COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 148,722: 42,480 31,146 235 28,619 8,308 22,983 19,815 13,127 48,543 34,857 11,968: 1,078 882
Old : 148,722: 42,480 31,146 235 28,619 8,308 22,983 19,815 13,127 48,543 34,857 11,968: 1,078 882
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,573: 395 212 0 -472 518 -920 -177 1,260 1,444 1,612 -1,269: 145 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 20.9 0.2 19.2 5.6 15.5 13.3 8.8 32.6 23.4 8.0: 0.7 0.6
Old : 100.0: 28.6 20.9 0.2 19.2 5.6 15.5 13.3 8.8 32.6 23.4 8.0: 0.7 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 60: 17 16 . 4 5 4 . 6 15 15 21:
Old : 60: 17 16 . 4 5 4 . 6 15 15 21:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 38.6 63.0 58.0 36.0 35.3 50.9 46.5
Old : 40.7 38.6 63.0 58.0 36.0 35.3 50.9 46.5
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 42,161: 11,030 11,150 270 14,953 327 5,560 7,103 2,493 18,358 2,430 3,310: 813 395
Old : 42,161: 11,030 11,150 270 14,953 327 5,560 7,103 2,493 18,358 2,430 3,310: 813 395
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,721: 325 2,210 0 1,150 -30 0 60 485 1,605 -1,340 146: 190 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 26.4 0.6 35.5 0.8 13.2 16.8 5.9 43.5 5.8 7.9: 1.9 0.9
Old : 100.0: 26.2 26.4 0.6 35.5 0.8 13.2 16.8 5.9 43.5 5.8 7.9: 1.9 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 13 10 . 4 . . 4 4 10 9 12:
Old : 43: 13 10 . 4 . . 4 4 10 9 12:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 55.6 73.0 82.0 50.1 46.5 60.1 64.1
Old : 54.6 55.6 73.0 82.0 50.1 46.5 60.1 64.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,767: 1,166 1,929 2,667 310 3,409 941 2,636 4,583 1,527 1,442 1,459: 15 0
Old : 15,767: 1,166 1,929 2,667 310 3,409 941 2,636 4,583 1,527 1,442 1,459: 15 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 167: 23 19 24 19 -29 3 -48 109 10 69 28: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 12.2 16.9 2.0 21.6 6.0 16.7 29.1 9.7 9.1 9.3: 0.1 0.0
Old : 100.0: 7.4 12.2 16.9 2.0 21.6 6.0 16.7 29.1 9.7 9.1 9.3: 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 : 35: 10 7 . . 4 . . 4 9 8 13:
Old : 35: 10 7 . . 4 . . 4 9 8 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 : 62.1 59.5 79.2 81.4 22.1 29.4 31.3 34.4
Old : 62.1 59.5 79.2 81.4 22.1 29.4 31.3 34.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 166,389: 110,247 126,261 7,198 1,915 10,235 2,151 2,556 2,236 18,848 7,965 14,822: 653 400
Old : 166,389: 110,247 126,261 7,198 1,915 10,235 2,151 2,556 2,236 18,848 7,965 14,822: 653 400
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,586: 2,450 1,159 634 -45 -560 344 56 285 -935 1,139 1,549: -181 3
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 75.9 4.3 1.2 6.2 1.3 1.5 1.3 11.3 4.8 8.9: 0.4 0.2
Old : 100.0: 66.3 75.9 4.3 1.2 6.2 1.3 1.5 1.3 11.3 4.8 8.9: 0.4 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 : 81: 46 50 . . 4 4 4 7 8 10 16:
Old : 81: 46 50 . . 4 4 4 7 8 10 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 : 44.2 29.9 59.6 48.9 25.6 15.8 30.4 25.2
Old : 44.2 29.9 59.6 48.9 25.6 15.8 30.4 25.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,095: 42,072 49,162 7,555 0 1,916 53 333 179 207 416 1,089: 24 0
Old : 53,095: 42,072 49,162 7,555 0 1,916 53 333 179 207 416 1,089: 24 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 507: -241 480 -2 0 -24 -24 -24 75 130 -593 593: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 92.6 14.2 0.0 3.6 0.1 0.6 0.3 0.4 0.8 2.1: 0.0 0.0
Old : 100.0: 79.2 92.6 14.2 0.0 3.6 0.1 0.6 0.3 0.4 0.8 2.1: 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 : 37: 23 22 . 0 . . . . . 4 .:
Old : 37: 23 22 . 0 . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 43.7 74.8 73.5 42.1 32.5 56.8 50.6
Old : 50.0 43.7 74.8 73.5 42.1 32.5 56.8 50.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 449,737: 429,369 411,078 0 6,229 16,454 0 274 1,658 16 11,804 2,240: 0 0
Old : 449,737: 429,369 411,078 0 6,229 16,454 0 274 1,658 16 11,804 2,240: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1,173: 2,715 -1,235 0 4,872 -2,904 -382 274 -274 -328 -1,906 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.5 91.4 0.0 1.4 3.7 0.0 0.1 0.4 0.0 2.6 0.5: 0.0 0.0
Old : 100.0: 95.5 91.4 0.0 1.4 3.7 0.0 0.1 0.4 0.0 2.6 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 18 16 0 . . 0 . . . . .:
Old : 29: 18 16 0 . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 59.5 76.2 82.1 41.6 49.2 65.7 63.3
Old : 47.4 59.5 76.2 82.1 41.6 49.2 65.7 63.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,620,473: 1,358,674 1,432,311 184,201 86,372 21,186 12,523 784 0 23,899 59,831 19,989: 0 0
Old : 1,620,473: 1,358,674 1,432,311 184,201 86,372 21,186 12,523 784 0 23,899 59,831 19,989: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 16,593: 10,650 7,676 -2,744 673 -1,065 0 0 0 1,960 1,517 7,792: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 88.4 11.4 5.3 1.3 0.8 0.0 0.0 1.5 3.7 1.2: 0.0 0.0
Old : 100.0: 83.8 88.4 11.4 5.3 1.3 0.8 0.0 0.0 1.5 3.7 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 : 59: 36 37 . . . . . 0 4 5 4:
Old : 59: 36 37 . . . . . 0 4 5 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 50.7 73.7 67.7 40.6 34.1 49.9 44.8
Old : 59.3 50.7 73.7 67.7 40.6 34.1 49.9 44.8
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 69,103: 63,504 56,948 0 6,105 1,900 59 1,343 986 1,775 918 879: 0 24
Old : 69,103: 63,504 56,948 0 6,105 1,900 59 1,343 986 1,775 918 879: 0 24
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,158: 641 -330 0 1,201 -26 0 -201 287 103 74 153: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 82.4 0.0 8.8 2.7 0.1 1.9 1.4 2.6 1.3 1.3: 0.0 0.0
Old : 100.0: 91.9 82.4 0.0 8.8 2.7 0.1 1.9 1.4 2.6 1.3 1.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 20 19 0 . . . . . . 5 .:
Old : 34: 20 19 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 : 61.1 58.4 81.2 75.8 50.9 50.2 66.2 60.1
Old : 61.1 58.4 81.2 75.8 50.9 50.2 66.2 60.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 560,948: 405,391 530,972 134,987 0 15,896 0 0 0 0 9,406 4,674: 0 0
Old : 560,948: 405,391 530,972 134,987 0 15,896 0 0 0 0 9,406 4,674: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 21,769: 17,007 13,713 -5,558 0 10,320 0 0 0 0 -2,264 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.3 94.7 24.1 0.0 2.8 0.0 0.0 0.0 0.0 1.7 0.8: 0.0 0.0
Old : 100.0: 72.3 94.7 24.1 0.0 2.8 0.0 0.0 0.0 0.0 1.7 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 18 . 0 . 0 0 0 0 . .:
Old : 31: 20 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 : 60.8 72.3 81.4 90.0 51.9 64.8 66.7 74.5
Old : 60.8 72.3 81.4 90.0 51.9 64.8 66.7 74.5
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 450,255: 407,937 422,167 18,433 3,835 23,493 0 0 0 392 760 0: 0 0
Old : 450,255: 407,937 422,167 18,433 3,835 23,493 0 0 0 392 760 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 389: 790 389 0 0 0 0 0 0 -401 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 93.8 4.1 0.9 5.2 0.0 0.0 0.0 0.1 0.2 0.0: 0.0 0.0
Old : 100.0: 90.6 93.8 4.1 0.9 5.2 0.0 0.0 0.0 0.1 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 27 29 . . . 0 0 0 . . 0:
Old : 40: 27 29 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 50.0 74.8 69.3 49.1 47.1 62.6 61.0
Old : 54.4 50.0 74.8 69.3 49.1 47.1 62.6 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 43,099: 38,024 38,719 1,635 296 1,637 86 0 0 463 1,347 255: 999 845
