COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 140,964: 39,566 30,368 404 36,779 6,398 18,161 15,260 9,602 52,549 27,891 12,773: 1,511 1,893
Old : 140,964: 39,566 30,368 404 36,779 6,398 18,161 15,260 9,602 52,549 27,891 12,773: 1,511 1,893
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 7,757: 3,948 498 -640 1,695 2,254 -759 11,036 1,976 2,132 -9,247 -1,063: -91 608
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 21.5 0.3 26.1 4.5 12.9 10.8 6.8 37.3 19.8 9.1: 1.1 1.3
Old : 100.0: 28.1 21.5 0.3 26.1 4.5 12.9 10.8 6.8 37.3 19.8 9.1: 1.1 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 16 15 . 4 5 . . 5 15 12 17:
Old : 56: 16 15 . 4 5 . . 5 15 12 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 : 39.1 38.5 62.5 58.6 30.6 37.8 49.2 52.7
Old : 39.1 38.5 62.5 58.6 30.6 37.8 49.2 52.7
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 32,934: 6,556 12,260 896 4,389 928 5,839 7,350 356 15,291 4,774 2,365: 703 512
Old : 32,934: 6,556 12,260 896 4,389 928 5,839 7,350 356 15,291 4,774 2,365: 703 512
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 651: 105 -340 126 314 -102 615 4,330 94 -137 -3,664 15: -65 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 37.2 2.7 13.3 2.8 17.7 22.3 1.1 46.4 14.5 7.2: 2.1 1.6
Old : 100.0: 19.9 37.2 2.7 13.3 2.8 17.7 22.3 1.1 46.4 14.5 7.2: 2.1 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 8 11 . . 4 . 4 4 9 10 12:
Old : 42: 8 11 . . 4 . 4 4 9 10 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 50.4 76.6 70.3 58.6 45.4 70.7 63.3
Old : 62.2 50.4 76.6 70.3 58.6 45.4 70.7 63.3
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,935: 736 1,695 2,558 24 2,077 336 1,644 2,658 911 1,190 640: 19 8
Old : 9,935: 736 1,695 2,558 24 2,077 336 1,644 2,658 911 1,190 640: 19 8
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 947: 77 199 180 24 301 336 199 541 -209 -31 -288: 10 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 17.1 25.7 0.2 20.9 3.4 16.5 26.8 9.2 12.0 6.4: 0.2 0.1
Old : 100.0: 7.4 17.1 25.7 0.2 20.9 3.4 16.5 26.8 9.2 12.0 6.4: 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 : 34: 9 7 . . 4 . 4 . 9 6 10:
Old : 34: 9 7 . . 4 . 4 . 9 6 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 62.3 85.5 85.8 29.5 37.4 39.7 41.4
Old : 66.8 62.3 85.5 85.8 29.5 37.4 39.7 41.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL ARA OPT QRT STRIP - NEW YORK MERCANTILE EXCHANGE Code-02465G
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,637: 334 25 5,252 0 2,124 852 5,659 4,464 372 1,126 240: 0 0
Old : 13,637: 334 25 5,252 0 2,124 852 5,659 4,464 372 1,126 240: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.2 38.5 0.0 15.6 6.2 41.5 32.7 2.7 8.3 1.8: 0.0 0.0
Old : 100.0: 2.4 0.2 38.5 0.0 15.6 6.2 41.5 32.7 2.7 8.3 1.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: . . 4 0 4 . . . 4 5 .:
Old : 20: . . 4 0 4 . . . 4 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 : 78.6 83.4 95.8 96.7 41.8 48.8 49.3 49.9
Old : 78.6 83.4 95.8 96.7 41.8 48.8 49.3 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,029: 102,182 112,018 2,821 2,892 10,739 1,325 1,974 3,944 13,176 2,922 9,393: 448 147
Old : 144,029: 102,182 112,018 2,821 2,892 10,739 1,325 1,974 3,944 13,176 2,922 9,393: 448 147
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 694: 323 2,133 56 497 -232 -98 19 67 928 -1,055 -350: 0 -385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 77.8 2.0 2.0 7.5 0.9 1.4 2.7 9.1 2.0 6.5: 0.3 0.1
Old : 100.0: 70.9 77.8 2.0 2.0 7.5 0.9 1.4 2.7 9.1 2.0 6.5: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 79: 46 49 . . 4 4 4 6 9 9 14:
Old : 79: 46 49 . . 4 4 4 6 9 9 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 : 46.0 29.3 62.0 49.9 27.9 19.2 33.9 30.6
Old : 46.0 29.3 62.0 49.9 27.9 19.2 33.9 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-064391
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,233: 49,550 54,184 7,423 0 6,057 323 211 1,343 26 3,031 2,383: 129 25
Old : 67,233: 49,550 54,184 7,423 0 6,057 323 211 1,343 26 3,031 2,383: 129 25
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,666: 1,564 1,464 257 0 -155 10 23 -35 0 344 0: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 80.6 11.0 0.0 9.0 0.5 0.3 2.0 0.0 4.5 3.5: 0.2 0.0
Old : 100.0: 73.7 80.6 11.0 0.0 9.0 0.5 0.3 2.0 0.0 4.5 3.5: 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 : 43: 26 24 . 0 . . . . . 6 .:
Old : 43: 26 24 . 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 : 60.5 39.7 78.7 68.6 42.3 32.0 50.1 47.3
Old : 60.5 39.7 78.7 68.6 42.3 32.0 50.1 47.3
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 541,336: 485,529 478,355 0 19,068 16,425 29,326 1,417 6,799 0 16,015 3,257: 0 0
Old : 541,336: 485,529 478,355 0 19,068 16,425 29,326 1,417 6,799 0 16,015 3,257: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 42,845: 40,118 38,706 0 -637 688 0 785 1,399 0 1,264 640: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.7 88.4 0.0 3.5 3.0 5.4 0.3 1.3 0.0 3.0 0.6: 0.0 0.0
Old : 100.0: 89.7 88.4 0.0 3.5 3.0 5.4 0.3 1.3 0.0 3.0 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 20 0 . . . . . 0 . .:
Old : 31: 18 20 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 45.7 74.7 73.4 33.7 38.5 48.6 48.9
Old : 52.6 45.7 74.7 73.4 33.7 38.5 48.6 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,792,561: 1,539,221 1,567,062 118,670 88,654 60,959 5,287 3,144 11,649 32,869 37,187 23,906: 0 0
Old : 1,792,561: 1,539,221 1,567,062 118,670 88,654 60,959 5,287 3,144 11,649 32,869 37,187 23,906: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 11,017: 7,881 -3,015 4,680 -16 16 0 0 0 -384 15,208 -1,176: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 87.4 6.6 4.9 3.4 0.3 0.2 0.6 1.8 2.1 1.3: 0.0 0.0
Old : 100.0: 85.9 87.4 6.6 4.9 3.4 0.3 0.2 0.6 1.8 2.1 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 34 38 . . . . . . 5 . 4:
Old : 56: 34 38 . . . . . . 5 . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 53.4 74.1 69.9 35.7 33.5 46.3 43.0
Old : 56.8 53.4 74.1 69.9 35.7 33.5 46.3 43.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,071: 59,340 53,701 0 5,932 3,830 130 603 2,700 1,199 437 1,439: 1,433 1,429
Old : 70,071: 59,340 53,701 0 5,932 3,830 130 603 2,700 1,199 437 1,439: 1,433 1,429
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 649: -87 40 0 -338 53 -29 -38 -719 -150 50 181: 1,400 1,420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 76.6 0.0 8.5 5.5 0.2 0.9 3.9 1.7 0.6 2.1: 2.0 2.0
Old : 100.0: 84.7 76.6 0.0 8.5 5.5 0.2 0.9 3.9 1.7 0.6 2.1: 2.0 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 23 22 0 . . . . . 5 . .:
Old : 38: 23 22 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 : 47.4 61.8 72.2 77.0 33.5 46.2 51.8 53.8
Old : 47.4 61.8 72.2 77.0 33.5 46.2 51.8 53.8
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 556,181: 400,519 504,530 108,749 0 20,664 494 0 19,475 2,383 7,615 3,897: 0 0
