COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 151,025: 48,562 29,668 1,841 28,236 8,056 12,248 20,186 19,055 46,282 30,726 13,782: 1,199 1,316
Old : 151,025: 48,562 29,668 1,841 28,236 8,056 12,248 20,186 19,055 46,282 30,726 13,782: 1,199 1,316
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 7,686: 962 -344 -393 2,762 -1,362 5,809 3,526 1,376 -11 362 1,181: 124 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 19.6 1.2 18.7 5.3 8.1 13.4 12.6 30.6 20.3 9.1: 0.8 0.9
Old : 100.0: 32.2 19.6 1.2 18.7 5.3 8.1 13.4 12.6 30.6 20.3 9.1: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 16 16 . . 5 . 4 5 13 14 19:
Old : 57: 16 16 . . 5 . 4 5 13 14 19:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 34.9 59.5 55.3 26.9 31.4 42.2 44.2
Old : 35.3 34.9 59.5 55.3 26.9 31.4 42.2 44.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 37,425: 8,413 11,159 507 10,431 453 5,838 6,149 2,462 16,577 3,636 2,668: 507 467
Old : 37,425: 8,413 11,159 507 10,431 453 5,838 6,149 2,462 16,577 3,636 2,668: 507 467
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 3,225: 415 -1,400 -120 2,735 -91 -145 780 636 2,410 415 30: 90 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 29.8 1.4 27.9 1.2 15.6 16.4 6.6 44.3 9.7 7.1: 1.4 1.2
Old : 100.0: 22.5 29.8 1.4 27.9 1.2 15.6 16.4 6.6 44.3 9.7 7.1: 1.4 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 12 8 . . . . 4 4 11 8 10:
Old : 43: 12 8 . . . . 4 4 11 8 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 : 59.3 54.3 75.2 77.3 55.2 48.6 67.2 66.9
Old : 59.3 54.3 75.2 77.3 55.2 48.6 67.2 66.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,692: 973 1,467 2,364 236 3,000 935 2,560 3,160 1,114 1,126 1,141: 4 1
Old : 12,692: 973 1,467 2,364 236 3,000 935 2,560 3,160 1,114 1,126 1,141: 4 1
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -431: 13 -136 -41 13 13 212 384 -606 58 -20 -78: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 11.6 18.6 1.9 23.6 7.4 20.2 24.9 8.8 8.9 9.0: 0.0 0.0
Old : 100.0: 7.7 11.6 18.6 1.9 23.6 7.4 20.2 24.9 8.8 8.9 9.0: 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 : 34: 9 7 . . 4 . . 4 9 6 13:
Old : 34: 9 7 . . 4 . . 4 9 6 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.2 60.5 82.0 84.2 25.7 33.8 35.7 38.6
Old : 63.2 60.5 82.0 84.2 25.7 33.8 35.7 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 147,250: 101,561 116,643 2,570 2,231 11,659 1,265 1,687 1,461 19,245 4,460 8,918: 571 192
Old : 147,250: 101,561 116,643 2,570 2,231 11,659 1,265 1,687 1,461 19,245 4,460 8,918: 571 192
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,752: -4,166 -3,207 -932 -186 192 153 -943 -313 617 278 158: -1,462 -1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.0 79.2 1.7 1.5 7.9 0.9 1.1 1.0 13.1 3.0 6.1: 0.4 0.1
Old : 100.0: 69.0 79.2 1.7 1.5 7.9 0.9 1.1 1.0 13.1 3.0 6.1: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 78: 43 45 . . 4 4 4 6 9 10 14:
Old : 78: 43 45 . . 4 4 4 6 9 10 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 : 47.6 32.9 62.1 53.3 27.5 19.8 33.6 29.6
Old : 47.6 32.9 62.1 53.3 27.5 19.8 33.6 29.6
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 54,470: 44,250 49,275 7,906 0 1,755 37 30 135 77 2,965 310: 0 0
Old : 54,470: 44,250 49,275 7,906 0 1,755 37 30 135 77 2,965 310: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,203: -2,203 -4,280 -1,510 0 -746 -3 -273 27 -75 738 -1,669: -24 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.2 90.5 14.5 0.0 3.2 0.1 0.1 0.2 0.1 5.4 0.6: 0.0 0.0
Old : 100.0: 81.2 90.5 14.5 0.0 3.2 0.1 0.1 0.2 0.1 5.4 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 : 37: 24 20 . 0 . . . . . 5 .:
Old : 37: 24 20 . 0 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 44.8 79.2 74.1 42.7 34.1 53.4 45.2
Old : 51.1 44.8 79.2 74.1 42.7 34.1 53.4 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 492,916: 470,569 444,008 0 8,071 19,358 0 588 1,348 0 17,902 1,641: 0 0
Old : 492,916: 470,569 444,008 0 8,071 19,358 0 588 1,348 0 17,902 1,641: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -50,516: -42,163 -49,924 0 -1,887 0 -1,053 -52 -1,204 0 8,647 -6,096: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 90.1 0.0 1.6 3.9 0.0 0.1 0.3 0.0 3.6 0.3: 0.0 0.0
Old : 100.0: 95.5 90.1 0.0 1.6 3.9 0.0 0.1 0.3 0.0 3.6 0.3: 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 : 30: 17 20 0 . . 0 . . 0 . .:
Old : 30: 17 20 0 . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 53.3 82.1 77.7 39.9 42.3 60.4 54.8
Old : 53.7 53.3 82.1 77.7 39.9 42.3 60.4 54.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,653,510: 1,437,753 1,484,102 127,920 77,439 44,628 4,002 0 0 19,604 27,738 19,603: 0 0
Old : 1,653,510: 1,437,753 1,484,102 127,920 77,439 44,628 4,002 0 0 19,604 27,738 19,603: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -82,148: -74,039 -67,803 9,664 -394 -10,871 802 -4,608 -768 -6,168 3,064 -768: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 89.8 7.7 4.7 2.7 0.2 0.0 0.0 1.2 1.7 1.2: 0.0 0.0
Old : 100.0: 87.0 89.8 7.7 4.7 2.7 0.2 0.0 0.0 1.2 1.7 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 33 38 . . . . 0 0 4 4 4:
Old : 55: 33 38 . . . . 0 0 4 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 : 56.9 56.9 73.6 71.8 36.4 36.9 49.2 44.6
Old : 56.9 56.9 73.6 71.8 36.4 36.9 49.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 65,761: 61,762 54,593 0 6,490 2,314 0 785 0 701 596 984: 0 0
Old : 65,761: 61,762 54,593 0 6,490 2,314 0 785 0 701 596 984: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,949: -1,408 -5,208 0 2,461 -2,047 -198 695 -77 -396 50 185: -7 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 83.0 0.0 9.9 3.5 0.0 1.2 0.0 1.1 0.9 1.5: 0.0 0.0
Old : 100.0: 93.9 83.0 0.0 9.9 3.5 0.0 1.2 0.0 1.1 0.9 1.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 22 21 0 . . 0 . 0 . 5 .:
Old : 35: 22 21 0 . . 0 . 0 . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 63.1 83.0 82.6 44.6 57.0 66.9 65.5
Old : 60.1 63.1 83.0 82.6 44.6 57.0 66.9 65.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 601,658: 382,522 589,816 213,880 0 0 0 0 0 1,982 8,568 3,274: 0 0
Old : 601,658: 382,522 589,816 213,880 0 0 0 0 0 1,982 8,568 3,274: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -31,090: -31,411 -14,778 16,002 0 -13,120 0 -2,560 -1,280 -1,929 0 648: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.6 98.0 35.5 0.0 0.0 0.0 0.0 0.0 0.3 1.4 0.5: 0.0 0.0
Old : 100.0: 63.6 98.0 35.5 0.0 0.0 0.0 0.0 0.0 0.3 1.4 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 18 . 0 0 0 0 0 . . .:
Old : 32: 19 18 . 0 0 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 82.1 85.9 94.4 63.3 74.4 75.0 80.2
Old : 66.7 82.1 85.9 94.4 63.3 74.4 75.0 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 477,243: 438,060 443,850 12,989 0 25,401 0 0 0 401 7,600 392: 0 0