Old : 43,099: 38,024 38,719 1,635 296 1,637 86 0 0 463 1,347 255: 999 845
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -101: 448 -101 0 211 -211 0 0 0 -316 0 0: -22 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 89.8 3.8 0.7 3.8 0.2 0.0 0.0 1.1 3.1 0.6: 2.3 2.0
Old : 100.0: 88.2 89.8 3.8 0.7 3.8 0.2 0.0 0.0 1.1 3.1 0.6: 2.3 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 : 39: 28 23 . . . . 0 0 . . .:
Old : 39: 28 23 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 57.6 72.7 74.3 47.6 55.3 64.7 68.3
Old : 50.7 57.6 72.7 74.3 47.6 55.3 64.7 68.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,842: 46,393 51,162 4,720 0 1,555 0 0 0 0 0 0: 174 125
Old : 52,842: 46,393 51,162 4,720 0 1,555 0 0 0 0 0 0: 174 125
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,950: 3,240 2,635 -540 0 515 0 0 0 -60 0 0: -205 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 96.8 8.9 0.0 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Old : 100.0: 87.8 96.8 8.9 0.0 2.9 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 34 31 . 0 . 0 0 0 0 0 0:
Old : 44: 34 31 . 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 : 49.5 54.2 66.3 75.2 45.4 43.6 56.5 63.2
Old : 49.5 54.2 66.3 75.2 45.4 43.6 56.5 63.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 69,528: 62,148 68,113 5,520 0 1,310 50 0 0 0 0 0: 500 105
Old : 69,528: 62,148 68,113 5,520 0 1,310 50 0 0 0 0 0: 500 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,100: 1,125 1,165 -540 0 515 0 0 0 0 -580 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.4 98.0 7.9 0.0 1.9 0.1 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Old : 100.0: 89.4 98.0 7.9 0.0 1.9 0.1 0.0 0.0 0.0 0.0 0.0: 0.7 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 32 33 . 0 . . 0 0 0 0 0:
Old : 44: 32 33 . 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 : 45.7 53.9 65.7 77.3 44.8 47.6 60.3 67.1
Old : 45.7 53.9 65.7 77.3 44.8 47.6 60.3 67.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,416: 16,166 16,206 20 0 2,090 0 0 0 0 0 0: 140 120
Old : 18,416: 16,166 16,206 20 0 2,090 0 0 0 0 0 0: 140 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -60: -660 -60 20 -580 580 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 88.0 0.1 0.0 11.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.7
Old : 100.0: 87.8 88.0 0.1 0.0 11.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.8 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 18 . 0 . 0 0 0 0 0 0:
Old : 28: 20 18 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 70.2 82.5 88.5 55.7 63.5 64.5 71.6
Old : 61.1 70.2 82.5 88.5 55.7 63.5 64.5 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 242,176: 178,296 242,176 63,488 0 0 0 0 0 392 0 0: 0 0
Old : 242,176: 178,296 242,176 63,488 0 0 0 0 0 392 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,504: 10,576 5,504 -4,680 0 0 0 0 0 -392 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.6 100.0 26.2 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 73.6 100.0 26.2 0.0 0.0 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 20 . 0 0 0 0 0 . 0 0:
Old : 31: 22 20 . 0 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 68.4 69.1 85.9 42.9 60.8 64.1 70.3
Old : 43.5 68.4 69.1 85.9 42.9 60.8 64.1 70.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV Code-06439R
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,210: 7,797 8,619 0 0 0 40 0 0 1,250 184 0: 123 407
Old : 9,210: 7,797 8,619 0 0 0 40 0 0 1,250 184 0: 123 407
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 213: 389 147 0 0 0 -110 0 0 0 44 0: -66 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.7 93.6 0.0 0.0 0.0 0.4 0.0 0.0 13.6 2.0 0.0: 1.3 4.4
Old : 100.0: 84.7 93.6 0.0 0.0 0.0 0.4 0.0 0.0 13.6 2.0 0.0: 1.3 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 19 18 0 0 0 . 0 0 . . 0:
Old : 26: 19 18 0 0 0 . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 59.9 75.5 80.3 52.3 54.3 68.7 67.4
Old : 54.2 59.9 75.5 80.3 52.3 54.3 68.7 67.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 7,555: 5,825 7,330 1,200 0 0 0 150 0 100 75 0: 430 0
Old : 7,555: 5,825 7,330 1,200 0 0 0 150 0 100 75 0: 430 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 45: 45 -5 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.1 97.0 15.9 0.0 0.0 0.0 2.0 0.0 1.3 1.0 0.0: 5.7 0.0
Old : 100.0: 77.1 97.0 15.9 0.0 0.0 0.0 2.0 0.0 1.3 1.0 0.0: 5.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 13 . 0 0 0 . 0 . . 0:
Old : 20: 11 13 . 0 0 0 . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 57.0 86.3 86.2 42.4 39.9 51.8 54.1
Old : 68.4 57.0 86.3 86.2 42.4 39.9 51.8 54.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,815: 17,210 15,730 0 790 1,605 0 0 0 0 550 0: 0 140
Old : 18,815: 17,210 15,730 0 790 1,605 0 0 0 0 550 0: 0 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 83.6 0.0 4.2 8.5 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.7
Old : 100.0: 91.5 83.6 0.0 4.2 8.5 0.0 0.0 0.0 0.0 2.9 0.0: 0.0 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 22 18 0 . . 0 0 0 0 . 0:
Old : 33: 22 18 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 56.0 76.6 83.2 50.1 50.4 65.2 66.0
Old : 54.4 56.0 76.6 83.2 50.1 50.4 65.2 66.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,085: 19,035 19,225 540 150 2,325 0 0 0 0 325 0: 185 60
Old : 22,085: 19,035 19,225 540 150 2,325 0 0 0 0 325 0: 185 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 595: 590 225 0 120 0 0 0 0 0 250 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 87.1 2.4 0.7 10.5 0.0 0.0 0.0 0.0 1.5 0.0: 0.8 0.3
Old : 100.0: 86.2 87.1 2.4 0.7 10.5 0.0 0.0 0.0 0.0 1.5 0.0: 0.8 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 24 23 . . . 0 0 0 0 . 0:
Old : 32: 24 23 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 59.2 65.3 80.6 30.1 39.4 44.6 50.1
Old : 44.7 59.2 65.3 80.6 30.1 39.4 44.6 50.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,171: 15,711 13,600 2,484 3,709 611 0 0 0 110 82 44: 211 1,124
Old : 19,171: 15,711 13,600 2,484 3,709 611 0 0 0 110 82 44: 211 1,124
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 415: 452 628 -12 47 -29 0 0 0 110 0 0: -106 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.0 70.9 13.0 19.3 3.2 0.0 0.0 0.0 0.6 0.4 0.2: 1.1 5.9
Old : 100.0: 82.0 70.9 13.0 19.3 3.2 0.0 0.0 0.0 0.6 0.4 0.2: 1.1 5.9
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 : 33: 24 23 . . . 0 0 0 . . .:
Old : 33: 24 23 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.5 59.4 57.9 76.9 34.8 52.7 54.0 62.2
Old : 36.5 59.4 57.9 76.9 34.8 52.7 54.0 62.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 63,916: 60,529 53,242 515 3,384 2,091 25 123 71 35 4,585 205: 445 215
Old : 63,916: 60,529 53,242 515 3,384 2,091 25 123 71 35 4,585 205: 445 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,145: 1,098 1,582 0 -112 -15 0 26 7 35 -393 20: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 83.3 0.8 5.3 3.3 0.0 0.2 0.1 0.1 7.2 0.3: 0.7 0.3
Old : 100.0: 94.7 83.3 0.8 5.3 3.3 0.0 0.2 0.1 0.1 7.2 0.3: 0.7 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 30 27 . . . . . . . . .:
Old : 42: 30 27 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 41.7 75.2 65.7 54.7 40.7 73.1 63.3