Old : 556,181: 400,519 504,530 108,749 0 20,664 494 0 19,475 2,383 7,615 3,897: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 37,455: 16,946 36,503 20,509 0 0 0 0 0 0 952 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.0 90.7 19.6 0.0 3.7 0.1 0.0 3.5 0.4 1.4 0.7: 0.0 0.0
Old : 100.0: 72.0 90.7 19.6 0.0 3.7 0.1 0.0 3.5 0.4 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: 20 16 . 0 . . 0 . . . .:
Old : 31: 20 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 : 60.8 70.6 81.9 88.2 54.5 62.6 65.8 69.4
Old : 60.8 70.6 81.9 88.2 54.5 62.6 65.8 69.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 523,947: 462,820 474,342 4,413 1,273 31,250 15,583 0 8,265 823 8,024 793: 0 0
Old : 523,947: 462,820 474,342 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 18, 2015 :
: 6,324: 6,324 6,324 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.3 90.5 0.8 0.2 6.0 3.0 0.0 1.6 0.2 1.5 0.2: 0.0 0.0
Old : 100.0: 88.3 90.5 0.8 0.2 6.0 3.0 0.0 1.6 0.2 1.5 0.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 29 25 . . . . 0 . . . .:
Old : 45: 29 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 : 52.9 47.1 73.4 65.6 45.4 45.8 56.3 58.9
Old : 52.9 47.1 73.4 65.6 45.4 45.8 56.3 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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,961: 43,802 43,272 0 697 1,124 1,878 0 1,567 426 2,135 530: 634 636
Old : 49,961: 43,802 43,272 0 697 1,124 1,878 0 1,567 426 2,135 530: 634 636
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 214: 131 277 0 -84 63 0 -63 0 0 -42 0: 20 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 86.6 0.0 1.4 2.2 3.8 0.0 3.1 0.9 4.3 1.1: 1.3 1.3
Old : 100.0: 87.7 86.6 0.0 1.4 2.2 3.8 0.0 3.1 0.9 4.3 1.1: 1.3 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 23 24 0 . . . 0 . . . .:
Old : 37: 23 24 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 55.8 75.7 70.3 51.7 55.0 66.5 67.9
Old : 56.9 55.8 75.7 70.3 51.7 55.0 66.5 67.9
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,494: 48,319 56,325 8,080 0 760 0 245 0 0 15 60: 275 89
Old : 57,494: 48,319 56,325 8,080 0 760 0 245 0 0 15 60: 275 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 605: 605 480 -100 0 100 0 0 0 -10 15 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 98.0 14.1 0.0 1.3 0.0 0.4 0.0 0.0 0.0 0.1: 0.5 0.2
Old : 100.0: 84.0 98.0 14.1 0.0 1.3 0.0 0.4 0.0 0.0 0.0 0.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 31 30 . 0 . 0 . 0 0 . .:
Old : 45: 31 30 . 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 64.5 72.8 79.3 52.9 56.4 63.1 70.1
Old : 59.1 64.5 72.8 79.3 52.9 56.4 63.1 70.1
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 75,775: 66,638 74,649 8,365 0 300 40 0 80 0 680 0: 352 66
Old : 75,775: 66,638 74,649 8,365 0 300 40 0 80 0 680 0: 352 66
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 638: 620 640 0 0 0 0 0 0 0 0 0: 18 -2
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 98.5 11.0 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.5 0.1
Old : 100.0: 87.9 98.5 11.0 0.0 0.4 0.1 0.0 0.1 0.0 0.9 0.0: 0.5 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 33 31 . 0 . . 0 . 0 . 0:
Old : 45: 33 31 . 0 . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 63.7 70.4 84.3 52.3 55.6 63.5 74.5
Old : 54.0 63.7 70.4 84.3 52.3 55.6 63.5 74.5
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,070: 17,245 16,810 0 1,660 600 1,200 0 0 0 0 0: 25 0
Old : 19,070: 17,245 16,810 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 18, 2015 :
: 1,150: 1,150 1,150 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.4 88.1 0.0 8.7 3.1 6.3 0.0 0.0 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 90.4 88.1 0.0 8.7 3.1 6.3 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 : 30: 22 16 0 . . . 0 0 0 0 0:
Old : 30: 22 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 : 51.1 69.3 72.7 88.4 49.7 61.9 64.9 74.6
Old : 51.1 69.3 72.7 88.4 49.7 61.9 64.9 74.6
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 263,120: 188,248 249,320 69,352 0 0 0 4,656 5,520 0 3,624 0: 0 0
Old : 263,120: 188,248 249,320 69,352 0 0 0 4,656 5,520 0 3,624 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 4,680: 4,680 5,448 0 0 0 0 0 0 0 -768 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.5 94.8 26.4 0.0 0.0 0.0 1.8 2.1 0.0 1.4 0.0: 0.0 0.0
Old : 100.0: 71.5 94.8 26.4 0.0 0.0 0.0 1.8 2.1 0.0 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 : 33: 21 22 . 0 0 0 . . 0 . 0:
Old : 33: 21 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 : 52.9 66.1 78.6 84.1 52.3 55.6 65.6 62.7
Old : 52.9 66.1 78.6 84.1 52.3 55.6 65.6 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PEAK - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 7,342: 5,622 6,425 0 191 106 42 0 0 1,339 407 21: 212 192
Old : 7,342: 5,622 6,425 0 191 106 42 0 0 1,339 407 21: 212 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 108: 86 129 0 0 0 0 0 0 0 0 0: 22 -21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.6 87.5 0.0 2.6 1.4 0.6 0.0 0.0 18.2 5.5 0.3: 2.9 2.6
Old : 100.0: 76.6 87.5 0.0 2.6 1.4 0.6 0.0 0.0 18.2 5.5 0.3: 2.9 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 : 30: 18 21 0 . . . 0 0 . . .:
Old : 30: 18 21 0 . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 40.5 70.5 66.3 47.7 35.0 60.4 49.0
Old : 50.9 40.5 70.5 66.3 47.7 35.0 60.4 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,680: 6,085 6,435 300 0 0 0 0 0 100 0 50: 145 195
Old : 6,680: 6,085 6,435 300 0 0 0 0 0 100 0 50: 145 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 96.3 4.5 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.7: 2.2 2.9
Old : 100.0: 91.1 96.3 4.5 0.0 0.0 0.0 0.0 0.0 1.5 0.0 0.7: 2.2 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 : 20: 14 10 . 0 0 0 0 0 . 0 .:
Old : 20: 14 10 . 0 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 66.8 80.5 91.1 35.2 42.6 47.3 54.1
Old : 55.2 66.8 80.5 91.1 35.2 42.6 47.3 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,555: 16,335 16,080 0 1,195 995 1,180 0 20 0 225 0: 25 40
Old : 18,555: 16,335 16,080 0 1,195 995 1,180 0 20 0 225 0: 25 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 555: 570 570 0 0 0 0 0 0 0 0 0: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 86.7 0.0 6.4 5.4 6.4 0.0 0.1 0.0 1.2 0.0: 0.1 0.2
Old : 100.0: 88.0 86.7 0.0 6.4 5.4 6.4 0.0 0.1 0.0 1.2 0.0: 0.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 21 21 0 . . . 0 . 0 . 0:
Old : 35: 21 21 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 63.4 72.5 87.7 50.4 53.6 66.8 72.1
Old : 50.8 63.4 72.5 87.7 50.4 53.6 66.8 72.1
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,870: 12,875 11,915 50 520 1,505 0 750 120 0 0 0: 320 60
Old : 14,870: 12,875 11,915 50 520 1,505 0 750 120 0 0 0: 320 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 205: 205 25 0 180 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 80.1 0.3 3.5 10.1 0.0 5.0 0.8 0.0 0.0 0.0: 2.2 0.4
