COAL (API 2) CIF ARA SWAP FUT - NEW YORK MERCANTILE EXCHANGE Code-024656
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 111,854: 24,913 23,993 10,150 10,413 10,063 7,359 29,353 10,921 39,688 18,520 7,506: 1,254 1,085
Old : 111,854: 24,913 23,993 10,150 10,413 10,063 7,359 29,353 10,921 39,688 18,520 7,506: 1,254 1,085
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -7,214: -3,880 -1,783 -1,184 189 -143 1,904 -1,923 -1,030 -2,788 -2,689 7: -100 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 21.5 9.1 9.3 9.0 6.6 26.2 9.8 35.5 16.6 6.7: 1.1 1.0
Old : 100.0: 22.3 21.5 9.1 9.3 9.0 6.6 26.2 9.8 35.5 16.6 6.7: 1.1 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 55: 15 13 . . 4 . 5 5 14 13 17:
Old : 55: 15 13 . . 4 . 5 5 14 13 17:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 42.9 65.7 64.3 30.9 35.7 45.6 45.0
Old : 37.7 42.9 65.7 64.3 30.9 35.7 45.6 45.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
COAL (API 4) FOB RICH BAY FUT - NEW YORK MERCANTILE EXCHANGE Code-024658
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(CONTRACTS OF 1,000 METRIC TONS) :
: : Positions :
All : 25,692: 5,192 8,520 141 7,823 279 738 3,025 1,152 14,803 1,712 2,921: 466 260
Old : 25,692: 5,192 8,520 141 7,823 279 738 3,025 1,152 14,803 1,712 2,921: 466 260
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -3,188: -419 -1,520 -9 -1,192 -60 18 393 -263 -1,868 52 -573: -14 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 33.2 0.5 30.4 1.1 2.9 11.8 4.5 57.6 6.7 11.4: 1.8 1.0
Old : 100.0: 20.2 33.2 0.5 30.4 1.1 2.9 11.8 4.5 57.6 6.7 11.4: 1.8 1.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 12 10 . . . . . . 16 5 10:
Old : 41: 12 10 . . . . . . 16 5 10:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.7 52.7 63.7 74.9 45.7 46.6 57.9 64.9
Old : 47.7 52.7 63.7 74.9 45.7 46.6 57.9 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WH REAL TIME PEAK - ICE FUTURES ENERGY DIV Code-064363
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 800 MWh) :
: : Positions :
All : 143,015: 88,385 116,439 12,188 1,442 5,427 20,629 1,303 3,322 6,401 8,634 6,147: 516 301
Old : 143,015: 88,385 116,439 12,188 1,442 5,427 20,629 1,303 3,322 6,401 8,634 6,147: 516 301
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,801: -120 2,596 -284 -99 44 1,062 -334 -44 997 -616 188: -42 66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 61.8 81.4 8.5 1.0 3.8 14.4 0.9 2.3 4.5 6.0 4.3: 0.4 0.2
Old : 100.0: 61.8 81.4 8.5 1.0 3.8 14.4 0.9 2.3 4.5 6.0 4.3: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 86: 47 46 . . 4 4 4 5 11 11 13:
Old : 86: 47 46 . . 4 4 4 5 11 11 13:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 31.7 61.6 48.4 36.7 23.0 45.1 33.9
Old : 50.5 31.7 61.6 48.4 36.7 23.0 45.1 33.9
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
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 MWh) :
: : Positions :
All : 54,656: 48,482 43,427 0 6,365 2,152 310 538 0 3,053 1,515 659: 0 0
Old : 54,656: 48,482 43,427 0 6,365 2,152 310 538 0 3,053 1,515 659: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 884: 883 -100 0 1,066 -334 -27 0 0 362 252 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 79.5 0.0 11.6 3.9 0.6 1.0 0.0 5.6 2.8 1.2: 0.0 0.0
Old : 100.0: 88.7 79.5 0.0 11.6 3.9 0.6 1.0 0.0 5.6 2.8 1.2: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 26 26 0 . . . . 0 5 . .:
Old : 40: 26 26 0 . . . . 0 5 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 52.3 70.9 75.6 44.0 38.0 52.2 52.6
Old : 54.0 52.3 70.9 75.6 44.0 38.0 52.2 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-064392
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 MWh) :
: : Positions :
All : 468,067: 410,313 386,626 0 53,679 17,555 3,591 2,432 0 28,833 0 7,775: 0 0
Old : 468,067: 410,313 386,626 0 53,679 17,555 3,591 2,432 0 28,833 0 7,775: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 2,689: 1,031 -3,567 0 9,870 -5,742 -264 2,128 0 7,664 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 82.6 0.0 11.5 3.8 0.8 0.5 0.0 6.2 0.0 1.7: 0.0 0.0
Old : 100.0: 87.7 82.6 0.0 11.5 3.8 0.8 0.5 0.0 6.2 0.0 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 25 22 0 . . . . 0 4 0 .:
Old : 33: 25 22 0 . . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 54.8 65.2 78.5 37.3 44.4 50.3 55.6
Old : 45.8 54.8 65.2 78.5 37.3 44.4 50.3 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV Code-064394
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 50 Megawatt Hours) :
: : Positions :
All : 1,549,850: 1,234,445 1,388,784 213,813 62,136 7,367 18,344 43,163 25,043 46,918 19,437 3,920: 0 0
Old : 1,549,850: 1,234,445 1,388,784 213,813 62,136 7,367 18,344 43,163 25,043 46,918 19,437 3,920: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -7,113: -9,801 -3,601 -4,680 368 0 2,688 -8,560 4,680 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.6 89.6 13.8 4.0 0.5 1.2 2.8 1.6 3.0 1.3 0.3: 0.0 0.0
Old : 100.0: 79.6 89.6 13.8 4.0 0.5 1.2 2.8 1.6 3.0 1.3 0.3: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 57: 33 37 . . . . . . . 5 .:
Old : 57: 33 37 . . . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.5 47.4 73.5 65.7 46.2 37.6 55.6 49.7
Old : 60.5 47.4 73.5 65.7 46.2 37.6 55.6 49.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-064395
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 400 Megawatt Hours) :
: : Positions :
All : 68,061: 53,871 54,525 2,350 0 5,343 0 2,825 1,837 3,296 2,167 1,364: 0 0
Old : 68,061: 53,871 54,525 2,350 0 5,343 0 2,825 1,837 3,296 2,167 1,364: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 318: -565 346 632 0 -204 0 -156 50 404 281 1: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.2 80.1 3.5 0.0 7.9 0.0 4.2 2.7 4.8 3.2 2.0: 0.0 0.0
Old : 100.0: 79.2 80.1 3.5 0.0 7.9 0.0 4.2 2.7 4.8 3.2 2.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 22 24 . 0 . 0 . . 6 4 4:
Old : 41: 22 24 . 0 . 0 . . 6 4 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 56.2 73.4 79.1 40.4 52.7 55.9 61.9
Old : 54.0 56.2 73.4 79.1 40.4 52.7 55.9 61.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO SP15 FIN DA OFF-PEAK - ICE FUTURES ENERGY DIV Code-064396
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 25 Megawatt Hours) :
: : Positions :
All : 461,492: 300,556 383,621 100,135 0 58,591 0 1,216 0 344 16,198 1,866: 0 0
Old : 461,492: 300,556 383,621 100,135 0 58,591 0 1,216 0 344 16,198 1,866: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 13,648: -248 -1,120 448 0 13,448 0 0 0 0 1,320 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 83.1 21.7 0.0 12.7 0.0 0.3 0.0 0.1 3.5 0.4: 0.0 0.0
Old : 100.0: 65.1 83.1 21.7 0.0 12.7 0.0 0.3 0.0 0.1 3.5 0.4: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 19 16 . 0 . 0 . 0 . 4 .:
Old : 32: 19 16 . 0 . 0 . 0 . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 65.4 85.9 84.4 43.5 49.3 60.7 61.5
Old : 62.7 65.4 85.9 84.4 43.5 49.3 60.7 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT OFF-PK - ICE FUTURES ENERGY DIV Code-06439A
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 387,289: 340,994 337,290 11,144 9,392 35,151 0 5,456 0 0 0 0: 0 0
Old : 387,289: 340,994 337,290 11,144 9,392 35,151 0 5,456 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 4,296: 4,296 -384 -4,680 0 4,680 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.0 87.1 2.9 2.4 9.1 0.0 1.4 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 88.0 87.1 2.9 2.4 9.1 0.0 1.4 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 28 30 . . . 0 . 0 0 0 0:
Old : 41: 28 30 . . . 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.6 51.8 69.8 74.7 38.0 48.8 55.9 60.2
Old : 42.6 51.8 69.8 74.7 38.0 48.8 55.9 60.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV Code-06439B
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 37,900: 32,914 33,624 1,591 1,845 626 931 63 361 363 0 0: 1,114 1,381
Old : 37,900: 32,914 33,624 1,591 1,845 626 931 63 361 363 0 0: 1,114 1,381
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 130: 149 -105 0 362 -42 87 -105 -22 0 0 0: -42 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.8 88.7 4.2 4.9 1.7 2.5 0.2 1.0 1.0 0.0 0.0: 2.9 3.6