Old : 55.3 41.7 75.2 65.7 54.7 40.7 73.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 75,544: 69,127 55,770 1,102 2,111 3,166 0 1,042 121 406 11,638 1,591: 31 105
Old : 75,544: 69,127 55,770 1,102 2,111 3,166 0 1,042 121 406 11,638 1,591: 31 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,880: 948 686 199 -861 666 0 768 113 35 564 -101: 20 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.5 73.8 1.5 2.8 4.2 0.0 1.4 0.2 0.5 15.4 2.1: 0.0 0.1
Old : 100.0: 91.5 73.8 1.5 2.8 4.2 0.0 1.4 0.2 0.5 15.4 2.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 30 32 . . . 0 4 . . 7 4:
Old : 52: 30 32 . . . 0 4 . . 7 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 : 49.0 45.9 69.1 67.3 48.6 43.6 64.7 62.9
Old : 49.0 45.9 69.1 67.3 48.6 43.6 64.7 62.9
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 49,630: 46,955 46,090 1,240 3,155 385 0 0 0 1,030 0 0: 20 0
Old : 49,630: 46,955 46,090 1,240 3,155 385 0 0 0 1,030 0 0: 20 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,250: 5,130 5,250 0 0 0 0 0 0 120 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.6 92.9 2.5 6.4 0.8 0.0 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Old : 100.0: 94.6 92.9 2.5 6.4 0.8 0.0 0.0 0.0 2.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 27 15 . . . 0 0 0 . 0 0:
Old : 33: 27 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 94.4 75.0 97.3 55.6 93.3 72.8 94.0
Old : 57.8 94.4 75.0 97.3 55.6 93.3 72.8 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 51,455: 48,140 47,605 1,835 3,325 525 0 0 0 895 0 0: 60 0
Old : 51,455: 48,140 47,605 1,835 3,325 525 0 0 0 895 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 5,055: 4,895 5,055 0 0 0 0 0 0 160 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.6 92.5 3.6 6.5 1.0 0.0 0.0 0.0 1.7 0.0 0.0: 0.1 0.0
Old : 100.0: 93.6 92.5 3.6 6.5 1.0 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: 28 16 . . . 0 0 0 . 0 0:
Old : 34: 28 16 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 93.5 70.7 96.8 54.0 89.2 69.1 90.3
Old : 55.3 93.5 70.7 96.8 54.0 89.2 69.1 90.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 362,105: 323,404 306,048 793 22,481 5,433 0 8,512 0 30,060 17,216 2,415: 0 0
Old : 362,105: 323,404 306,048 793 22,481 5,433 0 8,512 0 30,060 17,216 2,415: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 9,350: 4,327 10,461 0 -727 0 0 0 0 5,407 0 -384: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 84.5 0.2 6.2 1.5 0.0 2.4 0.0 8.3 4.8 0.7: 0.0 0.0
Old : 100.0: 89.3 84.5 0.2 6.2 1.5 0.0 2.4 0.0 8.3 4.8 0.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 23 29 . . . 0 . 0 . . .:
Old : 41: 23 29 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 41.8 73.4 60.4 40.2 37.6 59.7 53.5
Old : 47.7 41.8 73.4 60.4 40.2 37.6 59.7 53.5
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,059: 20,846 23,392 838 718 426 0 872 22 5,200 1,504 507: 220 618
Old : 28,059: 20,846 23,392 838 718 426 0 872 22 5,200 1,504 507: 220 618
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 646: 426 364 0 -43 43 0 172 0 94 5 81: 2 24
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.3 83.4 3.0 2.6 1.5 0.0 3.1 0.1 18.5 5.4 1.8: 0.8 2.2
Old : 100.0: 74.3 83.4 3.0 2.6 1.5 0.0 3.1 0.1 18.5 5.4 1.8: 0.8 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 23 27 . . . 0 . . . . 4:
Old : 40: 23 27 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.4 36.6 77.7 56.8 46.1 35.8 68.2 54.7
Old : 50.4 36.6 77.7 56.8 46.1 35.8 68.2 54.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,803: 18,844 29,465 13,283 0 0 0 852 72 347 2,157 1,257: 0 0
Old : 33,803: 18,844 29,465 13,283 0 0 0 852 72 347 2,157 1,257: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,078: 693 693 385 0 0 0 308 0 0 77 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 55.7 87.2 39.3 0.0 0.0 0.0 2.5 0.2 1.0 6.4 3.7: 0.0 0.0
Old : 100.0: 55.7 87.2 39.3 0.0 0.0 0.0 2.5 0.2 1.0 6.4 3.7: 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 : 30: 13 15 . 0 0 0 . . . 4 .:
Old : 30: 13 15 . 0 0 0 . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 75.5 87.6 88.5 62.8 68.8 73.0 74.9
Old : 70.0 75.5 87.6 88.5 62.8 68.8 73.0 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 388,803: 324,170 384,811 62,227 0 2,406 0 0 0 0 1,586 0: 0 0
Old : 388,803: 324,170 384,811 62,227 0 2,406 0 0 0 0 1,586 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -32,111: -32,111 -32,111 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 99.0 16.0 0.0 0.6 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 83.4 99.0 16.0 0.0 0.6 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 19 17 . 0 . 0 0 0 0 . 0:
Old : 29: 19 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 : 59.6 89.7 81.9 95.4 56.4 76.5 75.2 80.6
Old : 59.6 89.7 81.9 95.4 56.4 76.5 75.2 80.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,927: 26,491 29,977 3,694 84 42 510 0 0 126 377 0: 64 447
Old : 30,927: 26,491 29,977 3,694 84 42 510 0 0 126 377 0: 64 447
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -1,566: -1,566 -1,546 0 0 0 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.7 96.9 11.9 0.3 0.1 1.6 0.0 0.0 0.4 1.2 0.0: 0.2 1.4
Old : 100.0: 85.7 96.9 11.9 0.3 0.1 1.6 0.0 0.0 0.4 1.2 0.0: 0.2 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 16 19 . . . . 0 0 . . 0:
Old : 30: 16 19 . . . . 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 81.7 86.6 90.9 63.2 73.2 77.1 79.0
Old : 67.5 81.7 86.6 90.9 63.2 73.2 77.1 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 130,067: 80,142 121,484 49,925 1,518 0 0 7,065 0 0 0 0: 0 0
Old : 130,067: 80,142 121,484 49,925 1,518 0 0 7,065 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.6 93.4 38.4 1.2 0.0 0.0 5.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.6 93.4 38.4 1.2 0.0 0.0 5.4 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: 10 10 . . 0 0 . 0 0 0 0:
Old : 20: 10 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 : 70.2 79.6 94.8 96.7 70.2 78.7 92.5 93.1
Old : 70.2 79.6 94.8 96.7 70.2 78.7 92.5 93.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 16,394: 12,037 13,592 780 604 948 424 0 0 1,688 0 430: 87 820
Old : 16,394: 12,037 13,592 780 604 948 424 0 0 1,688 0 430: 87 820
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 265: 2 309 107 0 -44 90 0 0 108 -2 2: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 82.9 4.8 3.7 5.8 2.6 0.0 0.0 10.3 0.0 2.6: 0.5 5.0
Old : 100.0: 73.4 82.9 4.8 3.7 5.8 2.6 0.0 0.0 10.3 0.0 2.6: 0.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 17 18 . . . . 0 0 . 0 .:
Old : 30: 17 18 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.6 43.7 69.9 62.7 33.8 34.0 51.3 49.0
Old : 44.6 43.7 69.9 62.7 33.8 34.0 51.3 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 195,381: 138,288 178,128 12,211 1,951 13,698 6,223 0 0 23,357 0 1,604: 0 0
Old : 195,381: 138,288 178,128 12,211 1,951 13,698 6,223 0 0 23,357 0 1,604: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 784: 784 784 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.8 91.2 6.2 1.0 7.0 3.2 0.0 0.0 12.0 0.0 0.8: 0.0 0.0
Old : 100.0: 70.8 91.2 6.2 1.0 7.0 3.2 0.0 0.0 12.0 0.0 0.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 17 20 . . . . 0 0 . 0 .:
Old : 31: 17 20 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 56.9 74.9 80.2 46.5 49.4 60.0 67.4
Old : 54.8 56.9 74.9 80.2 46.5 49.4 60.0 67.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,743: 12,703 10,329 2,695 3,981 122 0 758 40 14 0 109: 60 404