Old : 100.0: 86.6 80.1 0.3 3.5 10.1 0.0 5.0 0.8 0.0 0.0 0.0: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 23 19 . . . 0 . . 0 0 0:
Old : 28: 23 19 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 60.0 66.5 81.0 23.0 30.2 38.6 39.6
Old : 43.6 60.0 66.5 81.0 23.0 30.2 38.6 39.6
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 18,107: 15,256 13,158 459 1,982 1,395 611 42 131 0 0 0: 255 1,399
Old : 18,107: 15,256 13,158 459 1,982 1,395 611 42 131 0 0 0: 255 1,399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 0: 0 -39 2 0 -2 0 0 0 0 0 0: 0 41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 72.7 2.5 10.9 7.7 3.4 0.2 0.7 0.0 0.0 0.0: 1.4 7.7
Old : 100.0: 84.3 72.7 2.5 10.9 7.7 3.4 0.2 0.7 0.0 0.0 0.0: 1.4 7.7
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 : 28: 21 20 . . . . . . 0 0 0:
Old : 28: 21 20 . . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 56.3 56.7 75.3 28.0 46.7 48.2 56.0
Old : 33.1 56.3 56.7 75.3 28.0 46.7 48.2 56.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,989: 49,511 41,160 1,511 2,811 2,431 40 3,642 965 0 3,544 1,216: 315 220
Old : 55,989: 49,511 41,160 1,511 2,811 2,431 40 3,642 965 0 3,544 1,216: 315 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,058: 608 1,263 10 -10 10 40 -70 5 0 -525 385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 73.5 2.7 5.0 4.3 0.1 6.5 1.7 0.0 6.3 2.2: 0.6 0.4
Old : 100.0: 88.4 73.5 2.7 5.0 4.3 0.1 6.5 1.7 0.0 6.3 2.2: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 28 26 . . . . . . 0 5 .:
Old : 45: 28 26 . . . . . . 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 : 47.1 39.9 66.5 59.6 46.5 37.8 60.9 56.0
Old : 47.1 39.9 66.5 59.6 46.5 37.8 60.9 56.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 63,746: 57,727 43,869 741 4,921 1,469 15 4,553 1,398 0 5,061 2,389: 7 86
Old : 63,746: 57,727 43,869 741 4,921 1,469 15 4,553 1,398 0 5,061 2,389: 7 86
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 2,333: 1,859 2,187 0 35 -82 15 -194 86 -27 -181 482: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 68.8 1.2 7.7 2.3 0.0 7.1 2.2 0.0 7.9 3.7: 0.0 0.1
Old : 100.0: 90.6 68.8 1.2 7.7 2.3 0.0 7.1 2.2 0.0 7.9 3.7: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 31 31 . . . . . . 0 6 4:
Old : 49: 31 31 . . . . . . 0 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 44.6 63.1 63.1 40.5 40.6 55.5 56.7
Old : 45.3 44.6 63.1 63.1 40.5 40.6 55.5 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,410: 46,280 47,165 785 1,020 1,225 250 0 0 820 0 0: 50 0
Old : 49,410: 46,280 47,165 785 1,020 1,225 250 0 0 820 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 980: 985 1,010 0 0 0 0 0 0 0 0 0: -5 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 95.5 1.6 2.1 2.5 0.5 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Old : 100.0: 93.7 95.5 1.6 2.1 2.5 0.5 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 17 . . . . 0 0 . 0 0:
Old : 34: 27 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 : 54.9 91.0 74.5 95.9 51.3 86.6 68.8 88.0
Old : 54.9 91.0 74.5 95.9 51.3 86.6 68.8 88.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,345: 46,675 47,765 1,435 1,390 1,190 0 0 0 935 0 0: 110 0
Old : 50,345: 46,675 47,765 1,435 1,390 1,190 0 0 0 935 0 0: 110 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 490: 430 525 0 0 0 0 0 0 10 0 0: 50 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 94.9 2.9 2.8 2.4 0.0 0.0 0.0 1.9 0.0 0.0: 0.2 0.0
Old : 100.0: 92.7 94.9 2.9 2.8 2.4 0.0 0.0 0.0 1.9 0.0 0.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 27 19 . . . 0 0 0 . 0 0:
Old : 33: 27 19 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 92.4 69.8 95.7 53.4 86.6 66.5 88.2
Old : 55.4 92.4 69.8 95.7 53.4 86.6 66.5 88.2
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 350,290: 263,051 299,318 2,035 18,165 10,487 27,999 1,192 14,040 25,974 384 6,704: 0 0
Old : 350,290: 263,051 299,318 2,035 18,165 10,487 27,999 1,192 14,040 25,974 384 6,704: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 5,913: 1,152 5,913 0 -768 768 0 0 0 3,993 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 85.4 0.6 5.2 3.0 8.0 0.3 4.0 7.4 0.1 1.9: 0.0 0.0
Old : 100.0: 75.1 85.4 0.6 5.2 3.0 8.0 0.3 4.0 7.4 0.1 1.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 24 30 . . . . . . 5 . .:
Old : 44: 24 30 . . . . . . 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 43.2 65.5 62.5 32.2 37.5 49.6 47.2
Old : 42.4 43.2 65.5 62.5 32.2 37.5 49.6 47.2
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 23,546: 16,604 20,787 1,336 362 550 2,322 147 553 1,820 659 235: 126 253
Old : 23,546: 16,604 20,787 1,336 362 550 2,322 147 553 1,820 659 235: 126 253
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 433: 8 476 0 -41 0 0 21 -20 426 -64 19: 0 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.5 88.3 5.7 1.5 2.3 9.9 0.6 2.3 7.7 2.8 1.0: 0.5 1.1
Old : 100.0: 70.5 88.3 5.7 1.5 2.3 9.9 0.6 2.3 7.7 2.8 1.0: 0.5 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 24 30 . . . . . . . 4 4:
Old : 43: 24 30 . . . . . . . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 44.1 67.9 64.9 34.7 43.5 58.3 58.0
Old : 41.7 44.1 67.9 64.9 34.7 43.5 58.3 58.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 38,453: 21,785 37,405 13,723 0 300 659 0 205 1,527 289 254: 0 0
Old : 38,453: 21,785 37,405 13,723 0 300 659 0 205 1,527 289 254: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,106: 155 1,052 663 0 0 0 0 0 288 54 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 97.3 35.7 0.0 0.8 1.7 0.0 0.5 4.0 0.8 0.7: 0.0 0.0
Old : 100.0: 56.7 97.3 35.7 0.0 0.8 1.7 0.0 0.5 4.0 0.8 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 13 . 0 . . 0 . . . .:
Old : 28: 18 13 . 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 : 65.9 87.9 83.4 94.1 58.9 77.2 68.3 78.7
Old : 65.9 87.9 83.4 94.1 58.9 77.2 68.3 78.7
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 492,880: 420,713 462,224 57,155 0 7,478 0 11,690 7,534 0 3,954 0: 0 0
Old : 492,880: 420,713 462,224 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 18, 2015 :
: 7,752: 7,752 7,752 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 93.8 11.6 0.0 1.5 0.0 2.4 1.5 0.0 0.8 0.0: 0.0 0.0
Old : 100.0: 85.4 93.8 11.6 0.0 1.5 0.0 2.4 1.5 0.0 0.8 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 16 . 0 . 0 . . 0 . 0:
Old : 29: 20 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 : 63.8 90.1 83.1 94.9 59.2 78.1 74.2 81.9
Old : 63.8 90.1 83.1 94.9 59.2 78.1 74.2 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 39,980: 30,500 36,119 3,459 212 127 1,288 0 1,824 1,955 233 573: 254 892
Old : 39,980: 30,500 36,119 3,459 212 127 1,288 0 1,824 1,955 233 573: 254 892
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -553: 425 -637 0 0 0 0 0 0 -1,104 0 84: 42 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.3 90.3 8.7 0.5 0.3 3.2 0.0 4.6 4.9 0.6 1.4: 0.6 2.2