Old : 477,243: 438,060 443,850 12,989 0 25,401 0 0 0 401 7,600 392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -35,359: -31,600 -35,359 -320 -401 401 -3,840 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.8 93.0 2.7 0.0 5.3 0.0 0.0 0.0 0.1 1.6 0.1: 0.0 0.0
Old : 100.0: 91.8 93.0 2.7 0.0 5.3 0.0 0.0 0.0 0.1 1.6 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 28 29 . 0 . 0 0 0 . . .:
Old : 40: 28 29 . 0 . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 50.3 75.0 69.1 49.5 48.2 62.0 60.6
Old : 53.1 50.3 75.0 69.1 49.5 48.2 62.0 60.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB RT PEAK - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 44,701: 41,639 39,244 0 993 1,044 86 86 0 615 1,740 277: 1,040 1,317
Old : 44,701: 41,639 39,244 0 993 1,044 86 86 0 615 1,740 277: 1,040 1,317
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,094: -2,823 -2,376 0 -319 -42 -252 0 -21 44 -697 0: 0 361
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 87.8 0.0 2.2 2.3 0.2 0.2 0.0 1.4 3.9 0.6: 2.3 2.9
Old : 100.0: 93.2 87.8 0.0 2.2 2.3 0.2 0.2 0.0 1.4 3.9 0.6: 2.3 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 : 36: 23 21 0 . . . . 0 . . .:
Old : 36: 23 21 0 . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 55.6 78.3 74.2 53.6 54.9 72.1 70.3
Old : 55.1 55.6 78.3 74.2 53.6 54.9 72.1 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 51,442: 44,925 49,784 4,570 0 1,315 0 0 0 0 40 60: 572 243
Old : 51,442: 44,925 49,784 4,570 0 1,315 0 0 0 0 40 60: 572 243
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -5,338: -4,850 -5,280 -365 0 -120 0 -25 0 0 -25 0: -3 112
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 96.8 8.9 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.1: 1.1 0.5
Old : 100.0: 87.3 96.8 8.9 0.0 2.6 0.0 0.0 0.0 0.0 0.1 0.1: 1.1 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 : 44: 32 30 . 0 . 0 0 0 0 . .:
Old : 44: 32 30 . 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 61.7 68.8 79.2 47.7 50.1 57.5 65.4
Old : 51.1 61.7 68.8 79.2 47.7 50.1 57.5 65.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 65,805: 59,255 64,306 5,170 0 740 0 0 0 0 655 0: 640 104
Old : 65,805: 59,255 64,306 5,170 0 740 0 0 0 0 655 0: 640 104
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,188: -5,737 -6,313 -595 0 180 -40 0 0 0 -50 0: 4 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 97.7 7.9 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0: 1.0 0.2
Old : 100.0: 90.0 97.7 7.9 0.0 1.1 0.0 0.0 0.0 0.0 1.0 0.0: 1.0 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 : 44: 33 32 . 0 . 0 0 0 0 . 0:
Old : 44: 33 32 . 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 : 48.8 59.3 67.9 81.9 47.3 51.0 62.0 71.5
Old : 48.8 59.3 67.9 81.9 47.3 51.0 62.0 71.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,324: 20,014 17,934 0 2,200 190 0 0 0 100 0 0: 20 0
Old : 20,324: 20,014 17,934 0 2,200 190 0 0 0 100 0 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 855: 1,455 655 0 800 -600 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 88.2 0.0 10.8 0.9 0.0 0.0 0.0 0.5 0.0 0.0: 0.1 0.0
Old : 100.0: 98.5 88.2 0.0 10.8 0.9 0.0 0.0 0.0 0.5 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 : 31: 22 19 0 . . 0 0 0 . 0 0:
Old : 31: 22 19 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 65.5 77.3 87.3 52.4 60.2 65.4 71.7
Old : 56.5 65.5 77.3 87.3 52.4 60.2 65.4 71.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 264,664: 195,032 263,488 67,688 0 0 768 0 0 0 0 1,176: 0 0
Old : 264,664: 195,032 263,488 67,688 0 0 768 0 0 0 0 1,176: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,976: 2,368 1,976 0 0 0 -392 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 99.6 25.6 0.0 0.0 0.3 0.0 0.0 0.0 0.0 0.4: 0.0 0.0
Old : 100.0: 73.7 99.6 25.6 0.0 0.0 0.3 0.0 0.0 0.0 0.0 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 21 . 0 0 . 0 0 0 0 .:
Old : 33: 22 21 . 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 60.2 79.4 81.8 54.7 51.5 65.3 63.9
Old : 55.2 60.2 79.4 81.8 54.7 51.5 65.3 63.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,683: 7,896 8,976 0 233 64 196 0 0 1,360 260 0: 167 150
Old : 9,683: 7,896 8,976 0 233 64 196 0 0 1,360 260 0: 167 150
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 699: 567 699 0 0 0 154 0 0 0 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.5 92.7 0.0 2.4 0.7 2.0 0.0 0.0 14.0 2.7 0.0: 1.7 1.5
Old : 100.0: 81.5 92.7 0.0 2.4 0.7 2.0 0.0 0.0 14.0 2.7 0.0: 1.7 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 17 0 . . . 0 0 . . 0:
Old : 29: 19 17 0 . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 53.5 76.6 76.3 63.6 48.8 73.0 65.1
Old : 63.6 53.5 76.6 76.3 63.6 48.8 73.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 11,600: 9,200 10,600 0 1,000 0 0 0 0 2,400 0 0: 0 0
Old : 11,600: 9,200 10,600 0 1,000 0 0 0 0 2,400 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 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: 79.3 91.4 0.0 8.6 0.0 0.0 0.0 0.0 20.7 0.0 0.0: 0.0 0.0
Old : 100.0: 79.3 91.4 0.0 8.6 0.0 0.0 0.0 0.0 20.7 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: 10 12 0 . 0 0 0 0 . 0 0:
Old : 20: 10 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 : 80.6 58.6 96.1 88.8 80.6 58.6 91.4 84.1
Old : 80.6 58.6 96.1 88.8 80.6 58.6 91.4 84.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,995: 18,715 15,595 0 2,320 280 0 0 0 0 750 0: 0 50
Old : 18,995: 18,715 15,595 0 2,320 280 0 0 0 0 750 0: 0 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 605: 1,190 290 0 950 -585 0 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.5 82.1 0.0 12.2 1.5 0.0 0.0 0.0 0.0 3.9 0.0: 0.0 0.3
Old : 100.0: 98.5 82.1 0.0 12.2 1.5 0.0 0.0 0.0 0.0 3.9 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 23 20 0 . . 0 0 0 0 . 0:
Old : 35: 23 20 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 65.3 75.8 85.4 52.4 59.5 69.4 75.5
Old : 54.2 65.3 75.8 85.4 52.4 59.5 69.4 75.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,402: 14,402 14,557 240 410 1,405 0 5 25 0 0 0: 330 0
Old : 16,402: 14,402 14,557 240 410 1,405 0 5 25 0 0 0: 330 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 357: 57 357 190 -110 110 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 88.8 1.5 2.5 8.6 0.0 0.0 0.2 0.0 0.0 0.0: 2.0 0.0
Old : 100.0: 87.8 88.8 1.5 2.5 8.6 0.0 0.0 0.2 0.0 0.0 0.0: 2.0 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: 21 24 . . . 0 . . 0 0 0:
Old : 30: 21 24 . . . 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 : 51.5 54.6 73.4 78.0 31.1 29.1 45.6 42.0
Old : 51.5 54.6 73.4 78.0 31.1 29.1 45.6 42.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 17,320: 14,996 12,792 416 2,278 1,315 0 0 0 0 126 0: 593 809
Old : 17,320: 14,996 12,792 416 2,278 1,315 0 0 0 0 126 0: 593 809