Old : 15,743: 12,703 10,329 2,695 3,981 122 0 758 40 14 0 109: 60 404
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 84: 274 -187 0 157 -44 0 212 -123 -69 0 46: 0 23
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.7 65.6 17.1 25.3 0.8 0.0 4.8 0.3 0.1 0.0 0.7: 0.4 2.6
Old : 100.0: 80.7 65.6 17.1 25.3 0.8 0.0 4.8 0.3 0.1 0.0 0.7: 0.4 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 20 23 . . . 0 . . . 0 .:
Old : 31: 20 23 . . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 47.0 73.9 66.2 43.5 41.3 57.1 57.3
Old : 52.3 47.0 73.9 66.2 43.5 41.3 57.1 57.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 169,630: 145,690 116,111 18,067 49,632 1,176 1,234 0 1,927 752 0 784: 0 0
Old : 169,630: 145,690 116,111 18,067 49,632 1,176 1,234 0 1,927 752 0 784: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6,353: 6,353 5,569 0 0 0 0 0 0 -784 0 784: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 68.4 10.7 29.3 0.7 0.7 0.0 1.1 0.4 0.0 0.5: 0.0 0.0
Old : 100.0: 85.9 68.4 10.7 29.3 0.7 0.7 0.0 1.1 0.4 0.0 0.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 20 18 . . . . 0 . . 0 .:
Old : 29: 20 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 : 63.8 60.5 82.9 79.4 57.0 54.6 66.4 66.6
Old : 63.8 60.5 82.9 79.4 57.0 54.6 66.4 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643C8
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,315: 7,775 7,935 300 0 0 0 300 0 0 0 0: 240 80
Old : 8,315: 7,775 7,935 300 0 0 0 300 0 0 0 0: 240 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -50: -50 -50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.5 95.4 3.6 0.0 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 1.0
Old : 100.0: 93.5 95.4 3.6 0.0 0.0 0.0 3.6 0.0 0.0 0.0 0.0: 2.9 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 13 . 0 0 0 . 0 0 0 0:
Old : 21: 13 13 . 0 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 74.9 85.9 93.2 45.6 55.7 66.9 72.3
Old : 57.7 74.9 85.9 93.2 45.6 55.7 66.9 72.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 16,485: 9,989 11,700 1,633 0 4,785 0 0 0 78 0 0: 0 0
Old : 16,485: 9,989 11,700 1,633 0 4,785 0 0 0 78 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -103: -52 -103 -51 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 71.0 9.9 0.0 29.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Old : 100.0: 60.6 71.0 9.9 0.0 29.0 0.0 0.0 0.0 0.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 20 . 0 . 0 0 0 . 0 0:
Old : 24: 14 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 : 87.4 68.0 93.5 86.3 40.1 33.6 44.9 42.4
Old : 87.4 68.0 93.5 86.3 40.1 33.6 44.9 42.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,495: 9,165 7,985 250 350 0 0 1,050 0 0 0 0: 80 110
Old : 9,495: 9,165 7,985 250 350 0 0 1,050 0 0 0 0: 80 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 630: 630 280 0 50 0 0 200 0 0 0 0: 0 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 84.1 2.6 3.7 0.0 0.0 11.1 0.0 0.0 0.0 0.0: 0.8 1.2
Old : 100.0: 96.5 84.1 2.6 3.7 0.0 0.0 11.1 0.0 0.0 0.0 0.0: 0.8 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 : 27: 19 15 . . 0 0 . 0 0 0 0:
Old : 27: 19 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 : 62.2 67.3 80.2 87.9 56.4 64.6 69.6 76.1
Old : 62.2 67.3 80.2 87.9 56.4 64.6 69.6 76.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 755,440: 513,851 550,661 17,357 25,399 72,121 133 6,351 2,639 70,603 19,531 78,737: 0 0
Old : 755,440: 513,851 550,661 17,357 25,399 72,121 133 6,351 2,639 70,603 19,531 78,737: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 56,702: 41,654 48,999 -241 3,165 481 -43 2,781 2,554 13,694 119 -1,397: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.0 72.9 2.3 3.4 9.5 0.0 0.8 0.3 9.3 2.6 10.4: 0.0 0.0
Old : 100.0: 68.0 72.9 2.3 3.4 9.5 0.0 0.8 0.3 9.3 2.6 10.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 21 17 . . . . . . . . .:
Old : 29: 21 17 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 46.9 76.6 76.3 22.6 26.8 30.8 31.6
Old : 51.4 46.9 76.6 76.3 22.6 26.8 30.8 31.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,945: 21,045 9,920 1,425 12,425 75 0 525 0 0 0 0: 400 0
Old : 22,945: 21,045 9,920 1,425 12,425 75 0 525 0 0 0 0: 400 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 805: 915 305 -50 700 50 0 0 0 0 0 0: -110 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.7 43.2 6.2 54.2 0.3 0.0 2.3 0.0 0.0 0.0 0.0: 1.7 0.0
Old : 100.0: 91.7 43.2 6.2 54.2 0.3 0.0 2.3 0.0 0.0 0.0 0.0: 1.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 19 14 . . . 0 . 0 0 0 0:
Old : 27: 19 14 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 82.0 83.4 94.6 51.8 78.8 75.5 87.1
Old : 57.0 82.0 83.4 94.6 51.8 78.8 75.5 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,515: 19,020 7,460 1,025 12,450 0 0 525 0 0 0 0: 470 80
Old : 20,515: 19,020 7,460 1,025 12,450 0 0 525 0 0 0 0: 470 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 810: 910 360 0 700 0 0 0 0 0 0 0: -100 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.7 36.4 5.0 60.7 0.0 0.0 2.6 0.0 0.0 0.0 0.0: 2.3 0.4
Old : 100.0: 92.7 36.4 5.0 60.7 0.0 0.0 2.6 0.0 0.0 0.0 0.0: 2.3 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 : 23: 16 11 . . 0 0 . 0 0 0 0:
Old : 23: 16 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 : 63.3 88.5 82.3 97.1 59.2 85.9 76.9 89.9
Old : 63.3 88.5 82.3 97.1 59.2 85.9 76.9 89.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,364: 22,834 18,249 50 4,660 230 0 0 0 250 225 0: 0 0
Old : 23,364: 22,834 18,249 50 4,660 230 0 0 0 250 225 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 305: 305 305 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.7 78.1 0.2 19.9 1.0 0.0 0.0 0.0 1.1 1.0 0.0: 0.0 0.0
Old : 100.0: 97.7 78.1 0.2 19.9 1.0 0.0 0.0 0.0 1.1 1.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 18 . . . 0 0 0 . . 0:
Old : 34: 21 18 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 67.7 75.0 87.5 53.2 66.8 72.6 80.6
Old : 55.2 67.7 75.0 87.5 53.2 66.8 72.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,854: 21,374 16,664 0 4,960 230 0 0 0 250 0 0: 0 0
Old : 21,854: 21,374 16,664 0 4,960 230 0 0 0 250 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -100: -100 -100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.8 76.3 0.0 22.7 1.1 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.0
Old : 100.0: 97.8 76.3 0.0 22.7 1.1 0.0 0.0 0.0 1.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 14 0 . . 0 0 0 . 0 0:
Old : 27: 20 14 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 77.7 77.9 95.1 59.6 74.5 76.2 84.4
Old : 60.8 77.7 77.9 95.1 59.6 74.5 76.2 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,695: 18,885 18,785 175 410 0 0 500 0 0 0 0: 635 0
Old : 19,695: 18,885 18,785 175 410 0 0 500 0 0 0 0: 635 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -50: -50 0 0 -50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.9 95.4 0.9 2.1 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 3.2 0.0
Old : 100.0: 95.9 95.4 0.9 2.1 0.0 0.0 2.5 0.0 0.0 0.0 0.0: 3.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 7 . . 0 0 . 0 0 0 0:
Old : 22: 15 7 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 94.0 84.5 98.9 69.7 91.3 84.5 95.7
Old : 69.7 94.0 84.5 98.9 69.7 91.3 84.5 95.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,155: 15,525 15,995 300 0 0 0 0 0 0 0 0: 330 160