Old : 100.0: 86.8 88.7 4.2 4.9 1.7 2.5 0.2 1.0 1.0 0.0 0.0: 2.9 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 36: 25 25 . . . . . . . 0 0:
Old : 36: 25 25 . . . . . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 56.4 66.5 74.2 43.8 53.7 60.4 67.1
Old : 46.3 56.4 66.5 74.2 43.8 53.7 60.4 67.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-06439C
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 50,991: 44,953 44,520 2,315 3,130 3,220 0 0 0 0 8 86: 417 27
Old : 50,991: 44,953 44,520 2,315 3,130 3,220 0 0 0 0 8 86: 417 27
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,160: 1,160 1,040 0 120 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 87.3 4.5 6.1 6.3 0.0 0.0 0.0 0.0 0.0 0.2: 0.8 0.1
Old : 100.0: 88.2 87.3 4.5 6.1 6.3 0.0 0.0 0.0 0.0 0.0 0.2: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 34 33 . . . 0 0 0 0 . .:
Old : 45: 34 33 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 48.5 68.4 74.1 50.8 37.9 59.3 59.4
Old : 53.8 48.5 68.4 74.1 50.8 37.9 59.3 59.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV Code-06439F
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 69,194: 62,276 61,979 2,505 3,560 3,540 0 0 0 247 0 58: 568 57
Old : 69,194: 62,276 61,979 2,505 3,560 3,540 0 0 0 247 0 58: 568 57
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,098: 1,548 978 0 170 -50 -400 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 89.6 3.6 5.1 5.1 0.0 0.0 0.0 0.4 0.0 0.1: 0.8 0.1
Old : 100.0: 90.0 89.6 3.6 5.1 5.1 0.0 0.0 0.0 0.4 0.0 0.1: 0.8 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 34 30 . . . 0 0 0 . 0 .:
Old : 44: 34 30 . . . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 46.6 65.2 74.0 47.7 41.1 60.1 60.5
Old : 47.9 46.6 65.2 74.0 47.7 41.1 60.1 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439K
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,473: 16,743 17,503 540 0 1,970 0 0 0 100 0 0: 120 0
Old : 19,473: 16,743 17,503 540 0 1,970 0 0 0 100 0 0: 120 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 200: 150 200 0 0 0 0 0 0 50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.0 89.9 2.8 0.0 10.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.6 0.0
Old : 100.0: 86.0 89.9 2.8 0.0 10.1 0.0 0.0 0.0 0.5 0.0 0.0: 0.6 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 13 . 0 . 0 0 0 . 0 0:
Old : 26: 17 13 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 65.8 77.0 93.2 46.1 61.1 66.3 75.6
Old : 50.9 65.8 77.0 93.2 46.1 61.1 66.3 75.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV Code-06439L
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 326,048: 273,616 324,920 49,280 0 760 0 0 0 2,024 0 368: 0 0
Old : 326,048: 273,616 324,920 49,280 0 760 0 0 0 2,024 0 368: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 -368 0 0 0 0 0 0 -368 0 368: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.9 99.7 15.1 0.0 0.2 0.0 0.0 0.0 0.6 0.0 0.1: 0.0 0.0
Old : 100.0: 83.9 99.7 15.1 0.0 0.2 0.0 0.0 0.0 0.6 0.0 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 25 18 . 0 . 0 0 0 . 0 .:
Old : 31: 25 18 . 0 . 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.5 81.4 63.5 93.0 38.6 70.4 55.1 72.5
Old : 42.5 81.4 63.5 93.0 38.6 70.4 55.1 72.5
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
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 10,449: 8,374 10,191 0 0 0 168 0 0 1,734 0 0: 173 258
Old : 10,449: 8,374 10,191 0 0 0 168 0 0 1,734 0 0: 173 258
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 110: -100 131 0 0 0 84 0 0 103 0 -21: 44 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 97.5 0.0 0.0 0.0 1.6 0.0 0.0 16.6 0.0 0.0: 1.7 2.5
Old : 100.0: 80.1 97.5 0.0 0.0 0.0 1.6 0.0 0.0 16.6 0.0 0.0: 1.7 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 18 19 0 0 0 . 0 0 4 0 0:
Old : 28: 18 19 0 0 0 . 0 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.6 62.7 65.0 82.0 34.6 55.2 61.0 73.3
Old : 37.6 62.7 65.0 82.0 34.6 55.2 61.0 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643A8
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 13,160: 7,600 12,600 0 500 0 0 0 0 5,500 0 0: 60 60
Old : 13,160: 7,600 12,600 0 500 0 0 0 0 5,500 0 0: 60 60
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 100: 100 100 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.8 95.7 0.0 3.8 0.0 0.0 0.0 0.0 41.8 0.0 0.0: 0.5 0.5
Old : 100.0: 57.8 95.7 0.0 3.8 0.0 0.0 0.0 0.0 41.8 0.0 0.0: 0.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 10 15 0 . 0 0 0 0 . 0 0:
Old : 22: 10 15 0 . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 59.3 95.0 84.0 72.2 59.3 87.8 77.5
Old : 72.2 59.3 95.0 84.0 72.2 59.3 87.8 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE F DA OFFPEAK - ICE FUTURES ENERGY DIV Code-0643AF
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 6,945: 6,385 6,595 500 0 0 0 300 0 0 0 0: 60 50
Old : 6,945: 6,385 6,595 500 0 0 0 300 0 0 0 0: 60 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 95.0 7.2 0.0 0.0 0.0 4.3 0.0 0.0 0.0 0.0: 0.9 0.7
Old : 100.0: 91.9 95.0 7.2 0.0 0.0 0.0 4.3 0.0 0.0 0.0 0.0: 0.9 0.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 13 10 . 0 0 0 . 0 0 0 0:
Old : 20: 13 10 . 0 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 79.3 86.6 92.6 32.0 53.3 51.5 61.6
Old : 61.6 79.3 86.6 92.6 32.0 53.3 51.5 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE C DA PEAK - ICE FUTURES ENERGY DIV Code-0643AP
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,380: 8,555 9,755 870 270 430 0 200 0 425 155 520: 580 50
Old : 11,380: 8,555 9,755 870 270 430 0 200 0 425 155 520: 580 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -315: -135 -940 0 0 0 0 0 0 -660 155 470: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.2 85.7 7.6 2.4 3.8 0.0 1.8 0.0 3.7 1.4 4.6: 5.1 0.4
Old : 100.0: 75.2 85.7 7.6 2.4 3.8 0.0 1.8 0.0 3.7 1.4 4.6: 5.1 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 15 . . . 0 . 0 . . .:
Old : 26: 14 15 . . . 0 . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 52.9 76.8 77.2 54.5 49.4 64.3 64.1
Old : 60.6 52.9 76.8 77.2 54.5 49.4 64.3 64.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643AZ
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 26,856: 24,446 23,611 0 185 2,410 0 0 0 0 650 0: 0 0
Old : 26,856: 24,446 23,611 0 185 2,410 0 0 0 0 650 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 600: 600 600 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.0 87.9 0.0 0.7 9.0 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.0
Old : 100.0: 91.0 87.9 0.0 0.7 9.0 0.0 0.0 0.0 0.0 2.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 33: 21 20 0 . . 0 0 0 0 . 0:
Old : 33: 21 20 0 . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 56.5 77.5 83.4 51.5 49.9 67.2 69.8
Old : 53.7 56.5 77.5 83.4 51.5 49.9 67.2 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643B1
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 24,447: 20,607 21,092 555 170 2,505 0 0 0 0 75 600: 180 5
Old : 24,447: 20,607 21,092 555 170 2,505 0 0 0 0 75 600: 180 5
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 580: 80 -160 -240 0 140 0 0 0 0 0 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 86.3 2.3 0.7 10.2 0.0 0.0 0.0 0.0 0.3 2.5: 0.7 0.0
Old : 100.0: 84.3 86.3 2.3 0.7 10.2 0.0 0.0 0.0 0.0 0.3 2.5: 0.7 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 22 20 . . . 0 0 0 0 . .:
Old : 31: 22 20 . . . 0 0 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.4 62.4 65.4 81.4 31.3 44.4 46.9 53.8
Old : 42.4 62.4 65.4 81.4 31.3 44.4 46.9 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643B3
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 Mwh :
: : Positions :
All : 24,121: 21,136 18,762 2,430 4,441 0 215 0 0 0 126 0: 340 792
Old : 24,121: 21,136 18,762 2,430 4,441 0 215 0 0 0 126 0: 340 792
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 568: 570 377 0 191 0 0 0 0 0 0 0: -2 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.6 77.8 10.1 18.4 0.0 0.9 0.0 0.0 0.0 0.5 0.0: 1.4 3.3