Old : 100.0: 76.3 90.3 8.7 0.5 0.3 3.2 0.0 4.6 4.9 0.6 1.4: 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 19 . . . . 0 . . . .:
Old : 30: 16 19 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 81.9 82.2 89.7 57.8 72.3 69.9 75.4
Old : 60.4 81.9 82.2 89.7 57.8 72.3 69.9 75.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,092: 45,679 50,333 14,037 5,038 2,376 0 4,345 0 0 0 0: 0 0
Old : 62,092: 45,679 50,333 14,037 5,038 2,376 0 4,345 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,969: 1,969 1,969 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 81.1 22.6 8.1 3.8 0.0 7.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 73.6 81.1 22.6 8.1 3.8 0.0 7.0 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: 11 12 . . . 0 . 0 0 0 0:
Old : 20: 11 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 62.5 89.8 87.8 60.1 53.0 78.3 75.2
Old : 62.6 62.5 89.8 87.8 60.1 53.0 78.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,528: 14,230 14,923 179 1,119 1,283 382 0 41 1,736 211 401: 276 550
Old : 18,528: 14,230 14,923 179 1,119 1,283 382 0 41 1,736 211 401: 276 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,064: 1,806 854 0 -22 0 0 0 0 -953 0 232: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 80.5 1.0 6.0 6.9 2.1 0.0 0.2 9.4 1.1 2.2: 1.5 3.0
Old : 100.0: 76.8 80.5 1.0 6.0 6.9 2.1 0.0 0.2 9.4 1.1 2.2: 1.5 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 : 33: 18 20 . . . . 0 . . . .:
Old : 33: 18 20 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 48.6 73.0 67.2 33.4 31.4 49.8 44.4
Old : 52.7 48.6 73.0 67.2 33.4 31.4 49.8 44.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 196,184: 145,226 169,473 17,298 5,120 14,875 0 0 0 12,069 0 6,716: 0 0
Old : 196,184: 145,226 169,473 17,298 5,120 14,875 0 0 0 12,069 0 6,716: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 3,122: 3,497 -2,359 -4,680 0 4,680 0 0 0 -1,176 0 801: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.0 86.4 8.8 2.6 7.6 0.0 0.0 0.0 6.2 0.0 3.4: 0.0 0.0
Old : 100.0: 74.0 86.4 8.8 2.6 7.6 0.0 0.0 0.0 6.2 0.0 3.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 21 . . . 0 0 0 . 0 .:
Old : 29: 15 21 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 51.1 80.9 77.2 44.8 40.7 57.6 60.2
Old : 57.4 51.1 80.9 77.2 44.8 40.7 57.6 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,446: 8,764 10,121 2,502 1,441 846 1,080 0 84 128 232 0: 42 722
Old : 13,446: 8,764 10,121 2,502 1,441 846 1,080 0 84 128 232 0: 42 722
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 407: 407 66 0 254 0 0 0 0 0 232 0: 0 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.2 75.3 18.6 10.7 6.3 8.0 0.0 0.6 1.0 1.7 0.0: 0.3 5.4
Old : 100.0: 65.2 75.3 18.6 10.7 6.3 8.0 0.0 0.6 1.0 1.7 0.0: 0.3 5.4
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 : 30: 17 20 . . . . 0 . . . 0:
Old : 30: 17 20 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 43.4 73.5 64.6 52.9 35.2 67.6 52.4
Old : 55.9 43.4 73.5 64.6 52.9 35.2 67.6 52.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 128,432: 102,050 95,487 13,372 25,448 7,497 5,129 0 0 384 0 0: 0 0
Old : 128,432: 102,050 95,487 13,372 25,448 7,497 5,129 0 0 384 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,518: 1,518 1,518 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 74.3 10.4 19.8 5.8 4.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.5 74.3 10.4 19.8 5.8 4.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 18 . . . . 0 0 . 0 0:
Old : 28: 19 18 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 60.6 75.6 82.0 43.7 48.5 56.6 62.9
Old : 56.5 60.6 75.6 82.0 43.7 48.5 56.6 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,059: 11,684 16,143 4,029 0 4,146 430 0 770 0 0 0: 0 0
Old : 21,059: 11,684 16,143 4,029 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 18, 2015 :
: -47: 297 -47 -344 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.5 76.7 19.1 0.0 19.7 2.0 0.0 3.7 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 55.5 76.7 19.1 0.0 19.7 2.0 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 15 . 0 . . 0 . 0 0 0:
Old : 22: 16 15 . 0 . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 62.3 87.9 82.5 31.7 31.1 39.4 41.6
Old : 75.5 62.3 87.9 82.5 31.7 31.1 39.4 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643CC
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 175,456: 140,577 106,186 0 39,872 29,398 5,481 0 0 0 0 0: 0 0
Old : 175,456: 140,577 106,186 0 39,872 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 18, 2015 :
: 1,904: 1,904 3,808 0 -1,904 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 60.5 0.0 22.7 16.8 3.1 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 60.5 0.0 22.7 16.8 3.1 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 : 70.5 70.7 90.2 88.4 39.5 43.0 48.1 51.6
Old : 70.5 70.7 90.2 88.4 39.5 43.0 48.1 51.6
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,565: 8,730 8,700 250 500 0 0 300 0 0 0 0: 585 65
Old : 9,565: 8,730 8,700 250 500 0 0 300 0 0 0 0: 585 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 10: -20 10 0 0 0 0 0 0 0 0 0: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 91.0 2.6 5.2 0.0 0.0 3.1 0.0 0.0 0.0 0.0: 6.1 0.7
Old : 100.0: 91.3 91.0 2.6 5.2 0.0 0.0 3.1 0.0 0.0 0.0 0.0: 6.1 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 12 . . 0 0 . 0 0 0 0:
Old : 23: 15 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 79.6 84.9 95.0 57.9 74.6 71.4 83.8
Old : 67.5 79.6 84.9 95.0 57.9 74.6 71.4 83.8
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 96,385: 63,003 71,765 4,509 0 11,896 0 142 957 4,396 0 11,372: 251 254
Old : 96,385: 63,003 71,765 4,509 0 11,896 0 142 957 4,396 0 11,372: 251 254
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -751: 161 -216 75 0 -33 0 -31 -14 -504 0 -444: 8 -13
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.4 74.5 4.7 0.0 12.3 0.0 0.1 1.0 4.6 0.0 11.8: 0.3 0.3
Old : 100.0: 65.4 74.5 4.7 0.0 12.3 0.0 0.1 1.0 4.6 0.0 11.8: 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 : 26: 18 16 . 0 . 0 . . . 0 .:
Old : 26: 18 16 . 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 : 44.4 62.2 77.8 86.0 24.2 32.8 31.1 34.3
Old : 44.4 62.2 77.8 86.0 24.2 32.8 31.1 34.3
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,400: 23,745 11,490 1,260 13,120 40 0 750 0 0 0 0: 355 0
Old : 25,400: 23,745 11,490 1,260 13,120 40 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 18, 2015 :
: -70: -70 -95 -25 0 25 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 45.2 5.0 51.7 0.2 0.0 3.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 93.5 45.2 5.0 51.7 0.2 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: 20 14 . . . 0 . 0 0 0 0:
Old : 28: 20 14 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 79.1 83.6 91.7 50.5 74.4 73.6 84.0