Old : 16,155: 15,525 15,995 300 0 0 0 0 0 0 0 0: 330 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 335: 335 335 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 99.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.0
Old : 100.0: 96.1 99.0 1.9 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 2.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 23 11 . 0 0 0 0 0 0 0 0:
Old : 26: 23 11 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 90.9 71.6 98.6 49.0 80.7 67.1 83.7
Old : 52.7 90.9 71.6 98.6 49.0 80.7 67.1 83.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 17,482: 16,587 17,012 495 110 0 0 200 0 25 0 0: 375 160
Old : 17,482: 16,587 17,012 495 110 0 0 200 0 25 0 0: 375 160
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 445: 445 445 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 97.3 2.8 0.6 0.0 0.0 1.1 0.0 0.1 0.0 0.0: 2.1 0.9
Old : 100.0: 94.9 97.3 2.8 0.6 0.0 0.0 1.1 0.0 0.1 0.0 0.0: 2.1 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 24 14 . . 0 0 . 0 . 0 0:
Old : 30: 24 14 . . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 88.0 68.0 96.2 45.4 78.9 62.6 82.8
Old : 48.8 88.0 68.0 96.2 45.4 78.9 62.6 82.8
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 122,934: 109,549 114,754 7,105 3,950 3,120 960 150 50 2,150 910 0: 0 0
Old : 122,934: 109,549 114,754 7,105 3,950 3,120 960 150 50 2,150 910 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 4,034: 4,634 4,734 -500 -700 0 0 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 93.3 5.8 3.2 2.5 0.8 0.1 0.0 1.7 0.7 0.0: 0.0 0.0
Old : 100.0: 89.1 93.3 5.8 3.2 2.5 0.8 0.1 0.0 1.7 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 49: 32 32 . . . . . . . . 0:
Old : 49: 32 32 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.5 59.9 61.7 78.1 37.8 52.1 54.7 63.3
Old : 40.5 59.9 61.7 78.1 37.8 52.1 54.7 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 129,224: 112,844 120,314 8,645 3,465 3,365 2,955 650 200 1,125 1,085 75: 15 70
Old : 129,224: 112,844 120,314 8,645 3,465 3,365 2,955 650 200 1,125 1,085 75: 15 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,920: 4,225 4,420 -600 -700 70 200 50 0 -50 0 75: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.3 93.1 6.7 2.7 2.6 2.3 0.5 0.2 0.9 0.8 0.1: 0.0 0.1
Old : 100.0: 87.3 93.1 6.7 2.7 2.6 2.3 0.5 0.2 0.9 0.8 0.1: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 32 35 . . . . . . 4 . .:
Old : 55: 32 35 . . . . . . 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 : 43.7 59.5 61.8 74.9 37.9 52.6 54.6 62.3
Old : 43.7 59.5 61.8 74.9 37.9 52.6 54.6 62.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 153,599: 123,156 119,998 1,810 8,192 6,826 1,946 3,261 1,392 13,950 9,511 3,874: 645 545
Old : 153,599: 123,156 119,998 1,810 8,192 6,826 1,946 3,261 1,392 13,950 9,511 3,874: 645 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 3,761: 3,102 2,279 238 1,131 507 696 -699 70 -1,150 177 -189: 488 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 78.1 1.2 5.3 4.4 1.3 2.1 0.9 9.1 6.2 2.5: 0.4 0.4
Old : 100.0: 80.2 78.1 1.2 5.3 4.4 1.3 2.1 0.9 9.1 6.2 2.5: 0.4 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 : 74: 41 39 . . 4 4 . 5 8 7 9:
Old : 74: 41 39 . . 4 4 . 5 8 7 9:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 52.4 46.0 66.7 28.5 46.3 41.4 56.6
Old : 29.0 52.4 46.0 66.7 28.5 46.3 41.4 56.6
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 108,590: 91,553 95,230 9,200 4,830 3,635 300 0 0 1,310 2,395 2,500: 92 0
Old : 108,590: 91,553 95,230 9,200 4,830 3,635 300 0 0 1,310 2,395 2,500: 92 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,380: 920 1,575 405 950 -145 0 0 0 0 -1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 87.7 8.5 4.4 3.3 0.3 0.0 0.0 1.2 2.2 2.3: 0.1 0.0
Old : 100.0: 84.3 87.7 8.5 4.4 3.3 0.3 0.0 0.0 1.2 2.2 2.3: 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 : 51: 36 32 . . 4 . 0 0 . 4 4:
Old : 51: 36 32 . . 4 . 0 0 . 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 66.7 47.5 79.6 26.6 58.7 42.4 66.1
Old : 29.1 66.7 47.5 79.6 26.6 58.7 42.4 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,615: 22,785 20,335 225 2,195 150 395 665 60 0 140 0: 0 70
Old : 23,615: 22,785 20,335 225 2,195 150 395 665 60 0 140 0: 0 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 575: 625 575 -50 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.5 86.1 1.0 9.3 0.6 1.7 2.8 0.3 0.0 0.6 0.0: 0.0 0.3
Old : 100.0: 96.5 86.1 1.0 9.3 0.6 1.7 2.8 0.3 0.0 0.6 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 22 12 . . . . . . 0 . 0:
Old : 32: 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 : 54.3 80.5 74.8 95.3 54.3 80.3 74.4 91.7
Old : 54.3 80.5 74.8 95.3 54.3 80.3 74.4 91.7
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,595: 18,140 16,205 225 2,175 50 25 0 125 0 0 0: 30 40
Old : 18,595: 18,140 16,205 225 2,175 50 25 0 125 0 0 0: 30 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -290: -290 -290 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.6 87.1 1.2 11.7 0.3 0.1 0.0 0.7 0.0 0.0 0.0: 0.2 0.2
Old : 100.0: 97.6 87.1 1.2 11.7 0.3 0.1 0.0 0.7 0.0 0.0 0.0: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 21 10 . . . . 0 . 0 0 0:
Old : 27: 21 10 . . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 82.4 76.7 97.8 56.3 81.9 76.3 91.9
Old : 56.3 82.4 76.7 97.8 56.3 81.9 76.3 91.9
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,123: 27,759 24,888 0 2,690 1,955 0 300 0 334 0 5: 70 285
Old : 30,123: 27,759 24,888 0 2,690 1,955 0 300 0 334 0 5: 70 285
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 545: -175 995 0 -1,370 720 0 0 0 0 0 0: 0 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.2 82.6 0.0 8.9 6.5 0.0 1.0 0.0 1.1 0.0 0.0: 0.2 0.9
Old : 100.0: 92.2 82.6 0.0 8.9 6.5 0.0 1.0 0.0 1.1 0.0 0.0: 0.2 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 27 27 0 . . 0 . 0 . 0 .:
Old : 37: 27 27 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 : 47.3 52.6 65.1 71.6 43.2 42.9 56.5 57.3
Old : 47.3 52.6 65.1 71.6 43.2 42.9 56.5 57.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 12,478: 11,518 11,788 390 0 570 0 0 0 0 0 0: 0 120
Old : 12,478: 11,518 11,788 390 0 570 0 0 0 0 0 0: 0 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 705: 715 585 0 0 0 0 0 0 0 0 0: -10 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.3 94.5 3.1 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.0
Old : 100.0: 92.3 94.5 3.1 0.0 4.6 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 16 16 . 0 . 0 0 0 0 0 0:
Old : 20: 16 16 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 70.5 72.0 91.2 37.4 61.9 54.4 63.8
Old : 44.1 70.5 72.0 91.2 37.4 61.9 54.4 63.8
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 455,828: 358,427 399,429 40,218 0 56,399 0 0 0 784 0 0: 0 0
Old : 455,828: 358,427 399,429 40,218 0 56,399 0 0 0 784 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 6,288: 7,512 5,488 -2,024 0 800 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 78.6 87.6 8.8 0.0 12.4 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 78.6 87.6 8.8 0.0 12.4 0.0 0.0 0.0 0.2 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 11 . 0 . 0 0 0 . 0 0:
Old : 22: 12 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 : 75.3 91.1 96.7 97.8 57.3 72.8 74.6 76.1