Old : 100.0: 87.6 77.8 10.1 18.4 0.0 0.9 0.0 0.0 0.0 0.5 0.0: 1.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 25 23 . . 0 . 0 0 0 . 0:
Old : 34: 25 23 . . 0 . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.7 59.2 61.2 79.0 34.1 52.6 53.9 65.3
Old : 35.7 59.2 61.2 79.0 34.1 52.6 53.9 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643B9
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 58,696: 53,148 49,411 1,160 2,266 3,047 0 401 12 333 2,638 781: 215 140
Old : 58,696: 53,148 49,411 1,160 2,266 3,047 0 401 12 333 2,638 781: 215 140
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,185: 1,295 517 0 474 -22 0 179 12 5 169 -85: -20 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.5 84.2 2.0 3.9 5.2 0.0 0.7 0.0 0.6 4.5 1.3: 0.4 0.2
Old : 100.0: 90.5 84.2 2.0 3.9 5.2 0.0 0.7 0.0 0.6 4.5 1.3: 0.4 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 29 28 . . . 0 . . . . 4:
Old : 44: 29 28 . . . 0 . . . . 4:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 47.4 71.0 68.8 47.1 47.2 67.5 65.2
Old : 48.1 47.4 71.0 68.8 47.1 47.2 67.5 65.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS DA PEAK MINI - ICE FUTURES ENERGY DIV Code-0643BA
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 73,348: 64,359 60,357 793 2,149 3,362 0 584 649 331 2,288 3,854: 0 105
Old : 73,348: 64,359 60,357 793 2,149 3,362 0 584 649 331 2,288 3,854: 0 105
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 2,031: 776 2,031 -1 735 -195 -22 235 46 38 -2,230 1,389: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.7 82.3 1.1 2.9 4.6 0.0 0.8 0.9 0.5 3.1 5.3: 0.0 0.1
Old : 100.0: 87.7 82.3 1.1 2.9 4.6 0.0 0.8 0.9 0.5 3.1 5.3: 0.0 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 30 30 . . . 0 4 . . 5 6:
Old : 52: 30 30 . . . 0 4 . . 5 6:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.9 46.8 61.1 63.0 41.4 43.6 57.0 55.5
Old : 41.9 46.8 61.1 63.0 41.4 43.6 57.0 55.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BC
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 43,650: 40,373 40,005 1,600 3,215 385 0 0 0 1,190 0 0: 102 45
Old : 43,650: 40,373 40,005 1,600 3,215 385 0 0 0 1,190 0 0: 102 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 508: 818 523 0 0 0 0 0 0 10 0 0: -320 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 91.6 3.7 7.4 0.9 0.0 0.0 0.0 2.7 0.0 0.0: 0.2 0.1
Old : 100.0: 92.5 91.6 3.7 7.4 0.9 0.0 0.0 0.0 2.7 0.0 0.0: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 24 13 . . . 0 0 0 . 0 0:
Old : 30: 24 13 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 95.6 70.6 98.6 49.7 91.9 65.9 92.0
Old : 52.9 95.6 70.6 98.6 49.7 91.9 65.9 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BE
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 48,248: 44,328 44,258 2,150 3,815 175 0 0 0 1,545 0 0: 50 0
Old : 48,248: 44,328 44,258 2,150 3,815 175 0 0 0 1,545 0 0: 50 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 231: 221 231 0 0 0 0 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.9 91.7 4.5 7.9 0.4 0.0 0.0 0.0 3.2 0.0 0.0: 0.1 0.0
Old : 100.0: 91.9 91.7 4.5 7.9 0.4 0.0 0.0 0.0 3.2 0.0 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 25 15 . . . 0 0 0 . 0 0:
Old : 32: 25 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 92.2 71.1 97.6 51.5 89.4 67.0 90.3
Old : 55.1 92.2 71.1 97.6 51.5 89.4 67.0 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BF
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 350,093: 310,525 302,143 3,373 16,975 3,177 408 9,752 0 26,706 12,142 5,904: 0 0
Old : 350,093: 310,525 302,143 3,373 16,975 3,177 408 9,752 0 26,706 12,142 5,904: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 10,785: 9,561 18,602 0 -5,416 0 408 0 0 3,241 24 -2,425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.7 86.3 1.0 4.8 0.9 0.1 2.8 0.0 7.6 3.5 1.7: 0.0 0.0
Old : 100.0: 88.7 86.3 1.0 4.8 0.9 0.1 2.8 0.0 7.6 3.5 1.7: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 44: 27 26 . . . . . 0 . . .:
Old : 44: 27 26 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.2 38.5 69.8 62.2 38.3 36.9 53.4 51.5
Old : 46.2 38.5 69.8 62.2 38.3 36.9 53.4 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643BG
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 27,547: 20,806 23,980 254 413 661 168 478 703 4,527 967 301: 127 44
Old : 27,547: 20,806 23,980 254 413 661 168 478 703 4,527 967 301: 127 44
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,545: 592 1,417 124 -514 194 -2 0 467 189 21 -40: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.5 87.1 0.9 1.5 2.4 0.6 1.7 2.6 16.4 3.5 1.1: 0.5 0.2
Old : 100.0: 75.5 87.1 0.9 1.5 2.4 0.6 1.7 2.6 16.4 3.5 1.1: 0.5 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 45: 24 30 . . . . . . . 5 5:
Old : 45: 24 30 . . . . . . . 5 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 36.3 76.9 54.2 44.9 35.7 67.8 51.7
Old : 50.3 36.3 76.9 54.2 44.9 35.7 67.8 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
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 40,991: 22,202 35,571 16,987 0 590 77 1,749 102 27 1,973 1,006: 0 0
Old : 40,991: 22,202 35,571 16,987 0 590 77 1,749 102 27 1,973 1,006: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 667: 232 671 487 0 0 0 50 0 -1 -3 -51: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.2 86.8 41.4 0.0 1.4 0.2 4.3 0.2 0.1 4.8 2.5: 0.0 0.0
Old : 100.0: 54.2 86.8 41.4 0.0 1.4 0.2 4.3 0.2 0.1 4.8 2.5: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 15 16 . 0 . . . . . 5 .:
Old : 31: 15 16 . 0 . . . . . 5 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.7 64.5 91.5 81.4 70.1 62.7 76.7 74.0
Old : 77.7 64.5 91.5 81.4 70.1 62.7 76.7 74.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CAISO NP-15 OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643BR
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :25MWh :
: : Positions :
All : 343,983: 293,628 327,705 38,811 0 11,544 0 0 0 0 4,734 0: 0 0
Old : 343,983: 293,628 327,705 38,811 0 11,544 0 0 0 0 4,734 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 5,712: 3,808 5,712 1,904 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.4 95.3 11.3 0.0 3.4 0.0 0.0 0.0 0.0 1.4 0.0: 0.0 0.0
Old : 100.0: 85.4 95.3 11.3 0.0 3.4 0.0 0.0 0.0 0.0 1.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 11 11 . 0 . 0 0 0 0 . 0:
Old : 20: 11 11 . 0 . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 89.6 97.4 98.5 70.2 87.5 86.4 88.7
Old : 75.0 89.6 97.4 98.5 70.2 87.5 86.4 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB RT OFF-PK - ICE FUTURES ENERGY DIV Code-0643BS
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 351,329: 279,386 341,210 62,723 140 9,220 0 0 0 0 759 0: 0 0
Old : 351,329: 279,386 341,210 62,723 140 9,220 0 0 0 0 759 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,233: 1,233 1,233 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 79.5 97.1 17.9 0.0 2.6 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0
Old : 100.0: 79.5 97.1 17.9 0.0 2.6 0.0 0.0 0.0 0.0 0.2 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 20 15 . . . 0 0 0 0 . 0:
Old : 28: 20 15 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 77.8 79.9 91.5 55.3 63.5 66.4 67.8
Old : 61.4 77.8 79.9 91.5 55.3 63.5 66.4 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV Code-0643BT
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800 MWh :
: : Positions :
All : 29,133: 24,360 27,911 3,751 0 214 701 0 0 0 497 0: 107 511
Old : 29,133: 24,360 27,911 3,751 0 214 701 0 0 0 497 0: 107 511
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 467: 382 363 0 0 0 42 0 0 0 0 0: 43 104
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.6 95.8 12.9 0.0 0.7 2.4 0.0 0.0 0.0 1.7 0.0: 0.4 1.8
Old : 100.0: 83.6 95.8 12.9 0.0 0.7 2.4 0.0 0.0 0.0 1.7 0.0: 0.4 1.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 14 17 . 0 . . 0 0 0 . 0:
Old : 26: 14 17 . 0 . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 79.8 81.7 88.1 55.5 71.1 70.5 77.6
Old : 60.7 79.8 81.7 88.1 55.5 71.1 70.5 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643BX