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 406: 531 370 -16 37 -107 0 0 0 0 126 0: -2 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.6 73.9 2.4 13.2 7.6 0.0 0.0 0.0 0.0 0.7 0.0: 3.4 4.7
Old : 100.0: 86.6 73.9 2.4 13.2 7.6 0.0 0.0 0.0 0.0 0.7 0.0: 3.4 4.7
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 : 31: 24 24 . . . 0 0 0 0 . 0:
Old : 31: 24 24 . . . 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 : 31.2 54.0 54.9 69.3 27.6 41.5 44.4 48.8
Old : 31.2 54.0 54.9 69.3 27.6 41.5 44.4 48.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,258: 48,386 42,665 595 2,655 2,379 0 55 33 0 4,107 159: 706 205
Old : 52,258: 48,386 42,665 595 2,655 2,379 0 55 33 0 4,107 159: 706 205
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,327: -2,842 -2,745 -15 643 -423 0 -247 33 0 -465 -35: -45 -88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 81.6 1.1 5.1 4.6 0.0 0.1 0.1 0.0 7.9 0.3: 1.4 0.4
Old : 100.0: 92.6 81.6 1.1 5.1 4.6 0.0 0.1 0.1 0.0 7.9 0.3: 1.4 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 : 38: 29 27 . . . 0 . . 0 . .:
Old : 38: 29 27 . . . 0 . . 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 49.8 70.8 69.5 50.9 48.3 67.1 66.3
Old : 51.1 49.8 70.8 69.5 50.9 48.3 67.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 64,638: 58,774 49,591 686 3,611 2,678 16 0 211 55 6,214 2,197: 21 136
Old : 64,638: 58,774 49,591 686 3,611 2,678 16 0 211 55 6,214 2,197: 21 136
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,037: -2,557 -1,847 -15 -92 -78 -212 -293 110 55 -544 675: -15 32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.9 76.7 1.1 5.6 4.1 0.0 0.0 0.3 0.1 9.6 3.4: 0.0 0.2
Old : 100.0: 90.9 76.7 1.1 5.6 4.1 0.0 0.0 0.3 0.1 9.6 3.4: 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 : 46: 31 30 . . . . 0 . . 5 .:
Old : 46: 31 30 . . . . 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 : 44.6 44.1 64.6 69.1 42.1 42.2 56.8 59.3
Old : 44.6 44.1 64.6 69.1 42.1 42.2 56.8 59.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 46,210: 44,620 42,365 735 3,640 175 0 0 0 650 0 0: 30 30
Old : 46,210: 44,620 42,365 735 3,640 175 0 0 0 650 0 0: 30 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -4,270: -4,125 -4,175 -25 -125 0 -50 0 0 -60 0 0: -10 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.6 91.7 1.6 7.9 0.4 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.1
Old : 100.0: 96.6 91.7 1.6 7.9 0.4 0.0 0.0 0.0 1.4 0.0 0.0: 0.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 27 13 . . . 0 0 0 . 0 0:
Old : 34: 27 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 93.4 77.7 97.0 56.2 92.4 74.5 93.3
Old : 59.0 93.4 77.7 97.0 56.2 92.4 74.5 93.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,325: 44,915 43,045 1,365 4,105 175 0 0 0 810 0 0: 60 0
Old : 47,325: 44,915 43,045 1,365 4,105 175 0 0 0 810 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,755: -2,570 -2,780 -35 25 0 0 0 0 -140 0 0: -10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 91.0 2.9 8.7 0.4 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Old : 100.0: 94.9 91.0 2.9 8.7 0.4 0.0 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 0:
Old : 34: 27 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 93.9 70.7 97.1 51.1 88.8 66.0 89.7
Old : 52.7 93.9 70.7 97.1 51.1 88.8 66.0 89.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 319,372: 279,315 287,203 793 19,272 7,401 408 784 0 29,063 2,320 2,392: 0 0
Old : 319,372: 279,315 287,203 793 19,272 7,401 408 784 0 29,063 2,320 2,392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -23,320: -14,557 -21,792 -384 768 -2,304 -3,072 0 0 -2,227 784 -776: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 89.9 0.2 6.0 2.3 0.1 0.2 0.0 9.1 0.7 0.7: 0.0 0.0
Old : 100.0: 87.5 89.9 0.2 6.0 2.3 0.1 0.2 0.0 9.1 0.7 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 : 42: 24 29 . . . . . 0 . . .:
Old : 42: 24 29 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 48.4 75.3 69.4 41.9 41.9 65.8 57.6
Old : 50.7 48.4 75.3 69.4 41.9 41.9 65.8 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 22,934: 18,217 20,627 1,062 742 383 0 228 0 2,752 391 329: 191 234
Old : 22,934: 18,217 20,627 1,062 742 383 0 228 0 2,752 391 329: 191 234
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,360: -1,027 -1,045 -168 150 -126 -168 -42 0 236 -127 -127: 20 -43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 89.9 4.6 3.2 1.7 0.0 1.0 0.0 12.0 1.7 1.4: 0.8 1.0
Old : 100.0: 79.4 89.9 4.6 3.2 1.7 0.0 1.0 0.0 12.0 1.7 1.4: 0.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 29 . . . 0 . 0 . . .:
Old : 41: 22 29 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 43.3 77.0 64.9 42.5 42.0 70.1 61.8
Old : 46.3 43.3 77.0 64.9 42.5 42.0 70.1 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,468: 19,523 33,035 12,206 0 0 96 0 0 2,000 790 643: 0 0
Old : 34,468: 19,523 33,035 12,206 0 0 96 0 0 2,000 790 643: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -3,935: -2,393 -3,562 -1,119 0 -400 0 0 -25 -52 -2 54: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 95.8 35.4 0.0 0.0 0.3 0.0 0.0 5.8 2.3 1.9: 0.0 0.0
Old : 100.0: 56.6 95.8 35.4 0.0 0.0 0.3 0.0 0.0 5.8 2.3 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 : 30: 15 14 . 0 0 . 0 0 . 4 .:
Old : 30: 15 14 . 0 0 . 0 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 81.6 87.7 93.5 63.5 71.6 71.6 75.1
Old : 68.6 81.6 87.7 93.5 63.5 71.6 71.6 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 427,909: 363,276 420,389 59,483 0 5,150 0 0 0 0 2,370 0: 0 0
Old : 427,909: 363,276 420,389 59,483 0 5,150 0 0 0 0 2,370 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -43,375: -42,607 -40,687 1,920 0 -1,920 -768 0 0 0 -768 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 98.2 13.9 0.0 1.2 0.0 0.0 0.0 0.0 0.6 0.0: 0.0 0.0
Old : 100.0: 84.9 98.2 13.9 0.0 1.2 0.0 0.0 0.0 0.0 0.6 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 12 . 0 . 0 0 0 0 . 0:
Old : 28: 19 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 : 63.0 91.6 85.2 97.0 60.3 81.5 79.4 85.0
Old : 63.0 91.6 85.2 97.0 60.3 81.5 79.4 85.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 32,285: 27,827 31,052 3,672 128 64 510 0 0 126 553 0: 86 488
Old : 32,285: 27,827 31,052 3,672 128 64 510 0 0 126 553 0: 86 488
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,586: -1,510 -2,272 63 -42 -63 -504 0 0 -508 -126 0: -64 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 96.2 11.4 0.4 0.2 1.6 0.0 0.0 0.4 1.7 0.0: 0.3 1.5
Old : 100.0: 86.2 96.2 11.4 0.4 0.2 1.6 0.0 0.0 0.4 1.7 0.0: 0.3 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 17 . . . . 0 0 . . 0:
Old : 29: 17 17 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 83.5 90.4 91.7 73.0 76.4 84.6 83.7
Old : 73.2 83.5 90.4 91.7 73.0 76.4 84.6 83.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 15,974: 11,711 12,928 368 656 1,201 361 0 0 1,628 106 300: 405 783