Old : 75.3 91.1 96.7 97.8 57.3 72.8 74.6 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,628: 139,736 104,077 154 45,690 11,590 0 0 0 11,007 1,385 2,886: 255 0
Old : 165,628: 139,736 104,077 154 45,690 11,590 0 0 0 11,007 1,385 2,886: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 469: -856 -838 0 8 1,273 0 0 0 27 0 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 62.8 0.1 27.6 7.0 0.0 0.0 0.0 6.6 0.8 1.7: 0.2 0.0
Old : 100.0: 84.4 62.8 0.1 27.6 7.0 0.0 0.0 0.0 6.6 0.8 1.7: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 23 18 . . . 0 0 0 . . .:
Old : 33: 23 18 . . . 0 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 72.5 77.2 87.2 47.4 58.4 59.7 65.1
Old : 56.3 72.5 77.2 87.2 47.4 58.4 59.7 65.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,063,859: 2,690,620 1,808,723 35,752 964,419 290,687 0 0 0 46,800 0 0: 0 30
Old : 3,063,859: 2,690,620 1,808,723 35,752 964,419 290,687 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: November 17, 2015 :
: 6,597: 6,597 30,117 0 -23,520 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 59.0 1.2 31.5 9.5 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Old : 100.0: 87.8 59.0 1.2 31.5 9.5 0.0 0.0 0.0 1.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 17 . . . 0 0 0 . 0 0:
Old : 30: 22 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 81.0 84.7 90.7 37.9 47.4 46.2 52.2
Old : 67.8 81.0 84.7 90.7 37.9 47.4 46.2 52.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,609: 66,606 68,430 1,493 110 6,069 0 0 0 441 0 0: 0 0
Old : 74,609: 66,606 68,430 1,493 110 6,069 0 0 0 441 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,666: 1,666 1,666 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.3 91.7 2.0 0.1 8.1 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 89.3 91.7 2.0 0.1 8.1 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 16 . . . 0 0 0 . 0 0:
Old : 24: 14 16 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 59.0 82.3 82.4 50.6 53.0 62.6 63.2
Old : 58.9 59.0 82.3 82.4 50.6 53.0 62.6 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A68
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,995: 20,358 20,279 1,407 1,741 975 0 0 0 0 0 0: 255 0
Old : 22,995: 20,358 20,279 1,407 1,741 975 0 0 0 0 0 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.5 88.2 6.1 7.6 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Old : 100.0: 88.5 88.2 6.1 7.6 4.2 0.0 0.0 0.0 0.0 0.0 0.0: 1.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 0 0 0:
Old : 20: 12 9 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 93.7 92.9 99.4 71.0 89.5 89.4 92.8
Old : 71.8 93.7 92.9 99.4 71.0 89.5 89.4 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N ILL HUB 5 OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A79
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,281,006: 1,227,789 1,040,783 634 117,440 52,583 0 0 0 0 70,200 0: 0 0
Old : 1,281,006: 1,227,789 1,040,783 634 117,440 52,583 0 0 0 0 70,200 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 8,784: 8,784 8,784 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 81.2 0.0 9.2 4.1 0.0 0.0 0.0 0.0 5.5 0.0: 0.0 0.0
Old : 100.0: 95.8 81.2 0.0 9.2 4.1 0.0 0.0 0.0 0.0 5.5 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 14 . . . 0 0 0 0 . 0:
Old : 20: 13 14 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 78.1 96.9 91.8 82.5 77.7 85.6 85.0
Old : 86.1 78.1 96.9 91.8 82.5 77.7 85.6 85.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,653,516: 1,324,149 1,263,220 136,450 202,400 187,896 0 0 0 5,021 0 0: 0 0
Old : 1,653,516: 1,324,149 1,263,220 136,450 202,400 187,896 0 0 0 5,021 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 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: 80.1 76.4 8.3 12.2 11.4 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 76.4 8.3 12.2 11.4 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 16 11 . . . 0 0 0 . 0 0:
Old : 25: 16 11 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 87.3 79.2 96.1 49.2 70.4 63.4 76.3
Old : 58.6 87.3 79.2 96.1 49.2 70.4 63.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G 5 MW OFF PEAK - NEW YORK MERCANTILE EXCHANGE Code-064A84
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 243,486: 238,782 190,888 3,920 51,814 784 0 0 0 0 0 0: 0 0
Old : 243,486: 238,782 190,888 3,920 51,814 784 0 0 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.1 78.4 1.6 21.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 98.1 78.4 1.6 21.3 0.3 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 9 . . . 0 0 0 0 0 0:
Old : 20: 12 9 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.5 77.0 93.4 99.5 71.3 72.2 83.7 85.7
Old : 76.5 77.0 93.4 99.5 71.3 72.2 83.7 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,596: 9,625 15,880 5,800 0 300 0 0 0 625 0 0: 246 416
Old : 16,596: 9,625 15,880 5,800 0 300 0 0 0 625 0 0: 246 416
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 0: 600 0 -600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.0 95.7 34.9 0.0 1.8 0.0 0.0 0.0 3.8 0.0 0.0: 1.5 2.5
Old : 100.0: 58.0 95.7 34.9 0.0 1.8 0.0 0.0 0.0 3.8 0.0 0.0: 1.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . 0 . 0 0 0 . 0 0:
Old : 22: 11 12 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.1 71.8 94.5 90.2 84.2 71.2 92.6 87.9
Old : 86.1 71.8 94.5 90.2 84.2 71.2 92.6 87.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,649: 7,661 17,929 10,120 0 300 0 0 0 324 0 0: 244 420
Old : 18,649: 7,661 17,929 10,120 0 300 0 0 0 324 0 0: 244 420
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -300: 300 -300 -600 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 96.1 54.3 0.0 1.6 0.0 0.0 0.0 1.7 0.0 0.0: 1.3 2.3
Old : 100.0: 41.1 96.1 54.3 0.0 1.6 0.0 0.0 0.0 1.7 0.0 0.0: 1.3 2.3
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 : 21: 9 13 . 0 . 0 0 0 . 0 0:
Old : 21: 9 13 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 88.8 68.2 97.1 92.9 87.1 67.3 93.4 90.6
Old : 88.8 68.2 97.1 92.9 87.1 67.3 93.4 90.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB REAL OFF DAY 5 - NEW YORK MERCANTILE EXCHANGE Code-064C52
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 5 MEGAWATTS PER HOUR) :
: : Positions :
All : 21,320: 16,016 20,384 5,096 728 0 0 0 0 0 0 0: 208 208
Old : 21,320: 16,016 20,384 5,096 728 0 0 0 0 0 0 0: 208 208
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -18,040: -13,552 -17,248 -4,312 -616 0 0 0 0 0 0 0: -176 -176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 1.0
Old : 100.0: 75.1 95.6 23.9 3.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 9 . . 0 0 0 0 0 0 0:
Old : 20: 9 9 . . 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 78.5 94.6 95.1 77.6 77.6 94.6 94.1
Old : 77.6 78.5 94.6 95.1 77.6 77.6 94.6 94.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 30,130: 25,472 22,750 500 5,025 220 1,295 0 0 2,133 1,770 225: 285 140
Old : 30,130: 25,472 22,750 500 5,025 220 1,295 0 0 2,133 1,770 225: 285 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 455: 135 367 -75 -12 95 150 0 0 125 -25 25: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 75.5 1.7 16.7 0.7 4.3 0.0 0.0 7.1 5.9 0.7: 0.9 0.5
Old : 100.0: 84.5 75.5 1.7 16.7 0.7 4.3 0.0 0.0 7.1 5.9 0.7: 0.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 35: 18 22 . . . . 0 0 . . .:
Old : 35: 18 22 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 44.3 78.6 68.6 52.0 44.3 68.4 67.5