Old : 59.1 79.1 83.6 91.7 50.5 74.4 73.6 84.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,840: 20,110 7,910 1,125 13,120 0 0 750 0 0 0 0: 605 60
Old : 21,840: 20,110 7,910 1,125 13,120 0 0 750 0 0 0 0: 605 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -100: -150 -60 50 0 0 0 0 0 0 0 0: 0 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 36.2 5.2 60.1 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.3
Old : 100.0: 92.1 36.2 5.2 60.1 0.0 0.0 3.4 0.0 0.0 0.0 0.0: 2.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 10 . . 0 0 . 0 0 0 0:
Old : 24: 15 10 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 87.7 82.4 97.7 58.5 84.3 76.2 89.4
Old : 64.2 87.7 82.4 97.7 58.5 84.3 76.2 89.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,964: 25,764 19,504 0 6,460 0 100 0 0 100 0 0: 0 0
Old : 25,964: 25,764 19,504 0 6,460 0 100 0 0 100 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -162: -162 -162 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.2 75.1 0.0 24.9 0.0 0.4 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 99.2 75.1 0.0 24.9 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 20 0 . 0 . 0 0 . 0 0:
Old : 36: 23 20 0 . 0 . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 74.5 75.7 88.9 49.6 72.6 68.2 79.4
Old : 55.9 74.5 75.7 88.9 49.6 72.6 68.2 79.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,976: 23,801 18,231 0 5,745 0 175 0 0 0 0 0: 0 0
Old : 23,976: 23,801 18,231 0 5,745 0 175 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 18, 2015 :
: 238: 471 253 0 0 0 0 0 0 0 0 0: -233 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.3 76.0 0.0 24.0 0.0 0.7 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 99.3 76.0 0.0 24.0 0.0 0.7 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 : 29: 19 15 0 . 0 . 0 0 0 0 0:
Old : 29: 19 15 0 . 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 79.4 78.5 93.1 61.1 77.3 77.2 84.4
Old : 61.3 79.4 78.5 93.1 61.1 77.3 77.2 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,445: 17,285 17,555 175 445 135 0 100 0 0 0 0: 850 210
Old : 18,445: 17,285 17,555 175 445 135 0 100 0 0 0 0: 850 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 375: 375 375 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.7 95.2 0.9 2.4 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 4.6 1.1
Old : 100.0: 93.7 95.2 0.9 2.4 0.7 0.0 0.5 0.0 0.0 0.0 0.0: 4.6 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 8 . . . 0 . 0 0 0 0:
Old : 21: 13 8 . . . 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 : 75.0 95.4 88.3 98.2 75.0 94.7 87.4 95.9
Old : 75.0 95.4 88.3 98.2 75.0 94.7 87.4 95.9
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,460: 12,825 13,390 250 0 0 25 0 0 0 0 0: 360 70
Old : 13,460: 12,825 13,390 250 0 0 25 0 0 0 0 0: 360 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 525: 525 525 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 99.5 1.9 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.7 0.5
Old : 100.0: 95.3 99.5 1.9 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.7 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: 23 12 . 0 0 . 0 0 0 0 0:
Old : 27: 23 12 . 0 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 90.0 70.7 98.0 44.5 77.7 61.1 79.3
Old : 47.4 90.0 70.7 98.0 44.5 77.7 61.1 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,572: 13,682 14,572 500 0 0 25 0 0 0 0 0: 365 0
Old : 14,572: 13,682 14,572 500 0 0 25 0 0 0 0 0: 365 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 525: 525 525 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 100.0 3.4 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.5 0.0
Old : 100.0: 93.9 100.0 3.4 0.0 0.0 0.2 0.0 0.0 0.0 0.0 0.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 25 12 . 0 0 . 0 0 0 0 0:
Old : 30: 25 12 . 0 0 . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.8 92.8 65.1 99.0 42.5 82.5 59.4 84.0
Old : 44.8 92.8 65.1 99.0 42.5 82.5 59.4 84.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 118,230: 100,535 114,850 11,980 0 1,995 655 0 95 2,950 1,100 0: 20 190
Old : 118,230: 100,535 114,850 11,980 0 1,995 655 0 95 2,950 1,100 0: 20 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 770: 770 770 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 97.1 10.1 0.0 1.7 0.6 0.0 0.1 2.5 0.9 0.0: 0.0 0.2
Old : 100.0: 85.0 97.1 10.1 0.0 1.7 0.6 0.0 0.1 2.5 0.9 0.0: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 47: 34 31 4 0 . . 0 . . . 0:
Old : 47: 34 31 4 0 . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 63.9 64.8 82.8 40.1 55.1 55.2 64.2
Old : 41.5 63.9 64.8 82.8 40.1 55.1 55.2 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 126,435: 108,016 123,017 14,884 0 1,530 1,055 570 235 600 900 100: 15 83
Old : 126,435: 108,016 123,017 14,884 0 1,530 1,055 570 235 600 900 100: 15 83
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 0: -90 10 75 0 0 0 0 0 0 0 0: 15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 97.3 11.8 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 0.0 0.1
Old : 100.0: 85.4 97.3 11.8 0.0 1.2 0.8 0.5 0.2 0.5 0.7 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 51: 36 35 4 0 . . . . . . .:
Old : 51: 36 35 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 : 47.2 64.2 66.8 80.5 41.1 58.4 56.7 68.3
Old : 47.2 64.2 66.8 80.5 41.1 58.4 56.7 68.3
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 142,474: 109,887 116,381 4,114 7,838 7,686 2,931 1,193 1,027 13,555 5,045 2,894: 380 410
Old : 142,474: 109,887 116,381 4,114 7,838 7,686 2,931 1,193 1,027 13,555 5,045 2,894: 380 410
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 865: 254 494 328 -310 301 205 -60 82 -619 45 120: 194 194
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 81.7 2.9 5.5 5.4 2.1 0.8 0.7 9.5 3.5 2.0: 0.3 0.3
Old : 100.0: 77.1 81.7 2.9 5.5 5.4 2.1 0.8 0.7 9.5 3.5 2.0: 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 : 67: 40 37 . . 4 . 4 4 6 5 6:
Old : 67: 40 37 . . 4 . 4 4 6 5 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 : 28.5 56.1 48.8 69.8 26.9 50.5 44.0 58.4
Old : 28.5 56.1 48.8 69.8 26.9 50.5 44.0 58.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 103,315: 84,869 88,299 9,199 3,650 5,231 140 0 1,320 805 3,175 1,640: 111 0
Old : 103,315: 84,869 88,299 9,199 3,650 5,231 140 0 1,320 805 3,175 1,640: 111 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 1,142: 667 752 85 0 390 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 85.5 8.9 3.5 5.1 0.1 0.0 1.3 0.8 3.1 1.6: 0.1 0.0
Old : 100.0: 82.1 85.5 8.9 3.5 5.1 0.1 0.0 1.3 0.8 3.1 1.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 48: 35 31 . . 4 . 0 . . . 4:
Old : 48: 35 31 . . 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 : 33.8 71.2 53.6 79.9 31.0 59.7 44.6 63.8
Old : 33.8 71.2 53.6 79.9 31.0 59.7 44.6 63.8
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,585: 23,700 21,645 620 2,385 225 0 305 25 0 0 0: 15 0