Old : 15,974: 11,711 12,928 368 656 1,201 361 0 0 1,628 106 300: 405 783
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -734: -929 -696 121 -278 90 -43 0 0 -165 -21 -84: 276 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.3 80.9 2.3 4.1 7.5 2.3 0.0 0.0 10.2 0.7 1.9: 2.5 4.9
Old : 100.0: 73.3 80.9 2.3 4.1 7.5 2.3 0.0 0.0 10.2 0.7 1.9: 2.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 15 . . . . 0 0 . . .:
Old : 29: 15 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 45.5 72.3 64.2 41.4 41.1 60.2 57.4
Old : 50.4 45.5 72.3 64.2 41.4 41.1 60.2 57.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 186,042: 130,050 162,875 15,355 5,896 13,707 0 0 0 23,366 0 3,564: 0 0
Old : 186,042: 130,050 162,875 15,355 5,896 13,707 0 0 0 23,366 0 3,564: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 4,566: 6,479 4,566 -768 1,152 -1,152 0 0 0 7 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 87.5 8.3 3.2 7.4 0.0 0.0 0.0 12.6 0.0 1.9: 0.0 0.0
Old : 100.0: 69.9 87.5 8.3 3.2 7.4 0.0 0.0 0.0 12.6 0.0 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 : 29: 15 19 . . . 0 0 0 . 0 .:
Old : 29: 15 19 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 54.6 82.6 79.3 51.8 48.5 66.4 70.2
Old : 61.1 54.6 82.6 79.3 51.8 48.5 66.4 70.2
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 12,292: 8,905 8,309 2,460 2,574 452 0 348 145 308 0 0: 22 464
Old : 12,292: 8,905 8,309 2,460 2,574 452 0 348 145 308 0 0: 22 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -607: -354 -1,410 21 911 -168 0 125 -85 -21 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 67.6 20.0 20.9 3.7 0.0 2.8 1.2 2.5 0.0 0.0: 0.2 3.8
Old : 100.0: 72.4 67.6 20.0 20.9 3.7 0.0 2.8 1.2 2.5 0.0 0.0: 0.2 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 : 29: 18 17 . . . 0 . . . 0 0:
Old : 29: 18 17 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 44.3 74.8 66.9 52.0 38.6 64.9 56.6
Old : 55.8 44.3 74.8 66.9 52.0 38.6 64.9 56.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 152,055: 133,603 108,958 13,379 41,520 1,577 1,960 0 0 1,536 0 0: 0 0
Old : 152,055: 133,603 108,958 13,379 41,520 1,577 1,960 0 0 1,536 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 8,752: 11,873 920 351 10,152 -2,320 -1,152 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.9 71.7 8.8 27.3 1.0 1.3 0.0 0.0 1.0 0.0 0.0: 0.0 0.0
Old : 100.0: 87.9 71.7 8.8 27.3 1.0 1.3 0.0 0.0 1.0 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 : 28: 19 19 . . . . 0 0 . 0 0:
Old : 28: 19 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 : 61.3 58.3 81.2 77.1 47.7 52.4 63.5 64.0
Old : 61.3 58.3 81.2 77.1 47.7 52.4 63.5 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,145: 10,363 12,614 2,251 0 4,531 0 0 0 0 0 0: 0 0
Old : 17,145: 10,363 12,614 2,251 0 4,531 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,375: -825 -1,275 -400 0 0 -50 0 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 73.6 13.1 0.0 26.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 60.4 73.6 13.1 0.0 26.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 15 . 0 . 0 0 0 0 0 0:
Old : 20: 14 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 : 83.2 70.5 92.2 87.2 33.6 30.9 38.9 38.4
Old : 83.2 70.5 92.2 87.2 33.6 30.9 38.9 38.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,430: 7,715 7,395 250 400 0 0 600 0 0 0 0: 465 35
Old : 8,430: 7,715 7,395 250 400 0 0 600 0 0 0 0: 465 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -390: -345 -340 0 -50 0 0 0 0 0 0 0: -45 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 87.7 3.0 4.7 0.0 0.0 7.1 0.0 0.0 0.0 0.0: 5.5 0.4
Old : 100.0: 91.5 87.7 3.0 4.7 0.0 0.0 7.1 0.0 0.0 0.0 0.0: 5.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 11 . . 0 0 . 0 0 0 0:
Old : 22: 14 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 76.0 86.4 95.6 64.8 73.8 77.1 86.7
Old : 69.5 76.0 86.4 95.6 64.8 73.8 77.1 86.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,024: 122,207 137,502 5,461 3,674 18,973 322 27 709 17,570 5,459 23,280: 1,502 399
Old : 190,024: 122,207 137,502 5,461 3,674 18,973 322 27 709 17,570 5,459 23,280: 1,502 399
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 31,180: 21,720 27,994 -1,238 37 2,656 -253 27 -276 6,278 -244 813: 1,481 174
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 72.4 2.9 1.9 10.0 0.2 0.0 0.4 9.2 2.9 12.3: 0.8 0.2
Old : 100.0: 64.3 72.4 2.9 1.9 10.0 0.2 0.0 0.4 9.2 2.9 12.3: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 19 16 . . . . . . . . .:
Old : 28: 19 16 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.5 53.8 76.7 80.0 24.7 31.8 34.4 38.7
Old : 48.5 53.8 76.7 80.0 24.7 31.8 34.4 38.7
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,170: 21,205 10,215 1,600 12,140 0 0 575 0 0 0 0: 365 240
Old : 23,170: 21,205 10,215 1,600 12,140 0 0 575 0 0 0 0: 365 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -950: -850 -700 -50 -390 -25 0 -75 0 0 0 0: -25 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 44.1 6.9 52.4 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 1.6 1.0
Old : 100.0: 91.5 44.1 6.9 52.4 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 1.6 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 14 . . 0 0 . 0 0 0 0:
Old : 27: 19 14 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 80.9 83.4 92.9 52.0 76.1 73.8 83.3
Old : 57.6 80.9 83.4 92.9 52.0 76.1 73.8 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 20,205: 18,445 7,165 1,225 12,140 0 0 600 0 0 0 0: 535 300
Old : 20,205: 18,445 7,165 1,225 12,140 0 0 600 0 0 0 0: 535 300
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -740: -505 -515 -200 -390 0 0 -75 0 0 0 0: -35 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.3 35.5 6.1 60.1 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 2.6 1.5
Old : 100.0: 91.3 35.5 6.1 60.1 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 2.6 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 11 . . 0 0 . 0 0 0 0:
Old : 23: 15 11 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 88.7 82.5 97.0 60.0 85.7 78.0 89.5
Old : 64.1 88.7 82.5 97.0 60.0 85.7 78.0 89.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,394: 22,644 18,004 50 5,160 230 0 0 0 350 0 0: 120 0
Old : 23,394: 22,644 18,004 50 5,160 230 0 0 0 350 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,390: -1,460 -840 50 -500 -50 -50 0 0 0 0 0: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 77.0 0.2 22.1 1.0 0.0 0.0 0.0 1.5 0.0 0.0: 0.5 0.0
Old : 100.0: 96.8 77.0 0.2 22.1 1.0 0.0 0.0 0.0 1.5 0.0 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 : 34: 21 18 . . . 0 0 0 . 0 0:
Old : 34: 21 18 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 75.3 76.4 93.5 55.5 74.3 74.4 85.7
