COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 121,985: 44,718 27,586 10,769 4,091 7,835 3,884 37,316 6,981 38,614 29,256 8,165: 1,019 755
Old : 121,985: 44,718 27,586 10,769 4,091 7,835 3,884 37,316 6,981 38,614 29,256 8,165: 1,019 755
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,134: 470 -949 435 -440 -28 0 -726 871 -598 2,312 280: -296 -186
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.7 22.6 8.8 3.4 6.4 3.2 30.6 5.7 31.7 24.0 6.7: 0.8 0.6
Old : 100.0: 36.7 22.6 8.8 3.4 6.4 3.2 30.6 5.7 31.7 24.0 6.7: 0.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 61: 17 15 4 . 4 . 6 4 14 17 21:
Old : 61: 17 15 4 . 4 . 6 4 14 17 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 : 41.2 37.3 64.2 58.3 30.3 33.6 47.6 46.6
Old : 41.2 37.3 64.2 58.3 30.3 33.6 47.6 46.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 34,027: 10,945 12,171 165 8,782 113 182 5,412 1,502 17,255 2,620 3,082: 783 345
Old : 34,027: 10,945 12,171 165 8,782 113 182 5,412 1,502 17,255 2,620 3,082: 783 345
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -66: -285 -260 0 270 -15 0 -45 -105 5 -145 249: 85 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 35.8 0.5 25.8 0.3 0.5 15.9 4.4 50.7 7.7 9.1: 2.3 1.0
Old : 100.0: 32.2 35.8 0.5 25.8 0.3 0.5 15.9 4.4 50.7 7.7 9.1: 2.3 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 10 9 . 4 . . 4 5 11 8 10:
Old : 41: 10 9 . 4 . . 4 5 11 8 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 50.4 74.5 75.9 48.9 33.8 57.3 54.8
Old : 59.4 50.4 74.5 75.9 48.9 33.8 57.3 54.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 2,349: 80 784 717 109 705 0 93 117 305 116 425: 0 0
Old : 2,349: 80 784 717 109 705 0 93 117 305 116 425: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 210: 38 97 81 -15 37 0 13 -18 -44 -13 116: 0 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 33.4 30.5 4.6 30.0 0.0 3.9 5.0 13.0 4.9 18.1: 0.0 0.0
Old : 100.0: 3.4 33.4 30.5 4.6 30.0 0.0 3.9 5.0 13.0 4.9 18.1: 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 : 21: . . . . . 0 . . 8 . 6:
Old : 21: . . . . . 0 . . 8 . 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 74.4 85.8 92.4 35.7 42.6 43.7 46.0
Old : 69.8 74.4 85.8 92.4 35.7 42.6 43.7 46.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,592: 109,772 125,489 6,978 1,380 10,020 2,064 2,181 2,216 20,257 10,397 13,602: 683 307
Old : 165,592: 109,772 125,489 6,978 1,380 10,020 2,064 2,181 2,216 20,257 10,397 13,602: 683 307
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 5,626: 4,925 3,200 -311 1 280 33 -93 174 -776 865 1,297: 3 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 75.8 4.2 0.8 6.1 1.2 1.3 1.3 12.2 6.3 8.2: 0.4 0.2
Old : 100.0: 66.3 75.8 4.2 0.8 6.1 1.2 1.3 1.3 12.2 6.3 8.2: 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 : 85: 46 49 . . 4 5 . 7 9 14 16:
Old : 85: 46 49 . . 4 5 . 7 9 14 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 : 44.7 30.7 59.6 48.9 26.3 15.8 31.0 24.3
Old : 44.7 30.7 59.6 48.9 26.3 15.8 31.0 24.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 52,311: 42,933 47,621 3,986 0 3,716 0 435 154 1,316 178 206: 0 0
Old : 52,311: 42,933 47,621 3,986 0 3,716 0 435 154 1,316 178 206: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 920: 1,085 898 -201 0 -30 0 60 -59 150 76 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 91.0 7.6 0.0 7.1 0.0 0.8 0.3 2.5 0.3 0.4: 0.0 0.0
Old : 100.0: 82.1 91.0 7.6 0.0 7.1 0.0 0.8 0.3 2.5 0.3 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 37: 26 25 . 0 . 0 . . . . .:
Old : 37: 26 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 : 52.7 44.8 72.9 72.6 39.7 31.8 49.9 48.4
Old : 52.7 44.8 72.9 72.6 39.7 31.8 49.9 48.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 458,312: 436,983 409,199 0 29,809 13,305 445 0 2,243 3,824 2,244 1,512: 0 0
Old : 458,312: 436,983 409,199 0 29,809 13,305 445 0 2,243 3,824 2,244 1,512: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 9,248: 7,688 13,784 0 0 0 344 0 0 0 -5,752 1,216: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 89.3 0.0 6.5 2.9 0.1 0.0 0.5 0.8 0.5 0.3: 0.0 0.0
Old : 100.0: 95.3 89.3 0.0 6.5 2.9 0.1 0.0 0.5 0.8 0.5 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 18 17 0 . . . 0 . . . .:
Old : 27: 18 17 0 . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 59.1 77.6 81.6 47.0 49.7 64.4 65.2
Old : 51.3 59.1 77.6 81.6 47.0 49.7 64.4 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,594,273: 1,304,927 1,416,915 196,658 84,752 14,031 10,472 784 848 44,257 53,863 23,080: 0 0
Old : 1,594,273: 1,304,927 1,416,915 196,658 84,752 14,031 10,472 784 848 44,257 53,863 23,080: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 20,616: 8,230 20,385 2,992 1,581 2 -848 0 848 9,392 -2,200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.9 88.9 12.3 5.3 0.9 0.7 0.0 0.1 2.8 3.4 1.4: 0.0 0.0
Old : 100.0: 81.9 88.9 12.3 5.3 0.9 0.7 0.0 0.1 2.8 3.4 1.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 56: 36 35 . . . . . . . 6 4:
Old : 56: 36 35 . . . . . . . 6 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 49.9 74.7 68.0 43.7 35.0 55.0 45.6
Old : 61.1 49.9 74.7 68.0 43.7 35.0 55.0 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 71,359: 64,587 56,938 0 6,414 3,157 0 2,114 940 2,316 1,437 359: 0 0
Old : 71,359: 64,587 56,938 0 6,414 3,157 0 2,114 940 2,316 1,437 359: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,862: 2,281 624 0 742 616 -27 708 66 -304 -125 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 79.8 0.0 9.0 4.4 0.0 3.0 1.3 3.2 2.0 0.5: 0.0 0.0
Old : 100.0: 90.5 79.8 0.0 9.0 4.4 0.0 3.0 1.3 3.2 2.0 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 : 36: 19 19 0 . . 0 . . . 4 .:
Old : 36: 19 19 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 : 65.0 63.8 82.9 82.2 56.4 53.8 72.0 65.7
Old : 65.0 63.8 82.9 82.2 56.4 53.8 72.0 65.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 518,284: 353,354 481,580 141,794 0 19,744 0 0 0 0 13,568 3,392: 0 0
Old : 518,284: 353,354 481,580 141,794 0 19,744 0 0 0 0 13,568 3,392: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -10,760: -13,768 -15,560 -232 0 3,848 0 0 0 0 1,560 -608: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.2 92.9 27.4 0.0 3.8 0.0 0.0 0.0 0.0 2.6 0.7: 0.0 0.0
Old : 100.0: 68.2 92.9 27.4 0.0 3.8 0.0 0.0 0.0 0.0 2.6 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 : 32: 20 18 . 0 . 0 0 0 0 . .:
Old : 32: 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 : 61.8 68.8 80.3 88.8 50.1 63.1 64.9 72.9
Old : 61.8 68.8 80.3 88.8 50.1 63.1 64.9 72.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 424,792: 386,858 396,321 16,446 5,439 21,488 0 0 0 0 1,544 0: 0 0
Old : 424,792: 386,858 396,321 16,446 5,439 21,488 0 0 0 0 1,544 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -5,488: -4,704 -5,488 -784 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.1 93.3 3.9 1.3 5.1 0.0 0.0 0.0 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 91.1 93.3 3.9 1.3 5.1 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 : 39: 25 28 . . . 0 0 0 0 . 0:
Old : 39: 25 28 . . . 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 : 52.6 52.7 78.3 71.8 49.5 49.9 66.6 66.4
