.9 43.2 0.0 0.0: 1.7 1.2
Old : 100.0: 40.2 76.6 3.1 6.8 2.5 7.4 11.0 1.9 43.2 0.0 0.0: 1.7 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 8 . . . . . . . 0 0:
Old : 20: 10 8 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 67.6 85.8 96.3 68.0 57.6 78.2 77.9
Old : 68.3 67.6 85.8 96.3 68.0 57.6 78.2 77.9
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 28,284: 22,240 19,670 0 2,610 2,260 1,900 1,200 250 490 1,375 69: 1,075 850
Old : 28,284: 22,240 19,670 0 2,610 2,260 1,900 1,200 250 490 1,375 69: 1,075 850
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -455: -110 -70 0 -30 -35 -175 0 0 -90 -275 0: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 69.5 0.0 9.2 8.0 6.7 4.2 0.9 1.7 4.9 0.2: 3.8 3.0
Old : 100.0: 78.6 69.5 0.0 9.2 8.0 6.7 4.2 0.9 1.7 4.9 0.2: 3.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 21 0 . . . . . . . .:
Old : 31: 16 21 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 42.2 77.9 64.1 51.2 28.5 57.4 42.9
Old : 55.6 42.2 77.9 64.1 51.2 28.5 57.4 42.9
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 - Options and Futures Combined, August 11, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,260: 19,675 16,615 0 3,270 1,325 200 600 650 185 0 140: 1,085 660
Old : 23,260: 19,675 16,615 0 3,270 1,325 200 600 650 185 0 140: 1,085 660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -75: 100 160 0 85 -100 0 0 0 140 0 -140: -75 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.6 71.4 0.0 14.1 5.7 0.9 2.6 2.8 0.8 0.0 0.6: 4.7 2.8
Old : 100.0: 84.6 71.4 0.0 14.1 5.7 0.9 2.6 2.8 0.8 0.0 0.6: 4.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 0 . . . . . . 0 .:
Old : 25: 14 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 : 57.7 48.9 77.2 68.2 47.4 32.2 52.4 47.1
Old : 57.7 48.9 77.2 68.2 47.4 32.2 52.4 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015