CALIFORNIA CARBON ALLOWANCE VINTAGE 2015 - ICE FUTURES ENERGY DIV Code-006393
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 9,812: 4,691 181 225 4,896 9,405 9,812 9,811: 0 1
Old : 9,812: 4,691 181 225 4,896 9,405 9,812 9,811: 0 1
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 50: 0 -250 50 0 250 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.8 1.8 2.3 49.9 95.9 100.0 100.0: 0.0 0.0
Old : 100.0: 47.8 1.8 2.3 49.9 95.9 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 11 2 2 8 7 20 10:
Old : 24: 11 2 2 8 7 20 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 87.9 90.0 97.8 64.8 86.6 84.6 92.1
Old : 70.2 87.9 90.0 97.8 64.8 86.6 84.6 92.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CALIF CARBON ALL VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639H
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 california carbon allowances :
: : :
All : 35,614: 20,852 10,231 3,096 11,584 22,287 35,532 35,614: 82 0
Old : 35,614: 20,852 10,231 3,096 11,584 22,287 35,532 35,614: 82 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 501: 150 201 100 250 200 500 501: 1 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.6 28.7 8.7 32.5 62.6 99.8 100.0: 0.2 0.0
Old : 100.0: 58.6 28.7 8.7 32.5 62.6 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 13 9 7 6 10 23 23:
Old : 35: 13 9 7 6 10 23 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 50.8 85.5 76.1 65.2 50.8 74.9 70.2
Old : 70.2 50.8 85.5 76.1 65.2 50.8 74.9 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-00639V
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 8,745: 1,585 7,464 200 6,960 1,081 8,745 8,745: 0 0
Old : 8,745: 1,585 7,464 200 6,960 1,081 8,745 8,745: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 85.4 2.3 79.6 12.4 100.0 100.0: 0.0 0.0
Old : 100.0: 18.1 85.4 2.3 79.6 12.4 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 8 2 7 2 12 11:
Old : 20: 4 8 2 7 2 12 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 83.4 92.6 96.7 71.0 83.4 88.0 91.4
Old : 71.6 83.4 92.6 96.7 71.0 83.4 88.0 91.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2017 - ICE FUTURES ENERGY DIV Code-00639W
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 30,425: 16,250 26,395 850 13,325 3,180 30,425 30,425: 0 0
Old : 30,425: 16,250 26,395 850 13,325 3,180 30,425 30,425: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 500: -100 400 0 600 100 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 86.8 2.8 43.8 10.5 100.0 100.0: 0.0 0.0
Old : 100.0: 53.4 86.8 2.8 43.8 10.5 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 8 8 4 7 2 18 11:
Old : 25: 8 8 4 7 2 18 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 84.1 86.3 97.0 71.0 84.0 85.5 95.2
Old : 71.0 84.1 86.3 97.0 71.0 84.0 85.5 95.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2018 - ICE FUTURES ENERGY DIV Code-00639X
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 16,670: 4,760 13,835 1,795 10,115 1,000 16,670 16,630: 0 40
Old : 16,670: 4,760 13,835 1,795 10,115 1,000 16,670 16,630: 0 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 0: -100 0 0 100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 83.0 10.8 60.7 6.0 100.0 99.8: 0.0 0.2
Old : 100.0: 28.6 83.0 10.8 60.7 6.0 100.0 99.8: 0.0 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 7 10 4 6 3 16 14:
Old : 24: 7 10 4 6 3 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 76.8 86.2 93.6 58.3 72.9 77.5 84.0
Old : 62.0 76.8 86.2 93.6 58.3 72.9 77.5 84.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RGGI VINTAGE 2016 - ICE FUTURES ENERGY DIV Code-0063A1
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1,000 RGGI CO2 Allowances :
: : :
All : 40,076: 4,625 10,646 1,730 33,701 27,680 40,056 40,056: 20 20
Old : 40,076: 4,625 10,646 1,730 33,701 27,680 40,056 40,056: 20 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 490: 0 246 0 490 244 490 490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 26.6 4.3 84.1 69.1 100.0 100.0: 0.0 0.0
Old : 100.0: 11.5 26.6 4.3 84.1 69.1 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 9 4 11 12 20 23:
Old : 32: 6 9 4 11 12 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 62.6 83.0 82.6 57.7 59.2 74.0 73.7
Old : 63.5 62.6 83.0 82.6 57.7 59.2 74.0 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NJ SRECS VINTAGE 2019 - ICE FUTURES ENERGY DIV Code-0063A3
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (10 SRECs) :
: : :
All : 11,610: 6,725 9,310 100 4,775 2,200 11,600 11,610: 10 0
Old : 11,610: 6,725 9,310 100 4,775 2,200 11,600 11,610: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 100: 0 100 0 100 0 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 80.2 0.9 41.1 18.9 99.9 100.0: 0.1 0.0
Old : 100.0: 57.9 80.2 0.9 41.1 18.9 99.9 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 7 1 4 4 11 11:
Old : 20: 6 7 1 4 4 11 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 69.0 96.0 92.5 72.4 69.0 96.0 92.5
Old : 72.4 69.0 96.0 92.5 72.4 69.0 96.0 92.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2017 - ICE FUTURES ENERGY DIV Code-0063AA
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 8,800: 4,425 4,520 320 4,035 3,960 8,780 8,800: 20 0
Old : 8,800: 4,425 4,520 320 4,035 3,960 8,780 8,800: 20 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 250: 100 250 0 150 0 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 51.4 3.6 45.9 45.0 99.8 100.0: 0.2 0.0
Old : 100.0: 50.3 51.4 3.6 45.9 45.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 8 4 1 5 5 13 10:
Old : 20: 8 4 1 5 5 13 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 61.9 89.8 94.1 65.2 59.2 78.2 84.4
Old : 67.4 61.9 89.8 94.1 65.2 59.2 78.2 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM TRI-RECs CLASS 1 Vin 2018 - ICE FUTURES ENERGY DIV Code-0063AB
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 MWh of renewable energy certificates :
: : :
All : 12,295: 3,920 6,920 1,000 7,375 4,375 12,295 12,295: 0 0
Old : 12,295: 3,920 6,920 1,000 7,375 4,375 12,295 12,295: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 150: 150 0 0 0 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 56.3 8.1 60.0 35.6 100.0 100.0: 0.0 0.0
Old : 100.0: 31.9 56.3 8.1 60.0 35.6 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 10 5 3 6 3 17 10:
Old : 23: 10 5 3 6 3 17 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 72.6 80.1 95.9 51.9 65.3 74.8 85.4
Old : 51.9 72.6 80.1 95.9 51.9 65.3 74.8 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV Code-023391
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MMBtus :
: : :
All : 4,570,191: 588,102 149,342 699,421 3,234,579 3,708,536 4,522,102 4,557,299: 48,089 12,892
Old : 4,570,191: 588,102 149,342 699,421 3,234,579 3,708,536 4,522,102 4,557,299: 48,089 12,892
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 105,105: 21,475 7,834 10,493 74,596 87,427 106,564 105,754: -1,459 -649
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 3.3 15.3 70.8 81.1 98.9 99.7: 1.1 0.3
Old : 100.0: 12.9 3.3 15.3 70.8 81.1 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 229: 51 30 61 133 121 208 190:
Old : 229: 51 30 61 133 121 208 190:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.6 31.1 43.2 46.2 22.4 29.1 33.4 40.4
Old : 24.6 31.1 43.2 46.2 22.4 29.1 33.4 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV Code-023392
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 226,815: 65,082 40,417 53,880 105,343 131,853 224,305 226,150: 2,510 665
Old : 226,815: 65,082 40,417 53,880 105,343 131,853 224,305 226,150: 2,510 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 200: -3,634 -3,688 1,501 2,333 2,387 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 17.8 23.8 46.4 58.1 98.9 99.7: 1.1 0.3
Old : 100.0: 28.7 17.8 23.8 46.4 58.1 98.9 99.7: 1.1 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 14 13 14 31 30 51 51:
Old : 63: 14 13 14 31 30 51 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 41.0 62.9 66.5 23.7 30.2 36.3 45.6
Old : 43.6 41.0 62.9 66.5 23.7 30.2 36.3 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV Code-023393
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 265,137: 29,775 624 6,731 211,893 251,832 248,399 259,187: 16,738 5,950
Old : 265,137: 29,775 624 6,731 211,893 251,832 248,399 259,187: 16,738 5,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -17,271: 682 -3,114 1,089 -17,923 -14,571 -16,152 -16,596: -1,119 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 0.2 2.5 79.9 95.0 93.7 97.8: 6.3 2.2
Old : 100.0: 11.2 0.2 2.5 79.9 95.0 93.7 97.8: 6.3 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 12 1 8 40 32 54 40:
Old : 60: 12 1 8 40 32 54 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.0 51.2 46.4 72.4 22.9 48.3 34.2 58.6
Old : 30.0 51.2 46.4 72.4 22.9 48.3 34.2 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV Code-023394
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 135,788: 732 7,345 3,171 126,064 120,144 129,967 130,660: 5,821 5,128