Old : 56.3 75.3 76.4 93.5 55.5 74.3 74.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,529: 21,839 17,089 0 5,210 230 0 0 0 250 0 0: 210 0
Old : 22,529: 21,839 17,089 0 5,210 230 0 0 0 250 0 0: 210 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,426: -1,536 -1,176 0 -250 0 0 0 0 0 0 0: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.9 75.9 0.0 23.1 1.0 0.0 0.0 0.0 1.1 0.0 0.0: 0.9 0.0
Old : 100.0: 96.9 75.9 0.0 23.1 1.0 0.0 0.0 0.0 1.1 0.0 0.0: 0.9 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: 18 10 0 . . 0 0 0 . 0 0:
Old : 24: 18 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 : 63.9 82.2 80.0 97.4 63.9 79.1 79.9 86.8
Old : 63.9 82.2 80.0 97.4 63.9 79.1 79.9 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,305: 11,650 12,065 310 0 0 0 0 0 0 0 0: 345 240
Old : 12,305: 11,650 12,065 310 0 0 0 0 0 0 0 0: 345 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -385: -400 -410 0 0 0 0 0 0 0 0 0: 15 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 98.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.8 2.0
Old : 100.0: 94.7 98.0 2.5 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 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 : 23: 21 9 . 0 0 0 0 0 0 0 0:
Old : 23: 21 9 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 89.4 72.9 97.7 46.3 78.6 64.9 80.2
Old : 49.8 89.4 72.9 97.7 46.3 78.6 64.9 80.2
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,952: 11,972 12,712 560 0 0 0 0 0 0 0 0: 420 240
Old : 12,952: 11,972 12,712 560 0 0 0 0 0 0 0 0: 420 240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -415: -495 -460 0 0 0 0 0 0 0 0 0: 80 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 98.1 4.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.9
Old : 100.0: 92.4 98.1 4.3 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 22 10 . 0 0 0 0 0 0 0 0:
Old : 24: 22 10 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 91.4 67.7 97.6 44.8 82.6 63.1 83.0
Old : 47.5 91.4 67.7 97.6 44.8 82.6 63.1 83.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 104,430: 88,655 100,310 9,185 0 2,980 1,010 100 50 2,550 990 0: 0 0
Old : 104,430: 88,655 100,310 9,185 0 2,980 1,010 100 50 2,550 990 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -6,636: -6,231 -6,601 -475 0 35 140 100 0 -100 -160 0: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.9 96.1 8.8 0.0 2.9 1.0 0.1 0.0 2.4 0.9 0.0: 0.0 0.0
Old : 100.0: 84.9 96.1 8.8 0.0 2.9 1.0 0.1 0.0 2.4 0.9 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 : 47: 32 30 4 0 . . . . . . 0:
Old : 47: 32 30 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 61.2 63.6 79.8 40.6 51.6 55.5 62.9
Old : 41.9 61.2 63.6 79.8 40.6 51.6 55.5 62.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 112,181: 93,941 108,361 12,065 0 2,460 2,600 150 200 900 940 0: 15 70
Old : 112,181: 93,941 108,361 12,065 0 2,460 2,600 150 200 900 940 0: 15 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -8,520: -8,155 -8,540 -670 0 0 305 150 50 -50 -160 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.7 96.6 10.8 0.0 2.2 2.3 0.1 0.2 0.8 0.8 0.0: 0.0 0.1
Old : 100.0: 83.7 96.6 10.8 0.0 2.2 2.3 0.1 0.2 0.8 0.8 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 37 33 4 0 . . . . . . 0:
Old : 52: 37 33 4 0 . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.0 61.7 64.3 80.1 39.1 58.3 54.2 67.5
Old : 45.0 61.7 64.3 80.1 39.1 58.3 54.2 67.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 149,016: 117,100 118,168 2,464 8,553 7,186 1,456 3,550 550 17,102 7,906 3,033: 125 69
Old : 149,016: 117,100 118,168 2,464 8,553 7,186 1,456 3,550 550 17,102 7,906 3,033: 125 69
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,182: -329 -1,292 -492 1,000 -546 556 -774 280 1,825 2,613 -80: -32 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 79.3 1.7 5.7 4.8 1.0 2.4 0.4 11.5 5.3 2.0: 0.1 0.0
Old : 100.0: 78.6 79.3 1.7 5.7 4.8 1.0 2.4 0.4 11.5 5.3 2.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 68: 42 37 . . 4 . . . 8 5 7:
Old : 68: 42 37 . . 4 . . . 8 5 7:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 54.9 49.2 69.1 28.1 48.0 44.4 57.5
Old : 29.1 54.9 49.2 69.1 28.1 48.0 44.4 57.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 102,160: 85,685 88,735 9,175 3,910 4,675 300 0 0 875 3,305 1,355: 95 180
Old : 102,160: 85,685 88,735 9,175 3,910 4,675 300 0 0 875 3,305 1,355: 95 180
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,091: -1,393 -1,911 -75 605 -515 -30 0 -20 15 -185 -65: -8 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 86.9 9.0 3.8 4.6 0.3 0.0 0.0 0.9 3.2 1.3: 0.1 0.2
Old : 100.0: 83.9 86.9 9.0 3.8 4.6 0.3 0.0 0.0 0.9 3.2 1.3: 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 : 48: 37 31 . . 4 . 0 0 . . 4:
Old : 48: 37 31 . . 4 . 0 0 . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.0 69.8 51.7 80.0 31.0 59.7 45.2 64.4
Old : 33.0 69.8 51.7 80.0 31.0 59.7 45.2 64.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,140: 21,440 18,755 225 2,155 225 100 615 150 0 160 0: 0 80
Old : 22,140: 21,440 18,755 225 2,155 225 100 615 150 0 160 0: 0 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,255: -1,305 -1,375 0 -70 0 100 190 -50 0 60 0: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 84.7 1.0 9.7 1.0 0.5 2.8 0.7 0.0 0.7 0.0: 0.0 0.4
Old : 100.0: 96.8 84.7 1.0 9.7 1.0 0.5 2.8 0.7 0.0 0.7 0.0: 0.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 12 . . . . . . 0 . 0:
Old : 31: 22 12 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 79.1 75.7 95.3 53.7 78.6 75.4 91.0
Old : 53.7 79.1 75.7 95.3 53.7 78.6 75.4 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,185: 18,580 16,675 275 2,100 125 50 0 125 0 0 0: 30 160
Old : 19,185: 18,580 16,675 275 2,100 125 50 0 125 0 0 0: 30 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -890: -880 -915 0 0 0 25 0 -25 0 0 0: -10 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 86.9 1.4 10.9 0.7 0.3 0.0 0.7 0.0 0.0 0.0: 0.2 0.8
Old : 100.0: 96.8 86.9 1.4 10.9 0.7 0.3 0.0 0.7 0.0 0.0 0.0: 0.2 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 : 27: 21 9 . . . . 0 . 0 0 0:
Old : 27: 21 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 : 57.5 80.9 76.8 97.5 57.5 76.4 76.8 88.8
Old : 57.5 80.9 76.8 97.5 57.5 76.4 76.8 88.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,854: 27,255 22,914 0 4,315 1,100 0 300 0 0 0 0: 499 225
Old : 28,854: 27,255 22,914 0 4,315 1,100 0 300 0 0 0 0: 499 225
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -785: -755 -905 -355 5 165 -30 0 -25 0 0 0: 215 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.5 79.4 0.0 15.0 3.8 0.0 1.0 0.0 0.0 0.0 0.0: 1.7 0.8
Old : 100.0: 94.5 79.4 0.0 15.0 3.8 0.0 1.0 0.0 0.0 0.0 0.0: 1.7 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 25 23 0 . . 0 . 0 0 0 0:
Old : 32: 25 23 0 . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 55.5 67.7 72.8 51.7 48.9 60.8 60.8