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 132,490: 64,646 127,052 67,844 1,518 0 0 3,920 0 0 0 0: 0 0
Old : 132,490: 64,646 127,052 67,844 1,518 0 0 3,920 0 0 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.8 95.9 51.2 1.1 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 0.0 0.0
Old : 100.0: 48.8 95.9 51.2 1.1 0.0 0.0 3.0 0.0 0.0 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 9 8 . . 0 0 . 0 0 0 0:
Old : 20: 9 8 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.1 85.9 96.8 98.3 77.1 85.6 96.8 98.0
Old : 77.1 85.9 96.8 98.3 77.1 85.6 96.8 98.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV Code-0643BY
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 13,631: 10,272 10,414 517 774 427 1,460 0 0 336 519 257: 362 1,240
Old : 13,631: 10,272 10,414 517 774 427 1,460 0 0 336 519 257: 362 1,240
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 125: 41 41 42 0 0 42 0 0 -42 42 42: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 75.4 76.4 3.8 5.7 3.1 10.7 0.0 0.0 2.5 3.8 1.9: 2.7 9.1
Old : 100.0: 75.4 76.4 3.8 5.7 3.1 10.7 0.0 0.0 2.5 3.8 1.9: 2.7 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 14 15 . . . . 0 0 . . .:
Old : 28: 14 15 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 49.0 75.3 66.4 37.7 34.2 55.3 46.2
Old : 50.8 49.0 75.3 66.4 37.7 34.2 55.3 46.2
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
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50 Mwh :
: : Positions :
All : 164,901: 132,198 135,971 4,752 13,688 11,312 14,004 0 0 760 2,055 1,875: 0 0
Old : 164,901: 132,198 135,971 4,752 13,688 11,312 14,004 0 0 760 2,055 1,875: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -3,192: -5,944 -3,192 -2,752 0 0 5,504 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.2 82.5 2.9 8.3 6.9 8.5 0.0 0.0 0.5 1.2 1.1: 0.0 0.0
Old : 100.0: 80.2 82.5 2.9 8.3 6.9 8.5 0.0 0.0 0.5 1.2 1.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 13 16 . . . . 0 0 . . .:
Old : 29: 13 16 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 56.1 83.5 77.5 61.7 53.7 74.3 69.2
Old : 64.0 56.1 83.5 77.5 61.7 53.7 74.3 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV Code-0643C3
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :800MWh :
: : Positions :
All : 18,952: 15,606 12,304 2,497 3,704 377 194 2,097 0 171 172 0: 107 298
Old : 18,952: 15,606 12,304 2,497 3,704 377 194 2,097 0 171 172 0: 107 298
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -79: -14 -100 -22 148 -64 0 -42 0 21 0 -21: 21 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 64.9 13.2 19.5 2.0 1.0 11.1 0.0 0.9 0.9 0.0: 0.6 1.6
Old : 100.0: 82.3 64.9 13.2 19.5 2.0 1.0 11.1 0.0 0.9 0.9 0.0: 0.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 21 22 . . . . . 0 . . 0:
Old : 34: 21 22 . . . . . 0 . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 43.1 79.9 64.5 53.8 37.8 62.4 52.1
Old : 59.0 43.1 79.9 64.5 53.8 37.8 62.4 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643C4
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 190,470: 172,905 103,354 15,629 73,928 375 0 12,020 793 768 0 0: 0 0
Old : 190,470: 172,905 103,354 15,629 73,928 375 0 12,020 793 768 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 6,969: 8,945 1,809 0 1,248 0 0 5,504 -1,592 -384 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.8 54.3 8.2 38.8 0.2 0.0 6.3 0.4 0.4 0.0 0.0: 0.0 0.0
Old : 100.0: 90.8 54.3 8.2 38.8 0.2 0.0 6.3 0.4 0.4 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 15 . . . 0 . . . 0 0:
Old : 27: 17 15 . . . 0 . . . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 69.4 84.0 84.3 52.6 63.1 69.7 75.1
Old : 63.1 69.4 84.0 84.3 52.6 63.1 69.7 75.1
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
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 8,890: 7,560 8,110 1,200 0 0 0 300 0 0 200 50: 80 230
Old : 8,890: 7,560 8,110 1,200 0 0 0 300 0 0 200 50: 80 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 280: 330 280 0 0 0 0 0 0 0 50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.0 91.2 13.5 0.0 0.0 0.0 3.4 0.0 0.0 2.2 0.6: 0.9 2.6
Old : 100.0: 85.0 91.2 13.5 0.0 0.0 0.0 3.4 0.0 0.0 2.2 0.6: 0.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 16 13 . 0 0 0 . 0 0 . .:
Old : 23: 16 13 . 0 0 0 . 0 0 . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 69.2 76.7 86.6 40.2 48.5 57.8 60.7
Old : 51.7 69.2 76.7 86.6 40.2 48.5 57.8 60.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CB
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :400MWh :
: : Positions :
All : 21,464: 14,475 16,669 1,445 0 4,795 0 0 0 749 0 0: 0 0
Old : 21,464: 14,475 16,669 1,445 0 4,795 0 0 0 749 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -155: -285 -207 -52 0 52 0 0 0 130 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.4 77.7 6.7 0.0 22.3 0.0 0.0 0.0 3.5 0.0 0.0: 0.0 0.0
Old : 100.0: 67.4 77.7 6.7 0.0 22.3 0.0 0.0 0.0 3.5 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 17 17 . 0 . 0 0 0 . 0 0:
Old : 25: 17 17 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.6 55.0 91.1 78.5 43.0 33.9 51.2 49.9
Old : 78.6 55.0 91.1 78.5 43.0 33.9 51.2 49.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD OFF PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CJ
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 9,570: 8,330 9,370 225 150 0 0 0 0 300 0 0: 715 50
Old : 9,570: 8,330 9,370 225 150 0 0 0 0 300 0 0: 715 50
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 20: 0 195 0 0 0 0 0 0 0 -175 0: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 87.0 97.9 2.4 1.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0: 7.5 0.5
Old : 100.0: 87.0 97.9 2.4 1.6 0.0 0.0 0.0 0.0 3.1 0.0 0.0: 7.5 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 13 11 . . 0 0 0 0 . 0 0:
Old : 21: 13 11 . . 0 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 81.2 80.9 94.8 56.3 81.0 69.8 84.4
Old : 65.1 81.2 80.9 94.8 56.3 81.0 69.8 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM BGE ZONE DAY AHEAD, PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643CK
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 11,455: 10,105 9,535 300 190 0 0 1,630 0 200 0 100: 750 0
Old : 11,455: 10,105 9,535 300 190 0 0 1,630 0 200 0 100: 750 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 55: 35 130 0 0 0 0 0 0 -100 -175 100: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.2 83.2 2.6 1.7 0.0 0.0 14.2 0.0 1.7 0.0 0.9: 6.5 0.0
Old : 100.0: 88.2 83.2 2.6 1.7 0.0 0.0 14.2 0.0 1.7 0.0 0.9: 6.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 14 16 . . 0 0 . 0 . 0 .:
Old : 25: 14 16 . . 0 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 70.5 78.8 87.1 50.5 64.0 63.8 75.8
Old : 60.6 70.5 78.8 87.1 50.5 64.0 63.8 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM RT PEAK CAL 1X - ICE FUTURES ENERGY DIV Code-0643CL
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Any Multiple of 800 800MWhs :
: : Positions :
All : 14,552: 7,918 14,124 1,284 0 0 428 428 0 4,922 0 0: 0 0
Old : 14,552: 7,918 14,124 1,284 0 0 428 428 0 4,922 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.4 97.1 8.8 0.0 0.0 2.9 2.9 0.0 33.8 0.0 0.0: 0.0 0.0
Old : 100.0: 54.4 97.1 8.8 0.0 0.0 2.9 2.9 0.0 33.8 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 8 7 . 0 0 . . 0 4 0 0:
Old : 22: 8 7 . 0 0 . . 0 4 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 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
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,630: 10,725 18,630 7,845 0 0 0 0 0 0 0 0: 60 0
Old : 18,630: 10,725 18,630 7,845 0 0 0 0 0 0 0 0: 60 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.6 100.0 42.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 57.6 100.0 42.1 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 12 . 0 0 0 0 0 0 0 0:
Old : 20: 14 12 . 0 0 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 77.1 91.6 95.5 74.5 73.6 85.6 85.6
Old : 75.6 77.1 91.6 95.5 74.5 73.6 85.6 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643CU