Old : 52.6 52.7 78.3 71.8 49.5 49.9 66.6 66.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 40,990: 36,068 36,645 1,696 476 1,437 87 0 43 359 924 255: 1,045 1,210
Old : 40,990: 36,068 36,645 1,696 476 1,437 87 0 43 359 924 255: 1,045 1,210
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -92: -115 -71 0 20 -20 0 0 0 0 -103 0: 43 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 89.4 4.1 1.2 3.5 0.2 0.0 0.1 0.9 2.3 0.6: 2.5 3.0
Old : 100.0: 88.0 89.4 4.1 1.2 3.5 0.2 0.0 0.1 0.9 2.3 0.6: 2.5 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 28 23 . . . . 0 . . . .:
Old : 40: 28 23 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 59.0 71.4 75.3 44.8 57.7 63.5 68.7
Old : 47.9 59.0 71.4 75.3 44.8 57.7 63.5 68.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 49,072: 42,254 47,597 5,225 0 1,330 0 0 0 7 0 98: 158 47
Old : 49,072: 42,254 47,597 5,225 0 1,330 0 0 0 7 0 98: 158 47
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 295: 245 365 120 0 -70 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.1 97.0 10.6 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.2: 0.3 0.1
Old : 100.0: 86.1 97.0 10.6 0.0 2.7 0.0 0.0 0.0 0.0 0.0 0.2: 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 : 44: 34 31 . 0 . 0 0 0 . 0 .:
Old : 44: 34 31 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 52.2 67.7 74.2 47.8 42.9 58.7 62.9
Old : 51.3 52.2 67.7 74.2 47.8 42.9 58.7 62.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 66,728: 59,277 65,340 5,800 0 1,260 50 0 0 12 0 98: 231 30
Old : 66,728: 59,277 65,340 5,800 0 1,260 50 0 0 12 0 98: 231 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,882: 1,860 1,960 0 0 -70 0 0 0 12 0 98: -18 -106
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.8 97.9 8.7 0.0 1.9 0.1 0.0 0.0 0.0 0.0 0.1: 0.3 0.0
Old : 100.0: 88.8 97.9 8.7 0.0 1.9 0.1 0.0 0.0 0.0 0.0 0.1: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 33 32 . 0 . . 0 0 . 0 .:
Old : 45: 33 32 . 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 : 45.8 51.4 66.6 75.7 44.7 46.7 61.0 65.6
Old : 45.8 51.4 66.6 75.7 44.7 46.7 61.0 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,892: 15,652 15,792 130 0 1,980 0 0 0 0 0 0: 130 120
Old : 17,892: 15,652 15,792 130 0 1,980 0 0 0 0 0 0: 130 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 830: 1,010 940 100 0 -100 0 0 0 0 0 0: -180 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.5 88.3 0.7 0.0 11.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7
Old : 100.0: 87.5 88.3 0.7 0.0 11.1 0.0 0.0 0.0 0.0 0.0 0.0: 0.7 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 20 17 . 0 . 0 0 0 0 0 0:
Old : 27: 20 17 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 72.4 83.1 92.8 54.2 72.4 71.0 78.9
Old : 61.3 72.4 83.1 92.8 54.2 72.4 71.0 78.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 252,040: 190,544 251,616 61,104 0 0 0 424 0 392 0 0: 0 0
Old : 252,040: 190,544 251,616 61,104 0 0 0 424 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: December 8, 2015 :
: 12,160: 10,960 11,736 1,200 0 0 0 424 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.6 99.8 24.2 0.0 0.0 0.0 0.2 0.0 0.2 0.0 0.0: 0.0 0.0
Old : 100.0: 75.6 99.8 24.2 0.0 0.0 0.0 0.2 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 : 33: 23 23 . 0 0 0 . 0 . 0 0:
Old : 33: 23 23 . 0 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.7 72.5 65.7 87.8 42.4 65.2 61.0 71.7
Old : 42.7 72.5 65.7 87.8 42.4 65.2 61.0 71.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 8,144: 6,951 7,629 0 0 0 0 0 0 1,108 44 0: 85 471
Old : 8,144: 6,951 7,629 0 0 0 0 0 0 1,108 44 0: 85 471
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 85.4 93.7 0.0 0.0 0.0 0.0 0.0 0.0 13.6 0.5 0.0: 1.0 5.8
Old : 100.0: 85.4 93.7 0.0 0.0 0.0 0.0 0.0 0.0 13.6 0.5 0.0: 1.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 15 0 0 0 0 0 0 . . 0:
Old : 22: 17 15 0 0 0 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 59.7 77.4 82.6 54.3 53.9 72.2 69.0
Old : 55.3 59.7 77.4 82.6 54.3 53.9 72.2 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,465: 6,955 7,095 450 0 0 0 300 0 0 0 0: 60 70
Old : 7,465: 6,955 7,095 450 0 0 0 300 0 0 0 0: 60 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 95.0 6.0 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 0.8 0.9
Old : 100.0: 93.2 95.0 6.0 0.0 0.0 0.0 4.0 0.0 0.0 0.0 0.0: 0.8 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 12 10 . 0 0 0 . 0 0 0 0:
Old : 20: 12 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 : 57.9 80.4 85.7 96.0 36.8 52.1 59.0 64.8
Old : 57.9 80.4 85.7 96.0 36.8 52.1 59.0 64.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 7,331: 5,656 7,281 1,200 0 0 0 0 0 50 50 0: 425 0
Old : 7,331: 5,656 7,281 1,200 0 0 0 0 0 50 50 0: 425 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 77.2 99.3 16.4 0.0 0.0 0.0 0.0 0.0 0.7 0.7 0.0: 5.8 0.0
Old : 100.0: 77.2 99.3 16.4 0.0 0.0 0.0 0.0 0.0 0.7 0.7 0.0: 5.8 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 : 20: 11 14 . 0 0 0 0 0 . . 0:
Old : 20: 11 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 : 70.2 55.7 87.6 86.4 41.7 43.3 50.4 54.6
Old : 70.2 55.7 87.6 86.4 41.7 43.3 50.4 54.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,650: 17,925 16,670 0 625 1,720 0 0 0 0 500 0: 5 135
Old : 19,650: 17,925 16,670 0 625 1,720 0 0 0 0 500 0: 5 135
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,215: 1,060 1,250 0 -200 150 0 0 0 0 0 0: 5 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.2 84.8 0.0 3.2 8.8 0.0 0.0 0.0 0.0 2.5 0.0: 0.0 0.7
Old : 100.0: 91.2 84.8 0.0 3.2 8.8 0.0 0.0 0.0 0.0 2.5 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 : 32: 21 17 0 . . 0 0 0 0 . 0:
Old : 32: 21 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 : 53.0 55.0 77.4 82.1 49.3 50.1 67.9 66.4
Old : 53.0 55.0 77.4 82.1 49.3 50.1 67.9 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,612: 18,267 19,062 920 150 2,245 0 0 0 0 75 0: 180 80
Old : 21,612: 18,267 19,062 920 150 2,245 0 0 0 0 75 0: 180 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -233: -233 17 50 0 -50 0 0 0 0 -200 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.5 88.2 4.3 0.7 10.4 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 0.4
Old : 100.0: 84.5 88.2 4.3 0.7 10.4 0.0 0.0 0.0 0.0 0.3 0.0: 0.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 23 24 . . . 0 0 0 0 . 0:
Old : 31: 23 24 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 62.8 66.4 84.0 30.6 45.8 45.5 53.9
Old : 45.8 62.8 66.4 84.0 30.6 45.8 45.5 53.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,131: 15,269 14,028 2,510 3,502 750 60 0 22 110 82 44: 366 703
Old : 19,131: 15,269 14,028 2,510 3,502 750 60 0 22 110 82 44: 366 703
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 760: 464 966 -3 -165 126 0 0 0 0 0 0: 173 -167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 73.3 13.1 18.3 3.9 0.3 0.0 0.1 0.6 0.4 0.2: 1.9 3.7
Old : 100.0: 79.8 73.3 13.1 18.3 3.9 0.3 0.0 0.1 0.6 0.4 0.2: 1.9 3.7
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 : 35: 22 25 . . . . 0 . . . .:
Old : 35: 22 25 . . . . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 58.9 57.9 77.1 33.5 50.5 52.0 61.9