Old : 60.1 44.3 78.6 68.6 52.0 44.3 68.4 67.5
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 25,592: 22,534 18,620 0 5,981 936 675 0 0 1,255 0 0: 192 55
Old : 25,592: 22,534 18,620 0 5,981 936 675 0 0 1,255 0 0: 192 55
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 145: 316 85 0 60 0 0 0 0 -25 0 0: -146 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 72.8 0.0 23.4 3.7 2.6 0.0 0.0 4.9 0.0 0.0: 0.8 0.2
Old : 100.0: 88.1 72.8 0.0 23.4 3.7 2.6 0.0 0.0 4.9 0.0 0.0: 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 : 32: 20 19 0 . . . 0 0 . 0 0:
Old : 32: 20 19 0 . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 58.2 77.8 79.9 35.9 43.6 55.1 58.3
Old : 54.4 58.2 77.8 79.9 35.9 43.6 55.1 58.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 32,514: 31,119 18,716 1,011 12,610 28 0 640 0 211 430 90: 55 0
Old : 32,514: 31,119 18,716 1,011 12,610 28 0 640 0 211 430 90: 55 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 666: 946 271 -90 130 0 0 160 0 -10 155 10: -190 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.7 57.6 3.1 38.8 0.1 0.0 2.0 0.0 0.6 1.3 0.3: 0.2 0.0
Old : 100.0: 95.7 57.6 3.1 38.8 0.1 0.0 2.0 0.0 0.6 1.3 0.3: 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 : 39: 25 25 . . . 0 . 0 . . .:
Old : 39: 25 25 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 61.7 73.7 81.4 55.9 60.7 71.6 76.8
Old : 57.1 61.7 73.7 81.4 55.9 60.7 71.6 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,077: 21,327 16,674 520 5,458 680 0 125 140 0 0 0: 410 0
Old : 23,077: 21,327 16,674 520 5,458 680 0 125 140 0 0 0: 410 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -501: -621 -436 145 0 -35 0 0 0 0 0 0: 10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.4 72.3 2.3 23.7 2.9 0.0 0.5 0.6 0.0 0.0 0.0: 1.8 0.0
Old : 100.0: 92.4 72.3 2.3 23.7 2.9 0.0 0.5 0.6 0.0 0.0 0.0: 1.8 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 : 34: 22 23 . . . 0 . . 0 0 0:
Old : 34: 22 23 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 64.5 73.2 84.0 47.9 60.2 61.4 72.0
Old : 55.9 64.5 73.2 84.0 47.9 60.2 61.4 72.0
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,616: 16,377 17,469 2,515 565 560 0 640 0 0 62 0: 164 320
Old : 19,616: 16,377 17,469 2,515 565 560 0 640 0 0 62 0: 164 320
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 450: 450 450 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.5 89.1 12.8 2.9 2.9 0.0 3.3 0.0 0.0 0.3 0.0: 0.8 1.6
Old : 100.0: 83.5 89.1 12.8 2.9 2.9 0.0 3.3 0.0 0.0 0.3 0.0: 0.8 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 14 . . . 0 . 0 0 . 0:
Old : 26: 16 14 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 62.9 84.9 84.4 55.8 61.8 79.3 81.1
Old : 57.3 62.9 84.9 84.4 55.8 61.8 79.3 81.1
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 15,283: 12,101 13,999 2,868 584 180 0 0 0 0 300 0: 134 220
Old : 15,283: 12,101 13,999 2,868 584 180 0 0 0 0 300 0: 134 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 579: 574 570 0 9 0 0 0 0 0 0 0: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 91.6 18.8 3.8 1.2 0.0 0.0 0.0 0.0 2.0 0.0: 0.9 1.4
Old : 100.0: 79.2 91.6 18.8 3.8 1.2 0.0 0.0 0.0 0.0 2.0 0.0: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 11 . . . 0 0 0 0 . 0:
Old : 22: 15 11 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 68.7 78.3 89.3 47.3 64.2 69.1 78.5
Old : 47.7 68.7 78.3 89.3 47.3 64.2 69.1 78.5
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,679: 31,250 32,719 2,440 1,785 1,150 0 300 0 1,629 600 20: 190 105
Old : 36,679: 31,250 32,719 2,440 1,785 1,150 0 300 0 1,629 600 20: 190 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -620: -1,200 80 0 -1,320 580 0 0 0 0 0 0: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 89.2 6.7 4.9 3.1 0.0 0.8 0.0 4.4 1.6 0.1: 0.5 0.3
Old : 100.0: 85.2 89.2 6.7 4.9 3.1 0.0 0.8 0.0 4.4 1.6 0.1: 0.5 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 27 26 . . . 0 . 0 4 . .:
Old : 41: 27 26 . . . 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 : 46.4 45.3 63.1 72.4 44.4 41.7 60.6 65.0
Old : 46.4 45.3 63.1 72.4 44.4 41.7 60.6 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,395: 13,500 12,325 820 3,050 20 0 0 0 935 0 0: 120 0
Old : 15,395: 13,500 12,325 820 3,050 20 0 0 0 935 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 610: 590 666 120 0 0 0 0 0 -100 0 0: 0 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 80.1 5.3 19.8 0.1 0.0 0.0 0.0 6.1 0.0 0.0: 0.8 0.0
Old : 100.0: 87.7 80.1 5.3 19.8 0.1 0.0 0.0 0.0 6.1 0.0 0.0: 0.8 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 : 26: 20 17 . . . 0 0 0 . 0 0:
Old : 26: 20 17 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 66.3 69.7 87.1 42.6 61.6 64.1 76.8
Old : 43.5 66.3 69.7 87.1 42.6 61.6 64.1 76.8
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,138: 12,560 12,041 605 3,012 5 0 0 0 1,918 50 0: 50 30
Old : 15,138: 12,560 12,041 605 3,012 5 0 0 0 1,918 50 0: 50 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 455: 445 425 120 0 0 0 0 0 -80 0 0: -30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 79.5 4.0 19.9 0.0 0.0 0.0 0.0 12.7 0.3 0.0: 0.3 0.2
Old : 100.0: 83.0 79.5 4.0 19.9 0.0 0.0 0.0 0.0 12.7 0.3 0.0: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 23 23 . . . 0 0 0 . . 0:
Old : 30: 23 23 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 67.6 61.5 85.4 33.0 59.0 50.4 67.3
Old : 37.6 67.6 61.5 85.4 33.0 59.0 50.4 67.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 53,375: 49,051 45,966 0 2,635 3,480 0 185 215 0 0 0: 629 894
Old : 53,375: 49,051 45,966 0 2,635 3,480 0 185 215 0 0 0: 629 894
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,455: 2,330 2,630 0 -300 125 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 86.1 0.0 4.9 6.5 0.0 0.3 0.4 0.0 0.0 0.0: 1.2 1.7
Old : 100.0: 91.9 86.1 0.0 4.9 6.5 0.0 0.3 0.4 0.0 0.0 0.0: 1.2 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 22 0 . . 0 . . 0 0 0:
Old : 29: 17 22 0 . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.8 60.8 94.4 82.5 80.3 56.0 82.4 72.3
Old : 87.8 60.8 94.4 82.5 80.3 56.0 82.4 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 46,212: 43,017 38,415 0 4,245 2,410 215 0 0 0 0 0: 570 1,142
Old : 46,212: 43,017 38,415 0 4,245 2,410 215 0 0 0 0 0: 570 1,142
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,330: 2,330 2,630 0 -300 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 83.1 0.0 9.2 5.2 0.5 0.0 0.0 0.0 0.0 0.0: 1.2 2.5
Old : 100.0: 93.1 83.1 0.0 9.2 5.2 0.5 0.0 0.0 0.0 0.0 0.0: 1.2 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 : 27: 17 19 0 . . . 0 0 0 0 0:
Old : 27: 17 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 : 89.3 62.6 94.2 87.2 82.4 57.1 85.3 77.8
Old : 89.3 62.6 94.2 87.2 82.4 57.1 85.3 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,165: 15,805 12,225 355 0 0 0 4,120 150 0 600 0: 855 70
Old : 17,165: 15,805 12,225 355 0 0 0 4,120 150 0 600 0: 855 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -20: -20 -20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 71.2 2.1 0.0 0.0 0.0 24.0 0.9 0.0 3.5 0.0: 5.0 0.4
Old : 100.0: 92.1 71.2 2.1 0.0 0.0 0.0 24.0 0.9 0.0 3.5 0.0: 5.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 9 . 0 0 0 . . 0 . 0:
Old : 21: 15 9 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 86.3 79.7 97.2 40.6 58.4 57.3 66.7