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,535: 21,040 11,405 1,225 10,860 0 0 225 0 0 0 0: 270 45
Old : 22,535: 21,040 11,405 1,225 10,860 0 0 225 0 0 0 0: 270 45
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -55: -55 -55 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.4 50.6 5.4 48.2 0.0 0.0 1.0 0.0 0.0 0.0 0.0: 1.2 0.2
Old : 100.0: 93.4 50.6 5.4 48.2 0.0 0.0 1.0 0.0 0.0 0.0 0.0: 1.2 0.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 27: 17 14 . . 0 0 . 0 0 0 0:
Old : 27: 17 14 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 78.8 89.7 91.1 61.7 76.6 81.9 86.2
Old : 66.4 78.8 89.7 91.1 61.7 76.6 81.9 86.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM JCPL ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643CV
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 19,990: 18,850 9,245 650 10,510 0 0 225 0 0 0 0: 490 10
Old : 19,990: 18,850 9,245 650 10,510 0 0 225 0 0 0 0: 490 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -120: -120 -100 0 0 0 0 0 0 0 0 0: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.3 46.2 3.3 52.6 0.0 0.0 1.1 0.0 0.0 0.0 0.0: 2.5 0.0
Old : 100.0: 94.3 46.2 3.3 52.6 0.0 0.0 1.1 0.0 0.0 0.0 0.0: 2.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 14 12 . . 0 0 . 0 0 0 0:
Old : 23: 14 12 . . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 87.9 89.5 96.3 69.4 86.8 85.1 92.7
Old : 73.7 87.9 89.5 96.3 69.4 86.8 85.1 92.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643CZ
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,603: 21,453 18,583 0 3,780 180 850 0 0 0 50 0: 120 10
Old : 22,603: 21,453 18,583 0 3,780 180 850 0 0 0 50 0: 120 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,400: 1,300 1,150 0 250 0 100 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 82.2 0.0 16.7 0.8 3.8 0.0 0.0 0.0 0.2 0.0: 0.5 0.0
Old : 100.0: 94.9 82.2 0.0 16.7 0.8 3.8 0.0 0.0 0.0 0.2 0.0: 0.5 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 32: 17 17 0 . . . 0 0 0 . 0:
Old : 32: 17 17 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 70.9 81.7 89.7 61.1 67.7 76.6 81.7
Old : 65.3 70.9 81.7 89.7 61.1 67.7 76.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PECO ZONE OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D1
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 18,273: 17,440 13,883 0 4,210 180 250 0 0 0 0 0: 403 0
Old : 18,273: 17,440 13,883 0 4,210 180 250 0 0 0 0 0: 403 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 390: 350 200 0 200 0 0 0 0 0 0 0: 40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.4 76.0 0.0 23.0 1.0 1.4 0.0 0.0 0.0 0.0 0.0: 2.2 0.0
Old : 100.0: 95.4 76.0 0.0 23.0 1.0 1.4 0.0 0.0 0.0 0.0 0.0: 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 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 16 15 0 . . . 0 0 0 0 0:
Old : 26: 16 15 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 75.9 85.5 93.6 64.1 71.1 79.5 85.7
Old : 67.8 75.9 85.5 93.6 64.1 71.1 79.5 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PEPCO DA PEAK - ICE FUTURES ENERGY DIV Code-0643D4
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,175: 21,055 20,390 400 1,320 245 0 0 0 0 200 0: 475 20
Old : 22,175: 21,055 20,390 400 1,320 245 0 0 0 0 200 0: 475 20
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 120: 320 0 0 120 0 0 0 0 0 0 0: -200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 94.9 92.0 1.8 6.0 1.1 0.0 0.0 0.0 0.0 0.9 0.0: 2.1 0.1
Old : 100.0: 94.9 92.0 1.8 6.0 1.1 0.0 0.0 0.0 0.0 0.9 0.0: 2.1 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 13 13 . . . 0 0 0 0 . 0:
Old : 23: 13 13 . . . 0 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.4 79.8 88.7 93.2 64.3 75.1 75.5 81.4
Old : 74.4 79.8 88.7 93.2 64.3 75.1 75.5 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DAY AHEAD, OFF-PEAK MONTHLY - ICE FUTURES ENERGY DIV Code-0643D7
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,110: 22,530 22,965 75 0 25 0 0 0 0 0 0: 480 120
Old : 23,110: 22,530 22,965 75 0 25 0 0 0 0 0 0: 480 120
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 97.5 99.4 0.3 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 0.5
Old : 100.0: 97.5 99.4 0.3 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 19 11 . 0 . 0 0 0 0 0 0:
Old : 24: 19 11 . 0 . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 92.7 83.3 98.6 62.9 86.6 76.9 88.4
Old : 66.6 92.7 83.3 98.6 62.9 86.6 76.9 88.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV Code-0643D8
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,217: 21,502 22,042 25 0 75 200 0 0 0 0 0: 415 100
Old : 22,217: 21,502 22,042 25 0 75 200 0 0 0 0 0: 415 100
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 50: 50 50 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.8 99.2 0.1 0.0 0.3 0.9 0.0 0.0 0.0 0.0 0.0: 1.9 0.5
Old : 100.0: 96.8 99.2 0.1 0.0 0.3 0.9 0.0 0.0 0.0 0.0 0.0: 1.9 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 20 12 . 0 . . 0 0 0 0 0:
Old : 26: 20 12 . 0 . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 92.0 81.3 98.4 56.0 80.8 70.4 83.3
Old : 64.7 92.0 81.3 98.4 56.0 80.8 70.4 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV Code-0643DB
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 120,050: 106,170 110,170 5,615 4,310 4,365 475 675 0 3,150 345 155: 120 30
Old : 120,050: 106,170 110,170 5,615 4,310 4,365 475 675 0 3,150 345 155: 120 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 910: 845 500 0 -180 240 0 350 0 -175 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 91.8 4.7 3.6 3.6 0.4 0.6 0.0 2.6 0.3 0.1: 0.1 0.0
Old : 100.0: 88.4 91.8 4.7 3.6 3.6 0.4 0.6 0.0 2.6 0.3 0.1: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 52: 34 30 . . . . . 0 . . .:
Old : 52: 34 30 . . . . . 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 52.1 59.6 77.4 25.5 49.3 43.3 64.3
Old : 38.7 52.1 59.6 77.4 25.5 49.3 43.3 64.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV Code-0643DC
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 137,639: 123,314 123,444 6,515 2,920 4,195 1,215 3,035 800 1,400 3,015 200: 0 30
Old : 137,639: 123,314 123,444 6,515 2,920 4,195 1,215 3,035 800 1,400 3,015 200: 0 30
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,640: 3,315 3,360 100 -180 205 100 160 0 -75 100 -5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.6 89.7 4.7 2.1 3.0 0.9 2.2 0.6 1.0 2.2 0.1: 0.0 0.0
Old : 100.0: 89.6 89.7 4.7 2.1 3.0 0.9 2.2 0.6 1.0 2.2 0.1: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 59: 39 31 . . . . . . . 4 .:
Old : 59: 39 31 . . . . . . . 4 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.4 52.3 59.7 72.3 34.4 48.9 49.4 61.4
Old : 39.4 52.3 59.7 72.3 34.4 48.9 49.4 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV Code-0643DF
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 168,649: 139,103 130,452 7,953 12,725 3,545 6,668 8,510 2,662 2,133 4,323 6,406: 179 26
Old : 168,649: 139,103 130,452 7,953 12,725 3,545 6,668 8,510 2,662 2,133 4,323 6,406: 179 26
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 4,537: 2,619 3,062 800 2,150 -584 -96 -1,593 277 260 -9 1,246: 15 -12
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.5 77.4 4.7 7.5 2.1 4.0 5.0 1.6 1.3 2.6 3.8: 0.1 0.0
Old : 100.0: 82.5 77.4 4.7 7.5 2.1 4.0 5.0 1.6 1.3 2.6 3.8: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 74: 43 40 . . 4 5 4 4 6 8 8:
Old : 74: 43 40 . . 4 5 4 4 6 8 8:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.0 54.5 51.9 67.1 35.7 48.8 49.3 58.3
Old : 36.0 54.5 51.9 67.1 35.7 48.8 49.3 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF-PK MINI - ICE FUTURES ENERGY DIV Code-0643DK
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 118,063: 102,596 101,864 9,606 10,510 1,290 25 1,320 2,330 1,531 150 599: 86 0
Old : 118,063: 102,596 101,864 9,606 10,510 1,290 25 1,320 2,330 1,531 150 599: 86 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 600: 190 55 -75 540 5 0 -480 480 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.9 86.3 8.1 8.9 1.1 0.0 1.1 2.0 1.3 0.1 0.5: 0.1 0.0