Old : 36.0 58.9 57.9 77.1 33.5 50.5 52.0 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 62,266: 59,341 51,219 480 3,630 1,730 132 0 48 275 5,399 20: 240 220
Old : 62,266: 59,341 51,219 480 3,630 1,730 132 0 48 275 5,399 20: 240 220
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 419: 443 499 0 165 -116 82 -46 10 0 -113 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.3 82.3 0.8 5.8 2.8 0.2 0.0 0.1 0.4 8.7 0.0: 0.4 0.4
Old : 100.0: 95.3 82.3 0.8 5.8 2.8 0.2 0.0 0.1 0.4 8.7 0.0: 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 : 45: 29 26 . . . . 0 . . 4 .:
Old : 45: 29 26 . . . . 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 : 54.4 42.2 74.7 67.4 53.5 41.2 72.2 64.2
Old : 54.4 42.2 74.7 67.4 53.5 41.2 72.2 64.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 72,921: 67,768 54,859 953 1,830 3,147 0 1,407 127 100 10,691 820: 6 40
Old : 72,921: 67,768 54,859 953 1,830 3,147 0 1,407 127 100 10,691 820: 6 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,635: 1,879 1,397 -428 -70 223 0 3 81 0 166 -95: -25 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.9 75.2 1.3 2.5 4.3 0.0 1.9 0.2 0.1 14.7 1.1: 0.0 0.1
Old : 100.0: 92.9 75.2 1.3 2.5 4.3 0.0 1.9 0.2 0.1 14.7 1.1: 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: 31 34 . . . 0 . . . 7 .:
Old : 52: 31 34 . . . 0 . . . 7 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 46.5 68.5 66.7 49.1 44.4 63.8 62.4
Old : 49.6 46.5 68.5 66.7 49.1 44.4 63.8 62.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 47,695: 45,175 44,280 1,215 3,030 385 0 0 0 910 0 0: 10 0
Old : 47,695: 45,175 44,280 1,215 3,030 385 0 0 0 910 0 0: 10 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 975: 975 975 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 92.8 2.5 6.4 0.8 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0
Old : 100.0: 94.7 92.8 2.5 6.4 0.8 0.0 0.0 0.0 1.9 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 28 15 . . . 0 0 0 . 0 0:
Old : 33: 28 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 : 61.7 94.9 77.1 97.7 60.0 92.7 75.1 93.0
Old : 61.7 94.9 77.1 97.7 60.0 92.7 75.1 93.0
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 52,580: 49,430 48,910 1,800 3,145 525 0 0 0 765 0 0: 60 0
Old : 52,580: 49,430 48,910 1,800 3,145 525 0 0 0 765 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,520: 1,520 1,520 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.0 93.0 3.4 6.0 1.0 0.0 0.0 0.0 1.5 0.0 0.0: 0.1 0.0
Old : 100.0: 94.0 93.0 3.4 6.0 1.0 0.0 0.0 0.0 1.5 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 59.8 92.9 74.0 97.2 59.0 88.1 72.8 89.0
Old : 59.8 92.9 74.0 97.2 59.0 88.1 72.8 89.0
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 343,750: 305,981 288,911 392 22,440 3,864 0 8,512 0 31,506 18,016 2,007: 0 0
Old : 343,750: 305,981 288,911 392 22,440 3,864 0 8,512 0 31,506 18,016 2,007: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,057: 4,809 1,682 0 1,543 -1,168 0 0 0 -1,584 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 84.0 0.1 6.5 1.1 0.0 2.5 0.0 9.2 5.2 0.6: 0.0 0.0
Old : 100.0: 89.0 84.0 0.1 6.5 1.1 0.0 2.5 0.0 9.2 5.2 0.6: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 42: 23 29 . . . 0 . 0 . . .:
Old : 42: 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 : 46.2 44.0 72.9 63.9 40.0 40.4 61.6 57.4
Old : 46.2 44.0 72.9 63.9 40.0 40.4 61.6 57.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 25,990: 18,894 21,346 591 574 620 129 816 22 5,171 1,661 395: 167 555
Old : 25,990: 18,894 21,346 591 574 620 129 816 22 5,171 1,661 395: 167 555
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -612: -744 -507 -85 -20 23 129 0 0 127 -46 -21: -42 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.7 82.1 2.3 2.2 2.4 0.5 3.1 0.1 19.9 6.4 1.5: 0.6 2.1
Old : 100.0: 72.7 82.1 2.3 2.2 2.4 0.5 3.1 0.1 19.9 6.4 1.5: 0.6 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 : 43: 22 28 . . . . . . 4 . 4:
Old : 43: 22 28 . . . . . . 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 : 49.0 37.8 77.5 57.1 45.7 37.1 70.5 56.0
Old : 49.0 37.8 77.5 57.1 45.7 37.1 70.5 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 32,127: 19,414 27,712 11,326 0 0 0 770 0 155 2,413 1,232: 0 0
Old : 32,127: 19,414 27,712 11,326 0 0 0 770 0 155 2,413 1,232: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,276: 1,301 1,249 0 0 0 0 0 0 0 52 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.4 86.3 35.3 0.0 0.0 0.0 2.4 0.0 0.5 7.5 3.8: 0.0 0.0
Old : 100.0: 60.4 86.3 35.3 0.0 0.0 0.0 2.4 0.0 0.5 7.5 3.8: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 13 13 . 0 0 0 . 0 . 4 .:
Old : 26: 13 13 . 0 0 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 74.4 87.5 89.5 62.0 69.5 73.3 76.9
Old : 69.6 74.4 87.5 89.5 62.0 69.5 73.3 76.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 333,366: 268,733 332,582 64,633 0 0 0 0 0 0 784 0: 0 0
Old : 333,366: 268,733 332,582 64,633 0 0 0 0 0 0 784 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 80.6 99.8 19.4 0.0 0.0 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 80.6 99.8 19.4 0.0 0.0 0.0 0.0 0.0 0.0 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 : 29: 19 19 . 0 0 0 0 0 0 . 0:
Old : 29: 19 19 . 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 : 63.8 88.6 83.6 95.3 63.0 78.1 78.9 83.3
Old : 63.8 88.6 83.6 95.3 63.0 78.1 78.9 83.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 27,900: 23,423 27,192 3,714 44 22 510 0 0 209 217 0: 22 425
Old : 27,900: 23,423 27,192 3,714 44 22 510 0 0 209 217 0: 22 425
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -82: -61 -82 0 0 0 0 0 0 -21 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.0 97.5 13.3 0.2 0.1 1.8 0.0 0.0 0.7 0.8 0.0: 0.1 1.5
Old : 100.0: 84.0 97.5 13.3 0.2 0.1 1.8 0.0 0.0 0.7 0.8 0.0: 0.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 16 20 . . . . 0 0 . . 0:
Old : 32: 16 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 : 66.3 80.4 86.0 90.2 61.5 71.8 75.7 78.1
Old : 66.3 80.4 86.0 90.2 61.5 71.8 75.7 78.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 127,946: 78,422 119,764 49,524 1,518 0 0 6,664 0 0 0 0: 0 0
Old : 127,946: 78,422 119,764 49,524 1,518 0 0 6,664 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: December 8, 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: 61.3 93.6 38.7 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 61.3 93.6 38.7 1.2 0.0 0.0 5.2 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 9 11 . . 0 0 . 0 0 0 0:
Old : 21: 9 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 : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0
Old : 72.3 77.8 96.0 95.1 72.3 77.1 93.9 93.0
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,868: 11,653 13,055 678 1,028 869 345 0 0 2,082 0 176: 65 740
Old : 15,868: 11,653 13,055 678 1,028 869 345 0 0 2,082 0 176: 65 740
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 621: 297 601 104 0 0 0 0 0 220 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.4 82.3 4.3 6.5 5.5 2.2 0.0 0.0 13.1 0.0 1.1: 0.4 4.7
Old : 100.0: 73.4 82.3 4.3 6.5 5.5 2.2 0.0 0.0 13.1 0.0 1.1: 0.4 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 18 17 . . . . 0 0 . 0 .:
Old : 30: 18 17 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 47.6 67.3 66.6 33.2 38.2 51.0 51.9
Old : 43.4 47.6 67.3 66.6 33.2 38.2 51.0 51.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 190,720: 146,259 168,781 11,409 7,858 12,495 5,020 0 0 13,951 0 1,586: 0 0
Old : 190,720: 146,259 168,781 11,409 7,858 12,495 5,020 0 0 13,951 0 1,586: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 6,281: 9,408 784 784 4,704 0 0 0 0 -4,704 0 793: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 76.7 88.5 6.0 4.1 6.6 2.6 0.0 0.0 7.3 0.0 0.8: 0.0 0.0
Old : 100.0: 76.7 88.5 6.0 4.1 6.6 2.6 0.0 0.0 7.3 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: 16 19 . . . . 0 0 . 0 .:
Old : 31: 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 : 56.5 54.7 76.2 76.0 47.0 48.1 60.6 65.5
Old : 56.5 54.7 76.2 76.0 47.0 48.1 60.6 65.5
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 14,811: 11,926 8,838 2,738 4,451 84 0 862 0 0 238 63: 0 275
Old : 14,811: 11,926 8,838 2,738 4,451 84 0 862 0 0 238 63: 0 275
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -552: -592 -590 0 -62 40 0 40 0 0 0 0: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.5 59.7 18.5 30.1 0.6 0.0 5.8 0.0 0.0 1.6 0.4: 0.0 1.9
Old : 100.0: 80.5 59.7 18.5 30.1 0.6 0.0 5.8 0.0 0.0 1.6 0.4: 0.0 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 : 31: 18 21 . . . 0 . 0 0 . .:
Old : 31: 18 21 . . . 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 47.3 77.0 67.3 49.3 42.8 62.6 58.9
Old : 53.4 47.3 77.0 67.3 49.3 42.8 62.6 58.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 165,689: 141,302 111,700 18,450 50,840 392 2,884 0 1,125 0 96 1,536: 0 0
Old : 165,689: 141,302 111,700 18,450 50,840 392 2,884 0 1,125 0 96 1,536: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,856: 2,383 1,584 -375 424 0 848 0 0 -752 96 752: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.3 67.4 11.1 30.7 0.2 1.7 0.0 0.7 0.0 0.1 0.9: 0.0 0.0
Old : 100.0: 85.3 67.4 11.1 30.7 0.2 1.7 0.0 0.7 0.0 0.1 0.9: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 18 . . . . 0 . 0 . .:
Old : 28: 18 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 : 63.2 66.0 82.7 83.7 58.7 59.1 72.7 71.4
Old : 63.2 66.0 82.7 83.7 58.7 59.1 72.7 71.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 8,190: 7,650 7,820 300 0 0 0 300 0 0 0 0: 240 70
Old : 8,190: 7,650 7,820 300 0 0 0 300 0 0 0 0: 240 70
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 95.5 3.7 0.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 2.9 0.9
Old : 100.0: 93.4 95.5 3.7 0.0 0.0 0.0 3.7 0.0 0.0 0.0 0.0: 2.9 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 : 20: 12 13 . 0 0 0 . 0 0 0 0:
Old : 20: 12 13 . 0 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 76.4 88.0 92.6 45.5 51.0 65.1 66.9
Old : 62.6 76.4 88.0 92.6 45.5 51.0 65.1 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 17,683: 10,449 13,308 2,781 0 4,375 0 0 0 78 0 0: 0 0
Old : 17,683: 10,449 13,308 2,781 0 4,375 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: December 8, 2015 :
: 635: 483 789 306 0 -154 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.1 75.3 15.7 0.0 24.7 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 59.1 75.3 15.7 0.0 24.7 0.0 0.0 0.0 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 19 . 0 . 0 0 0 . 0 0:
Old : 23: 13 19 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.5 62.0 94.9 84.9 46.4 37.1 50.5 47.1
Old : 87.5 62.0 94.9 84.9 46.4 37.1 50.5 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,775: 6,435 6,400 125 300 0 0 0 0 0 0 0: 215 75
Old : 6,775: 6,435 6,400 125 300 0 0 0 0 0 0 0: 215 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 95.0 94.5 1.8 4.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.1
Old : 100.0: 95.0 94.5 1.8 4.4 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 3.2 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 15 8 . . 0 0 0 0 0 0 0:
Old : 21: 15 8 . . 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 : 64.6 84.1 83.8 98.2 59.2 83.0 76.2 88.7
Old : 64.6 84.1 83.8 98.2 59.2 83.0 76.2 88.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 9,540: 9,065 8,055 350 300 0 0 1,180 0 0 0 0: 125 5
Old : 9,540: 9,065 8,055 350 300 0 0 1,180 0 0 0 0: 125 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 95.0 84.4 3.7 3.1 0.0 0.0 12.4 0.0 0.0 0.0 0.0: 1.3 0.1
Old : 100.0: 95.0 84.4 3.7 3.1 0.0 0.0 12.4 0.0 0.0 0.0 0.0: 1.3 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 : 27: 20 15 . . 0 0 . 0 0 0 0:
Old : 27: 20 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 : 60.0 72.2 77.6 86.8 52.6 69.0 66.6 79.0
Old : 60.0 72.2 77.6 86.8 52.6 69.0 66.6 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 869,924: 588,331 639,611 18,904 29,000 71,042 0 27,903 38,804 89,279 0 63,564: 0 0
Old : 869,924: 588,331 639,611 18,904 29,000 71,042 0 27,903 38,804 89,279 0 63,564: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 32,103: 19,142 20,535 705 488 23 -15 21,402 33,906 4,457 -18,136 -26,115: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 73.5 2.2 3.3 8.2 0.0 3.2 4.5 10.3 0.0 7.3: 0.0 0.0
Old : 100.0: 67.6 73.5 2.2 3.3 8.2 0.0 3.2 4.5 10.3 0.0 7.3: 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 : 28: 19 17 . . . 0 . . 5 0 .:
Old : 28: 19 17 . . . 0 . . 5 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 44.1 71.6 73.3 21.2 25.5 28.0 30.6
Old : 47.9 44.1 71.6 73.3 21.2 25.5 28.0 30.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM COMED ZONE DAY AHEAD LMP PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CN
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,825: 13,235 21,575 8,220 0 0 0 0 0 0 0 0: 370 250
Old : 21,825: 13,235 21,575 8,220 0 0 0 0 0 0 0 0: 370 250
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.6 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1
Old : 100.0: 60.6 98.9 37.7 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 1.7 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 . 0 0 0 0 0 0 0 0:
Old : 20: 14 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 : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
Old : 74.2 85.6 90.8 96.6 70.3 81.7 85.3 88.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 23,025: 21,310 10,565 1,325 11,935 75 0 450 0 0 0 0: 315 0
Old : 23,025: 21,310 10,565 1,325 11,935 75 0 450 0 0 0 0: 315 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -10: -10 -10 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.6 45.9 5.8 51.8 0.3 0.0 2.0 0.0 0.0 0.0 0.0: 1.4 0.0
Old : 100.0: 92.6 45.9 5.8 51.8 0.3 0.0 2.0 0.0 0.0 0.0 0.0: 1.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 15 . . . 0 . 0 0 0 0:
Old : 28: 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 : 60.2 79.3 83.3 93.0 56.5 74.5 74.7 81.8
Old : 60.2 79.3 83.3 93.0 56.5 74.5 74.7 81.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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: 18,460 7,220 850 11,960 0 0 450 0 0 0 0: 385 65
Old : 19,695: 18,460 7,220 850 11,960 0 0 450 0 0 0 0: 385 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 93.7 36.7 4.3 60.7 0.0 0.0 2.3 0.0 0.0 0.0 0.0: 2.0 0.3