Old : 135,788: 732 7,345 3,171 126,064 120,144 129,967 130,660: 5,821 5,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -11,336: -1,978 106 -288 -7,687 -8,309 -9,953 -8,491: -1,383 -2,845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 5.4 2.3 92.8 88.5 95.7 96.2: 4.3 3.8
Old : 100.0: 0.5 5.4 2.3 92.8 88.5 95.7 96.2: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 8 4 28 32 33 40:
Old : 44: 1 8 4 28 32 33 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 37.0 71.0 57.4 36.7 29.2 46.1 38.4
Old : 52.7 37.0 71.0 57.4 36.7 29.2 46.1 38.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV Code-023395
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 221,162: 3,985 7,179 3,315 200,793 199,834 208,093 210,328: 13,069 10,834
Old : 221,162: 3,985 7,179 3,315 200,793 199,834 208,093 210,328: 13,069 10,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -17,360: -938 1,372 -2,031 -14,725 -16,957 -17,694 -17,616: 334 256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 3.2 1.5 90.8 90.4 94.1 95.1: 5.9 4.9
Old : 100.0: 1.8 3.2 1.5 90.8 90.4 94.1 95.1: 5.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 2 3 4 30 29 35 33:
Old : 45: 2 3 4 30 29 35 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 44.8 66.2 70.0 43.4 44.8 59.4 63.6
Old : 48.1 44.8 66.2 70.0 43.4 44.8 59.4 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AECO FIN BASIS - ICE FUTURES ENERGY DIV Code-023396
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 773,088: 2,662 19,083 18,290 737,133 730,587 758,085 767,960: 15,003 5,128
Old : 773,088: 2,662 19,083 18,290 737,133 730,587 758,085 767,960: 15,003 5,128
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 19,186: -153 515 3,745 11,076 14,399 14,668 18,659: 4,518 527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 2.5 2.4 95.3 94.5 98.1 99.3: 1.9 0.7
Old : 100.0: 0.3 2.5 2.4 95.3 94.5 98.1 99.3: 1.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 63: 3 6 7 50 36 58 44:
Old : 63: 3 6 7 50 36 58 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 43.4 57.8 69.7 32.8 42.3 52.3 66.7
Old : 37.9 43.4 57.8 69.7 32.8 42.3 52.3 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV Code-023397
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 331,406: 8,183 6,514 8,749 307,971 309,733 324,903 324,996: 6,503 6,410
Old : 331,406: 8,183 6,514 8,749 307,971 309,733 324,903 324,996: 6,503 6,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -8,750: -1,091 -1,608 1,540 -7,701 -7,388 -7,252 -7,456: -1,498 -1,294
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.0 2.6 92.9 93.5 98.0 98.1: 2.0 1.9
Old : 100.0: 2.5 2.0 2.6 92.9 93.5 98.0 98.1: 2.0 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 6 4 6 31 40 39 48:
Old : 60: 6 4 6 31 40 39 48:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 40.6 69.1 58.0 44.5 40.6 63.4 58.0
Old : 49.3 40.6 69.1 58.0 44.5 40.6 63.4 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HSC FIN BASIS - ICE FUTURES ENERGY DIV Code-023398
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 296,736: 16,565 2,692 1,908 270,757 290,810 289,230 295,410: 7,506 1,326
Old : 296,736: 16,565 2,692 1,908 270,757 290,810 289,230 295,410: 7,506 1,326
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -12,522: -1,288 923 -639 -10,103 -12,355 -12,030 -12,071: -492 -451
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 0.9 0.6 91.2 98.0 97.5 99.6: 2.5 0.4
Old : 100.0: 5.6 0.9 0.6 91.2 98.0 97.5 99.6: 2.5 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 3 3 4 38 46 44 50:
Old : 57: 3 3 4 38 46 44 50:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 37.8 68.9 56.6 48.1 33.0 63.9 49.0
Old : 48.9 37.8 68.9 56.6 48.1 33.0 63.9 49.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
WAHA FIN BASIS - ICE FUTURES ENERGY DIV Code-023399
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 2,500 MMBTU'S) :
: : :
All : 110,605: 877 952 2,476 102,272 99,166 105,625 102,594: 4,980 8,011
Old : 110,605: 877 952 2,476 102,272 99,166 105,625 102,594: 4,980 8,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -31,566: 630 -3,787 -285 -32,387 -27,283 -32,042 -31,355: 476 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.9 2.2 92.5 89.7 95.5 92.8: 4.5 7.2
Old : 100.0: 0.8 0.9 2.2 92.5 89.7 95.5 92.8: 4.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 2 2 19 23 21 26:
Old : 32: 1 2 2 19 23 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 57.2 78.2 72.6 64.6 54.7 77.4 70.0
Old : 64.9 57.2 78.2 72.6 64.6 54.7 77.4 70.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV Code-02339E
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 120,308: 4,930 4,609 3,543 103,200 104,788 111,673 112,940: 8,635 7,368
Old : 120,308: 4,930 4,609 3,543 103,200 104,788 111,673 112,940: 8,635 7,368
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -12,039: -2,664 -1,114 1,096 -10,157 -11,194 -11,725 -11,212: -314 -827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.8 2.9 85.8 87.1 92.8 93.9: 7.2 6.1
Old : 100.0: 4.1 3.8 2.9 85.8 87.1 92.8 93.9: 7.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 4 27 23 32 28:
Old : 37: 3 3 4 27 23 32 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 37.3 67.8 61.0 41.2 36.9 57.8 59.1
Old : 45.3 37.3 67.8 61.0 41.2 36.9 57.8 59.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV Code-02339U
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,174: 338 1,276 1,575 97,678 96,709 99,591 99,560: 9,583 9,614
Old : 109,174: 338 1,276 1,575 97,678 96,709 99,591 99,560: 9,583 9,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,568: 338 -2,577 253 -2,706 1,502 -2,115 -822: 547 -746
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.2 1.4 89.5 88.6 91.2 91.2: 8.8 8.8
Old : 100.0: 0.3 1.2 1.4 89.5 88.6 91.2 91.2: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 2 16 18 18 20:
Old : 27: 1 1 2 16 18 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 51.1 82.4 73.1 72.8 51.1 79.4 70.6
Old : 73.8 51.1 82.4 73.1 72.8 51.1 79.4 70.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV Code-02339W
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 159,363: 0 0 0 151,937 150,881 151,937 150,881: 7,426 8,482
Old : 159,363: 0 0 0 151,937 150,881 151,937 150,881: 7,426 8,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -12,256: 0 0 0 -11,052 -9,676 -11,052 -9,676: -1,204 -2,580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.3 94.7 95.3 94.7: 4.7 5.3
Old : 100.0: 0.0 0.0 0.0 95.3 94.7 95.3 94.7: 4.7 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 0 0 0 28 23 28 23:
Old : 34: 0 0 0 28 23 28 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 70.2 60.3 82.2 38.2 68.9 58.8 79.0
Old : 39.0 70.2 60.3 82.2 38.2 68.9 58.8 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COLUMBIA GULF TRANSMISSION CO. - MAINLINE POOL - ICE FUTURES ENERGY DIV Code-02339Y
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 80,317: 0 0 0 70,503 73,338 70,503 73,338: 9,814 6,979
Old : 80,317: 0 0 0 70,503 73,338 70,503 73,338: 9,814 6,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -8,543: -744 0 0 -8,188 -7,460 -8,932 -7,460: 389 -1,083
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.8 91.3 87.8 91.3: 12.2 8.7
Old : 100.0: 0.0 0.0 0.0 87.8 91.3 87.8 91.3: 12.2 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 16 14 16 14:
Old : 23: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 63.7 72.0 86.3 52.7 63.7 67.9 82.3
Old : 52.7 63.7 72.0 86.3 52.7 63.7 67.9 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV Code-0233A3
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 325,086: 828 3,203 7,108 304,876 306,016 312,812 316,327: 12,274 8,759
Old : 325,086: 828 3,203 7,108 304,876 306,016 312,812 316,327: 12,274 8,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -18,156: 274 -460 -343 -16,834 -16,591 -16,903 -17,394: -1,253 -762
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 1.0 2.2 93.8 94.1 96.2 97.3: 3.8 2.7
Old : 100.0: 0.3 1.0 2.2 93.8 94.1 96.2 97.3: 3.8 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 3 3 5 44 40 49 46:
Old : 59: 3 3 5 44 40 49 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.0 51.9 49.5 69.4 27.1 51.9 45.7 66.8
Old : 29.0 51.9 49.5 69.4 27.1 51.9 45.7 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233A5
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 82,542: 1,130 620 1,252 72,936 72,910 75,318 74,782: 7,224 7,760
Old : 82,542: 1,130 620 1,252 72,936 72,910 75,318 74,782: 7,224 7,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -8,881: 49 -327 -634 -9,368 -7,976 -9,953 -8,937: 1,072 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.8 1.5 88.4 88.3 91.2 90.6: 8.8 9.4
Old : 100.0: 1.4 0.8 1.5 88.4 88.3 91.2 90.6: 8.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 2 20 18 22 21:
Old : 27: 2 1 2 20 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 51.5 76.4 74.3 49.6 48.9 67.3 68.8
Old : 52.2 51.5 76.4 74.3 49.6 48.9 67.3 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS - ICE FUTURES ENERGY D Code-0233A8
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 71,496: 3,465 7,441 1,057 60,601 57,420 65,123 65,918: 6,373 5,578