Old : 24,585: 23,700 21,645 620 2,385 225 0 305 25 0 0 0: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 90: 90 90 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 88.0 2.5 9.7 0.9 0.0 1.2 0.1 0.0 0.0 0.0: 0.1 0.0
Old : 100.0: 96.4 88.0 2.5 9.7 0.9 0.0 1.2 0.1 0.0 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 25 11 . . . 0 . . 0 0 0:
Old : 34: 25 11 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 80.7 74.6 95.3 54.4 78.4 74.2 90.1
Old : 54.4 80.7 74.6 95.3 54.4 78.4 74.2 90.1
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,235: 20,425 18,705 525 2,100 125 0 105 100 0 0 0: 60 100
Old : 21,235: 20,425 18,705 525 2,100 125 0 105 100 0 0 0: 60 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -90: -90 -90 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 88.1 2.5 9.9 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 0.5
Old : 100.0: 96.2 88.1 2.5 9.9 0.6 0.0 0.5 0.5 0.0 0.0 0.0: 0.3 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 22 9 . . . 0 . . 0 0 0:
Old : 28: 22 9 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 82.9 76.9 98.0 57.7 80.7 76.8 90.0
Old : 57.7 82.9 76.9 98.0 57.7 80.7 76.8 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 27,614: 26,035 21,894 65 3,300 1,110 0 925 175 50 0 0: 179 210
Old : 27,614: 26,035 21,894 65 3,300 1,110 0 925 175 50 0 0: 179 210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 370: 370 395 0 0 0 0 0 0 0 -25 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 79.3 0.2 12.0 4.0 0.0 3.3 0.6 0.2 0.0 0.0: 0.6 0.8
Old : 100.0: 94.3 79.3 0.2 12.0 4.0 0.0 3.3 0.6 0.2 0.0 0.0: 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 : 34: 26 25 . . . 0 . . . 0 0:
Old : 34: 26 25 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 50.3 69.9 70.7 53.1 45.3 62.3 59.4
Old : 55.7 50.3 69.9 70.7 53.1 45.3 62.3 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,615: 8,335 9,765 690 0 690 740 0 160 0 0 0: 0 0
Old : 10,615: 8,335 9,765 690 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 18, 2015 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.5 92.0 6.5 0.0 6.5 7.0 0.0 1.5 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 78.5 92.0 6.5 0.0 6.5 7.0 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 : 44.0 61.8 73.0 89.0 33.6 54.0 55.0 59.7
Old : 44.0 61.8 73.0 89.0 33.6 54.0 55.0 59.7
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,330: 10,929 12,770 810 143 623 10 0 126 1,166 0 22: 1,644 1,647
Old : 15,330: 10,929 12,770 810 143 623 10 0 126 1,166 0 22: 1,644 1,647
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 169: 327 417 102 -15 -375 0 0 0 -45 0 -462: 622 602
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.3 83.3 5.3 0.9 4.1 0.1 0.0 0.8 7.6 0.0 0.1: 10.7 10.7
Old : 100.0: 71.3 83.3 5.3 0.9 4.1 0.1 0.0 0.8 7.6 0.0 0.1: 10.7 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 14 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 : 51.2 63.4 76.3 79.5 33.5 39.3 41.1 42.0
Old : 51.2 63.4 76.3 79.5 33.5 39.3 41.1 42.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL OFF PEAK DAY AHEAD - NEW YORK MERCANTILE EXCHANGE Code-064A35
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 198,820: 177,647 133,022 1,569 38,349 15,289 0 12,160 0 4,315 0 0: 0 0
Old : 198,820: 177,647 133,022 1,569 38,349 15,289 0 12,160 0 4,315 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 3,840: 3,840 3,840 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 66.9 0.8 19.3 7.7 0.0 6.1 0.0 2.2 0.0 0.0: 0.0 0.0
Old : 100.0: 89.4 66.9 0.8 19.3 7.7 0.0 6.1 0.0 2.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 9 . . . 0 . 0 . 0 0:
Old : 21: 10 9 . . . 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.6 82.2 91.5 96.3 62.9 60.9 75.0 75.1
Old : 70.6 82.2 91.5 96.3 62.9 60.9 75.0 75.1
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 144,500: 124,387 81,191 532 52,598 5,116 2,345 0 2,540 8,330 1,805 1,250: 0 0
Old : 144,500: 124,387 81,191 532 52,598 5,116 2,345 0 2,540 8,330 1,805 1,250: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 15,020: 12,558 13,592 0 2,816 -2,638 0 0 0 3,850 0 1,250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 56.2 0.4 36.4 3.5 1.6 0.0 1.8 5.8 1.2 0.9: 0.0 0.0
Old : 100.0: 86.1 56.2 0.4 36.4 3.5 1.6 0.0 1.8 5.8 1.2 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 17 . . . . 0 . . . .:
Old : 30: 19 17 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 72.9 81.7 84.9 37.4 44.1 49.3 50.2
Old : 60.5 72.9 81.7 84.9 37.4 44.1 49.3 50.2
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,855,141: 2,545,550 1,329,446 72,239 1,103,394 237,352 0 184,920 0 0 0 0: 0 29
Old : 2,855,141: 2,545,550 1,329,446 72,239 1,103,394 237,352 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 18, 2015 :
: 54,515: 17,075 85,785 0 -68,710 37,440 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 46.6 2.5 38.6 8.3 0.0 6.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 89.2 46.6 2.5 38.6 8.3 0.0 6.5 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 : 73.5 79.5 90.0 91.8 41.8 51.1 51.7 54.0
Old : 73.5 79.5 90.0 91.8 41.8 51.1 51.7 54.0
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,253: 40,783 45,903 4,180 320 3,695 672 0 2,335 588 0 0: 0 0
Old : 52,253: 40,783 45,903 4,180 320 3,695 672 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 18, 2015 :
: 8,925: 8,925 6,375 -2,550 0 2,550 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.0 87.8 8.0 0.6 7.1 1.3 0.0 4.5 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 78.0 87.8 8.0 0.6 7.1 1.3 0.0 4.5 1.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 15 15 . . . . 0 . . 0 0:
Old : 24: 15 15 . . . . 0 . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 61.3 83.0 86.1 45.2 53.2 59.1 63.6
Old : 55.7 61.3 83.0 86.1 45.2 53.2 59.1 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,197,053: 695,558 908,672 167,756 0 217,821 39,160 0 70,560 6,198 0 0: 0 0
Old : 1,197,053: 695,558 908,672 167,756 0 217,821 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 18, 2015 :
: 73,272: 73,272 26,472 -46,800 0 46,800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 75.9 14.0 0.0 18.2 3.3 0.0 5.9 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 58.1 75.9 14.0 0.0 18.2 3.3 0.0 5.9 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 9 . 0 . . 0 . . 0 0:
Old : 23: 14 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 : 54.7 76.2 85.4 93.6 38.5 59.1 56.1 65.6
Old : 54.7 76.2 85.4 93.6 38.5 59.1 56.1 65.6
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,742: 10,105 17,172 6,450 0 450 0 450 0 1,112 0 130: 495 540
Old : 18,742: 10,105 17,172 6,450 0 450 0 450 0 1,112 0 130: 495 540
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.9 91.6 34.4 0.0 2.4 0.0 2.4 0.0 5.9 0.0 0.7: 2.6 2.9
Old : 100.0: 53.9 91.6 34.4 0.0 2.4 0.0 2.4 0.0 5.9 0.0 0.7: 2.6 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 11 13 . 0 . 0 . 0 . 0 .:
Old : 24: 11 13 . 0 . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5