Old : 100.0: 93.7 36.7 4.3 60.7 0.0 0.0 2.3 0.0 0.0 0.0 0.0: 2.0 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 : 24: 17 12 . . 0 0 . 0 0 0 0:
Old : 24: 17 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 : 62.6 88.7 83.7 95.5 60.0 86.4 80.1 91.1
Old : 62.6 88.7 83.7 95.5 60.0 86.4 80.1 91.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,449: 20,969 17,164 0 3,980 230 0 0 0 250 75 0: 0 0
Old : 21,449: 20,969 17,164 0 3,980 230 0 0 0 250 75 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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 80.0 0.0 18.6 1.1 0.0 0.0 0.0 1.2 0.3 0.0: 0.0 0.0
Old : 100.0: 97.8 80.0 0.0 18.6 1.1 0.0 0.0 0.0 1.2 0.3 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 18 0 . . 0 0 0 . . 0:
Old : 33: 21 18 0 . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 65.0 77.7 86.6 55.4 64.0 75.0 82.1
Old : 57.3 65.0 77.7 86.6 55.4 64.0 75.0 82.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 20,114: 19,634 15,324 0 4,560 230 0 0 0 250 0 0: 0 0
Old : 20,114: 19,634 15,324 0 4,560 230 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: December 8, 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: 97.6 76.2 0.0 22.7 1.1 0.0 0.0 0.0 1.2 0.0 0.0: 0.0 0.0
Old : 100.0: 97.6 76.2 0.0 22.7 1.1 0.0 0.0 0.0 1.2 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 : 27: 19 14 0 . . 0 0 0 . 0 0:
Old : 27: 19 14 0 . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 73.0 80.1 93.0 61.2 69.4 77.2 84.9
Old : 62.6 73.0 80.1 93.0 61.2 69.4 77.2 84.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,920: 18,995 19,115 325 505 0 0 300 0 0 0 0: 600 0
Old : 19,920: 18,995 19,115 325 505 0 0 300 0 0 0 0: 600 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 925: 925 825 0 100 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 96.0 1.6 2.5 0.0 0.0 1.5 0.0 0.0 0.0 0.0: 3.0 0.0
Old : 100.0: 95.4 96.0 1.6 2.5 0.0 0.0 1.5 0.0 0.0 0.0 0.0: 3.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 10 . . 0 0 . 0 0 0 0:
Old : 22: 15 10 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.9 93.2 86.6 97.5 72.7 92.0 86.4 95.3
Old : 72.9 93.2 86.6 97.5 72.7 92.0 86.4 95.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,815: 17,220 17,645 210 0 0 0 0 0 0 50 0: 385 120
Old : 17,815: 17,220 17,645 210 0 0 0 0 0 0 50 0: 385 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 520: 520 470 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.7 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 2.2 0.7
Old : 100.0: 96.7 99.0 1.2 0.0 0.0 0.0 0.0 0.0 0.0 0.3 0.0: 2.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 22 13 . 0 0 0 0 0 0 . 0:
Old : 27: 22 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 : 56.4 87.5 73.1 97.2 53.0 78.7 68.7 84.0
Old : 56.4 87.5 73.1 97.2 53.0 78.7 68.7 84.0
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,780: 18,100 18,310 395 100 0 0 200 0 0 50 0: 285 120
Old : 18,780: 18,100 18,310 395 100 0 0 200 0 0 50 0: 285 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 485: 485 435 0 0 0 0 0 0 0 50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.4 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0: 1.5 0.6
Old : 100.0: 96.4 97.5 2.1 0.5 0.0 0.0 1.1 0.0 0.0 0.3 0.0: 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 : 31: 23 17 . . 0 0 . 0 0 . 0:
Old : 31: 23 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 : 55.0 85.5 73.1 95.0 50.3 80.1 68.1 86.9
Old : 55.0 85.5 73.1 95.0 50.3 80.1 68.1 86.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 119,489: 107,434 111,514 7,525 4,175 2,970 960 0 50 550 780 0: 0 0
Old : 119,489: 107,434 111,514 7,525 4,175 2,970 960 0 50 550 780 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,355: 1,105 1,330 150 75 0 100 0 0 0 -50 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.9 93.3 6.3 3.5 2.5 0.8 0.0 0.0 0.5 0.7 0.0: 0.0 0.0
Old : 100.0: 89.9 93.3 6.3 3.5 2.5 0.8 0.0 0.0 0.5 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 : 48: 30 31 . . . . 0 . . . 0:
Old : 48: 30 31 . . . . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.8 60.2 62.0 78.4 39.6 53.2 55.3 64.1
Old : 41.8 60.2 62.0 78.4 39.6 53.2 55.3 64.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 126,589: 111,207 117,592 8,862 3,820 3,085 2,460 925 350 625 730 0: 0 87
Old : 126,589: 111,207 117,592 8,862 3,820 3,085 2,460 925 350 625 730 0: 0 87
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,256: 1,231 1,081 150 75 0 -75 175 -25 25 0 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.8 92.9 7.0 3.0 2.4 1.9 0.7 0.3 0.5 0.6 0.0: 0.0 0.1
Old : 100.0: 87.8 92.9 7.0 3.0 2.4 1.9 0.7 0.3 0.5 0.6 0.0: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 54: 32 33 . . . . . . . . 0:
Old : 54: 32 33 . . . . . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 59.7 60.8 76.0 39.2 53.5 54.8 63.6
Old : 42.6 59.7 60.8 76.0 39.2 53.5 54.8 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 152,335: 125,103 116,554 1,616 7,750 6,640 2,180 2,747 1,322 9,849 11,847 5,412: 213 63
Old : 152,335: 125,103 116,554 1,616 7,750 6,640 2,180 2,747 1,322 9,849 11,847 5,412: 213 63
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 2,453: 3,511 815 8 50 -108 30 -44 15 -2,475 249 1,480: -8 -4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 76.5 1.1 5.1 4.4 1.4 1.8 0.9 6.5 7.8 3.6: 0.1 0.0
Old : 100.0: 82.1 76.5 1.1 5.1 4.4 1.4 1.8 0.9 6.5 7.8 3.6: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 73: 42 38 . . 4 . 4 4 5 9 8:
Old : 73: 42 38 . . 4 . 4 4 5 9 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.9 51.5 48.0 64.8 30.2 45.0 42.2 55.3
Old : 30.9 51.5 48.0 64.8 30.2 45.0 42.2 55.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 106,822: 89,923 92,697 9,850 6,620 2,720 250 0 50 1,460 2,345 2,300: 269 90
Old : 106,822: 89,923 92,697 9,850 6,620 2,720 250 0 50 1,460 2,345 2,300: 269 90
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,360: 1,500 1,350 -90 -100 0 -50 0 50 -50 60 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.2 86.8 9.2 6.2 2.5 0.2 0.0 0.0 1.4 2.2 2.2: 0.3 0.1
Old : 100.0: 84.2 86.8 9.2 6.2 2.5 0.2 0.0 0.0 1.4 2.2 2.2: 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 : 49: 35 31 . . 4 . 0 . . . .:
Old : 49: 35 31 . . 4 . 0 . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.3 66.9 47.1 80.1 27.7 59.7 41.7 67.3
Old : 30.3 66.9 47.1 80.1 27.7 59.7 41.7 67.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,600: 21,745 19,485 375 2,185 50 370 640 60 0 120 0: 0 60
Old : 22,600: 21,745 19,485 375 2,185 50 370 640 60 0 120 0: 0 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 35: 35 60 0 0 0 0 -25 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.2 86.2 1.7 9.7 0.2 1.6 2.8 0.3 0.0 0.5 0.0: 0.0 0.3
Old : 100.0: 96.2 86.2 1.7 9.7 0.2 1.6 2.8 0.3 0.0 0.5 0.0: 0.0 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 23 13 . . . . . . 0 . 0:
Old : 32: 23 13 . . . . . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.5 81.8 77.2 95.2 58.5 81.5 76.4 91.3
Old : 58.5 81.8 77.2 95.2 58.5 81.5 76.4 91.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,930: 17,485 15,425 225 2,175 50 0 50 150 0 0 0: 20 80
Old : 17,930: 17,485 15,425 225 2,175 50 0 50 150 0 0 0: 20 80