Old : 71,496: 3,465 7,441 1,057 60,601 57,420 65,123 65,918: 6,373 5,578
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,917: 666 -1,140 -45 -4,103 -3,618 -3,482 -4,803: 565 1,886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 10.4 1.5 84.8 80.3 91.1 92.2: 8.9 7.8
Old : 100.0: 4.8 10.4 1.5 84.8 80.3 91.1 92.2: 8.9 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 2 17 14 20 17:
Old : 23: 1 3 2 17 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 64.1 72.5 80.0 43.4 52.6 64.5 65.8
Old : 44.9 64.1 72.5 80.0 43.4 52.6 64.5 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV Code-0233AG
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 48,735: 3,798 0 0 42,982 47,931 46,780 47,931: 1,955 804
Old : 48,735: 3,798 0 0 42,982 47,931 46,780 47,931: 1,955 804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -75,187: -5,812 -12,650 -775 -68,969 -46,377 -75,556 -59,802: 369 -15,385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.0 0.0 88.2 98.4 96.0 98.4: 4.0 1.6
Old : 100.0: 7.8 0.0 0.0 88.2 98.4 96.0 98.4: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 0 15 14 16 14:
Old : 20: 1 0 0 15 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 65.5 75.7 83.3 34.5 62.5 57.4 68.6
Old : 48.6 65.5 75.7 83.3 34.5 62.5 57.4 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV Code-0233AH
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,154: 10,040 27,034 775 100,149 82,713 110,964 110,522: 1,190 1,632
Old : 112,154: 10,040 27,034 775 100,149 82,713 110,964 110,522: 1,190 1,632
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -58,050: -12,425 -5,400 -360 -42,632 -47,822 -55,417 -53,582: -2,633 -4,468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 24.1 0.7 89.3 73.7 98.9 98.5: 1.1 1.5
Old : 100.0: 9.0 24.1 0.7 89.3 73.7 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 67: 7 10 1 30 26 37 37:
Old : 67: 7 10 1 30 26 37 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 52.1 69.8 66.3 52.9 47.6 64.3 60.8
Old : 54.5 52.1 69.8 66.3 52.9 47.6 64.3 60.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV Code-0233AM
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 54,431: 806 0 0 52,587 53,749 53,393 53,749: 1,038 682
Old : 54,431: 806 0 0 52,587 53,749 53,393 53,749: 1,038 682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -14,570: 0 0 0 -15,214 -14,308 -15,214 -14,308: 644 -262
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.0 96.6 98.7 98.1 98.7: 1.9 1.3
Old : 100.0: 1.5 0.0 0.0 96.6 98.7 98.1 98.7: 1.9 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 2 0 0 18 19 20 19:
Old : 33: 2 0 0 18 19 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 50.2 86.1 73.2 54.7 35.7 66.1 56.0
Old : 66.4 50.2 86.1 73.2 54.7 35.7 66.1 56.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV Code-0233AQ
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 204,236: 2,285 0 772 193,688 192,006 196,745 192,778: 7,491 11,458
Old : 204,236: 2,285 0 772 193,688 192,006 196,745 192,778: 7,491 11,458
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -9,358: -109 0 -390 -9,192 -9,687 -9,691 -10,077: 333 719
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.0 0.4 94.8 94.0 96.3 94.4: 3.7 5.6
Old : 100.0: 1.1 0.0 0.4 94.8 94.0 96.3 94.4: 3.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 0 2 34 33 36 35:
Old : 40: 2 0 2 34 33 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 45.4 76.3 66.5 59.0 39.3 67.0 52.5
Old : 61.0 45.4 76.3 66.5 59.0 39.3 67.0 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV Code-0233AW
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 29,333: 2,156 550 186 26,034 26,811 28,376 27,547: 957 1,786
Old : 29,333: 2,156 550 186 26,034 26,811 28,376 27,547: 957 1,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,860: -330 -66 186 -1,354 -1,320 -1,498 -1,200: -362 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.9 0.6 88.8 91.4 96.7 93.9: 3.3 6.1
Old : 100.0: 7.4 1.9 0.6 88.8 91.4 96.7 93.9: 3.3 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 1 10 13 12 15:
Old : 24: 1 2 1 10 13 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.8 66.4 91.7 86.5 71.8 58.8 86.9 79.0
Old : 71.8 66.4 91.7 86.5 71.8 58.8 86.9 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233AY
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,455: 0 2,413 627 41,380 41,953 42,007 44,993: 11,448 8,462
Old : 53,455: 0 2,413 627 41,380 41,953 42,007 44,993: 11,448 8,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,135: 0 -1,401 1 -1,845 -2,048 -1,844 -3,448: -291 1,313
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 1.2 77.4 78.5 78.6 84.2: 21.4 15.8
Old : 100.0: 0.0 4.5 1.2 77.4 78.5 78.6 84.2: 21.4 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 1 15 18 16 20:
Old : 23: 0 2 1 15 18 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 44.6 70.8 62.3 36.9 28.1 43.5 38.6
Old : 52.9 44.6 70.8 62.3 36.9 28.1 43.5 38.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV Code-0233B1
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 109,950: 2,889 17,406 697 99,328 86,050 102,914 104,153: 7,036 5,797
Old : 109,950: 2,889 17,406 697 99,328 86,050 102,914 104,153: 7,036 5,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -8,880: 0 -2,877 106 -8,354 -6,028 -8,248 -8,799: -632 -81
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 15.8 0.6 90.3 78.3 93.6 94.7: 6.4 5.3
Old : 100.0: 2.6 15.8 0.6 90.3 78.3 93.6 94.7: 6.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 3 1 18 26 20 29:
Old : 38: 1 3 1 18 26 20 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 45.1 79.7 62.7 62.3 37.9 75.6 54.7
Old : 62.3 45.1 79.7 62.7 62.3 37.9 75.6 54.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV Code-0233BB
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 116,381: 8,558 0 1,088 91,362 108,443 101,008 109,531: 15,373 6,850
Old : 116,381: 8,558 0 1,088 91,362 108,443 101,008 109,531: 15,373 6,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -4,575: -2,102 -248 -358 -3,474 -3,910 -5,934 -4,516: 1,359 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.0 0.9 78.5 93.2 86.8 94.1: 13.2 5.9
Old : 100.0: 7.4 0.0 0.9 78.5 93.2 86.8 94.1: 13.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 0 2 17 13 21 15:
Old : 27: 4 0 2 17 13 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 70.5 65.6 85.4 45.0 65.9 59.6 77.9
Old : 47.6 70.5 65.6 85.4 45.0 65.9 59.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV Code-0233BC
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 98,410: 1,224 0 0 89,947 96,655 91,171 96,655: 7,239 1,755
Old : 98,410: 1,224 0 0 89,947 96,655 91,171 96,655: 7,239 1,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,399: -1,457 0 0 -7,524 -7,182 -8,981 -7,182: 1,582 -217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 91.4 98.2 92.6 98.2: 7.4 1.8
Old : 100.0: 1.2 0.0 0.0 91.4 98.2 92.6 98.2: 7.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 17 15 18 15:
Old : 21: 1 0 0 17 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.1 69.2 83.2 89.4 54.2 59.8 71.6 78.3
Old : 58.1 69.2 83.2 89.4 54.2 59.8 71.6 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV Code-0233BH
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 112,014: 330 1,044 815 103,131 107,651 104,276 109,510: 7,738 2,504
Old : 112,014: 330 1,044 815 103,131 107,651 104,276 109,510: 7,738 2,504
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -9,665: -1,393 -728 -71 -8,316 -8,936 -9,780 -9,735: 115 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.9 0.7 92.1 96.1 93.1 97.8: 6.9 2.2
Old : 100.0: 0.3 0.9 0.7 92.1 96.1 93.1 97.8: 6.9 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 20 18 22 20:
Old : 28: 1 2 1 20 18 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 61.5 78.0 83.8 61.4 57.1 72.7 79.1
Old : 63.4 61.5 78.0 83.8 61.4 57.1 72.7 79.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV Code-0233BL
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 131,900: 0 13,719 3,275 113,136 105,481 116,411 122,475: 15,489 9,425
Old : 131,900: 0 13,719 3,275 113,136 105,481 116,411 122,475: 15,489 9,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -10,566: -443 -1,865 -214 -11,059 -8,331 -11,716 -10,410: 1,150 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.4 2.5 85.8 80.0 88.3 92.9: 11.7 7.1
Old : 100.0: 0.0 10.4 2.5 85.8 80.0 88.3 92.9: 11.7 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 0 4 2 24 27 26 31:
Old : 38: 0 4 2 24 27 26 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.8 43.1 58.1 65.3 25.1 33.1 40.2 48.9
Old : 38.8 43.1 58.1 65.3 25.1 33.1 40.2 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PG&E - CITYGATE (INDEX) - ICE FUTURES ENERGY DIV Code-0233BQ
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 15,754: 1,457 4,451 0 13,071 10,813 14,528 15,264: 1,226 490
Old : 15,754: 1,457 4,451 0 13,071 10,813 14,528 15,264: 1,226 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -11,880: -300 -450 0 -8,730 -10,050 -9,030 -10,500: -2,850 -1,380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 28.3 0.0 83.0 68.6 92.2 96.9: 7.8 3.1