Old : 54.3 55.5 67.7 72.8 51.7 48.9 60.8 60.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,629: 9,224 9,904 730 0 675 0 50 0 0 0 0: 0 0
Old : 10,629: 9,224 9,904 730 0 675 0 50 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: September 29, 2015 :
: -50: -75 -50 25 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 93.2 6.9 0.0 6.4 0.0 0.5 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 86.8 93.2 6.9 0.0 6.4 0.0 0.5 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 : 21: 14 15 . 0 . 0 . 0 0 0 0:
Old : 21: 14 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 : 53.6 63.9 78.3 89.0 42.5 57.4 58.5 62.2
Old : 53.6 63.9 78.3 89.0 42.5 57.4 58.5 62.2
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 406,492: 348,439 352,486 2,060 0 54,006 0 0 0 1,987 0 0: 0 0
Old : 406,492: 348,439 352,486 2,060 0 54,006 0 0 0 1,987 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -4,936: -232 -4,936 -3,528 0 0 0 0 0 -1,176 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 86.7 0.5 0.0 13.3 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 85.7 86.7 0.5 0.0 13.3 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 11 . 0 . 0 0 0 . 0 0:
Old : 22: 11 11 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 90.9 96.4 97.5 62.0 69.3 73.6 74.3
Old : 74.4 90.9 96.4 97.5 62.0 69.3 73.6 74.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 152,558: 133,400 88,319 294 55,119 4,787 0 0 0 10,974 1,485 2,848: 255 0
Old : 152,558: 133,400 88,319 294 55,119 4,787 0 0 0 10,974 1,485 2,848: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,989: -1,252 -6,044 -154 4,774 -1,635 0 0 0 26 -110 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.4 57.9 0.2 36.1 3.1 0.0 0.0 0.0 7.2 1.0 1.9: 0.2 0.0
Old : 100.0: 87.4 57.9 0.2 36.1 3.1 0.0 0.0 0.0 7.2 1.0 1.9: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 17 . . . 0 0 0 . . .:
Old : 33: 23 17 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 67.3 78.2 84.2 38.3 46.9 51.3 54.1
Old : 54.6 67.3 78.2 84.2 38.3 46.9 51.3 54.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,009,002: 2,593,565 1,708,340 48,183 980,178 320,454 0 0 0 46,800 0 0: 0 30
Old : 3,009,002: 2,593,565 1,708,340 48,183 980,178 320,454 0 0 0 46,800 0 0: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -84,203: -68,915 -81,459 -12,152 392 -3,136 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 56.8 1.6 32.6 10.6 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 0.0
Old : 100.0: 86.2 56.8 1.6 32.6 10.6 0.0 0.0 0.0 1.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 17 . . . 0 0 0 . 0 0:
Old : 29: 20 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 76.7 87.6 89.8 39.8 45.9 47.2 51.0
Old : 73.4 76.7 87.6 89.8 39.8 45.9 47.2 51.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 70,724: 65,475 63,524 0 2,412 4,788 0 0 0 461 0 0: 0 0
Old : 70,724: 65,475 63,524 0 2,412 4,788 0 0 0 461 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 527: 778 -245 0 1,001 -229 0 0 0 -22 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 89.8 0.0 3.4 6.8 0.0 0.0 0.0 0.7 0.0 0.0: 0.0 0.0
Old : 100.0: 92.6 89.8 0.0 3.4 6.8 0.0 0.0 0.0 0.7 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 15 0 . . 0 0 0 . 0 0:
Old : 23: 14 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 : 54.3 66.9 78.6 86.7 47.8 54.8 63.0 64.9
Old : 54.3 66.9 78.6 86.7 47.8 54.8 63.0 64.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,600,476: 1,267,901 1,171,151 139,257 241,429 187,896 0 0 0 5,422 0 0: 0 0
Old : 1,600,476: 1,267,901 1,171,151 139,257 241,429 187,896 0 0 0 5,422 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 92,656: 95,792 18,384 -2,744 74,272 0 0 0 0 -392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 73.2 8.7 15.1 11.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.2 73.2 8.7 15.1 11.7 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 10 . . . 0 0 0 . 0 0:
Old : 23: 15 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 : 57.1 88.5 79.5 97.0 46.8 68.9 63.8 73.1
Old : 57.1 88.5 79.5 97.0 46.8 68.9 63.8 73.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,021: 9,615 17,062 7,100 0 300 0 30 0 687 0 65: 254 564
Old : 18,021: 9,615 17,062 7,100 0 300 0 30 0 687 0 65: 254 564
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 510: 945 1,093 -100 0 0 0 -390 0 -62 0 -65: -208 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 94.7 39.4 0.0 1.7 0.0 0.2 0.0 3.8 0.0 0.4: 1.4 3.1
Old : 100.0: 53.4 94.7 39.4 0.0 1.7 0.0 0.2 0.0 3.8 0.0 0.4: 1.4 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 11 . 0 . 0 . 0 . 0 .:
Old : 22: 10 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 : 85.5 78.4 95.2 90.2 83.8 78.4 93.2 88.5
Old : 85.5 78.4 95.2 90.2 83.8 78.4 93.2 88.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,246: 8,521 19,231 10,670 0 350 0 30 0 386 0 65: 254 570
Old : 20,246: 8,521 19,231 10,670 0 350 0 30 0 386 0 65: 254 570
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 328: 665 938 25 0 -25 0 -390 0 -122 -60 -5: -210 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.1 95.0 52.7 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3: 1.3 2.8
Old : 100.0: 42.1 95.0 52.7 0.0 1.7 0.0 0.1 0.0 1.9 0.0 0.3: 1.3 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 : 21: 8 12 . 0 . 0 . 0 . 0 .:
Old : 21: 8 12 . 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 : 89.1 74.8 97.9 91.0 87.3 74.8 94.1 89.8
Old : 89.1 74.8 97.9 91.0 87.3 74.8 94.1 89.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,920: 25,751 21,935 525 5,524 100 700 0 0 1,893 2,020 300: 651 41
Old : 29,920: 25,751 21,935 525 5,524 100 700 0 0 1,893 2,020 300: 651 41
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -380: -140 -466 -35 296 -10 -50 0 0 -65 -150 -50: -30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 73.3 1.8 18.5 0.3 2.3 0.0 0.0 6.3 6.8 1.0: 2.2 0.1
Old : 100.0: 86.1 73.3 1.8 18.5 0.3 2.3 0.0 0.0 6.3 6.8 1.0: 2.2 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 : 32: 18 21 . . . . 0 0 . . .:
Old : 32: 18 21 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 43.3 81.2 68.8 58.5 43.3 72.0 67.8
Old : 64.8 43.3 81.2 68.8 58.5 43.3 72.0 67.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 24,541: 20,776 17,844 0 5,608 1,089 270 0 0 1,670 0 0: 736 0
Old : 24,541: 20,776 17,844 0 5,608 1,089 270 0 0 1,670 0 0: 736 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -364: 77 -574 0 428 -218 -90 0 0 -80 0 0: -53 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 72.7 0.0 22.9 4.4 1.1 0.0 0.0 6.8 0.0 0.0: 3.0 0.0
Old : 100.0: 84.7 72.7 0.0 22.9 4.4 1.1 0.0 0.0 6.8 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 19 0 . . . 0 0 . 0 0:
Old : 29: 15 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 : 51.9 56.0 79.1 80.1 37.9 42.0 59.1 57.3