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 25: 25 -75 0 0 0 -50 50 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 86.0 1.3 12.1 0.3 0.0 0.3 0.8 0.0 0.0 0.0: 0.1 0.4
Old : 100.0: 97.5 86.0 1.3 12.1 0.3 0.0 0.3 0.8 0.0 0.0 0.0: 0.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 21 10 . . . 0 . . 0 0 0:
Old : 26: 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 : 56.9 85.1 78.1 97.8 56.9 84.6 77.2 91.0
Old : 56.9 85.1 78.1 97.8 56.9 84.6 77.2 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 30,063: 27,349 25,628 0 1,560 2,305 0 300 0 334 0 5: 70 265
Old : 30,063: 27,349 25,628 0 1,560 2,305 0 300 0 334 0 5: 70 265
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 520: 500 520 0 0 0 0 0 0 0 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 85.2 0.0 5.2 7.7 0.0 1.0 0.0 1.1 0.0 0.0: 0.2 0.9
Old : 100.0: 91.0 85.2 0.0 5.2 7.7 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 : 47.1 52.9 64.1 71.8 41.7 43.4 54.2 56.8
Old : 47.1 52.9 64.1 71.8 41.7 43.4 54.2 56.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 13,245: 12,585 12,670 205 0 455 0 0 0 0 0 0: 0 120
Old : 13,245: 12,585 12,670 205 0 455 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: December 8, 2015 :
: 705: 1,005 780 -225 0 -75 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.0 95.7 1.5 0.0 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.9
Old : 100.0: 95.0 95.7 1.5 0.0 3.4 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 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 : 21: 17 16 . 0 . 0 0 0 0 0 0:
Old : 21: 17 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 : 50.2 68.2 77.3 89.2 47.6 59.9 65.1 70.8
Old : 50.2 68.2 77.3 89.2 47.6 59.9 65.1 70.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 174,859: 142,317 117,490 0 41,739 11,335 18,162 0 2,790 0 1,505 0: 255 0
Old : 174,859: 142,317 117,490 0 41,739 11,335 18,162 0 2,790 0 1,505 0: 255 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 461: 450 451 0 6 -3 18,162 0 2,790 -18,155 0 -2,783: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 81.4 67.2 0.0 23.9 6.5 10.4 0.0 1.6 0.0 0.9 0.0: 0.1 0.0
Old : 100.0: 81.4 67.2 0.0 23.9 6.5 10.4 0.0 1.6 0.0 0.9 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 : 28: 19 15 0 . . . 0 . 0 . 0:
Old : 28: 19 15 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.8 72.6 77.3 88.4 45.9 56.2 59.9 64.4
Old : 56.8 72.6 77.3 88.4 45.9 56.2 59.9 64.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 3,201,055: 2,683,984 1,912,727 23,600 982,027 306,271 0 0 0 187,200 0 0: 0 30
Old : 3,201,055: 2,683,984 1,912,727 23,600 982,027 306,271 0 0 0 187,200 0 0: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 90,638: 95,318 15,958 0 79,360 -4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.8 59.8 0.7 30.7 9.6 0.0 0.0 0.0 5.8 0.0 0.0: 0.0 0.0
Old : 100.0: 83.8 59.8 0.7 30.7 9.6 0.0 0.0 0.0 5.8 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: 17 13 . . . 0 0 0 . 0 0:
Old : 24: 17 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 : 64.9 81.2 84.7 90.9 38.2 47.6 49.3 54.2
Old : 64.9 81.2 84.7 90.9 38.2 47.6 49.3 54.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,472: 64,949 68,812 3,444 0 5,660 0 0 0 419 0 0: 0 0
Old : 74,472: 64,949 68,812 3,444 0 5,660 0 0 0 419 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -210: -210 -210 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.2 92.4 4.6 0.0 7.6 0.0 0.0 0.0 0.6 0.0 0.0: 0.0 0.0
Old : 100.0: 87.2 92.4 4.6 0.0 7.6 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 : 22: 14 15 . 0 . 0 0 0 . 0 0:
Old : 22: 14 15 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.1 57.6 84.1 83.9 51.7 51.0 65.6 61.9
Old : 62.1 57.6 84.1 83.9 51.7 51.0 65.6 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 1,649,567: 1,310,484 1,306,679 133,706 142,140 200,748 0 0 0 4,629 0 0: 0 0
Old : 1,649,567: 1,310,484 1,306,679 133,706 142,140 200,748 0 0 0 4,629 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -7,590: 7,590 -7,590 0 15,180 -15,180 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.4 79.2 8.1 8.6 12.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Old : 100.0: 79.4 79.2 8.1 8.6 12.2 0.0 0.0 0.0 0.3 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 10 . . . 0 0 0 . 0 0:
Old : 23: 14 10 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 87.9 81.2 96.4 51.2 67.2 64.5 74.8
Old : 61.1 87.9 81.2 96.4 51.2 67.2 64.5 74.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,336: 9,800 16,068 5,950 0 150 0 0 0 313 0 0: 123 118
Old : 16,336: 9,800 16,068 5,950 0 150 0 0 0 313 0 0: 123 118
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 600: 615 780 0 0 0 0 0 0 0 0 0: -15 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.0 98.4 36.4 0.0 0.9 0.0 0.0 0.0 1.9 0.0 0.0: 0.8 0.7
Old : 100.0: 60.0 98.4 36.4 0.0 0.9 0.0 0.0 0.0 1.9 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 : 22: 12 12 . 0 . 0 0 0 . 0 0:
Old : 22: 12 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 : 90.6 69.2 97.2 91.3 89.7 68.9 95.5 90.2
Old : 90.6 69.2 97.2 91.3 89.7 68.9 95.5 90.2
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,587: 7,886 18,317 10,270 0 150 0 0 0 162 0 0: 119 120
Old : 18,587: 7,886 18,317 10,270 0 150 0 0 0 162 0 0: 119 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 0.0 0.0: 0.6 0.6
Old : 100.0: 42.4 98.5 55.3 0.0 0.8 0.0 0.0 0.0 0.9 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 : 20: 9 13 . 0 . 0 0 0 . 0 0:
Old : 20: 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 : 90.9 65.2 98.3 90.4 90.1 64.2 95.2 88.6
Old : 90.9 65.2 98.3 90.4 90.1 64.2 95.2 88.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 28,400: 24,705 21,419 500 4,761 260 1,195 0 0 1,450 1,795 100: 190 65
Old : 28,400: 24,705 21,419 500 4,761 260 1,195 0 0 1,450 1,795 100: 190 65
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 0: 280 20 0 60 -10 0 0 0 -300 0 0: 30 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 75.4 1.8 16.8 0.9 4.2 0.0 0.0 5.1 6.3 0.4: 0.7 0.2
Old : 100.0: 87.0 75.4 1.8 16.8 0.9 4.2 0.0 0.0 5.1 6.3 0.4: 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 : 36: 17 22 . . 4 . 0 0 . . .:
Old : 36: 17 22 . . 4 . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 42.8 77.9 68.9 52.8 42.7 67.7 66.9
Old : 61.7 42.8 77.9 68.9 52.8 42.7 67.7 66.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,080: 22,188 17,496 0 5,696 778 610 0 0 380 0 80: 44 30
Old : 24,080: 22,188 17,496 0 5,696 778 610 0 0 380 0 80: 44 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: -20: 440 170 0 -330 60 0 0 0 -480 0 80: -120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.1 72.7 0.0 23.7 3.2 2.5 0.0 0.0 1.6 0.0 0.3: 0.2 0.1
Old : 100.0: 92.1 72.7 0.0 23.7 3.2 2.5 0.0 0.0 1.6 0.0 0.3: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 20 19 0 4 . . 0 0 . 0 .:
Old : 33: 20 19 0 4 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 60.1 82.4 79.8 39.8 45.8 58.1 59.8
Old : 57.8 60.1 82.4 79.8 39.8 45.8 58.1 59.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 33,680: 31,803 19,792 1,434 12,714 28 0 585 0 270 466 95: 50 0