Old : 100.0: 9.2 28.3 0.0 83.0 68.6 92.2 96.9: 7.8 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 0 11 11 14 13:
Old : 20: 3 2 0 11 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 73.0 81.1 92.0 63.5 71.5 78.2 87.6
Old : 65.5 73.0 81.1 92.0 63.5 71.5 78.2 87.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SOCAL (INDEX) - ICE FUTURES ENERGY DIV Code-0233BW
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 42,679: 651 496 0 41,021 41,784 41,672 42,280: 1,007 399
Old : 42,679: 651 496 0 41,021 41,784 41,672 42,280: 1,007 399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -13,620: 0 -810 0 -13,320 -12,390 -13,320 -13,200: -300 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 1.2 0.0 96.1 97.9 97.6 99.1: 2.4 0.9
Old : 100.0: 1.5 1.2 0.0 96.1 97.9 97.6 99.1: 2.4 0.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 0 18 17 20 19:
Old : 27: 2 2 0 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 55.1 81.1 77.3 39.8 33.8 53.5 52.3
Old : 59.6 55.1 81.1 77.3 39.8 33.8 53.5 52.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV Code-0233CG
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mmbtu :
: : :
All : 53,570: 0 248 0 51,478 52,524 51,478 52,772: 2,092 798
Old : 53,570: 0 248 0 51,478 52,524 51,478 52,772: 2,092 798
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -9,644: 0 -960 0 -9,449 -8,656 -9,449 -9,616: -195 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 96.1 98.0 96.1 98.5: 3.9 1.5
Old : 100.0: 0.0 0.5 0.0 96.1 98.0 96.1 98.5: 3.9 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 12 13 12 14:
Old : 23: 0 1 0 12 13 12 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 76.9 88.2 95.4 61.7 76.9 87.3 95.3
Old : 62.6 76.9 88.2 95.4 61.7 76.9 87.3 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CH
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 203,198: 3,515 6,080 2,258 188,640 188,513 194,413 196,851: 8,785 6,347
Old : 203,198: 3,515 6,080 2,258 188,640 188,513 194,413 196,851: 8,785 6,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,224: 1,385 -701 274 -8,229 -6,197 -6,570 -6,624: -654 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 3.0 1.1 92.8 92.8 95.7 96.9: 4.3 3.1
Old : 100.0: 1.7 3.0 1.1 92.8 92.8 95.7 96.9: 4.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 57: 4 5 4 39 37 45 44:
Old : 57: 4 5 4 39 37 45 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.9 50.7 54.6 63.6 32.9 44.2 48.1 54.3
Old : 33.9 50.7 54.6 63.6 32.9 44.2 48.1 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV Code-0233CU
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : mmbtu :
: : :
All : 91,630: 0 0 0 82,763 82,716 82,763 82,716: 8,867 8,914
Old : 91,630: 0 0 0 82,763 82,716 82,763 82,716: 8,867 8,914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,291: 0 0 0 -1,722 -2,546 -1,722 -2,546: -1,569 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 90.3 90.3 90.3: 9.7 9.7
Old : 100.0: 0.0 0.0 0.0 90.3 90.3 90.3 90.3: 9.7 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 0 0 16 14 16 14:
Old : 21: 0 0 0 16 14 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 62.2 80.2 82.9 59.0 60.4 77.0 78.4
Old : 59.3 62.2 80.2 82.9 59.0 60.4 77.0 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV Code-0233CW
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 87,597: 0 0 0 77,208 78,904 77,208 78,904: 10,389 8,693
Old : 87,597: 0 0 0 77,208 78,904 77,208 78,904: 10,389 8,693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,705: 0 -302 -310 -3,040 -3,524 -3,350 -4,136: -355 431
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.1 90.1 88.1 90.1: 11.9 9.9
Old : 100.0: 0.0 0.0 0.0 88.1 90.1 88.1 90.1: 11.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 0 0 14 16 14 16:
Old : 24: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 59.4 76.8 75.1 50.2 54.0 68.2 68.4
Old : 54.9 59.4 76.8 75.1 50.2 54.0 68.2 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV Code-0233CZ
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 mm btu :
: : :
All : 88,241: 0 1,286 273 80,400 83,461 80,673 85,020: 7,568 3,221
Old : 88,241: 0 1,286 273 80,400 83,461 80,673 85,020: 7,568 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,559: 0 -214 152 -4,868 -5,089 -4,716 -5,151: -843 -408
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.3 91.1 94.6 91.4 96.3: 8.6 3.7
Old : 100.0: 0.0 1.5 0.3 91.1 94.6 91.4 96.3: 8.6 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 22 17 23 18:
Old : 28: 0 1 1 22 17 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 70.7 76.2 89.0 63.8 69.7 73.9 84.7
Old : 63.8 70.7 76.2 89.0 63.8 69.7 73.9 84.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TETCO M2 Basis (Receipts) - ICE FUTURES ENERGY DIV Code-0233DR
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 2500 MM Btus :
: : :
All : 94,620: 2,367 0 0 84,570 91,959 86,937 91,959: 7,683 2,661
Old : 94,620: 2,367 0 0 84,570 91,959 86,937 91,959: 7,683 2,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,077: -360 0 0 -6,077 -6,612 -6,437 -6,612: -640 -465
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 0.0 0.0 89.4 97.2 91.9 97.2: 8.1 2.8
Old : 100.0: 2.5 0.0 0.0 89.4 97.2 91.9 97.2: 8.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 0 17 15 18 15:
Old : 29: 1 0 0 17 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 72.8 75.7 86.6 57.6 71.5 75.2 84.3
Old : 57.6 72.8 75.7 86.6 57.6 71.5 75.2 84.3
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 800 MWh) :
: : :
All : 138,068: 23,998 11,188 8,071 105,215 118,089 137,284 137,348: 784 720
Old : 138,068: 23,998 11,188 8,071 105,215 118,089 137,284 137,348: 784 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,074: -630 -1,192 -227 -4,005 -3,530 -4,862 -4,949: -212 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 8.1 5.8 76.2 85.5 99.4 99.5: 0.6 0.5
Old : 100.0: 17.4 8.1 5.8 76.2 85.5 99.4 99.5: 0.6 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 13 16 18 49 50 73 73:
Old : 84: 13 16 18 49 50 73 73:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 28.9 63.8 46.7 38.4 22.7 47.3 36.9
Old : 51.6 28.9 63.8 46.7 38.4 22.7 47.3 36.9
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 MWh) :
: : :
All : 45,453: 1,402 1,689 233 43,818 43,531 45,453 45,453: 0 0
Old : 45,453: 1,402 1,689 233 43,818 43,531 45,453 45,453: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 2,460: 739 50 -203 1,924 2,613 2,460 2,460: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 3.7 0.5 96.4 95.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.1 3.7 0.5 96.4 95.8 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 2 1 28 25 33 28:
Old : 40: 5 2 1 28 25 33 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 44.2 76.5 74.3 45.5 31.9 52.9 46.5
Old : 56.0 44.2 76.5 74.3 45.5 31.9 52.9 46.5
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 MWh) :
: : :
All : 393,339: 18,312 0 0 373,507 391,819 391,819 391,819: 1,520 1,520
Old : 393,339: 18,312 0 0 373,507 391,819 391,819 391,819: 1,520 1,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 11,735: -1,216 0 0 11,431 10,215 10,215 10,215: 1,520 1,520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 0.0 0.0 95.0 99.6 99.6 99.6: 0.4 0.4
Old : 100.0: 4.7 0.0 0.0 95.0 99.6 99.6 99.6: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 0 0 23 23 27 23:
Old : 29: 4 0 0 23 23 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 57.0 71.0 77.1 38.5 40.7 48.3 53.1
Old : 48.8 57.0 71.0 77.1 38.5 40.7 48.3 53.1
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 50 Megawatt Hours) :
: : :
All : 1,540,266: 50,292 88,255 37,935 1,452,039 1,414,076 1,540,266 1,540,266: 0 0
Old : 1,540,266: 50,292 88,255 37,935 1,452,039 1,414,076 1,540,266 1,540,266: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -40,710: -8,047 36,706 -14,560 -18,103 -62,856 -40,710 -40,710: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 5.7 2.5 94.3 91.8 100.0 100.0: 0.0 0.0
Old : 100.0: 3.3 5.7 2.5 94.3 91.8 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 3 9 3 37 41 42 51:
Old : 59: 3 9 3 37 41 42 51:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 43.9 70.6 63.0 46.4 38.8 59.0 53.1
Old : 55.3 43.9 70.6 63.0 46.4 38.8 59.0 53.1
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 400 Megawatt Hours) :
: : :
All : 62,380: 4,733 5,496 1,601 56,046 55,283 62,380 62,380: 0 0
Old : 62,380: 4,733 5,496 1,601 56,046 55,283 62,380 62,380: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,130: -368 105 -878 -5,884 -6,357 -7,130 -7,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 8.8 2.6 89.8 88.6 100.0 100.0: 0.0 0.0
Old : 100.0: 7.6 8.8 2.6 89.8 88.6 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 6 7 5 20 24 30 32:
Old : 41: 6 7 5 20 24 30 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 55.1 80.8 73.3 45.8 48.0 61.7 58.5
Old : 56.4 55.1 80.8 73.3 45.8 48.0 61.7 58.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (Contracts of 25 Megawatt Hours) :
: : :
All : 419,025: 1,952 5,008 0 416,097 413,041 418,049 418,049: 976 976