Old : 80.6 73.3 92.8 87.9 78.2 73.3 89.7 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,675: 8,966 19,120 10,070 0 375 0 450 0 660 75 105: 499 550
Old : 20,675: 8,966 19,120 10,070 0 375 0 450 0 660 75 105: 499 550
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 92.5 48.7 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7
Old : 100.0: 43.4 92.5 48.7 0.0 1.8 0.0 2.2 0.0 3.2 0.4 0.5: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 9 14 . 0 . 0 . 0 . . .:
Old : 23: 9 14 . 0 . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6
Old : 86.1 67.9 96.3 87.8 83.4 67.9 90.7 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 31,136: 26,698 22,892 535 5,569 135 825 0 0 1,958 2,120 400: 585 20
Old : 31,136: 26,698 22,892 535 5,569 135 825 0 0 1,958 2,120 400: 585 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -417: -777 -417 535 -65 65 0 0 0 -300 0 0: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 73.5 1.7 17.9 0.4 2.6 0.0 0.0 6.3 6.8 1.3: 1.9 0.1
Old : 100.0: 85.7 73.5 1.7 17.9 0.4 2.6 0.0 0.0 6.3 6.8 1.3: 1.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 22 . . . . 0 0 . . .:
Old : 35: 22 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 : 62.3 44.2 77.4 72.4 50.9 43.2 64.9 63.6
Old : 62.3 44.2 77.4 72.4 50.9 43.2 64.9 63.6
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,988: 19,521 18,696 0 3,762 1,470 450 0 0 1,837 0 60: 650 0
Old : 23,988: 19,521 18,696 0 3,762 1,470 450 0 0 1,837 0 60: 650 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 605: 605 305 0 300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 77.9 0.0 15.7 6.1 1.9 0.0 0.0 7.7 0.0 0.3: 2.7 0.0
Old : 100.0: 81.4 77.9 0.0 15.7 6.1 1.9 0.0 0.0 7.7 0.0 0.3: 2.7 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 : 30: 17 20 0 . . . 0 0 . 0 .:
Old : 30: 17 20 0 . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 54.0 74.2 77.3 31.9 36.7 50.7 52.7
Old : 47.1 54.0 74.2 77.3 31.9 36.7 50.7 52.7
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,828: 25,588 15,020 1,549 12,521 32 0 15 200 250 0 0: 209 40
Old : 27,828: 25,588 15,020 1,549 12,521 32 0 15 200 250 0 0: 209 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 20: 20 -580 0 600 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 54.0 5.6 45.0 0.1 0.0 0.1 0.7 0.9 0.0 0.0: 0.8 0.1
Old : 100.0: 92.0 54.0 5.6 45.0 0.1 0.0 0.1 0.7 0.9 0.0 0.0: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 24 27 . . . 0 . . . 0 0:
Old : 38: 24 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 : 61.0 69.8 79.6 86.3 58.2 69.7 75.8 84.8
Old : 61.0 69.8 79.6 86.3 58.2 69.7 75.8 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,269: 22,339 14,546 0 8,113 160 600 450 0 0 0 0: 170 0
Old : 23,269: 22,339 14,546 0 8,113 160 600 450 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 18, 2015 :
: -25: -25 95 0 -120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 62.5 0.0 34.9 0.7 2.6 1.9 0.0 0.0 0.0 0.0: 0.7 0.0
Old : 100.0: 96.0 62.5 0.0 34.9 0.7 2.6 1.9 0.0 0.0 0.0 0.0: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 21 0 . . . . 0 0 0 0:
Old : 34: 23 21 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 62.7 81.8 81.3 64.4 60.9 75.6 79.2
Old : 67.1 62.7 81.8 81.3 64.4 60.9 75.6 79.2
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,809: 12,364 13,559 3,193 1,290 150 0 810 0 0 0 0: 102 0
Old : 15,809: 12,364 13,559 3,193 1,290 150 0 810 0 0 0 0: 102 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.2 85.8 20.2 8.2 0.9 0.0 5.1 0.0 0.0 0.0 0.0: 0.6 0.0
Old : 100.0: 78.2 85.8 20.2 8.2 0.9 0.0 5.1 0.0 0.0 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 12 . . . 0 . 0 0 0 0:
Old : 26: 15 12 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 58.1 85.1 85.5 58.0 49.2 79.8 75.4
Old : 58.0 58.1 85.1 85.5 58.0 49.2 79.8 75.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,044: 6,676 10,222 3,433 287 120 0 0 0 0 0 0: 815 415
Old : 11,044: 6,676 10,222 3,433 287 120 0 0 0 0 0 0: 815 415
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 92.6 31.1 2.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 3.8
Old : 100.0: 60.4 92.6 31.1 2.6 1.1 0.0 0.0 0.0 0.0 0.0 0.0: 7.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 10 . . . 0 0 0 0 0 0:
Old : 20: 11 10 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 77.1 80.3 91.8 53.8 73.6 79.1 87.6
Old : 53.8 77.1 80.3 91.8 53.8 73.6 79.1 87.6
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 32,722: 29,803 25,972 1,175 2,645 1,295 0 1,780 245 25 600 0: 179 185
Old : 32,722: 29,803 25,972 1,175 2,645 1,295 0 1,780 245 25 600 0: 179 185
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 235: 235 215 0 0 0 0 0 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 79.4 3.6 8.1 4.0 0.0 5.4 0.7 0.1 1.8 0.0: 0.5 0.6
Old : 100.0: 91.1 79.4 3.6 8.1 4.0 0.0 5.4 0.7 0.1 1.8 0.0: 0.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 25 22 . . . 0 . . . . 0:
Old : 35: 25 22 . . . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 49.8 69.9 74.1 53.0 45.8 66.7 68.2
Old : 54.3 49.8 69.9 74.1 53.0 45.8 66.7 68.2
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 12,826: 10,614 9,876 0 2,875 0 975 0 0 1,057 0 0: 180 75
Old : 12,826: 10,614 9,876 0 2,875 0 975 0 0 1,057 0 0: 180 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 375: 300 360 0 0 0 0 0 0 75 0 0: 0 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.8 77.0 0.0 22.4 0.0 7.6 0.0 0.0 8.2 0.0 0.0: 1.4 0.6
Old : 100.0: 82.8 77.0 0.0 22.4 0.0 7.6 0.0 0.0 8.2 0.0 0.0: 1.4 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 41.3 73.1 72.0 87.9 40.2 65.1 67.7 76.6
Old : 41.3 73.1 72.0 87.9 40.2 65.1 67.7 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,009: 11,134 10,622 540 3,212 0 480 0 125 1,665 50 0: 65 0
Old : 14,009: 11,134 10,622 540 3,212 0 480 0 125 1,665 50 0: 65 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 330: 265 330 0 0 0 0 0 0 65 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 75.8 3.9 22.9 0.0 3.4 0.0 0.9 11.9 0.4 0.0: 0.5 0.0
Old : 100.0: 79.5 75.8 3.9 22.9 0.0 3.4 0.0 0.9 11.9 0.4 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 20 . . 0 . 0 . . . 0:
Old : 32: 24 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 : 41.8 72.9 65.9 87.1 41.6 65.7 64.3 76.9
Old : 41.8 72.9 65.9 87.1 41.6 65.7 64.3 76.9
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 57,213: 51,801 48,564 0 3,000 3,465 425 250 450 0 0 0: 1,072 1,484
Old : 57,213: 51,801 48,564 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 18, 2015 :
: 565: 565 565 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 84.9 0.0 5.2 6.1 0.7 0.4 0.8 0.0 0.0 0.0: 1.9 2.6
Old : 100.0: 90.5 84.9 0.0 5.2 6.1 0.7 0.4 0.8 0.0 0.0 0.0: 1.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 20 0 . . . . . 0 0 0:
Old : 28: 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 : 84.2 67.8 92.4 83.9 76.2 61.3 80.3 74.7