Old : 33,680: 31,803 19,792 1,434 12,714 28 0 585 0 270 466 95: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 429: 557 307 -180 0 23 0 25 0 5 50 24: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.4 58.8 4.3 37.7 0.1 0.0 1.7 0.0 0.8 1.4 0.3: 0.1 0.0
Old : 100.0: 94.4 58.8 4.3 37.7 0.1 0.0 1.7 0.0 0.8 1.4 0.3: 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 : 39: 28 25 . . . 0 . 0 . . .:
Old : 39: 28 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 : 56.2 59.4 72.3 80.9 53.8 58.6 68.8 76.6
Old : 56.2 59.4 72.3 80.9 53.8 58.6 68.8 76.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 22,891: 21,316 16,345 202 5,443 768 0 35 170 25 0 0: 410 130
Old : 22,891: 21,316 16,345 202 5,443 768 0 35 170 25 0 0: 410 130
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 308: 370 280 -120 0 18 0 0 0 25 0 0: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 71.4 0.9 23.8 3.4 0.0 0.2 0.7 0.1 0.0 0.0: 1.8 0.6
Old : 100.0: 93.1 71.4 0.9 23.8 3.4 0.0 0.2 0.7 0.1 0.0 0.0: 1.8 0.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 24 22 . . . 0 . . . 0 0:
Old : 34: 24 22 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 68.7 72.1 88.5 44.4 64.0 58.9 75.4
Old : 54.6 68.7 72.1 88.5 44.4 64.0 58.9 75.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,450: 16,530 17,139 1,990 585 800 0 590 0 0 0 0: 130 336
Old : 19,450: 16,530 17,139 1,990 585 800 0 590 0 0 0 0: 130 336
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 146: 160 120 0 0 0 0 0 0 0 0 0: -14 26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 88.1 10.2 3.0 4.1 0.0 3.0 0.0 0.0 0.0 0.0: 0.7 1.7
Old : 100.0: 85.0 88.1 10.2 3.0 4.1 0.0 3.0 0.0 0.0 0.0 0.0: 0.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 . . . 0 . 0 0 0 0:
Old : 26: 16 15 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 63.5 84.6 82.4 56.6 62.3 78.1 77.9
Old : 57.4 63.5 84.6 82.4 56.6 62.3 78.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,423: 12,306 13,810 2,463 559 540 0 0 0 0 300 0: 114 214
Old : 15,423: 12,306 13,810 2,463 559 540 0 0 0 0 300 0: 114 214
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 120: 120 116 0 0 0 0 0 0 0 0 0: 0 4
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.8 89.5 16.0 3.6 3.5 0.0 0.0 0.0 0.0 1.9 0.0: 0.7 1.4
Old : 100.0: 79.8 89.5 16.0 3.6 3.5 0.0 0.0 0.0 0.0 1.9 0.0: 0.7 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 : 23: 15 12 . . . 0 0 0 0 . 0:
Old : 23: 15 12 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 66.1 77.8 86.8 45.4 63.7 70.6 76.9
Old : 47.0 66.1 77.8 86.8 45.4 63.7 70.6 76.9
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 35,549: 30,000 32,439 2,430 175 1,810 0 300 0 1,089 600 10: 210 215
Old : 35,549: 30,000 32,439 2,430 175 1,810 0 300 0 1,089 600 10: 210 215
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 200: 155 200 0 0 0 0 0 0 25 0 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.4 91.3 6.8 0.5 5.1 0.0 0.8 0.0 3.1 1.7 0.0: 0.6 0.6
Old : 100.0: 84.4 91.3 6.8 0.5 5.1 0.0 0.8 0.0 3.1 1.7 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 : 39: 27 23 . . . 0 . 0 4 . .:
Old : 39: 27 23 . . . 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 : 46.6 45.3 65.7 72.8 44.7 41.6 61.4 66.4
Old : 46.6 45.3 65.7 72.8 44.7 41.6 61.4 66.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 15,869: 13,999 12,824 820 3,025 20 0 0 0 910 0 0: 120 0
Old : 15,869: 13,999 12,824 820 3,025 20 0 0 0 910 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 540: 540 540 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 80.8 5.2 19.1 0.1 0.0 0.0 0.0 5.7 0.0 0.0: 0.8 0.0
Old : 100.0: 88.2 80.8 5.2 19.1 0.1 0.0 0.0 0.0 5.7 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 : 27: 21 18 . . . 0 0 0 . 0 0:
Old : 27: 21 18 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 66.5 73.5 86.7 49.6 60.6 68.1 77.1
Old : 49.8 66.5 73.5 86.7 49.6 60.6 68.1 77.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,567: 11,954 11,425 605 3,012 5 0 0 0 1,873 125 0: 130 0
Old : 14,567: 11,954 11,425 605 3,012 5 0 0 0 1,873 125 0: 130 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 45: -45 75 0 0 0 0 0 0 0 0 0: 90 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.1 78.4 4.2 20.7 0.0 0.0 0.0 0.0 12.9 0.9 0.0: 0.9 0.0
Old : 100.0: 82.1 78.4 4.2 20.7 0.0 0.0 0.0 0.0 12.9 0.9 0.0: 0.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 20 . . . 0 0 0 . . 0:
Old : 30: 22 20 . . . 0 0 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 67.8 64.2 84.7 35.0 62.1 53.1 70.1
Old : 41.2 67.8 64.2 84.7 35.0 62.1 53.1 70.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 50,726: 47,266 43,072 0 3,690 2,850 0 230 170 0 0 0: 440 714
Old : 50,726: 47,266 43,072 0 3,690 2,850 0 230 170 0 0 0: 440 714
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 135: 135 135 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.2 84.9 0.0 7.3 5.6 0.0 0.5 0.3 0.0 0.0 0.0: 0.9 1.4
Old : 100.0: 93.2 84.9 0.0 7.3 5.6 0.0 0.5 0.3 0.0 0.0 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 : 29: 17 23 0 . . 0 . . 0 0 0:
Old : 29: 17 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 : 87.4 60.1 95.1 83.5 82.3 54.4 85.2 74.8
Old : 87.4 60.1 95.1 83.5 82.3 54.4 85.2 74.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 43,887: 41,502 35,966 0 5,175 1,810 170 0 0 0 0 0: 405 936
Old : 43,887: 41,502 35,966 0 5,175 1,810 170 0 0 0 0 0: 405 936
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 94.6 82.0 0.0 11.8 4.1 0.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.1
Old : 100.0: 94.6 82.0 0.0 11.8 4.1 0.4 0.0 0.0 0.0 0.0 0.0: 0.9 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 20 0 . . . 0 0 0 0 0:
Old : 27: 17 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 : 89.0 61.7 95.2 88.4 85.6 57.2 88.4 80.4
Old : 89.0 61.7 95.2 88.4 85.6 57.2 88.4 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 17,475: 15,765 12,395 290 0 0 0 3,820 600 0 600 0: 820 60
Old : 17,475: 15,765 12,395 290 0 0 0 3,820 600 0 600 0: 820 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 885: 435 735 0 0 0 0 -300 450 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.2 70.9 1.7 0.0 0.0 0.0 21.9 3.4 0.0 3.4 0.0: 4.7 0.3
Old : 100.0: 90.2 70.9 1.7 0.0 0.0 0.0 21.9 3.4 0.0 3.4 0.0: 4.7 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 : 21: 15 10 . 0 0 0 . . 0 . 0:
Old : 21: 15 10 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 86.4 79.8 96.7 38.7 58.0 57.4 66.0
Old : 54.0 86.4 79.8 96.7 38.7 58.0 57.4 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 18,421: 17,675 15,635 300 0 0 0 2,310 0 0 320 81: 365 75
Old : 18,421: 17,675 15,635 300 0 0 0 2,310 0 0 320 81: 365 75
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 0: 300 0 0 0 0 0 0 0 0 0 0: -300 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.0 84.9 1.6 0.0 0.0 0.0 12.5 0.0 0.0 1.7 0.4: 2.0 0.4
Old : 100.0: 96.0 84.9 1.6 0.0 0.0 0.0 12.5 0.0 0.0 1.7 0.4: 2.0 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: 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 : 72.2 83.9 92.9 95.0 68.8 82.5 84.6 86.8
Old : 72.2 83.9 92.9 95.0 68.8 82.5 84.6 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 16,570: 15,685 15,400 0 0 0 0 725 225 0 100 0: 660 120