Old : 419,025: 1,952 5,008 0 416,097 413,041 418,049 418,049: 976 976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -14,894: -1,952 -8,272 0 -13,918 -7,598 -15,870 -15,870: 976 976
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 1.2 0.0 99.3 98.6 99.8 99.8: 0.2 0.2
Old : 100.0: 0.5 1.2 0.0 99.3 98.6 99.8 99.8: 0.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 0 17 17 18 20:
Old : 26: 1 3 0 17 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 69.5 90.0 88.1 48.3 51.7 62.4 61.9
Old : 65.6 69.5 90.0 88.1 48.3 51.7 62.4 61.9
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 388,699: 1,224 728 8,632 378,843 379,339 388,699 388,699: 0 0
Old : 388,699: 1,224 728 8,632 378,843 379,339 388,699 388,699: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -14,954: 0 -32 8,632 -23,586 -23,554 -14,954 -14,954: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.2 2.2 97.5 97.6 100.0 100.0: 0.0 0.0
Old : 100.0: 0.3 0.2 2.2 97.5 97.6 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 1 1 1 26 29 28 30:
Old : 38: 1 1 1 26 29 28 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 52.2 72.2 74.4 44.7 46.5 62.9 58.8
Old : 47.0 52.2 72.2 74.4 44.7 46.5 62.9 58.8
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 39,429: 909 82 870 36,948 37,948 38,727 38,900: 702 529
Old : 39,429: 909 82 870 36,948 37,948 38,727 38,900: 702 529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -86: -44 -63 468 -427 -387 -3 18: -83 -104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.2 2.2 93.7 96.2 98.2 98.7: 1.8 1.3
Old : 100.0: 2.3 0.2 2.2 93.7 96.2 98.2 98.7: 1.8 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 1 2 27 26 32 29:
Old : 39: 5 1 2 27 26 32 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 51.6 68.5 73.7 47.4 49.5 63.5 68.4
Old : 50.0 51.6 68.5 73.7 47.4 49.5 63.5 68.4
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 53,944: 140 150 0 53,306 53,752 53,446 53,902: 498 42
Old : 53,944: 140 150 0 53,306 53,752 53,446 53,902: 498 42
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,498: 15 0 0 -2,449 -2,491 -2,434 -2,491: -64 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.3 0.0 98.8 99.6 99.1 99.9: 0.9 0.1
Old : 100.0: 0.3 0.3 0.0 98.8 99.6 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 1 1 0 33 32 34 33:
Old : 45: 1 1 0 33 32 34 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 51.4 72.1 73.4 54.2 45.3 66.7 62.7
Old : 57.6 51.4 72.1 73.4 54.2 45.3 66.7 62.7
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 75,377: 424 0 1 74,296 75,323 74,721 75,324: 656 53
Old : 75,377: 424 0 1 74,296 75,323 74,721 75,324: 656 53
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,026: -21 0 0 -4,912 -5,019 -4,933 -5,019: -93 -7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.0 0.0 98.6 99.9 99.1 99.9: 0.9 0.1
Old : 100.0: 0.6 0.0 0.0 98.6 99.9 99.1 99.9: 0.9 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 0 1 35 31 37 32:
Old : 44: 2 0 1 35 31 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 54.7 70.4 74.9 52.1 49.4 66.8 65.3
Old : 53.4 54.7 70.4 74.9 52.1 49.4 66.8 65.3
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 16,858: 550 75 0 15,742 16,783 16,292 16,858: 566 0
Old : 16,858: 550 75 0 15,742 16,783 16,292 16,858: 566 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,520: 350 0 0 -2,406 -1,520 -2,056 -1,520: 536 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.4 0.0 93.4 99.6 96.6 100.0: 3.4 0.0
Old : 100.0: 3.3 0.4 0.0 93.4 99.6 96.6 100.0: 3.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 0 17 15 19 16:
Old : 27: 2 1 0 17 15 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 62.6 73.5 89.2 39.1 50.1 59.0 66.8
Old : 50.8 62.6 73.5 89.2 39.1 50.1 59.0 66.8
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 323,640: 2,464 0 752 320,424 322,888 323,640 323,640: 0 0
Old : 323,640: 2,464 0 752 320,424 322,888 323,640 323,640: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 13,864: 0 0 0 13,864 13,864 13,864 13,864: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.2 99.0 99.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.8 0.0 0.2 99.0 99.8 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 0 1 24 16 25 17:
Old : 29: 1 0 1 24 16 25 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 85.6 70.2 95.7 45.9 75.6 64.4 81.5
Old : 49.1 85.6 70.2 95.7 45.9 75.6 64.4 81.5
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 9,398: 1,421 559 84 7,785 8,733 9,290 9,376: 108 22
Old : 9,398: 1,421 559 84 7,785 8,733 9,290 9,376: 108 22
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -983: -191 548 -242 -508 -1,120 -941 -814: -42 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 5.9 0.9 82.8 92.9 98.9 99.8: 1.1 0.2
Old : 100.0: 15.1 5.9 0.9 82.8 92.9 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 1 1 24 17 31 18:
Old : 33: 6 1 1 24 17 31 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.7 63.9 65.0 82.9 40.0 55.7 63.4 72.7
Old : 40.7 63.9 65.0 82.9 40.0 55.7 63.4 72.7
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 12,550: 600 50 350 10,940 12,150 11,890 12,550: 660 0
Old : 12,550: 600 50 350 10,940 12,150 11,890 12,550: 660 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -855: 350 50 -350 -745 -510 -745 -810: -110 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.4 2.8 87.2 96.8 94.7 100.0: 5.3 0.0
Old : 100.0: 4.8 0.4 2.8 87.2 96.8 94.7 100.0: 5.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 14 14 16 16:
Old : 22: 2 1 1 14 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 70.0 83.5 86.9 60.4 67.2 71.9 77.2
Old : 66.1 70.0 83.5 86.9 60.4 67.2 71.9 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE CONN DA PEAK - ICE FUTURES ENERGY DIV Code-0643AU
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,113: 0 0 0 8,993 8,920 8,993 8,920: 120 193
Old : 9,113: 0 0 0 8,993 8,920 8,993 8,920: 120 193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -745: 0 0 0 -730 -735 -730 -735: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 98.7 97.9 98.7 97.9: 1.3 2.1
Old : 100.0: 0.0 0.0 0.0 98.7 97.9 98.7 97.9: 1.3 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 15 11 15 11:
Old : 20: 0 0 0 15 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 86.7 89.3 94.6 74.8 86.1 86.1 88.9
Old : 74.9 86.7 89.3 94.6 74.8 86.1 86.1 88.9
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,021: 350 700 0 24,671 24,316 25,021 25,016: 0 5
Old : 25,021: 350 700 0 24,671 24,316 25,021 25,016: 0 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -510: 350 -75 0 -860 -440 -510 -515: 0 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.8 0.0 98.6 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 1.4 2.8 0.0 98.6 97.2 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 1 2 0 24 24 25 26:
Old : 35: 1 2 0 24 24 25 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 48.3 76.4 73.2 44.8 41.8 59.8 57.1
Old : 53.3 48.3 76.4 73.2 44.8 41.8 59.8 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,220: 50 75 600 22,390 22,500 23,040 23,175: 180 45
Old : 23,220: 50 75 600 22,390 22,500 23,040 23,175: 180 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -922: 0 0 0 -922 -967 -922 -967: 0 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 2.6 96.4 96.9 99.2 99.8: 0.8 0.2
Old : 100.0: 0.2 0.3 2.6 96.4 96.9 99.2 99.8: 0.8 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 1 1 23 22 25 24:
Old : 31: 1 1 1 23 22 25 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.8 65.3 66.9 84.2 34.2 50.7 50.4 61.0
Old : 43.8 65.3 66.9 84.2 34.2 50.7 50.4 61.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 Mwh :
: : :
All : 25,015: 861 211 21 23,983 23,997 24,865 24,229: 150 786
Old : 25,015: 861 211 21 23,983 23,997 24,865 24,229: 150 786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 293: -589 0 21 1,821 568 1,253 589: -960 -296
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.8 0.1 95.9 95.9 99.4 96.9: 0.6 3.1
Old : 100.0: 3.4 0.8 0.1 95.9 95.9 99.4 96.9: 0.6 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 2 1 30 21 35 24:
Old : 39: 5 2 1 30 21 35 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 61.3 58.5 78.9 32.8 47.0 53.2 60.2
Old : 33.5 61.3 58.5 78.9 32.8 47.0 53.2 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 56,010: 860 5,003 567 54,423 50,310 55,850 55,880: 160 130
Old : 56,010: 860 5,003 567 54,423 50,310 55,850 55,880: 160 130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,194: 400 885 -79 -2,490 -3,000 -2,169 -2,194: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 8.9 1.0 97.2 89.8 99.7 99.8: 0.3 0.2
Old : 100.0: 1.5 8.9 1.0 97.2 89.8 99.7 99.8: 0.3 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 4 5 33 31 38 37:
Old : 43: 2 4 5 33 31 38 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 44.4 69.4 69.2 45.5 43.5 64.6 64.4
Old : 46.6 44.4 69.4 69.2 45.5 43.5 64.6 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 72,083: 2,433 2,224 4,058 65,582 65,726 72,073 72,008: 10 75
Old : 72,083: 2,433 2,224 4,058 65,582 65,726 72,073 72,008: 10 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,726: -290 -542 973 -2,399 -2,152 -1,716 -1,721: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 3.1 5.6 91.0 91.2 100.0 99.9: 0.0 0.1