Old : 100.0: 86.9 86.3 8.1 8.9 1.1 0.0 1.1 2.0 1.3 0.1 0.5: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 50: 38 31 . . . . . . . . .:
Old : 50: 38 31 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.3 69.2 48.2 83.8 28.7 62.6 42.7 68.4
Old : 29.3 69.2 48.2 83.8 28.7 62.6 42.7 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV Code-0643DL
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 37,895: 36,430 34,460 325 1,965 375 380 500 280 50 295 10: 45 10
Old : 37,895: 36,430 34,460 325 1,965 375 380 500 280 50 295 10: 45 10
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 25: 25 -25 0 50 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 96.1 90.9 0.9 5.2 1.0 1.0 1.3 0.7 0.1 0.8 0.0: 0.1 0.0
Old : 100.0: 96.1 90.9 0.9 5.2 1.0 1.0 1.3 0.7 0.1 0.8 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 34: 23 14 . . . . . . . . .:
Old : 34: 23 14 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 88.4 76.1 94.2 58.7 83.4 73.1 88.1
Old : 59.1 88.4 76.1 94.2 58.7 83.4 73.1 88.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM PSEG ZONE DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV Code-0643DM
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 34,160: 33,560 31,705 325 1,875 250 0 50 25 0 255 0: 0 0
Old : 34,160: 33,560 31,705 325 1,875 250 0 50 25 0 255 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 20: 20 20 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 98.2 92.8 1.0 5.5 0.7 0.0 0.1 0.1 0.0 0.7 0.0: 0.0 0.0
Old : 100.0: 98.2 92.8 1.0 5.5 0.7 0.0 0.1 0.1 0.0 0.7 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 30: 22 14 . . . 0 . . 0 . 0:
Old : 30: 22 14 . . . 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 88.3 79.3 95.8 59.7 78.6 71.7 82.5
Old : 63.9 88.3 79.3 95.8 59.7 78.6 71.7 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AEP DAYTON REALTIME OFFPEAK-MI - ICE FUTURES ENERGY DIV Code-0643EA
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 mwh :
: : Positions :
All : 29,663: 27,169 24,168 0 2,785 2,155 0 500 0 264 0 20: 55 35
Old : 29,663: 27,169 24,168 0 2,785 2,155 0 500 0 264 0 20: 55 35
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 120: 1,260 -420 0 1,680 -1,140 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 91.6 81.5 0.0 9.4 7.3 0.0 1.7 0.0 0.9 0.0 0.1: 0.2 0.1
Old : 100.0: 91.6 81.5 0.0 9.4 7.3 0.0 1.7 0.0 0.9 0.0 0.1: 0.2 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 28 25 0 . . 0 . 0 . 0 .:
Old : 38: 28 25 0 . . 0 . 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.3 54.4 61.4 70.5 36.5 44.7 51.1 58.3
Old : 40.3 54.4 61.4 70.5 36.5 44.7 51.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO IN. REALTIME OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-0643F1
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 Mwh :
: : Positions :
All : 16,794: 15,219 16,039 745 95 660 0 0 0 0 0 0: 170 0
Old : 16,794: 15,219 16,039 745 95 660 0 0 0 0 0 0: 170 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -300: 0 -300 -300 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.6 95.5 4.4 0.6 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0
Old : 100.0: 90.6 95.5 4.4 0.6 3.9 0.0 0.0 0.0 0.0 0.0 0.0: 1.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 17 16 . . . 0 0 0 0 0 0:
Old : 22: 17 16 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.9 72.3 64.7 92.1 28.1 54.8 47.3 65.1
Old : 37.9 72.3 64.7 92.1 28.1 54.8 47.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM ATSI DA PEAK FIXED - ICE FUTURES ENERGY DIV Code-0643F2
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,685: 12,185 12,840 600 365 1,480 0 0 0 0 0 0: 420 0
Old : 14,685: 12,185 12,840 600 365 1,480 0 0 0 0 0 0: 420 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.0 87.4 4.1 2.5 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 0.0
Old : 100.0: 83.0 87.4 4.1 2.5 10.1 0.0 0.0 0.0 0.0 0.0 0.0: 2.9 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 9 . . . 0 0 0 0 0 0:
Old : 20: 14 9 . . . 0 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 87.5 77.4 98.4 44.9 69.9 63.6 73.4
Old : 50.7 87.5 77.4 98.4 44.9 69.9 63.6 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN PEAK REAL TIME - NEW YORK MERCANTILE EXCHANGE Code-064A58
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours-5MW per day) :
: : Positions :
All : 223,572: 197,538 167,672 0 40,462 12,028 11,360 0 2,455 0 955 0: 191 0
Old : 223,572: 197,538 167,672 0 40,462 12,028 11,360 0 2,455 0 955 0: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 3,844: 3,844 3,424 0 420 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.4 75.0 0.0 18.1 5.4 5.1 0.0 1.1 0.0 0.4 0.0: 0.1 0.0
Old : 100.0: 88.4 75.0 0.0 18.1 5.4 5.1 0.0 1.1 0.0 0.4 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 21 16 0 . . . 0 . 0 . 0:
Old : 28: 21 16 0 . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.3 82.5 70.5 91.4 46.1 66.2 62.2 68.9
Old : 48.3 82.5 70.5 91.4 46.1 66.2 62.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM WESTERN HUB RT OFF 5 MW - NEW YORK MERCANTILE EXCHANGE Code-064A59
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 3,776,488: 3,218,657 2,505,251 6,215 982,571 224,931 278,810 0 47,875 0 15,860 0: 0 0
Old : 3,776,488: 3,218,657 2,505,251 6,215 982,571 224,931 278,810 0 47,875 0 15,860 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 64,815: 0 85,640 0 -15,200 0 70,440 0 -5,625 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.2 66.3 0.2 26.0 6.0 7.4 0.0 1.3 0.0 0.4 0.0: 0.0 0.0
Old : 100.0: 85.2 66.3 0.2 26.0 6.0 7.4 0.0 1.3 0.0 0.4 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 17 15 . . . . 0 . 0 . 0:
Old : 26: 17 15 . . . . 0 . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 80.2 84.6 89.7 42.7 50.8 53.6 55.7
Old : 61.1 80.2 84.6 89.7 42.7 50.8 53.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAY HUB 5 MW PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A64
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 80 Megawatt Hours) :
: : Positions :
All : 74,488: 66,476 65,151 0 1,946 7,391 430 0 0 0 0 0: 191 0
Old : 74,488: 66,476 65,151 0 1,946 7,391 430 0 0 0 0 0: 191 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 42: 420 -210 0 630 -378 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 87.5 0.0 2.6 9.9 0.6 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Old : 100.0: 89.2 87.5 0.0 2.6 9.9 0.6 0.0 0.0 0.0 0.0 0.0: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 14 16 0 . . . 0 0 0 0 0:
Old : 22: 14 16 0 . . . 0 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 60.0 86.6 84.6 55.6 46.0 63.7 58.1
Old : 68.0 60.0 86.6 84.6 55.6 46.0 63.7 58.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON OFF PEAK SWAP - NEW YORK MERCANTILE EXCHANGE Code-064A80
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :(Contracts of 5 Megawatt Hours) :
: : Positions :
All : 1,329,041: 1,065,193 1,228,655 162,310 0 100,386 0 0 0 1,152 0 0: 0 0
Old : 1,329,041: 1,065,193 1,228,655 162,310 0 100,386 0 0 0 1,152 0 0: 0 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.1 92.4 12.2 0.0 7.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Old : 100.0: 80.1 92.4 12.2 0.0 7.6 0.0 0.0 0.0 0.1 0.0 0.0: 0.0 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 12 11 . 0 . 0 0 0 . 0 0:
Old : 21: 12 11 . 0 . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 78.5 80.7 94.4 40.5 63.5 54.1 66.3
Old : 59.6 78.5 80.7 94.4 40.5 63.5 54.1 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C74
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 28,844: 24,788 21,898 815 4,805 225 885 1,670 0 1,840 40 206: 85 0
Old : 28,844: 24,788 21,898 815 4,805 225 885 1,670 0 1,840 40 206: 85 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -555: -595 -541 0 56 -20 0 0 0 100 -10 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 85.9 75.9 2.8 16.7 0.8 3.1 5.8 0.0 6.4 0.1 0.7: 0.3 0.0
Old : 100.0: 85.9 75.9 2.8 16.7 0.8 3.1 5.8 0.0 6.4 0.1 0.7: 0.3 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 41: 21 22 . . . . . 0 5 . 5:
Old : 41: 21 22 . . . . . 0 5 . 5:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 33.7 73.0 58.5 47.5 32.6 60.5 54.4
Old : 57.8 33.7 73.0 58.5 47.5 32.6 60.5 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE A DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C75
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 21,595: 20,105 16,093 0 4,676 600 385 0 0 155 0 115: 235 111
Old : 21,595: 20,105 16,093 0 4,676 600 385 0 0 155 0 115: 235 111
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 135: 75 120 0 10 0 0 0 0 0 0 0: 60 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.1 74.5 0.0 21.7 2.8 1.8 0.0 0.0 0.7 0.0 0.5: 1.1 0.5
Old : 100.0: 93.1 74.5 0.0 21.7 2.8 1.8 0.0 0.0 0.7 0.0 0.5: 1.1 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 18 19 0 4 . . 0 0 . 0 .:
Old : 31: 18 19 0 4 . . 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 49.7 82.7 78.1 49.5 47.3 68.7 69.6
Old : 60.8 49.7 82.7 78.1 49.5 47.3 68.7 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C76
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 40,797: 36,728 23,433 2,519 12,914 165 50 3,760 60 1,002 242 208: 65 15
Old : 40,797: 36,728 23,433 2,519 12,914 165 50 3,760 60 1,002 242 208: 65 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 1,933: 1,848 1,732 115 205 -50 0 0 0 -31 15 31: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 90.0 57.4 6.2 31.7 0.4 0.1 9.2 0.1 2.5 0.6 0.5: 0.2 0.0
Old : 100.0: 90.0 57.4 6.2 31.7 0.4 0.1 9.2 0.1 2.5 0.6 0.5: 0.2 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 43: 28 24 . . . . . . . . .:
Old : 43: 28 24 . . . . . . . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 58.3 70.3 81.2 50.7 58.2 65.8 77.3
Old : 53.4 58.3 70.3 81.2 50.7 58.2 65.8 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE G DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C77
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 23,040: 21,320 16,238 315 6,312 376 390 0 0 0 25 0: 639 89
Old : 23,040: 21,320 16,238 315 6,312 376 390 0 0 0 25 0: 639 89
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 106: 134 84 35 0 0 0 0 0 0 0 0: -63 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 92.5 70.5 1.4 27.4 1.6 1.7 0.0 0.0 0.0 0.1 0.0: 2.8 0.4
Old : 100.0: 92.5 70.5 1.4 27.4 1.6 1.7 0.0 0.0 0.0 0.1 0.0: 2.8 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 31: 21 15 . . . . 0 0 0 . 0:
Old : 31: 21 15 . . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 61.9 68.8 92.0 45.3 56.9 62.6 77.5
Old : 50.0 61.9 68.8 92.0 45.3 56.9 62.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD PEAK MI - ICE FUTURES ENERGY DIV Code-064C78
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 22,388: 18,409 16,913 2,306 1,441 1,650 0 700 0 0 1,684 0: 23 0
Old : 22,388: 18,409 16,913 2,306 1,441 1,650 0 700 0 0 1,684 0: 23 0
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 720: 740 346 -20 380 0 0 0 0 0 -6 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.2 75.5 10.3 6.4 7.4 0.0 3.1 0.0 0.0 7.5 0.0: 0.1 0.0
Old : 100.0: 82.2 75.5 10.3 6.4 7.4 0.0 3.1 0.0 0.0 7.5 0.0: 0.1 0.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 28: 17 15 . . . 0 . 0 0 . 0:
Old : 28: 17 15 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 53.7 81.2 77.5 52.9 51.7 78.1 71.5
Old : 53.3 53.7 81.2 77.5 52.9 51.7 78.1 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO ZONE J DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV Code-064C79
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 14,944: 12,306 12,316 1,943 1,164 660 0 250 0 0 250 0: 35 304
Old : 14,944: 12,306 12,316 1,943 1,164 660 0 250 0 0 250 0: 35 304
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 272: 270 100 -15 180 0 0 0 0 0 0 0: 17 -8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 82.3 82.4 13.0 7.8 4.4 0.0 1.7 0.0 0.0 1.7 0.0: 0.2 2.0
Old : 100.0: 82.3 82.4 13.0 7.8 4.4 0.0 1.7 0.0 0.0 1.7 0.0: 0.2 2.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 14 12 . . . 0 . 0 0 . 0:
Old : 24: 14 12 . . . 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.6 61.5 81.4 86.1 50.1 60.5 79.5 80.7
Old : 50.6 61.5 81.4 86.1 50.1 60.5 79.5 80.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM AEP DAYTON REAL PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C86
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :1 MW :
: : Positions :
All : 36,854: 32,835 32,994 1,545 1,615 1,800 150 0 0 229 200 90: 205 155
Old : 36,854: 32,835 32,994 1,545 1,615 1,800 150 0 0 229 200 90: 205 155
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 28: 828 -702 -65 1,615 -885 150 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.1 89.5 4.2 4.4 4.9 0.4 0.0 0.0 0.6 0.5 0.2: 0.6 0.4
Old : 100.0: 89.1 89.5 4.2 4.4 4.9 0.4 0.0 0.0 0.6 0.5 0.2: 0.6 0.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 26 26 . . . . 0 0 . . .:
Old : 38: 26 26 . . . . 0 0 . . .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 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 46.5 65.4 72.9 43.0 42.0 60.9 63.0
Old : 45.8 46.5 65.4 72.9 43.0 42.0 60.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTM OFFPEAK-MINI - ICE FUTURES ENERGY DIV Code-064C87
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,784: 13,153 11,902 920 2,700 0 0 0 0 479 0 20: 212 162
Old : 14,784: 13,153 11,902 920 2,700 0 0 0 0 479 0 20: 212 162
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 58: 68 58 0 0 0 0 0 0 -10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.0 80.5 6.2 18.3 0.0 0.0 0.0 0.0 3.2 0.0 0.1: 1.4 1.1
Old : 100.0: 89.0 80.5 6.2 18.3 0.0 0.0 0.0 0.0 3.2 0.0 0.1: 1.4 1.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 18 17 . . 0 0 0 0 . 0 .:
Old : 25: 18 17 . . 0 0 0 0 . 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.7 64.3 70.2 85.0 44.2 56.5 62.5 72.4
Old : 44.7 64.3 70.2 85.0 44.2 56.5 62.5 72.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM NI HUB REALTIME PEAK-MINI - ICE FUTURES ENERGY DIV Code-064C88
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :50MWh :
: : Positions :
All : 14,136: 11,395 11,416 550 2,646 59 0 0 0 1,370 0 0: 762 15
Old : 14,136: 11,395 11,416 550 2,646 59 0 0 0 1,370 0 0: 762 15
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -25: -15 -25 0 0 0 0 0 0 -10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 80.6 80.8 3.9 18.7 0.4 0.0 0.0 0.0 9.7 0.0 0.0: 5.4 0.1
Old : 100.0: 80.6 80.8 3.9 18.7 0.4 0.0 0.0 0.0 9.7 0.0 0.0: 5.4 0.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 26: 22 15 . . . 0 0 0 . 0 0:
Old : 26: 22 15 . . . 0 0 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 69.3 63.8 87.7 37.4 61.5 55.5 74.3
Old : 40.4 69.3 63.8 87.7 37.4 61.5 55.5 74.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 45,757: 40,321 38,792 0 1,155 2,850 75 0 0 0 200 0: 2,511 2,760
Old : 45,757: 40,321 38,792 0 1,155 2,850 75 0 0 0 200 0: 2,511 2,760
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 125: 0 0 0 0 0 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 88.1 84.8 0.0 2.5 6.2 0.2 0.0 0.0 0.0 0.4 0.0: 5.5 6.0
Old : 100.0: 88.1 84.8 0.0 2.5 6.2 0.2 0.0 0.0 0.0 0.4 0.0: 5.5 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 15 21 0 . . . 0 0 0 . 0:
Old : 29: 15 21 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 84.6 56.5 91.0 78.6 77.5 54.7 80.3 70.1
Old : 84.6 56.5 91.0 78.6 77.5 54.7 80.3 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 39,102: 34,877 31,843 0 2,565 1,810 75 0 0 0 100 0: 2,340 2,784
Old : 39,102: 34,877 31,843 0 2,565 1,810 75 0 0 0 100 0: 2,340 2,784
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 125: 0 0 0 0 0 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 89.2 81.4 0.0 6.6 4.6 0.2 0.0 0.0 0.0 0.3 0.0: 6.0 7.1
Old : 100.0: 89.2 81.4 0.0 6.6 4.6 0.2 0.0 0.0 0.0 0.3 0.0: 6.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 25: 13 20 0 . . . 0 0 0 . 0:
Old : 25: 13 20 0 . . . 0 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 83.6 55.4 89.7 80.7 76.7 52.7 79.6 72.6
Old : 83.6 55.4 89.7 80.7 76.7 52.7 79.6 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,945: 15,805 9,605 135 0 0 0 3,795 1,050 400 3,720 0: 1,555 775