Old : 55.4 86.3 79.7 97.2 40.6 58.4 57.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,671: 17,890 16,340 350 0 0 0 1,820 0 0 245 156: 275 110
Old : 18,671: 17,890 16,340 350 0 0 0 1,820 0 0 245 156: 275 110
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 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: 95.8 87.5 1.9 0.0 0.0 0.0 9.7 0.0 0.0 1.3 0.8: 1.5 0.6
Old : 100.0: 95.8 87.5 1.9 0.0 0.0 0.0 9.7 0.0 0.0 1.3 0.8: 1.5 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 10 13 . 0 0 0 . 0 0 . .:
Old : 21: 10 13 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 83.1 94.3 94.1 70.3 81.5 85.6 86.0
Old : 73.1 83.1 94.3 94.1 70.3 81.5 85.6 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,920: 21,665 17,640 0 1,200 0 0 2,805 165 0 100 0: 90 10
Old : 21,920: 21,665 17,640 0 1,200 0 0 2,805 165 0 100 0: 90 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 425: 275 625 0 0 0 0 -350 150 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.8 80.5 0.0 5.5 0.0 0.0 12.8 0.8 0.0 0.5 0.0: 0.4 0.0
Old : 100.0: 98.8 80.5 0.0 5.5 0.0 0.0 12.8 0.8 0.0 0.5 0.0: 0.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 14 0 . 0 0 . . 0 . 0:
Old : 25: 17 14 0 . 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 81.2 87.8 96.3 61.2 80.1 83.3 90.4
Old : 65.8 81.2 87.8 96.3 61.2 80.1 83.3 90.4
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,125: 21,055 15,925 0 1,200 0 0 3,980 0 0 0 0: 70 20
Old : 21,125: 21,055 15,925 0 1,200 0 0 3,980 0 0 0 0: 70 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -150: -150 0 0 0 0 0 -150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 75.4 0.0 5.7 0.0 0.0 18.8 0.0 0.0 0.0 0.0: 0.3 0.1
Old : 100.0: 99.7 75.4 0.0 5.7 0.0 0.0 18.8 0.0 0.0 0.0 0.0: 0.3 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 0 . 0 0 . 0 0 0 0:
Old : 20: 13 10 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 85.9 89.8 98.5 63.9 85.9 86.8 95.8
Old : 66.9 85.9 89.8 98.5 63.9 85.9 86.8 95.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 79,897: 57,221 73,646 2,865 520 300 12,200 0 0 1,880 0 150: 5,281 5,281
Old : 79,897: 57,221 73,646 2,865 520 300 12,200 0 0 1,880 0 150: 5,281 5,281
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,285: 789 1,539 0 0 0 750 0 0 0 0 0: 746 746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.6 92.2 3.6 0.7 0.4 15.3 0.0 0.0 2.4 0.0 0.2: 6.6 6.6
Old : 100.0: 71.6 92.2 3.6 0.7 0.4 15.3 0.0 0.0 2.4 0.0 0.2: 6.6 6.6
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 : 37: 22 26 . . . . 0 0 . 0 .:
Old : 37: 22 26 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 46.5 80.5 71.2 65.8 45.7 74.1 66.3
Old : 66.6 46.5 80.5 71.2 65.8 45.7 74.1 66.3
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 73,003: 52,877 69,892 1,665 480 970 12,510 0 0 3,320 0 0: 1,661 1,661
Old : 73,003: 52,877 69,892 1,665 480 970 12,510 0 0 3,320 0 0: 1,661 1,661
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 1,295: 245 1,345 0 0 0 1,050 0 0 0 0 0: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.4 95.7 2.3 0.7 1.3 17.1 0.0 0.0 4.5 0.0 0.0: 2.3 2.3
Old : 100.0: 72.4 95.7 2.3 0.7 1.3 17.1 0.0 0.0 4.5 0.0 0.0: 2.3 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 23 . . . . 0 0 . 0 0:
Old : 34: 21 23 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 48.1 83.5 73.1 68.6 47.6 78.1 68.2
Old : 70.0 48.1 83.5 73.1 68.6 47.6 78.1 68.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,689: 22,725 22,505 0 1,050 420 100 0 250 450 0 0: 744 464
Old : 24,689: 22,725 22,505 0 1,050 420 100 0 250 450 0 0: 744 464
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 2,400: 2,400 2,400 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.0 91.2 0.0 4.3 1.7 0.4 0.0 1.0 1.8 0.0 0.0: 3.0 1.9
Old : 100.0: 92.0 91.2 0.0 4.3 1.7 0.4 0.0 1.0 1.8 0.0 0.0: 3.0 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 : 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 : 59.3 72.8 80.9 89.4 52.9 68.7 69.6 76.9
Old : 59.3 72.8 80.9 89.4 52.9 68.7 69.6 76.9
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,305: 21,045 18,775 0 1,770 30 100 600 0 0 0 0: 130 130
Old : 21,305: 21,045 18,775 0 1,770 30 100 600 0 0 0 0: 130 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 950: 950 950 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.8 88.1 0.0 8.3 0.1 0.5 2.8 0.0 0.0 0.0 0.0: 0.6 0.6
Old : 100.0: 98.8 88.1 0.0 8.3 0.1 0.5 2.8 0.0 0.0 0.0 0.0: 0.6 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 15 0 . . . . 0 0 0 0:
Old : 26: 20 15 0 . . . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 68.8 78.2 87.3 48.3 62.1 66.0 74.9
Old : 52.5 68.8 78.2 87.3 48.3 62.1 66.0 74.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 11,085: 6,285 9,405 200 1,300 200 1,200 100 0 3,050 0 0: 150 80
Old : 11,085: 6,285 9,405 200 1,300 200 1,200 100 0 3,050 0 0: 150 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.7 84.8 1.8 11.7 1.8 10.8 0.9 0.0 27.5 0.0 0.0: 1.4 0.7
Old : 100.0: 56.7 84.8 1.8 11.7 1.8 10.8 0.9 0.0 27.5 0.0 0.0: 1.4 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 8 . . . . . 0 . 0 0:
Old : 20: 11 8 . . . . . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 74.7 89.9 97.5 62.4 64.4 75.1 76.8
Old : 67.1 74.7 89.9 97.5 62.4 64.4 75.1 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 7,080: 5,300 6,760 300 100 0 1,200 100 0 0 0 0: 280 120
Old : 7,080: 5,300 6,760 300 100 0 1,200 100 0 0 0 0: 280 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 74.9 95.5 4.2 1.4 0.0 16.9 1.4 0.0 0.0 0.0 0.0: 4.0 1.7
Old : 100.0: 74.9 95.5 4.2 1.4 0.0 16.9 1.4 0.0 0.0 0.0 0.0: 4.0 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 10 9 . . 0 . . 0 0 0 0:
Old : 20: 10 9 . . 0 . . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.2 88.7 91.4 95.3 70.2 84.0 89.1 90.7
Old : 70.2 88.7 91.4 95.3 70.2 84.0 89.1 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Options and Futures Combined, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 26,458: 21,960 20,485 85 105 3,270 0 1,200 250 395 550 53: 445 545
Old : 26,458: 21,960 20,485 85 105 3,270 0 1,200 250 395 550 53: 445 545
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: 265: 265 265 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 77.4 0.3 0.4 12.4 0.0 4.5 0.9 1.5 2.1 0.2: 1.7 2.1
Old : 100.0: 83.0 77.4 0.3 0.4 12.4 0.0 4.5 0.9 1.5 2.1 0.2: 1.7 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 19 19 . . . 0 . . . . .:
Old : 30: 19 19 . . . 0 . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 38.9 74.0 60.5 42.3 24.6 51.0 41.2
Old : 53.1 38.9 74.0 60.5 42.3 24.6 51.0 41.2
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, November 24, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 24,840: 20,430 19,435 0 1,125 2,525 0 600 250 470 0 20: 1,145 885
Old : 24,840: 20,430 19,435 0 1,125 2,525 0 600 250 470 0 20: 1,145 885
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 17, 2015 :
: -875: -875 -875 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 78.2 0.0 4.5 10.2 0.0 2.4 1.0 1.9 0.0 0.1: 4.6 3.6
Old : 100.0: 82.2 78.2 0.0 4.5 10.2 0.0 2.4 1.0 1.9 0.0 0.1: 4.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 18 18 0 . . 0 . . . 0 .:
Old : 26: 18 18 0 . . 0 . . . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.8 49.4 73.7 73.4 42.6 37.0 54.3 50.3
Old : 52.8 49.4 73.7 73.4 42.6 37.0 54.3 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 30, 2015