Old : 51.9 56.0 79.1 80.1 37.9 42.0 59.1 57.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 29,025: 26,832 15,059 1,274 13,548 17 0 205 120 315 0 50: 417 26
Old : 29,025: 26,832 15,059 1,274 13,548 17 0 205 120 315 0 50: 417 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,483: -1,066 -1,218 -390 -310 0 0 70 -30 0 0 0: 3 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 51.9 4.4 46.7 0.1 0.0 0.7 0.4 1.1 0.0 0.2: 1.4 0.1
Old : 100.0: 92.4 51.9 4.4 46.7 0.1 0.0 0.7 0.4 1.1 0.0 0.2: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 22 . . . 0 . . . 0 .:
Old : 33: 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 : 63.3 69.6 77.6 86.7 62.2 68.8 76.1 85.0
Old : 63.3 69.6 77.6 86.7 62.2 68.8 76.1 85.0
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,869: 21,498 15,841 40 6,027 706 0 155 140 0 0 0: 485 0
Old : 22,869: 21,498 15,841 40 6,027 706 0 155 140 0 0 0: 485 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -770: -1,190 -20 40 -755 130 0 -265 140 0 0 0: 110 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 69.3 0.2 26.4 3.1 0.0 0.7 0.6 0.0 0.0 0.0: 2.1 0.0
Old : 100.0: 94.0 69.3 0.2 26.4 3.1 0.0 0.7 0.6 0.0 0.0 0.0: 2.1 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 : 31: 21 21 . . . 0 . . 0 0 0:
Old : 31: 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 : 66.3 67.5 81.2 84.3 62.5 65.2 74.8 81.5
Old : 66.3 67.5 81.2 84.3 62.5 65.2 74.8 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 16,672: 13,238 14,864 2,732 330 518 0 640 0 0 0 0: 184 320
Old : 16,672: 13,238 14,864 2,732 330 518 0 640 0 0 0 0: 184 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 825: 82 970 744 -75 0 0 -70 0 0 0 0: -1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 89.2 16.4 2.0 3.1 0.0 3.8 0.0 0.0 0.0 0.0: 1.1 1.9
Old : 100.0: 79.4 89.2 16.4 2.0 3.1 0.0 3.8 0.0 0.0 0.0 0.0: 1.1 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 14 . . . 0 . 0 0 0 0:
Old : 24: 14 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 : 52.1 59.2 81.9 83.9 50.8 54.8 77.6 78.9
Old : 52.1 59.2 81.9 83.9 50.8 54.8 77.6 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 12,786: 9,003 12,401 3,143 250 120 0 0 0 0 0 0: 520 15
Old : 12,786: 9,003 12,401 3,143 250 120 0 0 0 0 0 0: 520 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 1,090: 1,275 1,114 -165 -19 0 0 0 0 0 0 0: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 97.0 24.6 2.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 0.1
Old : 100.0: 70.4 97.0 24.6 2.0 0.9 0.0 0.0 0.0 0.0 0.0 0.0: 4.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 12 . . . 0 0 0 0 0 0:
Old : 21: 13 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 : 53.6 75.0 79.9 92.2 53.6 73.7 75.3 83.5
Old : 53.6 75.0 79.9 92.2 53.6 73.7 75.3 83.5
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 35,119: 30,805 28,239 1,410 5,185 600 0 300 0 1,875 600 0: 429 195
Old : 35,119: 30,805 28,239 1,410 5,185 600 0 300 0 1,875 600 0: 429 195
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -680: -650 -320 -25 -255 -45 0 -10 -15 50 0 0: 5 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 80.4 4.0 14.8 1.7 0.0 0.9 0.0 5.3 1.7 0.0: 1.2 0.6
Old : 100.0: 87.7 80.4 4.0 14.8 1.7 0.0 0.9 0.0 5.3 1.7 0.0: 1.2 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 : 38: 25 22 . . . 0 . 0 . . 0:
Old : 38: 25 22 . . . 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.8 53.9 69.4 74.4 50.6 50.5 67.1 69.1
Old : 51.8 53.9 69.4 74.4 50.6 50.5 67.1 69.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,300: 11,269 10,154 780 3,075 0 0 0 0 1,091 0 0: 160 71
Old : 13,300: 11,269 10,154 780 3,075 0 0 0 0 1,091 0 0: 160 71
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: 199: -400 -122 780 250 0 0 0 0 -111 0 0: -70 71
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 76.3 5.9 23.1 0.0 0.0 0.0 0.0 8.2 0.0 0.0: 1.2 0.5
Old : 100.0: 84.7 76.3 5.9 23.1 0.0 0.0 0.0 0.0 8.2 0.0 0.0: 1.2 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 : 25: 17 17 . . 0 0 0 0 . 0 0:
Old : 25: 17 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 : 42.6 68.1 72.9 87.1 41.1 62.2 67.1 78.4
Old : 42.6 68.1 72.9 87.1 41.1 62.2 67.1 78.4
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 13,513: 10,719 10,426 540 3,012 0 0 0 0 1,874 75 0: 380 0
Old : 13,513: 10,719 10,426 540 3,012 0 0 0 0 1,874 75 0: 380 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -46: 5 104 0 -100 0 0 0 -25 -71 0 0: 45 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.3 77.2 4.0 22.3 0.0 0.0 0.0 0.0 13.9 0.6 0.0: 2.8 0.0
Old : 100.0: 79.3 77.2 4.0 22.3 0.0 0.0 0.0 0.0 13.9 0.6 0.0: 2.8 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 20 . . 0 0 0 0 . . 0:
Old : 27: 19 20 . . 0 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 73.9 70.9 87.4 42.5 66.2 61.7 73.5
Old : 45.1 73.9 70.9 87.4 42.5 66.2 61.7 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 55,110: 50,446 46,641 0 2,540 3,585 0 740 260 0 0 0: 819 1,344
Old : 55,110: 50,446 46,641 0 2,540 3,585 0 740 260 0 0 0: 819 1,344
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,448: -690 -1,323 0 -95 0 -445 45 -125 0 0 0: -188 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 84.6 0.0 4.6 6.5 0.0 1.3 0.5 0.0 0.0 0.0: 1.5 2.4
Old : 100.0: 91.5 84.6 0.0 4.6 6.5 0.0 1.3 0.5 0.0 0.0 0.0: 1.5 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 : 28: 16 21 0 . . 0 . . 0 0 0:
Old : 28: 16 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 : 84.4 63.9 93.0 80.6 75.2 57.0 77.6 68.5
Old : 84.4 63.9 93.0 80.6 75.2 57.0 77.6 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 47,607: 43,847 38,839 0 4,035 2,765 0 340 260 0 0 0: 735 1,368
Old : 47,607: 43,847 38,839 0 4,035 2,765 0 340 260 0 0 0: 735 1,368
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,305: -570 -778 0 -220 0 -445 45 -125 0 0 0: -165 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 81.6 0.0 8.5 5.8 0.0 0.7 0.5 0.0 0.0 0.0: 1.5 2.9
Old : 100.0: 92.1 81.6 0.0 8.5 5.8 0.0 0.7 0.5 0.0 0.0 0.0: 1.5 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 : 25: 15 18 0 . . 0 . . 0 0 0:
Old : 25: 15 18 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.8 67.0 93.4 85.6 76.9 60.7 79.7 73.1
Old : 86.8 67.0 93.4 85.6 76.9 60.7 79.7 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 10,551: 9,795 9,150 400 0 0 0 810 0 0 170 231: 125 190
Old : 10,551: 9,795 9,150 400 0 0 0 810 0 0 170 231: 125 190
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -635: -520 -530 -50 0 0 0 -100 0 0 65 -65: 0 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.8 86.7 3.8 0.0 0.0 0.0 7.7 0.0 0.0 1.6 2.2: 1.2 1.8
Old : 100.0: 92.8 86.7 3.8 0.0 0.0 0.0 7.7 0.0 0.0 1.6 2.2: 1.2 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 8 12 . 0 0 0 . 0 0 . .:
Old : 20: 8 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 : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.9