Old : 18,945: 15,805 9,605 135 0 0 0 3,795 1,050 400 3,720 0: 1,555 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 300 0 0 0 0 0 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 50.7 0.7 0.0 0.0 0.0 20.0 5.5 2.1 19.6 0.0: 8.2 4.1
Old : 100.0: 83.4 50.7 0.7 0.0 0.0 0.0 20.0 5.5 2.1 19.6 0.0: 8.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 24: 13 15 . 0 0 0 . . . . 0:
Old : 24: 13 15 . 0 0 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6
Old : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,885: 15,080 9,110 135 0 0 0 3,435 1,425 0 3,300 0: 1,245 615
Old : 17,885: 15,080 9,110 135 0 0 0 3,435 1,425 0 3,300 0: 1,245 615
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 300 0 0 0 0 0 0 0 -300 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 84.3 50.9 0.8 0.0 0.0 0.0 19.2 8.0 0.0 18.5 0.0: 7.0 3.4
Old : 100.0: 84.3 50.9 0.8 0.0 0.0 0.0 19.2 8.0 0.0 18.5 0.0: 7.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 12 13 . 0 0 0 . . 0 . 0:
Old : 22: 12 13 . 0 0 0 . . 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5
Old : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 18,918: 13,788 17,253 0 0 0 440 0 380 3,075 50 0: 1,235 1,235
Old : 18,918: 13,788 17,253 0 0 0 440 0 380 3,075 50 0: 1,235 1,235
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 348: 398 398 0 0 0 0 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.9 91.2 0.0 0.0 0.0 2.3 0.0 2.0 16.3 0.3 0.0: 6.5 6.5
Old : 100.0: 72.9 91.2 0.0 0.0 0.0 2.3 0.0 2.0 16.3 0.3 0.0: 6.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 13 9 0 0 0 . 0 . . . 0:
Old : 22: 13 9 0 0 0 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 75.5 81.1 92.8 48.0 64.9 65.7 70.7
Old : 53.2 75.5 81.1 92.8 48.0 64.9 65.7 70.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,611: 28,370 18,605 150 0 0 0 9,750 0 0 481 0: 1,091 775
Old : 29,611: 28,370 18,605 150 0 0 0 9,750 0 0 481 0: 1,091 775
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 50: 0 0 0 0 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 95.8 62.8 0.5 0.0 0.0 0.0 32.9 0.0 0.0 1.6 0.0: 3.7 2.6
Old : 100.0: 95.8 62.8 0.5 0.0 0.0 0.0 32.9 0.0 0.0 1.6 0.0: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 11 12 . 0 0 0 . 0 0 . 0:
Old : 22: 11 12 . 0 0 0 . 0 0 . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 88.1 89.8 94.0 70.8 88.1 86.0 93.2
Old : 73.0 88.1 89.8 94.0 70.8 88.1 86.0 93.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 29,820: 25,695 25,575 0 1,200 0 1,160 0 1,850 50 150 0: 1,065 1,045
Old : 29,820: 25,695 25,575 0 1,200 0 1,160 0 1,850 50 150 0: 1,065 1,045
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 30: 30 0 0 0 0 -30 0 30 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 86.2 85.8 0.0 4.0 0.0 3.9 0.0 6.2 0.2 0.5 0.0: 3.6 3.5
Old : 100.0: 86.2 85.8 0.0 4.0 0.0 3.9 0.0 6.2 0.2 0.5 0.0: 3.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 22: 15 9 0 . 0 . 0 . . . 0:
Old : 22: 15 9 0 . 0 . 0 . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 83.1 83.6 95.6 57.4 80.5 75.9 85.6
Old : 61.8 83.1 83.6 95.6 57.4 80.5 75.9 85.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 102,227: 71,994 89,591 0 1,455 1,995 16,605 100 0 2,547 0 184: 8,902 8,902
Old : 102,227: 71,994 89,591 0 1,455 1,995 16,605 100 0 2,547 0 184: 8,902 8,902
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 304: 96 26 0 0 0 230 0 0 -300 0 0: 278 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.4 87.6 0.0 1.4 2.0 16.2 0.1 0.0 2.5 0.0 0.2: 8.7 8.7
Old : 100.0: 70.4 87.6 0.0 1.4 2.0 16.2 0.1 0.0 2.5 0.0 0.2: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 40: 21 25 0 . . . . 0 4 0 .:
Old : 40: 21 25 0 . . . . 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 48.1 81.8 66.0 62.5 47.6 75.3 64.9
Old : 65.6 48.1 81.8 66.0 62.5 47.6 75.3 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 97,677: 71,774 90,489 0 2,655 1,870 18,540 0 0 2,830 0 100: 2,563 2,563
Old : 97,677: 71,774 90,489 0 2,655 1,870 18,540 0 0 2,830 0 100: 2,563 2,563
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -92: 145 -125 0 0 0 30 0 0 -300 0 0: 33 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.5 92.6 0.0 2.7 1.9 19.0 0.0 0.0 2.9 0.0 0.1: 2.6 2.6
Old : 100.0: 73.5 92.6 0.0 2.7 1.9 19.0 0.0 0.0 2.9 0.0 0.1: 2.6 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 38: 19 26 0 . . . 0 0 4 0 .:
Old : 38: 19 26 0 . . . 0 0 4 0 .:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 51.8 87.4 70.9 71.0 50.7 83.0 68.3
Old : 73.4 51.8 87.4 70.9 71.0 50.7 83.0 68.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 20,065: 18,825 18,295 0 920 400 200 0 125 0 0 0: 515 325
Old : 20,065: 18,825 18,295 0 920 400 200 0 125 0 0 0: 515 325
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.8 91.2 0.0 4.6 2.0 1.0 0.0 0.6 0.0 0.0 0.0: 2.6 1.6
Old : 100.0: 93.8 91.2 0.0 4.6 2.0 1.0 0.0 0.6 0.0 0.0 0.0: 2.6 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 17 12 0 . . . 0 . 0 0 0:
Old : 21: 17 12 0 . . . 0 . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4
Old : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 16,595: 16,445 14,545 0 1,520 0 0 300 0 0 0 0: 150 230
Old : 16,595: 16,445 14,545 0 1,520 0 0 300 0 0 0 0: 150 230
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 99.1 87.6 0.0 9.2 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.9 1.4
Old : 100.0: 99.1 87.6 0.0 9.2 0.0 0.0 1.8 0.0 0.0 0.0 0.0: 0.9 1.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 21: 16 12 0 . 0 0 . 0 0 0 0:
Old : 21: 16 12 0 . 0 0 . 0 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6
Old : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 23,450: 19,515 18,000 970 0 2,315 0 1,900 125 50 550 0: 475 560
Old : 23,450: 19,515 18,000 970 0 2,315 0 1,900 125 50 550 0: 475 560
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 310: 310 60 0 0 0 0 100 0 0 150 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.2 76.8 4.1 0.0 9.9 0.0 8.1 0.5 0.2 2.3 0.0: 2.0 2.4
Old : 100.0: 83.2 76.8 4.1 0.0 9.9 0.0 8.1 0.5 0.2 2.3 0.0: 2.0 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 29: 17 18 . 0 . 0 . . . . 0:
Old : 29: 17 18 . 0 . 0 . . . . 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 41.8 73.9 69.1 43.3 37.3 59.7 57.0
Old : 51.6 41.8 73.9 69.1 43.3 37.3 59.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 21,090: 17,585 16,635 275 500 2,650 0 700 125 0 0 0: 455 480
Old : 21,090: 17,585 16,635 275 500 2,650 0 700 125 0 0 0: 455 480
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 83.4 78.9 1.3 2.4 12.6 0.0 3.3 0.6 0.0 0.0 0.0: 2.2 2.3
Old : 100.0: 83.4 78.9 1.3 2.4 12.6 0.0 3.3 0.6 0.0 0.0 0.0: 2.2 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 23: 15 14 . . . 0 . . 0 0 0:
Old : 23: 15 14 . . . 0 . . 0 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9
Old : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Disaggregated Commitments of Traders - Futures Only, March 29, 2016
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: : Reportable Positions : Nonreportable
: : Producer/Merchant/ : : : : Positions
: Open : Processor/User : Swap Dealers : Managed Money : Other Reportables :
: Interest : Long : Short : Long : Short :Spreading : Long : Short :Spreading : Long : Short :Spreading : Long : Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
: :Megawatt Hours (MWh) :
: : Positions :
All : 17,845: 16,750 13,290 0 3,805 0 0 75 0 350 0 0: 745 675
Old : 17,845: 16,750 13,290 0 3,805 0 0 75 0 350 0 0: 745 675
Other: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 93.9 74.5 0.0 21.3 0.0 0.0 0.4 0.0 2.0 0.0 0.0: 4.2 3.8
Old : 100.0: 93.9 74.5 0.0 21.3 0.0 0.0 0.4 0.0 2.0 0.0 0.0: 4.2 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
: : Number of Traders in Each Category :
All : 20: 14 7 0 . 0 0 . 0 . 0 0:
Old : 20: 14 7 0 . 0 0 . 0 . 0 0:
Other: 0: 0 0 0 0 0 0 0 0 0 0 0:
:-------------------------------------------------------------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8
Old : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016