Old : 16,570: 15,685 15,400 0 0 0 0 725 225 0 100 0: 660 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0: 4.0 0.7
Old : 100.0: 94.7 92.9 0.0 0.0 0.0 0.0 4.4 1.4 0.0 0.6 0.0: 4.0 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 : 20: 14 11 0 0 0 0 . . 0 . 0:
Old : 20: 14 11 0 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.5 85.0 90.7 96.4 68.9 75.6 75.9 78.7
Old : 78.5 85.0 90.7 96.4 68.9 75.6 75.9 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 15,835: 15,070 14,565 0 0 0 0 945 105 0 100 0: 660 120
Old : 15,835: 15,070 14,565 0 0 0 0 945 105 0 100 0: 660 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: .: . . . . . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0: 4.2 0.8
Old : 100.0: 95.2 92.0 0.0 0.0 0.0 0.0 6.0 0.7 0.0 0.6 0.0: 4.2 0.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 11 0 0 0 0 . . 0 . 0:
Old : 20: 14 11 0 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 85.0 90.9 96.3 71.4 78.9 78.7 82.1
Old : 77.1 85.0 90.9 96.3 71.4 78.9 78.7 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 22,730: 22,485 18,735 0 1,200 0 0 2,525 165 0 100 0: 80 5
Old : 22,730: 22,485 18,735 0 1,200 0 0 2,525 165 0 100 0: 80 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,080: 1,080 1,230 0 0 0 0 -150 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.9 82.4 0.0 5.3 0.0 0.0 11.1 0.7 0.0 0.4 0.0: 0.4 0.0
Old : 100.0: 98.9 82.4 0.0 5.3 0.0 0.0 11.1 0.7 0.0 0.4 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 : 64.2 82.9 87.9 97.0 59.7 81.9 83.5 91.3
Old : 64.2 82.9 87.9 97.0 59.7 81.9 83.5 91.3
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 21,885: 21,825 16,825 0 1,200 0 0 3,850 0 0 0 0: 60 10
Old : 21,885: 21,825 16,825 0 1,200 0 0 3,850 0 0 0 0: 60 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 1,420: 1,420 1,320 0 0 0 0 100 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.7 76.9 0.0 5.5 0.0 0.0 17.6 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 99.7 76.9 0.0 5.5 0.0 0.0 17.6 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 11 0 . 0 0 . 0 0 0 0:
Old : 20: 13 11 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.5 86.4 89.4 98.6 62.6 86.4 86.5 96.1
Old : 65.5 86.4 89.4 98.6 62.6 86.4 86.5 96.1
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 80,113: 58,087 74,340 2,850 435 300 11,960 0 0 1,878 0 77: 4,961 4,961
Old : 80,113: 58,087 74,340 2,850 435 300 11,960 0 0 1,878 0 77: 4,961 4,961
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 735: 1,010 860 0 0 0 -450 0 0 0 0 0: 175 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.5 92.8 3.6 0.5 0.4 14.9 0.0 0.0 2.3 0.0 0.1: 6.2 6.2
Old : 100.0: 72.5 92.8 3.6 0.5 0.4 14.9 0.0 0.0 2.3 0.0 0.1: 6.2 6.2
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 : 37: 22 25 . . . . 0 0 . 0 .:
Old : 37: 22 25 . . . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.2 46.6 81.4 70.7 63.3 46.4 73.4 66.7
Old : 67.2 46.6 81.4 70.7 63.3 46.4 73.4 66.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 74,355: 54,834 71,384 1,650 415 970 12,455 0 0 2,860 0 0: 1,586 1,586
Old : 74,355: 54,834 71,384 1,650 415 970 12,455 0 0 2,860 0 0: 1,586 1,586
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 540: 565 665 0 0 0 -200 0 0 0 0 0: 175 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.7 96.0 2.2 0.6 1.3 16.8 0.0 0.0 3.8 0.0 0.0: 2.1 2.1
Old : 100.0: 73.7 96.0 2.2 0.6 1.3 16.8 0.0 0.0 3.8 0.0 0.0: 2.1 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 : 34: 22 22 . . . . 0 0 . 0 0:
Old : 34: 22 22 . . . . 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.0 47.8 84.4 72.7 66.6 45.9 75.2 68.8
Old : 69.0 47.8 84.4 72.7 66.6 45.9 75.2 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Options and Futures Combined, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,052: 21,435 21,085 0 915 420 50 0 250 225 0 0: 672 382
Old : 23,052: 21,435 21,085 0 915 420 50 0 250 225 0 0: 672 382
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0: 2.9 1.7
Old : 100.0: 93.0 91.5 0.0 4.0 1.8 0.2 0.0 1.1 1.0 0.0 0.0: 2.9 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0
Old : 62.3 73.8 83.8 90.0 56.6 69.6 73.4 79.0
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 19,800: 19,620 17,285 0 1,785 15 50 600 0 0 0 0: 115 115
Old : 19,800: 19,620 17,285 0 1,785 15 50 600 0 0 0 0: 115 115
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 99.1 87.3 0.0 9.0 0.1 0.3 3.0 0.0 0.0 0.0 0.0: 0.6 0.6
Old : 100.0: 99.1 87.3 0.0 9.0 0.1 0.3 3.0 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 : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4
Old : 54.0 69.2 79.9 88.5 50.4 62.6 69.7 76.4
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 10,080: 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0: 75 40
Old : 10,080: 5,880 8,490 100 1,400 100 1,200 50 0 2,725 0 0: 75 40
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0: 0.7 0.4
Old : 100.0: 58.3 84.2 1.0 13.9 1.0 11.9 0.5 0.0 27.0 0.0 0.0: 0.7 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 : 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 : 68.5 79.1 93.0 98.6 62.9 68.8 78.9 79.8
Old : 68.5 79.1 93.0 98.6 62.9 68.8 78.9 79.8
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : 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 : 6,525: 4,765 6,320 300 50 0 1,200 50 0 0 0 0: 260 105
Old : 6,525: 4,765 6,320 300 50 0 1,200 50 0 0 0 0: 260 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0: 4.0 1.6
Old : 100.0: 73.0 96.9 4.6 0.8 0.0 18.4 0.8 0.0 0.0 0.0 0.0: 4.0 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 : 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 : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7
Old : 70.3 92.7 93.3 96.8 70.3 87.7 89.7 91.7
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 25,320: 21,090 19,900 200 140 3,120 0 1,200 250 320 275 45: 295 390
Old : 25,320: 21,090 19,900 200 140 3,120 0 1,200 250 320 275 45: 295 390
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 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: 83.3 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.3 1.1 0.2: 1.2 1.5
Old : 100.0: 83.3 78.6 0.8 0.6 12.3 0.0 4.7 1.0 1.3 1.1 0.2: 1.2 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 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 : 53.4 40.7 74.9 62.7 43.2 26.0 51.8 42.6
Old : 53.4 40.7 74.9 62.7 43.2 26.0 51.8 42.6
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, December 15, 2015
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,730: 19,585 18,560 0 1,210 2,425 0 600 250 435 0 0: 1,035 685
Old : 23,730: 19,585 18,560 0 1,210 2,425 0 600 250 435 0 0: 1,035 685
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 8, 2015 :
: 25: 25 25 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 78.2 0.0 5.1 10.2 0.0 2.5 1.1 1.8 0.0 0.0: 4.4 2.9
Old : 100.0: 82.5 78.2 0.0 5.1 10.2 0.0 2.5 1.1 1.8 0.0 0.0: 4.4 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 18 0 . . 0 . . . 0 0:
Old : 25: 17 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 : 54.3 51.3 75.4 75.6 45.3 38.7 57.1 52.3
Old : 54.3 51.3 75.4 75.6 45.3 38.7 57.1 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 18, 2015