Old : 73.4 67.2 96.2 87.3 64.7 67.2 87.6 82.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,600: 21,500 15,925 0 1,200 0 0 4,460 0 0 0 0: 100 15
Old : 21,600: 21,500 15,925 0 1,200 0 0 4,460 0 0 0 0: 100 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,030: -1,020 -645 0 0 0 0 -380 0 0 0 0: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.5 73.7 0.0 5.6 0.0 0.0 20.6 0.0 0.0 0.0 0.0: 0.5 0.1
Old : 100.0: 99.5 73.7 0.0 5.6 0.0 0.0 20.6 0.0 0.0 0.0 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 : 23: 16 12 0 . 0 0 . 0 0 0 0:
Old : 23: 16 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 : 66.0 87.8 89.5 98.0 65.5 87.8 89.0 95.6
Old : 66.0 87.8 89.5 98.0 65.5 87.8 89.0 95.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,670: 20,590 15,030 0 1,200 0 0 4,410 0 0 0 0: 80 30
Old : 20,670: 20,590 15,030 0 1,200 0 0 4,410 0 0 0 0: 80 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,005: -995 -765 0 0 0 0 -230 0 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.6 72.7 0.0 5.8 0.0 0.0 21.3 0.0 0.0 0.0 0.0: 0.4 0.1
Old : 100.0: 99.6 72.7 0.0 5.8 0.0 0.0 21.3 0.0 0.0 0.0 0.0: 0.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 9 0 . 0 0 . 0 0 0 0:
Old : 20: 13 9 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 90.5 90.6 98.8 68.6 90.5 90.1 97.6
Old : 69.1 90.5 90.6 98.8 68.6 90.5 90.1 97.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 67,047: 50,300 63,082 4,080 605 50 7,430 0 100 2,002 0 223: 2,862 2,987
Old : 67,047: 50,300 63,082 4,080 605 50 7,430 0 100 2,002 0 223: 2,862 2,987
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,520: -2,255 -2,187 -15 -85 0 -925 0 100 833 0 -63: -195 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 94.1 6.1 0.9 0.1 11.1 0.0 0.1 3.0 0.0 0.3: 4.3 4.5
Old : 100.0: 75.0 94.1 6.1 0.9 0.1 11.1 0.0 0.1 3.0 0.0 0.3: 4.3 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 19 22 . . . . 0 . . 0 .:
Old : 35: 19 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 : 69.0 56.8 86.1 79.3 67.5 56.6 83.6 79.1
Old : 69.0 56.8 86.1 79.3 67.5 56.6 83.6 79.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 62,653: 47,007 59,722 2,880 545 650 6,505 0 100 4,000 0 0: 1,511 1,636
Old : 62,653: 47,007 59,722 2,880 545 650 6,505 0 100 4,000 0 0: 1,511 1,636
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,320: -1,840 -1,965 -15 -65 0 -775 0 100 460 0 0: -250 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.0 95.3 4.6 0.9 1.0 10.4 0.0 0.2 6.4 0.0 0.0: 2.4 2.6
Old : 100.0: 75.0 95.3 4.6 0.9 1.0 10.4 0.0 0.2 6.4 0.0 0.0: 2.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 18 21 . . . . 0 . . 0 0:
Old : 33: 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 : 63.8 57.4 84.5 79.1 62.1 57.2 81.3 78.8
Old : 63.8 57.4 84.5 79.1 62.1 57.2 81.3 78.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,596: 20,785 20,945 0 1,185 420 0 100 350 1,175 0 0: 866 596
Old : 23,596: 20,785 20,945 0 1,185 420 0 100 350 1,175 0 0: 866 596
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -2,112: -2,590 1,280 0 -135 0 0 -3,450 100 275 0 0: 103 93
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 88.8 0.0 5.0 1.8 0.0 0.4 1.5 5.0 0.0 0.0: 3.7 2.5
Old : 100.0: 88.1 88.8 0.0 5.0 1.8 0.0 0.4 1.5 5.0 0.0 0.0: 3.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 16 0 . . 0 . . . 0 0:
Old : 26: 17 16 0 . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9
Old : 53.4 68.3 77.5 86.5 45.6 63.7 64.2 71.9
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,970: 21,030 19,425 0 1,755 45 250 600 0 500 0 0: 145 145
Old : 21,970: 21,030 19,425 0 1,755 45 250 600 0 500 0 0: 145 145
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,830: -2,150 -1,265 0 15 -15 250 -150 -450 500 0 0: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 88.4 0.0 8.0 0.2 1.1 2.7 0.0 2.3 0.0 0.0: 0.7 0.7
Old : 100.0: 95.7 88.4 0.0 8.0 0.2 1.1 2.7 0.0 2.3 0.0 0.0: 0.7 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 : 26: 19 15 0 . . . . 0 . 0 0:
Old : 26: 19 15 0 . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1
Old : 48.0 66.1 76.0 85.9 38.5 52.3 53.9 64.1
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,755: 7,345 10,800 300 1,200 300 1,200 325 0 3,375 0 0: 235 130
Old : 12,755: 7,345 10,800 300 1,200 300 1,200 325 0 3,375 0 0: 235 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,240: -120 325 -100 50 -50 0 -1,225 -300 -675 0 0: 5 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 84.7 2.4 9.4 2.4 9.4 2.5 0.0 26.5 0.0 0.0: 1.8 1.0
Old : 100.0: 57.6 84.7 2.4 9.4 2.4 9.4 2.5 0.0 26.5 0.0 0.0: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 9 . . . . . 0 . 0 0:
Old : 21: 12 9 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8
Old : 62.4 72.8 85.2 94.9 58.7 57.5 69.6 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 7,635: 5,810 7,200 300 150 0 1,200 125 0 0 0 0: 325 160
Old : 7,635: 5,810 7,200 300 150 0 1,200 125 0 0 0 0: 325 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0: 4.3 2.1
Old : 100.0: 76.1 94.3 3.9 2.0 0.0 15.7 1.6 0.0 0.0 0.0 0.0: 4.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 0 . . 0 0 0 0:
Old : 20: 10 9 . . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
Old : 70.1 85.3 89.8 94.1 70.1 80.9 88.6 89.8
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 26,361: 21,720 19,025 0 1,300 2,790 200 1,200 250 420 1,025 61: 920 710
Old : 26,361: 21,720 19,025 0 1,300 2,790 200 1,200 250 420 1,025 61: 920 710
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -1,118: 530 -830 0 -80 -35 -1,525 0 0 20 -75 -8: -100 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.4 72.2 0.0 4.9 10.6 0.8 4.6 0.9 1.6 3.9 0.2: 3.5 2.7
Old : 100.0: 82.4 72.2 0.0 4.9 10.6 0.8 4.6 0.9 1.6 3.9 0.2: 3.5 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 : 30: 15 19 0 . . . . . . . .:
Old : 30: 15 19 0 . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3
Old : 58.0 39.5 78.0 62.3 45.1 24.6 50.5 41.3
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, October 06, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,915: 20,220 17,950 0 2,240 2,025 0 725 250 480 200 40: 900 485
Old : 23,915: 20,220 17,950 0 2,240 2,025 0 725 250 480 200 40: 900 485
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 29, 2015 :
: -830: -150 -700 0 85 -100 -200 125 -400 105 200 -5: -80 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 75.1 0.0 9.4 8.5 0.0 3.0 1.0 2.0 0.8 0.2: 3.8 2.0
Old : 100.0: 84.5 75.1 0.0 9.4 8.5 0.0 3.0 1.0 2.0 0.8 0.2: 3.8 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 : 28: 17 18 0 . . 0 . . . . .:
Old : 28: 17 18 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 53.4 79.3 74.7 47.6 33.5 53.9 49.8
Old : 58.1 53.4 79.3 74.7 47.6 33.5 53.9 49.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 9, 2015