Old : 100.0: 3.4 3.1 5.6 91.0 91.2 100.0 99.9: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 54: 3 10 9 34 31 43 44:
Old : 54: 3 10 9 34 31 43 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.6 46.0 59.3 62.0 38.5 43.8 54.5 55.6
Old : 39.6 46.0 59.3 62.0 38.5 43.8 54.5 55.6
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 49,917: 945 0 0 48,652 49,912 49,597 49,912: 320 5
Old : 49,917: 945 0 0 48,652 49,912 49,597 49,912: 320 5
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -4,070: -120 0 0 -4,270 -4,075 -4,390 -4,075: 320 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.0 0.0 97.5 100.0 99.4 100.0: 0.6 0.0
Old : 100.0: 1.9 0.0 0.0 97.5 100.0 99.4 100.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 0 0 26 13 27 13:
Old : 31: 1 0 0 26 13 27 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 96.1 74.9 98.9 54.6 92.6 71.6 93.2
Old : 55.5 96.1 74.9 98.9 54.6 92.6 71.6 93.2
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 57,457: 1,520 0 0 55,897 57,457 57,417 57,457: 40 0
Old : 57,457: 1,520 0 0 55,897 57,457 57,417 57,457: 40 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,598: 5 0 0 -2,598 -2,598 -2,593 -2,598: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 0.0 0.0 97.3 100.0 99.9 100.0: 0.1 0.0
Old : 100.0: 2.6 0.0 0.0 97.3 100.0 99.9 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 0 0 27 19 28 19:
Old : 33: 1 0 0 27 19 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 88.9 73.2 96.7 55.4 88.0 70.3 91.1
Old : 56.1 88.9 73.2 96.7 55.4 88.0 70.3 91.1
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 336,244: 5,506 20,540 12,644 318,094 303,060 336,244 336,244: 0 0
Old : 336,244: 5,506 20,540 12,644 318,094 303,060 336,244 336,244: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -24,913: -1,536 -2,665 -24 -23,353 -22,224 -24,913 -24,913: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.1 3.8 94.6 90.1 100.0 100.0: 0.0 0.0
Old : 100.0: 1.6 6.1 3.8 94.6 90.1 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 4 2 29 32 32 37:
Old : 41: 2 4 2 29 32 32 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 34.0 66.7 56.9 39.8 29.1 52.3 46.3
Old : 45.8 34.0 66.7 56.9 39.8 29.1 52.3 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 27,377: 1,426 1,319 2,239 23,586 23,776 27,251 27,334: 126 43
Old : 27,377: 1,426 1,319 2,239 23,586 23,776 27,251 27,334: 126 43
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,706: -688 -317 66 -1,063 -1,455 -1,685 -1,706: -21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 4.8 8.2 86.2 86.8 99.5 99.8: 0.5 0.2
Old : 100.0: 5.2 4.8 8.2 86.2 86.8 99.5 99.8: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 3 6 7 27 36 34 45:
Old : 47: 3 6 7 27 36 34 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 40.7 70.6 56.4 43.6 39.9 58.1 51.7
Old : 47.9 40.7 70.6 56.4 43.6 39.9 58.1 51.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV Code-0643BM
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 38,313: 929 3,141 302 37,082 34,870 38,313 38,313: 0 0
Old : 38,313: 929 3,141 302 37,082 34,870 38,313 38,313: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,846: 182 -780 -130 -1,898 -936 -1,846 -1,846: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 8.2 0.8 96.8 91.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.4 8.2 0.8 96.8 91.0 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 6 2 13 17 18 24:
Old : 32: 4 6 2 13 17 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.1 68.1 92.6 87.2 65.9 64.5 73.4 72.7
Old : 73.1 68.1 92.6 87.2 65.9 64.5 73.4 72.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 311,449: 0 0 0 311,449 311,449 311,449 311,449: 0 0
Old : 311,449: 0 0 0 311,449 311,449 311,449 311,449: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -18,777: 0 -384 0 -18,777 -18,393 -18,777 -18,777: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 0.0 0.0 100.0 100.0 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 0 0 19 19 19 19:
Old : 25: 0 0 0 19 19 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 71.4 79.2 86.3 54.2 63.8 64.6 69.1
Old : 61.1 71.4 79.2 86.3 54.2 63.8 64.6 69.1
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800 MWh :
: : :
All : 23,985: 531 0 0 23,307 23,539 23,838 23,539: 147 446
Old : 23,985: 531 0 0 23,307 23,539 23,838 23,539: 147 446
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,769: -231 -84 0 -1,601 -1,516 -1,832 -1,600: 63 -169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.0 0.0 97.2 98.1 99.4 98.1: 0.6 1.9
Old : 100.0: 2.2 0.0 0.0 97.2 98.1 99.4 98.1: 0.6 1.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 0 0 19 21 21 21:
Old : 26: 2 0 0 19 21 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 79.7 80.0 87.7 53.6 71.0 68.3 75.2
Old : 62.3 79.7 80.0 87.7 53.6 71.0 68.3 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 13,738: 2,048 126 256 10,735 12,383 13,039 12,765: 699 973
Old : 13,738: 2,048 126 256 10,735 12,383 13,039 12,765: 699 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -815: -619 -42 -167 -561 -648 -1,347 -857: 532 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.9 1.9 78.1 90.1 94.9 92.9: 5.1 7.1
Old : 100.0: 14.9 0.9 1.9 78.1 90.1 94.9 92.9: 5.1 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 1 17 20 21 22:
Old : 28: 4 1 1 17 20 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 54.8 67.9 73.2 40.4 42.4 57.6 57.2
Old : 45.6 54.8 67.9 73.2 40.4 42.4 57.6 57.2
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50 Mwh :
: : :
All : 151,777: 9,905 3,546 752 141,120 147,479 151,777 151,777: 0 0
Old : 151,777: 9,905 3,546 752 141,120 147,479 151,777 151,777: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -12,352: -6,209 -384 752 -6,895 -12,720 -12,352 -12,352: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.3 0.5 93.0 97.2 100.0 100.0: 0.0 0.0
Old : 100.0: 6.5 2.3 0.5 93.0 97.2 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 1 17 18 20 20:
Old : 28: 3 1 1 17 18 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.2 57.1 83.2 77.5 61.1 54.4 76.7 69.7
Old : 66.2 57.1 83.2 77.5 61.1 54.4 76.7 69.7
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 800MWh :
: : :
All : 19,183: 110 2,758 425 18,433 15,703 18,968 18,886: 215 297
Old : 19,183: 110 2,758 425 18,433 15,703 18,968 18,886: 215 297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -973: -171 123 43 -888 -1,140 -1,016 -974: 43 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 14.4 2.2 96.1 81.9 98.9 98.5: 1.1 1.5
Old : 100.0: 0.6 14.4 2.2 96.1 81.9 98.9 98.5: 1.1 1.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 2 3 2 25 24 28 28:
Old : 34: 2 3 2 25 24 28 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.3 42.0 81.3 64.9 59.1 40.3 70.8 56.9
Old : 63.3 42.0 81.3 64.9 59.1 40.3 70.8 56.9
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 194,743: 0 9,319 793 193,950 184,631 194,743 194,743: 0 0
Old : 194,743: 0 9,319 793 193,950 184,631 194,743 194,743: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -13,024: -384 -2,328 0 -12,640 -10,696 -13,024 -13,024: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.4 99.6 94.8 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 4.8 0.4 99.6 94.8 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 3 1 20 20 21 23:
Old : 30: 0 3 1 20 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 62.1 83.4 81.5 49.1 58.5 62.3 68.1
Old : 62.7 62.1 83.4 81.5 49.1 58.5 62.3 68.1
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 8,145: 0 760 20 8,065 7,325 8,085 8,105: 60 40
Old : 8,145: 0 760 20 8,065 7,325 8,085 8,105: 60 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -850: 0 50 -50 -785 -845 -835 -845: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 0.2 99.0 89.9 99.3 99.5: 0.7 0.5
Old : 100.0: 0.0 9.3 0.2 99.0 89.9 99.3 99.5: 0.7 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 3 1 15 12 16 15:
Old : 21: 0 3 1 15 12 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 73.7 84.3 91.1 42.8 54.4 65.2 71.6
Old : 52.0 73.7 84.3 91.1 42.8 54.4 65.2 71.6
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 400MWh :
: : :
All : 23,650: 414 511 0 23,236 23,139 23,650 23,650: 0 0
Old : 23,650: 414 511 0 23,236 23,139 23,650 23,650: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.2 0.0 98.2 97.8 100.0 100.0: 0.0 0.0
Old : 100.0: 1.8 2.2 0.0 98.2 97.8 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 16 17 17 18:
Old : 22: 1 1 0 16 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 51.4 92.0 78.6 52.8 43.3 59.2 59.6
Old : 80.5 51.4 92.0 78.6 52.8 43.3 59.2 59.6
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 9,235: 420 0 0 8,610 9,195 9,030 9,195: 205 40
Old : 9,235: 420 0 0 8,610 9,195 9,030 9,195: 205 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -470: 0 0 0 -450 -465 -450 -465: -20 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.0 0.0 93.2 99.6 97.8 99.6: 2.2 0.4
Old : 100.0: 4.5 0.0 0.0 93.2 99.6 97.8 99.6: 2.2 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 0 0 15 12 16 12:
Old : 21: 1 0 0 15 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 80.1 84.1 95.3 58.9 76.8 75.6 83.3
Old : 66.9 80.1 84.1 95.3 58.9 76.8 75.6 83.3
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 10,915: 500 1,830 50 10,135 8,995 10,685 10,875: 230 40
Old : 10,915: 500 1,830 50 10,135 8,995 10,685 10,875: 230 40
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -310: 50 0 -50 -290 -300 -290 -350: -20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.8 0.5 92.9 82.4 97.9 99.6: 2.1 0.4
Old : 100.0: 4.6 16.8 0.5 92.9 82.4 97.9 99.6: 2.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 1 16 16 17 19:
Old : 25: 1 2 1 16 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 72.0 80.3 89.0 52.7 66.9 69.0 78.2
Old : 62.8 72.0 80.3 89.0 52.7 66.9 69.0 78.2
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Any Multiple of 800 800MWhs :
: : :
All : 11,560: 4,250 340 0 7,310 11,220 11,560 11,560: 0 0
Old : 11,560: 4,250 340 0 7,310 11,220 11,560 11,560: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,428: -525 -42 0 -903 -1,386 -1,428 -1,428: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.8 2.9 0.0 63.2 97.1 100.0 100.0: 0.0 0.0
Old : 100.0: 36.8 2.9 0.0 63.2 97.1 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 1 0 10 7 15 8:
Old : 22: 5 1 0 10 7 15 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5
Old : 60.3 86.8 83.8 100.0 58.8 86.8 82.4 98.5
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,105: 0 0 0 17,070 17,105 17,070 17,105: 35 0
Old : 17,105: 0 0 0 17,070 17,105 17,070 17,105: 35 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,900: 0 0 0 -1,880 -1,900 -1,880 -1,900: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Old : 100.0: 0.0 0.0 0.0 99.8 100.0 99.8 100.0: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 16 12 16 12:
Old : 20: 0 0 0 16 12 16 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.6 78.5 94.4 97.6 78.7 77.3 90.1 90.6
Old : 79.6 78.5 94.4 97.6 78.7 77.3 90.1 90.6
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 20,885: 0 100 0 20,645 20,770 20,645 20,870: 240 15
Old : 20,885: 0 100 0 20,645 20,770 20,645 20,870: 240 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -720: 0 -50 0 -705 -655 -705 -705: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 98.9 99.4 98.9 99.9: 1.1 0.1
Old : 100.0: 0.0 0.5 0.0 98.9 99.4 98.9 99.9: 1.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 19 16 19 18:
Old : 28: 0 2 0 19 16 19 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.5 79.8 91.0 92.5 62.9 79.5 84.6 89.0
Old : 66.5 79.8 91.0 92.5 62.9 79.5 84.6 89.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 18,630: 0 75 0 18,190 18,555 18,190 18,630: 440 0
Old : 18,630: 0 75 0 18,190 18,555 18,190 18,630: 440 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -510: 0 -75 0 -485 -435 -485 -510: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 97.6 99.6 97.6 100.0: 2.4 0.0
Old : 100.0: 0.0 0.4 0.0 97.6 99.6 97.6 100.0: 2.4 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 0 16 13 16 14:
Old : 23: 0 1 0 16 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 90.1 91.8 97.7 74.4 89.7 87.9 94.1
Old : 78.3 90.1 91.8 97.7 74.4 89.7 87.9 94.1
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 24,179: 975 0 0 23,084 24,179 24,059 24,179: 120 0
Old : 24,179: 975 0 0 23,084 24,179 24,059 24,179: 120 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,150: 25 0 0 -1,175 -1,150 -1,150 -1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 95.5 100.0 99.5 100.0: 0.5 0.0
Old : 100.0: 4.0 0.0 0.0 95.5 100.0 99.5 100.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 0 0 20 15 24 15:
Old : 30: 4 0 0 20 15 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 81.4 82.2 94.9 63.1 77.1 76.9 87.2
Old : 68.0 81.4 82.2 94.9 63.1 77.1 76.9 87.2
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,183: 200 0 0 16,385 17,183 16,585 17,183: 598 0
Old : 17,183: 200 0 0 16,385 17,183 16,585 17,183: 598 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,265: -25 0 0 -2,215 -2,265 -2,240 -2,265: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 0.0 0.0 95.4 100.0 96.5 100.0: 3.5 0.0
Old : 100.0: 1.2 0.0 0.0 95.4 100.0 96.5 100.0: 3.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 0 17 14 18 14:
Old : 24: 1 0 0 17 14 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 77.5 85.1 95.6 61.8 75.2 76.1 84.2
Old : 70.1 77.5 85.1 95.6 61.8 75.2 76.1 84.2
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 25,860: 0 750 0 25,495 25,090 25,495 25,840: 365 20
Old : 25,860: 0 750 0 25,495 25,090 25,495 25,840: 365 20
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,015: 0 100 0 -975 -1,115 -975 -1,015: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.0 98.6 97.0 98.6 99.9: 1.4 0.1
Old : 100.0: 0.0 2.9 0.0 98.6 97.0 98.6 99.9: 1.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 3 0 17 16 17 19:
Old : 27: 0 3 0 17 16 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 81.0 89.7 91.3 60.4 74.7 77.7 82.5
Old : 70.3 81.0 89.7 91.3 60.4 74.7 77.7 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643D5
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 17,715: 0 0 0 17,320 17,715 17,320 17,715: 395 0
Old : 17,715: 0 0 0 17,320 17,715 17,320 17,715: 395 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -980: 0 0 0 -940 -980 -940 -980: -40 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 97.8 100.0 97.8 100.0: 2.2 0.0
Old : 100.0: 0.0 0.0 0.0 97.8 100.0 97.8 100.0: 2.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 17 12 17 12:
Old : 20: 0 0 0 17 12 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 89.3 88.8 98.4 62.9 80.2 77.3 84.5
Old : 68.3 89.3 88.8 98.4 62.9 80.2 77.3 84.5
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,265: 230 0 70 21,545 22,105 21,845 22,175: 420 90
Old : 22,265: 230 0 70 21,545 22,105 21,845 22,175: 420 90
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,420: 230 0 70 -1,780 -1,470 -1,480 -1,400: 60 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.3 96.8 99.3 98.1 99.6: 1.9 0.4
Old : 100.0: 1.0 0.0 0.3 96.8 99.3 98.1 99.6: 1.9 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 0 1 19 11 20 12:
Old : 24: 1 0 1 19 11 20 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 88.3 83.0 98.0 64.4 83.2 76.5 86.2
Old : 69.1 88.3 83.0 98.0 64.4 83.2 76.5 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,302: 730 0 70 22,052 23,152 22,852 23,222: 450 80
Old : 23,302: 730 0 70 22,052 23,152 22,852 23,222: 450 80
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 390: 530 0 70 -265 330 335 400: 55 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 0.0 0.3 94.6 99.4 98.1 99.7: 1.9 0.3
Old : 100.0: 3.1 0.0 0.3 94.6 99.4 98.1 99.7: 1.9 0.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 0 1 19 10 21 11:
Old : 24: 2 0 1 19 10 21 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 88.7 80.8 97.9 56.6 79.7 70.1 82.8
Old : 67.1 88.7 80.8 97.9 56.6 79.7 70.1 82.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 109,410: 3,480 635 145 105,665 108,600 109,290 109,380: 120 30
Old : 109,410: 3,480 635 145 105,665 108,600 109,290 109,380: 120 30
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -8,268: -585 -555 45 -7,728 -7,758 -8,268 -8,268: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.6 0.1 96.6 99.3 99.9 100.0: 0.1 0.0
Old : 100.0: 3.2 0.6 0.1 96.6 99.3 99.9 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 52: 5 4 1 34 34 40 38:
Old : 52: 5 4 1 34 34 40 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.7 51.4 62.8 75.9 30.6 48.5 49.1 59.8
Old : 38.7 51.4 62.8 75.9 30.6 48.5 49.1 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 130,326: 2,839 2,895 986 126,501 126,435 130,326 130,316: 0 10
Old : 130,326: 2,839 2,895 986 126,501 126,435 130,326 130,316: 0 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -5,953: -400 -710 165 -5,718 -5,398 -5,953 -5,943: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 2.2 0.8 97.1 97.0 100.0 100.0: 0.0 0.0
Old : 100.0: 2.2 2.2 0.8 97.1 97.0 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 7 4 40 37 47 46:
Old : 59: 4 7 4 40 37 47 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 50.5 62.4 72.9 39.2 46.2 53.9 59.3
Old : 45.5 50.5 62.4 72.9 39.2 46.2 53.9 59.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 174,915: 9,108 13,636 11,157 154,488 150,094 174,753 174,887: 162 28
Old : 174,915: 9,108 13,636 11,157 154,488 150,094 174,753 174,887: 162 28
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -7,132: 47 428 -3,196 -3,931 -4,243 -7,080 -7,011: -52 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 7.8 6.4 88.3 85.8 99.9 100.0: 0.1 0.0
Old : 100.0: 5.2 7.8 6.4 88.3 85.8 99.9 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 74: 9 11 10 45 48 60 63:
Old : 74: 9 11 10 45 48 60 63:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.0 56.9 51.8 71.0 36.4 52.4 49.8 60.9
Old : 37.0 56.9 51.8 71.0 36.4 52.4 49.8 60.9
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 124,901: 2,450 1,980 3,040 119,335 119,881 124,825 124,901: 76 0