Old : 84.2 67.8 92.4 83.9 76.2 61.3 80.3 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 51,342: 46,877 41,439 0 4,745 2,645 425 250 450 0 0 0: 945 1,813
Old : 51,342: 46,877 41,439 0 4,745 2,645 425 250 450 0 0 0: 945 1,813
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 80.7 0.0 9.2 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5
Old : 100.0: 91.3 80.7 0.0 9.2 5.2 0.8 0.5 0.9 0.0 0.0 0.0: 1.8 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 17 0 . . . . . 0 0 0:
Old : 24: 14 17 0 . . . . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 71.1 92.5 88.2 76.8 65.1 80.5 76.2
Old : 86.0 71.1 92.5 88.2 76.8 65.1 80.5 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,250: 12,455 11,245 0 0 0 0 1,260 350 0 0 0: 445 395
Old : 13,250: 12,455 11,245 0 0 0 0 1,260 350 0 0 0: 445 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 84.9 0.0 0.0 0.0 0.0 9.5 2.6 0.0 0.0 0.0: 3.4 3.0
Old : 100.0: 94.0 84.9 0.0 0.0 0.0 0.0 9.5 2.6 0.0 0.0 0.0: 3.4 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 10 0 0 0 0 . . 0 0 0:
Old : 20: 16 10 0 0 0 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 77.1 82.0 95.9 48.3 68.3 70.8 75.7
Old : 58.9 77.1 82.0 95.9 48.3 68.3 70.8 75.7
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,806: 8,735 8,445 500 0 0 0 650 0 0 215 296: 275 200
Old : 9,806: 8,735 8,445 500 0 0 0 650 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 18, 2015 :
: 175: 175 75 0 0 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 86.1 5.1 0.0 0.0 0.0 6.6 0.0 0.0 2.2 3.0: 2.8 2.0
Old : 100.0: 89.1 86.1 5.1 0.0 0.0 0.0 6.6 0.0 0.0 2.2 3.0: 2.8 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 67.7 90.3 90.2 69.5 67.7 84.0 84.0
Old : 75.1 67.7 90.3 90.2 69.5 67.7 84.0 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,615: 23,490 17,170 0 1,200 0 0 5,170 0 0 0 0: 125 75
Old : 23,615: 23,490 17,170 0 1,200 0 0 5,170 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 18, 2015 :
: 285: 285 -75 0 0 0 0 360 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 72.7 0.0 5.1 0.0 0.0 21.9 0.0 0.0 0.0 0.0: 0.5 0.3
Old : 100.0: 99.5 72.7 0.0 5.1 0.0 0.0 21.9 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 : 70.4 87.7 89.9 97.5 70.0 87.7 89.5 93.5
Old : 70.4 87.7 89.9 97.5 70.0 87.7 89.5 93.5
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 70,551: 54,217 66,478 4,110 775 50 7,995 150 20 1,215 0 296: 2,648 2,782
Old : 70,551: 54,217 66,478 4,110 775 50 7,995 150 20 1,215 0 296: 2,648 2,782
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 780: 299 759 0 0 0 460 0 0 0 0 0: 21 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.8 94.2 5.8 1.1 0.1 11.3 0.2 0.0 1.7 0.0 0.4: 3.8 3.9
Old : 100.0: 76.8 94.2 5.8 1.1 0.1 11.3 0.2 0.0 1.7 0.0 0.4: 3.8 3.9
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 : 37: 21 22 . . . . . . . 0 .:
Old : 37: 21 22 . . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 59.6 87.3 81.4 68.3 59.6 86.6 81.4
Old : 68.7 59.6 87.3 81.4 68.3 59.6 86.6 81.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,070: 50,311 62,806 2,810 675 735 6,860 0 0 3,800 0 0: 1,554 1,854
Old : 66,070: 50,311 62,806 2,810 675 735 6,860 0 0 3,800 0 0: 1,554 1,854
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 660: 600 660 0 0 0 360 0 0 -300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 95.1 4.3 1.0 1.1 10.4 0.0 0.0 5.8 0.0 0.0: 2.4 2.8
Old : 100.0: 76.1 95.1 4.3 1.0 1.1 10.4 0.0 0.0 5.8 0.0 0.0: 2.4 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 20 . . . . 0 0 . 0 0:
Old : 34: 20 20 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 59.8 84.6 80.4 63.3 59.7 82.3 80.3
Old : 64.1 59.8 84.6 80.4 63.3 59.7 82.3 80.3
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,140: 22,285 19,205 0 855 420 0 3,800 250 1,325 0 0: 860 610
Old : 25,140: 22,285 19,205 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 18, 2015 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.6 76.4 0.0 3.4 1.7 0.0 15.1 1.0 5.3 0.0 0.0: 3.4 2.4
Old : 100.0: 88.6 76.4 0.0 3.4 1.7 0.0 15.1 1.0 5.3 0.0 0.0: 3.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 16 0 . . 0 . . . 0 0:
Old : 25: 18 16 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 67.5 77.9 84.7 42.3 60.4 56.4 66.9
Old : 52.3 67.5 77.9 84.7 42.3 60.4 56.4 66.9
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,740: 21,840 20,215 0 1,125 75 0 675 525 175 0 0: 125 125
Old : 22,740: 21,840 20,215 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 18, 2015 :
: 200: 200 200 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 88.9 0.0 4.9 0.3 0.0 3.0 2.3 0.8 0.0 0.0: 0.5 0.5
Old : 100.0: 96.0 88.9 0.0 4.9 0.3 0.0 3.0 2.3 0.8 0.0 0.0: 0.5 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 : 26: 20 14 0 . . 0 . . . 0 0:
Old : 26: 20 14 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 62.3 74.5 83.1 38.4 47.8 51.8 59.3
Old : 49.4 62.3 74.5 83.1 38.4 47.8 51.8 59.3
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,835: 6,635 12,060 500 1,100 400 1,200 1,775 300 6,525 0 0: 275 200
Old : 15,835: 6,635 12,060 500 1,100 400 1,200 1,775 300 6,525 0 0: 275 200
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.9 76.2 3.2 6.9 2.5 7.6 11.2 1.9 41.2 0.0 0.0: 1.7 1.3
Old : 100.0: 41.9 76.2 3.2 6.9 2.5 7.6 11.2 1.9 41.2 0.0 0.0: 1.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 8 . . . . . . . 0 0:
Old : 20: 12 8 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5
Old : 66.8 68.0 84.6 96.8 66.5 57.8 76.9 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, August 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,364: 22,320 19,750 0 2,610 2,260 1,900 1,200 250 490 1,375 69: 1,075 850
Old : 28,364: 22,320 19,750 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 18, 2015 :
: -120: -120 -120 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.7 69.6 0.0 9.2 8.0 6.7 4.2 0.9 1.7 4.8 0.2: 3.8 3.0
Old : 100.0: 78.7 69.6 0.0 9.2 8.0 6.7 4.2 0.9 1.7 4.8 0.2: 3.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 16 21 0 . . . . . . . .:
Old : 31: 16 21 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 40.4 76.9 62.2 48.5 28.5 54.8 42.4
Old : 55.9 40.4 76.9 62.2 48.5 28.5 54.8 42.4
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 25, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,860: 20,275 17,215 0 3,270 1,325 200 600 650 185 0 140: 1,085 660
Old : 23,860: 20,275 17,215 0 3,270 1,325 200 600 650 185 0 140: 1,085 660
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 18, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 72.2 0.0 13.7 5.6 0.8 2.5 2.7 0.8 0.0 0.6: 4.5 2.8
Old : 100.0: 85.0 72.2 0.0 13.7 5.6 0.8 2.5 2.7 0.8 0.0 0.6: 4.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 15 17 0 . . . . . . 0 .:
Old : 26: 15 17 0 . . . . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1
Old : 57.5 49.9 76.5 68.8 46.4 31.4 50.4 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 28, 2015