Old : 124,901: 2,450 1,980 3,040 119,335 119,881 124,825 124,901: 76 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -2,656: 435 730 -145 -2,946 -3,241 -2,656 -2,656: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.6 2.4 95.5 96.0 99.9 100.0: 0.1 0.0
Old : 100.0: 2.0 1.6 2.4 95.5 96.0 99.9 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 50: 3 4 4 41 34 45 41:
Old : 50: 3 4 4 41 34 45 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.6 64.7 48.1 80.8 30.1 58.2 45.1 65.7
Old : 30.6 64.7 48.1 80.8 30.1 58.2 45.1 65.7
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 39,145: 585 1,075 295 38,250 37,760 39,130 39,130: 15 15
Old : 39,145: 585 1,075 295 38,250 37,760 39,130 39,130: 15 15
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,820: 265 195 5 1,565 1,615 1,835 1,815: -15 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 2.7 0.8 97.7 96.5 100.0 100.0: 0.0 0.0
Old : 100.0: 1.5 2.7 0.8 97.7 96.5 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 2 3 25 13 29 16:
Old : 30: 2 2 3 25 13 29 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 90.9 76.3 96.3 57.9 85.4 72.8 87.8
Old : 58.7 90.9 76.3 96.3 57.9 85.4 72.8 87.8
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 34,035: 0 440 0 34,035 33,595 34,035 34,035: 0 0
Old : 34,035: 0 440 0 34,035 33,595 34,035 34,035: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 680: 0 75 0 680 605 680 680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.0 100.0 98.7 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 1.3 0.0 100.0 98.7 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 0 23 12 23 14:
Old : 27: 0 2 0 23 12 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 91.7 78.8 96.9 59.6 82.2 72.9 84.6
Old : 59.6 91.7 78.8 96.9 59.6 82.2 72.9 84.6
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 mwh :
: : :
All : 29,947: 1,205 0 9 28,614 29,778 29,828 29,787: 119 160
Old : 29,947: 1,205 0 9 28,614 29,778 29,828 29,787: 119 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 535: 905 0 -5 -340 545 560 540: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 0.0 0.0 95.5 99.4 99.6 99.5: 0.4 0.5
Old : 100.0: 4.0 0.0 0.0 95.5 99.4 99.6 99.5: 0.4 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 0 1 27 26 29 27:
Old : 35: 2 0 1 27 26 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 54.3 57.6 73.2 35.5 45.4 50.0 60.6
Old : 38.1 54.3 57.6 73.2 35.5 45.4 50.0 60.6
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 Mwh :
: : :
All : 15,610: 225 0 0 15,385 15,450 15,610 15,450: 0 160
Old : 15,610: 225 0 0 15,385 15,450 15,610 15,450: 0 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -960: 0 0 0 -960 -960 -960 -960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.0 0.0 98.6 99.0 100.0 99.0: 0.0 1.0
Old : 100.0: 1.4 0.0 0.0 98.6 99.0 100.0 99.0: 0.0 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 20 15 21 15:
Old : 22: 1 0 0 20 15 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.1 71.2 61.0 91.0 27.0 59.3 44.1 67.5
Old : 35.1 71.2 61.0 91.0 27.0 59.3 44.1 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 30,032: 1,641 2,371 644 27,417 26,957 29,702 29,972: 330 60
Old : 30,032: 1,641 2,371 644 27,417 26,957 29,702 29,972: 330 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -844: -114 573 -94 -871 -1,383 -1,079 -904: 235 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 7.9 2.1 91.3 89.8 98.9 99.8: 1.1 0.2
Old : 100.0: 5.5 7.9 2.1 91.3 89.8 98.9 99.8: 1.1 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 5 3 5 27 25 34 31:
Old : 39: 5 3 5 27 25 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 38.8 70.3 61.3 36.4 30.8 50.3 51.3
Old : 49.0 38.8 70.3 61.3 36.4 30.8 50.3 51.3
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 19,932: 565 410 120 18,601 19,267 19,286 19,797: 646 135
Old : 19,932: 565 410 120 18,601 19,267 19,286 19,797: 646 135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,298: 60 10 -35 -1,673 -1,353 -1,648 -1,378: 350 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.1 0.6 93.3 96.7 96.8 99.3: 3.2 0.7
Old : 100.0: 2.8 2.1 0.6 93.3 96.7 96.8 99.3: 3.2 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 2 2 20 22 23 25:
Old : 32: 2 2 2 20 22 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 51.2 79.5 74.7 54.3 50.9 69.4 69.0
Old : 61.2 51.2 79.5 74.7 54.3 50.9 69.4 69.0
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 41,286: 1,883 4,055 447 38,916 36,774 41,246 41,276: 40 10
Old : 41,286: 1,883 4,055 447 38,916 36,774 41,246 41,276: 40 10
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,046: 79 -120 251 -1,371 -1,127 -1,041 -996: -5 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 9.8 1.1 94.3 89.1 99.9 100.0: 0.1 0.0
Old : 100.0: 4.6 9.8 1.1 94.3 89.1 99.9 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 5 3 3 31 28 37 33:
Old : 44: 5 3 3 31 28 37 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 54.6 68.1 78.3 51.0 53.4 64.5 74.1
Old : 53.1 54.6 68.1 78.3 51.0 53.4 64.5 74.1
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 22,010: 460 25 100 20,883 21,407 21,443 21,532: 567 478
Old : 22,010: 460 25 100 20,883 21,407 21,443 21,532: 567 478
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,024: -195 -25 100 -1,189 -1,077 -1,284 -1,002: 260 -22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 0.1 0.5 94.9 97.3 97.4 97.8: 2.6 2.2
Old : 100.0: 2.1 0.1 0.5 94.9 97.3 97.4 97.8: 2.6 2.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 1 1 24 18 26 20:
Old : 32: 2 1 1 24 18 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 60.3 64.9 90.2 40.9 52.9 58.4 73.8
Old : 46.1 60.3 64.9 90.2 40.9 52.9 58.4 73.8
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 23,124: 0 2,259 285 22,829 20,580 23,114 23,124: 10 0
Old : 23,124: 0 2,259 285 22,829 20,580 23,114 23,124: 10 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -20: 0 -284 280 -300 -16 -20 -20: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.8 1.2 98.7 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 0.0 9.8 1.2 98.7 89.0 100.0 100.0: 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
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 21 19 22 22:
Old : 29: 0 3 1 21 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 54.9 78.2 77.6 52.3 50.5 75.6 69.4
Old : 53.0 54.9 78.2 77.6 52.3 50.5 75.6 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 14,548: 0 400 0 14,183 13,844 14,183 14,244: 365 304
Old : 14,548: 0 400 0 14,183 13,844 14,183 14,244: 365 304
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -802: 0 -50 0 -785 -752 -785 -802: -17 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.7 0.0 97.5 95.2 97.5 97.9: 2.5 2.1
Old : 100.0: 0.0 2.7 0.0 97.5 95.2 97.5 97.9: 2.5 2.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 16 14 16 16:
Old : 24: 0 2 0 16 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 62.0 82.3 86.8 54.6 59.5 79.8 83.2
Old : 55.0 62.0 82.3 86.8 54.6 59.5 79.8 83.2
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1 MW :
: : :
All : 37,753: 700 200 0 36,670 37,114 37,370 37,314: 383 439
Old : 37,753: 700 200 0 36,670 37,114 37,370 37,314: 383 439
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -373: 450 -300 0 -808 -48 -358 -348: -15 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 0.5 0.0 97.1 98.3 99.0 98.8: 1.0 1.2
Old : 100.0: 1.9 0.5 0.0 97.1 98.3 99.0 98.8: 1.0 1.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 2 1 0 28 25 30 26:
Old : 37: 2 1 0 28 25 30 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 48.1 66.4 71.9 43.9 44.1 61.0 62.4
Old : 47.7 48.1 66.4 71.9 43.9 44.1 61.0 62.4
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 14,745: 418 0 25 14,215 14,689 14,658 14,714: 87 31
Old : 14,745: 418 0 25 14,215 14,689 14,658 14,714: 87 31
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -520: -13 0 -2 -483 -503 -498 -505: -22 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 0.0 0.2 96.4 99.6 99.4 99.8: 0.6 0.2
Old : 100.0: 2.8 0.0 0.2 96.4 99.6 99.4 99.8: 0.6 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 0 1 22 18 23 19:
Old : 27: 1 0 1 22 18 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 71.0 66.0 87.0 39.5 64.4 60.1 77.2
Old : 42.7 71.0 66.0 87.0 39.5 64.4 60.1 77.2
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
Commitments of Traders - Futures Only, May 10, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 50MWh :
: : :
All : 13,382: 1,097 0 24 11,454 13,298 12,575 13,322: 807 60
Old : 13,382: 1,097 0 24 11,454 13,298 12,575 13,322: 807 60
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -897: -184 0 24 -830 -961 -990 -937: 93 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.0 0.2 85.6 99.4 94.0 99.6: 6.0 0.4
Old : 100.0: 8.2 0.0 0.2 85.6 99.4 94.0 99.6: 6.0 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 0 1 25 17 26 18:
Old : 28: 1 0 1 25 17 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 70.8 60.6 88.4 33.0 65.9 53.4 76.3
Old : 37.6 70.8 60.6 88.4 33.0 65.9 53.4 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016